Description Usage Arguments Details Author(s) References See Also Examples
Plots the cross-validation curve, and upper and lower standard deviation
curves, as a function of the lambda
values used. This function is modified based on the plot.cv
function from the glmnet
package.
1 2 |
x |
fitted |
sign.lambda |
either plot against |
... |
other graphical parameters to plot |
A plot is produced.
Wei Qian, Yi Yang and Hui Zou
Maintainer: Wei Qian <weiqian@stat.umn.edu>
Qian, W., Yang, Y., Yang, Y. and Zou, H. (2013), “Tweedie's Compound
Poisson Model With Grouped Elastic Net,” submitted to Journal of Computational and Graphical Statistics.
Friedman, J., Hastie, T., and Tibshirani, R. (2010), “Regularization paths for generalized
linear models via coordinate descent,” Journal of Statistical Software, 33, 1.
http://www.jstatsoft.org/v33/i01/
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 | # load HDtweedie library
library(HDtweedie)
# load data set
data(auto)
# 5-fold cross validation using the lasso
cv0 <- cv.HDtweedie(x=auto$x,y=auto$y,p=1.5,nfolds=5,lambda.factor=.0005)
# make a CV plot
plot(cv0)
# define group index
group1 <- c(rep(1,5),rep(2,7),rep(3,4),rep(4:14,each=3),15:21)
# 5-fold cross validation using the grouped lasso
cv1 <- cv.HDtweedie(x=auto$x,y=auto$y,group=group1,p=1.5,nfolds=5,lambda.factor=.0005)
# make a CV plot
plot(cv1)
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