README.md

In sherrillmix/glmnetPlotR: Simple functions to plot cv.glmet and glmnet

Produce pretty plots from glmnet results

Introduction

glmnetPlotR provides a couple R functions to produce prettier plots from glmnet and cv.glmnet (from the glmnet package) results.

Installation

To install directly from github, use the devtools library and run:

devtools::install_github("sherrillmix/glmnetPlotR")

Examples

Plotting cross-validated model performance

Using an example from cv.glmnet:

#example from cv.glmet
library(glmnetPlotR)
set.seed(1010)
n=1000;p=100
nzc=trunc(p/10)
x=matrix(rnorm(n*p),n,p)
beta=rnorm(nzc)
fx= x[,seq(nzc)] %*% beta
eps=rnorm(n)*5
y=drop(fx+eps)
px=exp(fx)
px=px/(1+px)
ly=rbinom(n=length(px),prob=px,size=1)
set.seed(1011)
cvob1=glmnet::cv.glmnet(x,y)
plotGlmnet(cvob1)

Tracking coefficients

plotBetas(cvob1$glmnet.fit,cvob1$lambda.1se)

Authors: Scott Sherrill-Mix

sherrillmix/glmnetPlotR documentation built on May 29, 2019, 9:24 p.m.