Plot of the LASSO coefficients: Plot of the LASSO coefficients
Description
Plot of the LASSO coefficients.
Usage
lassocoef.plot(lasso, lambda = TRUE)
Arguments
lasso
An object where you have saved the result of the LASSO regression. See the examples for more details.
lambda
If you want the x-axis to contain the logarithm of the penalty parameter \(\log(\lambda)\) set this to TRUE.
Otherwise the x-axis will contain the \(L_1\)-norm of the coefficients.
Value
A plot of the \(L_2\)-norm of the coefficients of each predictor variable (y-axis) versus the \(L_1\)-norm
of all the coefficients (x-axis).
Details
This function plots the \(L_2\)-norm of the coefficients of each predictor variable versus the
\(\log(\lambda)\) or the \(L_1\)-norm of the coefficients. This is the same plot as the one produced
by the glmnet package with type.coef = "2norm".
References
Friedman, J., Hastie, T. and Tibshirani, R. (2010) Regularization Paths for Generalized Linear Models via
Coordinate Descent. Journal of Statistical Software, Vol. 33(1), 1-22.
# NOT RUN {y <- as.matrix(iris[, 1:4])
y <- y / rowSums(y)
x <- matrix( rnorm(150 * 30), ncol = 30 )
a <- lasso.klcompreg(y, x)
lassocoef.plot(a)
b <- lasso.compreg(y, x)
lassocoef.plot(b)
# }