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!!! -- View this message in context: http://r.789695.n4.nabble.com/Labels-in-GLMNET-tp2124662p2124662.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.