plot.cv.SGL {SGL} | R Documentation |
Plots the cross-validated error curve, and confidence bounds for each lambda
in our regularization path.
## S3 method for class 'cv.SGL'
plot(x, ...)
x |
fitted |
... |
additional arguments to be passed to plot |
A cross validated deviance plot is produced. More regularized models are to the right (less regularized to the left)
Noah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani
Maintainer: Noah Simon <nrsimon@uw.edu>
Simon, N., Friedman, J., Hastie T., and Tibshirani, R. (2011)
A Sparse-Group Lasso,
http://faculty.washington.edu/nrsimon/SGLpaper.pdf
SGL
and cv.SGL
.
n = 50; p = 100; size.groups = 10
index <- ceiling(1:p / size.groups)
X = matrix(rnorm(n * p), ncol = p, nrow = n)
beta = (-2:2)
y = X[,1:5] %*% beta + 0.1*rnorm(n)
data = list(x = X, y = y)
cvFit = cvSGL(data, index, type = "linear")
plot(cvFit)