Plot the crossvalidation obtained from cv.MLGL
function
1 2 
x 

log.lambda 
If TRUE, use log(lambda) instead of lambda in abscissa 
... 
Other parameters for plot function 
cv.MLGL
1 2 3 4 5 6 7 8 9 10 11 12  ## Not run:
set.seed(42)
# Simulate gaussian data with blockdiagonal variance matrix containing 12 blocks of size 5
X < simuBlockGaussian(50, 12, 5, 0.7)
# Generate a response variable
y < drop(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)
## End(Not run)

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