plot.extlasso | R Documentation |

Produces a plot of entire regularization path from a 'extlasso' object obtained using ‘extlasso’ function.

## S3 method for class 'extlasso' plot(x,xvar=c("lambda","L1norm","fraction of norm"),...)

`x` |
A ‘extlasso’ object obtained using ‘extlasso’ function. |

`xvar` |
What should be on x-axis? xvar="lambda" produces a plot of regularization path with respect to lambda, xvar="L1norm" produces a plot of regularization path with respect to L1 norm of coefficients and xvar="fraction of norm" produces a plot of regularization path with respect to fraction of norm of coefficients. Default is xvar="L1norm". |

`...` |
Optional graphical parameters to matplot() function |

A plot of regularization path is produced.

B N Mandal and Jun Ma

Mandal, B.N. and Jun Ma, (2014). A Jacobi-Armijo Algorithm for LASSO and its Extensions.

x=matrix(rnorm(100*30),100,30) y=rnorm(100) g1=extlasso(x,y,family="normal") plot(g1) plot(g1,xvar="lambda") x=matrix(rnorm(100*30),100,30) y=sample(c(0,1),100,replace=TRUE) g1=extlasso(x,y,family="binomial") plot(g1) plot(g1,xvar="lambda")

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