plot.cv.l1.reg {CDLasso} | R Documentation |
Plot cross validation results across lambdas for greedy coordinate descent for L1 regression
## S3 method for class 'cv.l1.reg' plot(x, ...)
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Output of cv.l1.reg. Must be of class "cv.l1.reg" |
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plot.cv.l1.reg
plots the prediction error of k fold cross validation across lambda values.
Edward Grant, Kenneth Lange, Tong Tong Wu
Maintainer: Edward Grant edward.m.grant@gmail.com
Wu, T.T. and Lange, K. (2008). Coordinate Descent Algorithms for Lasso Penalized Regression. Annals of Applied Statistics, Volume 2, No 1, 224-244.
set.seed(100) n=50 p=200 nzfixed = c(1:5) true.beta<-rep(0,p) true.beta[nzfixed] = c(1,1,1,1,1) x=matrix(rnorm(n*p),p,n) y = t(x) %*% true.beta rownames(x)<-1:nrow(x) colnames(x)<-1:ncol(x) crossval<-cv.l1.reg(x,y,10,(0:20)*2) plot(crossval) out<-l1.reg(x,y,lambda=crossval$lam.opt) out