Fig2.5: Reproduce Figure 2.5
In pbreheny/hdrm: High-Dimensional Regression Modeling

Fig2.5

R Documentation

Reproduce Figure 2.5

Description

Reproduces Figure 2.5 from the book; if you specify any options, your results may look different.

Usage

Fig2.5(cv = TRUE, mar = rep(5, 4))

Arguments

`cv`	Carry out cross-validation? Default: true
`mar`	Margins, passed to `par()`

Examples

Fig2.5()

# default glmnet plot
attachData(pollution)
fit <- glmnet(std(X), y)   # Standardize design matrix
plot(fit, label=TRUE)

# Nonzero coefficients at CV-selected lambda
cvfit <- cv.glmnet(X, y, nfolds=length(y))
colnames(X)[unlist(predict(cvfit, type="nonzero"))]

pbreheny/hdrm documentation built on Jan. 17, 2024, 8:53 p.m.