glmnet

I'm trying to build a model with the glmnet package, but I'm getting the following error when I run the following line: #library('glmnet') x = model.matrix(response ~ ., data = acgh_frame[,c(3:ncol(acgh_frame))]) Error: protect(): protection stack overflow I know this is due to my large number of variables (26k+) in the dataframe. When I use fewer variables the error doesn't show. I know how to solve this in command line R, but I require to stay in R studio, so I want to fix it from R Studio. So, how do I do this? @Ansjovis86 You can specify the ppsize as a command line argument to Rstudio

I'm trying to use the glmnet package on a dataset. I'm using cv.glmnet() to get a lambda value for glmnet() . Here's the dataset and error message: > head(t2) X1 X2 X3 X4 X5 X6 X7 X8 X9 X10 X11 X12 1 1 1 0.7661266 45 2 0.80298213 9120 13 0 6 0 2 2 2 0 0.9571510 40 0 0.12187620 2600 4 0 0 0 1 3 3 0 0.6581801 38 1 0.08511338 3042 2 1 0 0 0 4 4 0 0.2338098 30 0 0.03604968 3300 5 0 0 0 0 5 5 0 0.9072394 49 1 0.02492570 63588 7 0 1 0 0 6 6 0 0.2131787 74 0 0.37560697 3500 3 0 1 0 1 > str(t2) 'data.frame': 150000 obs. of 12 variables: $ X1 : int 1 2 3 4 5 6 7 8 9 10 ... $ X2 : int 1 0 0 0 0 0 0 0 0

I would like to extract the glmnet generated model coefficients and create a SQL query from them. The function coef(cv.glmnet.fit) yields a ' dgCMatrix ' object. When I convert it to a matrix using as.matrix , the variable names are lost and only the coefficient values are left behind. I know one can print the coefficients in the screen, however is it possible to write the names to a data frame? Can anybody assist to extract these names? UPDATE: Both first two comments of my answer are right. I have kept the answer below the line just for posterity. The following answer is short, it works and

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]), mtcars[,1]) plot(fit, xvar='lambda') How can I add names of variables to each curve, either at beginning of each curve or at its maximal y point (maximum away from x-axis)? I tried and I can add legend as usual but not labels on each curve or at its start. Thanks for your help. As the labels are hard coded it is perhaps easier to write a quick function. This is just a quick shot, so can be changed to be more thorough. I would also note