plot.cocktail {fastcox} | R Documentation |
Plot coefficients from a "cocktail" object
Description
Produces a coefficient profile plot of the coefficient paths for a
fitted cocktail
object. This function is modified based on the plot
function from the glmnet
package.
Usage
## S3 method for class 'cocktail'
plot(x, xvar = c("norm", "lambda"), color = FALSE, label = FALSE, ...)
Arguments
x |
fitted |
xvar |
what is on the X-axis. |
color |
if |
label |
if |
... |
other graphical parameters to plot |
Details
A coefficient profile plot is produced.
Author(s)
Yi Yang and Hui Zou
Maintainer: Yi Yang <yi.yang6@mcgill.ca>
References
Yang, Y. and Zou, H. (2013),
"A Cocktail Algorithm for Solving The Elastic Net Penalized Cox's Regression in High Dimensions", Statistics and Its Interface, 6:2, 167-173.
https://github.com/emeryyi/fastcox
Friedman, J., Hastie, T. and Tibshirani, R. (2008)
"Regularization Paths for Generalized Linear Models via Coordinate
Descent", http://www.stanford.edu/~hastie/Papers/glmnet.pdf
Journal of Statistical Software, Vol. 33(1), 1-22 Feb 2010
http://www.jstatsoft.org/v33/i01/
Simon, N., Friedman, J., Hastie, T., Tibshirani, R. (2011)
"Regularization Paths for Cox's Proportional Hazards Model via
Coordinate Descent", Journal of Statistical Software, Vol. 39(5)
1-13
http://www.jstatsoft.org/v39/i05/
Examples
data(FHT)
m1<-cocktail(x=FHT$x,y=FHT$y,d=FHT$status,alpha=0.5)
par(mfrow=c(1,3))
plot(m1) # plots against the L1-norm of the coefficients
plot(m1,xvar="lambda",label=TRUE) # plots against the log-lambda sequence
plot(m1,color=TRUE)