Adding labels on curves in glmnet plot in R

Question

I am using glmnet package to get following graph from mtcars dataset (regression of mpg on other variables):

library(glmnet)
fit = glmnet(as.matrix(mtcars[-1         


        

Answer 1

Here is a modification of the best answer, using line segments instead of text labels directly overlying the curves. This is especially useful when there are lots of variables and you only want to print those that had absolute coefficient values greater than zero:

#note: the argument 'lra' is a cv.glmnet object


lbs_fun <- function(lra, ...) {

  fit <- lra$glmnet.fit

  L=which(fit$lambda==lra$lambda.min)

  ystart <- sort(fit$beta[abs(fit$beta[,L])>0,L])
  labs <- names(ystart)
  r <- range(fit$beta[,100]) # max gap between biggest and smallest coefs at smallest lambda i.e., 100th lambda
  yfin <- seq(r[1],r[2],length=length(ystart))

  xstart<- log(lra$lambda.min)
  xfin <- xstart+1


  text(xfin+0.3,yfin,labels=labs,...)
  segments(xstart,ystart,xfin,yfin)


}

plot(lra$glmnet.fit,label=F, xvar="lambda", xlim=c(-5.2,0), lwd=2) #xlim, lwd is optional