R/plot-cv-biglasso.R

In YaohuiZeng/biglasso: Extending Lasso Model Fitting to Big Data

#' Plots the cross-validation curve from a "cv.biglasso" object
#' 
#' Plot the cross-validation curve from a [cv.biglasso()] object,
#' along with standard error bars.
#' 
#' Error bars representing approximate 68\% confidence intervals are plotted
#' along with the estimates at value of `lambda`.  For `rsq` and
#' `snr`, these confidence intervals are quite crude, especially near.
#' 
#' @param x A `"cv.biglasso"` object.
#' @param log.l Should horizontal axis be on the log scale?  Default is TRUE.
#' @param type What to plot on the vertical axis.  `cve` plots the
#' cross-validation error (deviance); `rsq` plots an estimate of the
#' fraction of the deviance explained by the model (R-squared); `snr`
#' plots an estimate of the signal-to-noise ratio; `scale` plots, for
#' `family="gaussian"`, an estimate of the scale parameter (standard
#' deviation); `pred` plots, for `family="binomial"`, the estimated
#' prediction error; `all` produces all of the above.
#' @param selected If `TRUE` (the default), places an axis on top of the
#' plot denoting the number of variables in the model (i.e., that have a
#' nonzero regression coefficient) at that value of `lambda`.
#' @param vertical.line If `TRUE` (the default), draws a vertical line at
#' the value where cross-validaton error is minimized.
#' @param col Controls the color of the dots (CV estimates).
#' @param \dots Other graphical parameters to `plot`
#' 
#' @author Yaohui Zeng and Patrick Breheny
#' 
#' @seealso [biglasso()], [cv.biglasso()]
#'
#' @examples
#' ## See examples in "cv.biglasso"
#' @export

plot.cv.biglasso <- function(x, log.l = TRUE, type = c("cve", "rsq", "scale", 
                                                       "snr", "pred", "all"), 
                             selected = TRUE, vertical.line = TRUE, col = "red", ...) {
  # inherits cv.ncvreg
  class(x) <- 'cv.ncvreg'
  plot(x = x, log.l = log.l, type = type, selected = selected, 
       vertical.line = vertical.line, col = col, ...)
}