plotpath: Plotting the LASSO path

In penalized: L1 (Lasso and Fused Lasso) and L2 (Ridge) Penalized Estimation in GLMs and in the Cox Model

Plotting the LASSO path

Description

Plotting a LASSO path fitted using penalized with steps > 1.

Usage

plotpath(object, labelsize = 0.6, standardize = FALSE, ...) 

Arguments

object	A list of link{penfit} objects calculated for the same data but different lambda1 values. This object can be created using the link{penalized} function using the steps argument.
labelsize	Sets the size of the variable labels in the plot. Set to zero for no variable labels.
standardize	If TRUE, plots the regression coefficients for the covariates standardize to unit second central moment. See penalized for details on standardization. Note that the standardization in plotpath can also be used if standarization was not used in penalized.
...	Any other arguments will be forwarded to the plot function.

Author(s)

Jelle Goeman: [e-mail]

See Also

penalized, penfit.

Examples

data(nki70)

# Fit the model with the steps argument and plot
pen <- penalized(Surv(time, event), penalized = nki70[,8:77],
    data = nki70, lambda1=1, steps = 20)

plotpath(pen)

penalized documentation built on April 23, 2022, 5:05 p.m.