R/plot.cv.glmnet.R

In jeffwong/glmnet: Lasso and elastic-net regularized generalized linear models

plot.cv.glmnet=function(x,sign.lambda=1,...){
  cvobj=x
  xlab="log(Lambda)"
  if(sign.lambda<0)xlab=paste("-",xlab,sep="")
  plot.args=list(x=sign.lambda*log(cvobj$lambda),y=cvobj$cvm,ylim=range(cvobj$cvup,cvobj$cvlo),xlab=xlab,ylab=cvobj$name,type="n")
  new.args=list(...)
  if(length(new.args))plot.args[names(new.args)]=new.args
do.call("plot",plot.args)
error.bars(sign.lambda*log(cvobj$lambda),cvobj$cvup,cvobj$cvlo,width=0.01,col="darkgrey")
  points(sign.lambda*log(cvobj$lambda),cvobj$cvm,pch=20,col="red")
axis(side=3,at=sign.lambda*log(cvobj$lambda),labels=paste(cvobj$nz),tick=FALSE,line=0)
abline(v=sign.lambda*log(cvobj$lambda.min),lty=3)
abline(v=sign.lambda*log(cvobj$lambda.1se),lty=3)
  invisible()
}