This functions plots the aggregated cross-validation curves produced by
arcv.glmnet().
arcv.glmnet object.
character/numeric, colours.
character(1), what to plot: "all" plot all cross-validated
loss errors vs lambda of all alpha values, "lambda.min"/"lambda.1se"
plots the "best" lambda for each alpha.
character(1), title.
character/numeric, point character/symbol.
further arguments passed to plot.