LassoPlot

Linux/MacOS/Windows	Code

LassoPlot.jl is a companion package to Lasso.jl which plots regularization paths in a similar fashion to the glmnet and gamlr R packages.

Quick start

Install the LassoPlot package.

First fit a Lasso path

using Lasso, LassoPath
path = fit(LassoPath, X, y, dist, link)

then plot it

plot(path)

Use x=:segment, :λ, or :logλ to change the x-axis, as in:

plot(path; x=:logλ)

LassoPlot uses Plots.jl, so you can choose from several plotting backends.

See documentation of the provided plot function for optional arguments (type ?plot in the REPL):

help?> plot