ggplot.glmnet: ggplot coefficients from a 'glmnet' object

In luca-scr/smef: Statistical Methods for Economy and Finance

Description

ggplot2 version of function plot.glmnet() available in package 'glmnet'

Usage

## S3 method for class 'glmnet'
ggplot(
  object,
  xvar = c("norm", "lambda", "dev"),
  lty = 1,
  col = 1,
  label = FALSE,
  ...
)

Arguments

object	fitted 'glmnet' model
xvar	a character vector specifying the x-axis: "norm" plots against the L1-norm of the coefficients, "lambda" against the log-lambda sequence, and "dev" against the percent deviance explained.
lty	linetype specification (recycling if necessary)
col	color specification (recycling if necessary)
label	If TRUE, label the curves with variable sequence numbers.
...	additional arguments

See Also

plot.glmnet

Examples

x = matrix(rnorm(100*20),100,20)
y = rnorm(100)
fit = glmnet(x,y)
ggplot(fit)
ggplot(fit, xvar = "lambda", col = palette(), label = TRUE)
ggplot(fit1, xvar = "dev", col = palette()[1:4], lty = 1:3)

luca-scr/smef documentation built on Feb. 22, 2022, 8:32 p.m.