In the ESL(2) (by F-H-T), they have labels on their Lasso graphs
(specifically for the South African Heart Disease data).
So my question is, how do I label each variable in a similar way on my
graph.
The following code should produce a plot with 9 enumerated variables:
library(glmnet)
x=matrix(rnorm(100*9),100,9)
y=rnorm(100)
g2=sample(1:2,100,replace=TRUE)
g4=sample(1:4,100,replace=TRUE)
fit1=glmnet(x,y)
predict(fit1,newx=x[1:5,],s=c(0.01,0.005))
predict(fit1,type="coef")
labs=cbind("sbp","tob","ldl","adi","fam","tpa","oby","alc","age")
par(mfrow=c(1,1))
plot(fit1, label=TRUE)
How can I replace the numbers in the margin with labels in labs?
Was this ability only available in GLMpath (no longer available/working)?
Thank you!
RS
PS I've been searching for an answer for 2 days, but if I overlooked some
obvious post, please send the link!!!
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