plot.cv.MLGL: Plot the cross-validation obtained from 'cv.MLGL' function

In MLGL: Multi-Layer Group-Lasso

Description

Plot the cross-validation obtained from cv.MLGL function

Usage

## S3 method for class 'cv.MLGL'
plot(x, log.lambda = FALSE, ...)

Arguments

x	cv.MLGL object
log.lambda	If TRUE, use log(lambda) instead of lambda in abscissa
...	Other parameters for plot function

See Also

cv.MLGL

Examples

set.seed(42)
# Simulate gaussian data with block-diagonal variance matrix containing 12 blocks of size 5
X <- simuBlockGaussian(50, 12, 5, 0.7)
# Generate a response variable
y <- X[,c(2,7,12)]%*%c(2,2,-2) + rnorm(50,0,0.5)
# Apply cv.MLGL method
res <- cv.MLGL(X,y)
# Plot the cv error curve
plot(res) 

MLGL documentation built on Dec. 31, 2019, 3 a.m.