Fig2.7: Reproduce Figure 2.7
In pbreheny/hdrm: High-Dimensional Regression Modeling

Fig2.7

R Documentation

Reproduce Figure 2.7

Description

Reproduces Figure 2.7 from the book; if you specify any options, your results may look different.

Usage

Fig2.7()

Examples

Fig2.7()

# Default plot
attachData(pollution)
cvfit <- cv.glmnet(std(X), y)   # Standardize design matrix
plot(cvfit)

# Range of lambda values within 1 SE of minimum
lmin <- which(cvfit$lambda==cvfit$lambda.min)
range(cvfit$lambda[which(cvfit$cvm < cvfit$cvup[lmin])])

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