plot.ncvreg: Plot coefficients from a ncvreg object

In pbreheny/ncvreg: Regularization Paths for SCAD and MCP Penalized Regression Models

Plot coefficients from a ncvreg object

Description

Produces a plot of the coefficient paths for a fitted ncvreg object.

Usage

## S3 method for class 'ncvreg'
plot(x, alpha = 1, log.l = FALSE, shade = TRUE, col, ...)

Arguments

x	Fitted "ncvreg" model.
alpha	Controls alpha-blending, helpful when the number of features is large. Default is alpha=1.
log.l	Should horizontal axis be on the log scale? Default is FALSE.
shade	Should nonconvex region be shaded? Default is TRUE.
col	Vector of colors for coefficient lines. By default, evenly spaced colors are selected automatically.
...	Other graphical parameters to plot()

Author(s)

Patrick Breheny

References

Breheny P and Huang J. (2011) Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection. Annals of Applied Statistics, 5: 232-253. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1214/10-AOAS388")}

See Also

ncvreg()

Examples

data(Prostate)
fit <- ncvreg(Prostate$X, Prostate$y)
plot(fit)
plot(fit, col="black")
plot(fit, log=TRUE)
fit <- ncvreg(Prostate$X, Prostate$y, penalty.factor=rep(c(1, 1, 1, Inf), 2))
plot(fit, col=c('red', 'black', 'green'))  # Recycled among nonzero paths

pbreheny/ncvreg documentation built on April 25, 2024, 5:22 a.m.