plot.ncvreg {ncvreg}

Plot coefficients from a ncvreg object

Description

Produces a plot of the coefficient paths for a fitted ncvreg object.

Usage

## S3 method for class 'ncvreg'
plot(x, alpha = 1, log.l = FALSE, shade = TRUE, col, ...)

Arguments

x

Fitted "ncvreg" model.

alpha

Controls alpha-blending, helpful when the number of features is large. Default is alpha=1.

log.l

Should horizontal axis be on the log scale? Default is FALSE.

shade

Should nonconvex region be shaded? Default is TRUE.

col

Vector of colors for coefficient lines. By default, evenly spaced colors are selected automatically.

...

Other graphical parameters to plot()

Author(s)

Patrick Breheny

References

Breheny P and Huang J. (2011) Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection. Annals of Applied Statistics, 5: 232-253. doi:10.1214/10-AOAS388

See Also

ncvreg()

Examples

data(Prostate)
fit <- ncvreg(Prostate$X, Prostate$y)
plot(fit)
plot(fit, col="black")
plot(fit, log=TRUE)
fit <- ncvreg(Prostate$X, Prostate$y, penalty.factor=rep(c(1, 1, 1, Inf), 2))
plot(fit, col=c('red', 'black', 'green'))  # Recycled among nonzero paths