plot.glmnet: plot coefficients from a "glmnet" object

View source: R/plot.glmnet.R

plot.glmnetR Documentation

plot coefficients from a "glmnet" object

Description

Produces a coefficient profile plot of the coefficient paths for a fitted "glmnet" object.

Usage

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

## S3 method for class 'mrelnet'
plot(
  x,
  xvar = c("lambda", "norm", "dev"),
  label = FALSE,
  type.coef = c("coef", "2norm"),
  ...
)

## S3 method for class 'multnet'
plot(
  x,
  xvar = c("lambda", "norm", "dev"),
  label = FALSE,
  type.coef = c("coef", "2norm"),
  ...
)

## S3 method for class 'relaxed'
plot(x, xvar = c("lambda", "dev"), label = FALSE, gamma = 1, ...)

Arguments

x

fitted "glmnet" model

xvar

What is on the X-axis. "lambda" plots against the log-lambda sequence, "norm" against the L1-norm of the coefficients, and "dev" against the percent deviance explained. Warning: "norm" is the L1 norm of the coefficients on the glmnet object. There are many reasons why this might not be appropriate, such as automatic standardization, penalty factors, and values of alpha less than 1, which can lead to unusual looking plots.

label

If TRUE, label the curves with variable sequence numbers.

...

Other graphical parameters to plot

type.coef

If type.coef="2norm" then a single curve per variable, else if type.coef="coef", a coefficient plot per response

gamma

Value of the mixing parameter for a "relaxed" fit

Details

A coefficient profile plot is produced. If x is a multinomial model, a coefficient plot is produced for each class.

Author(s)

Jerome Friedman, Trevor Hastie and Rob Tibshirani
Maintainer: Trevor Hastie hastie@stanford.edu

References

Friedman, J., Hastie, T. and Tibshirani, R. (2008) Regularization Paths for Generalized Linear Models via Coordinate Descent

See Also

glmnet, and print, predict and coef methods.

Examples

x=matrix(rnorm(100*20),100,20)
y=rnorm(100)
g2=sample(1:2,100,replace=TRUE)
g4=sample(1:4,100,replace=TRUE)
fit1=glmnet(x,y)
plot(fit1)
plot(fit1,xvar="lambda",label=TRUE)
fit3=glmnet(x,g4,family="multinomial")
plot(fit3,pch=19)

glmnet documentation built on June 8, 2025, 10:28 a.m.