plot.glmnetSE {glmnetSE}

Plot ROC Curve of a fitted glmnetSE Model on Test Data

Description

Plot the ROC curve of a fitted model glmnetSE (family binomial and performance metric auc) on supplied test data.

Usage

## S3 method for class 'glmnetSE'
plot(x, ...)

Arguments

x

A model of the class glmnetSE of family binomial and performance metric auc for which the ROC curve should be plotted.

...

Additional arguments affecting the plot produced.

Value

The ROC curve of a glmnetSE object.

Examples

# Generate dichotom variable

swiss$Fertility <- ifelse(swiss$Fertility >= median(swiss$Fertility), 1, 0)

# Generate a train and test set
set.seed(1234)
train_sample <- sample(nrow(swiss), 0.8*nrow(swiss))

swiss.train <- swiss[train_sample, ]
swiss.test  <- swiss[-train_sample, ]


# Estimate model

glmnetSE.model <- glmnetSE(data=swiss.train, cf.no.shrnkg = c("Education"),
alpha=seq(0.1,0.9,0.1), method = "10CVoneSE", test = swiss.test, seed = 123,
family = "binomial", perf.metric = "auc", ncore = 2)


# Plot ROC curve of the fitted model on swiss.test data

plot(glmnetSE.model)