fastcox (version 1.1.1)

plot.cv.cocktail: plot the cross-validation curve produced by cv.cocktail

Description

Plots the cross-validation curve, and upper and lower standard deviation curves, as a function of the lambda values used. This function is modified based on the plot.cv function from the glmnet package.

Usage

"plot"(x, sign.lambda, ...)

Arguments

x

fitted cv.cocktail object

sign.lambda

either plot against log(lambda) (default) or its negative if sign.lambda=-1.

...

other graphical parameters to plot

Details

A plot is produced.

References

Yang, Y. and Zou, H. (2012), "A Cocktail Algorithm for Solving The Elastic Net Penalized Cox's Regression in High Dimensions", Statistics and Its Interface. http://code.google.com/p/fastcox/

Friedman, J., Hastie, T., and Tibshirani, R. (2010), "Regularization paths for generalized linear models via coordinate descent," Journal of Statistical Software, 33, 1. http://www.jstatsoft.org/v33/i01/

See Also

cv.cocktail.