Description Usage Arguments Examples
View source: R/plot.ic.glmnet.R
Plots the information criterion curve as a function of log(lambda) through the regularization path.
1 2 |
x |
A ic.glmnet object estimated using the ic.glmnet function. |
... |
Arguments to be passed to other methods. |
1 2 3 4 5 6 7 8 9 10 11 12 13 | ## == This example uses the Brazilian inflation data from
#Garcia, Medeiros and Vasconcelos (2017) == ##
data("BRinf")
## == Data preparation == ##
## == The model is yt = a + Xt-1'b + ut == ##
aux = embed(BRinf,2)
y=aux[,1]
x=aux[,-c(1:ncol(BRinf))]
## == LASSO == ##
lasso=ic.glmnet(x,y,crit = "bic")
plot(lasso)
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