LassoPlot.jl is a companion package to Lasso.jl which plots regularization paths in a similar fashion to the glmnet and gamlr R packages.
First fit a Lasso path
using Lasso, LassoPath path = fit(LassoPath, X, y, dist, link)
then plot it
:logλ to change the x-axis, as in:
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):
8 months ago