R code used to produce the graph shown below.

library(glmnet) 
set.seed(12345)    # Set seed to keep results reproducible 
x <- matrix(rnorm(100*100000), ncol=100000) 
y <- rnorm(100, mean=x[,1] + .5*x[,2]) 
result <- glmnet(x, y) 
plot(result, xvar="lambda", col="blue", lwd=2)