plot the cross-validation curve produced by cv.glmnet

Plots the cross-validation curve, and upper and lower standard deviation curves, as a function of the lambda values used. If the object has class "cv.relaxed" a different plot is produced, showing both lambda and gamma

Usage

# S3 method for class 'cv.glmnet'
plot(x, sign.lambda = -1, ...)

# S3 method for class 'cv.relaxed'
plot(x, se.bands = TRUE, sign.lambda = -1, ...)

Arguments

x: fitted "cv.glmnet" object
sign.lambda: Either plot against log(lambda) or its negative if sign.lambda=-1 (default).
...: Other graphical parameters to plot
se.bands: Should shading be produced to show standard-error bands; default is TRUE

Details

A plot is produced, and nothing is returned.

References

Friedman, J., Hastie, T. and Tibshirani, R. (2008) Regularization Paths for Generalized Linear Models via Coordinate Descent

Author

Jerome Friedman, Trevor Hastie and Rob Tibshirani
Maintainer: Trevor Hastie hastie@stanford.edu

Examples


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)
cvob1 = cv.glmnet(x, y)
plot(cvob1)
title("Gaussian Family", line = 2.5)

cvob1r = cv.glmnet(x, y, relax = TRUE)
plot(cvob1r)

frame()
set.seed(1011)
par(mfrow = c(2, 2), mar = c(4.5, 4.5, 4, 1))
cvob2 = cv.glmnet(x, ly, family = "binomial")
plot(cvob2)
title("Binomial Family", line = 2.5)
## set.seed(1011)
## cvob3 = cv.glmnet(x, ly, family = "binomial", type = "class")
## plot(cvob3)
## title("Binomial Family", line = 2.5)