plot.cocktail: Plot coefficients from a "cocktail" object

In fastcox: Lasso and Elastic-Net Penalized Cox's Regression in High Dimensions Models using the Cocktail Algorithm

Description

Produces a coefficient profile plot of the coefficient paths for a fitted cocktail object. This function is modified based on the plot function from the glmnet package.

Usage

## S3 method for class 'cocktail'
plot(x, xvar = c("norm", "lambda"), color = FALSE, label = FALSE, ...)

Arguments

x	fitted cocktail model
xvar	what is on the X-axis. "norm" plots against the L1-norm of the coefficients, "lambda" against the log-lambda sequence.
color	if TRUE, plot the curves with rainbow colors. FALSE is gray colors. Default is FALSE
label	if TRUE, label the curves with variable sequence numbers. Default is FALSE
...	other graphical parameters to plot

Details

A coefficient profile plot is produced.

Author(s)

Yi Yang and Hui Zou
Maintainer: Yi Yang <[e-mail]>

References

Yang, Y. and Zou, H. (2013), "A Cocktail Algorithm for Solving The Elastic Net Penalized Cox's Regression in High Dimensions", Statistics and Its Interface, 6:2, 167-173.
https://github.com/emeryyi/fastcox

Friedman, J., Hastie, T. and Tibshirani, R. (2008) "Regularization Paths for Generalized Linear Models via Coordinate Descent", http://www.stanford.edu/~hastie/Papers/glmnet.pdf
Journal of Statistical Software, Vol. 33(1), 1-22 Feb 2010
http://www.jstatsoft.org/v33/i01/

Simon, N., Friedman, J., Hastie, T., Tibshirani, R. (2011) "Regularization Paths for Cox's Proportional Hazards Model via Coordinate Descent", Journal of Statistical Software, Vol. 39(5) 1-13
http://www.jstatsoft.org/v39/i05/

Examples

data(FHT)
m1<-cocktail(x=FHT$x,y=FHT$y,d=FHT$status,alpha=0.5)
par(mfrow=c(1,3))
plot(m1) # plots against the L1-norm of the coefficients
plot(m1,xvar="lambda",label=TRUE) # plots against the log-lambda sequence
plot(m1,color=TRUE)

Example output

Loading required package: Matrix

fastcox documentation built on May 2, 2019, 10:25 a.m.