Plot of the LASSO coefficients
Plot of the LASSO coefficients.
lassocoef.plot(lasso, lambda = TRUE)
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(λ) set this to TRUE. Otherwise the x-axis will contain the L_1-norm of the coefficients. |
This function plots the L_2-norm of the coefficients of each predictor variable versus the \log(λ) or the L_1-norm of the coefficients. This is the same plot as the one prpduced by the glmnet package with type.coef = "2norm".
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).
Michail Tsagris and Abdulaziz Alenazi.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr and Abdulaziz Alenazi a.alenazi@nbu.edu.sa.
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.
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)
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