plot.lars {lars}R Documentation

Plot method for lars objects

Description

Produce a plot of a lars fit. The default is a complete coefficient path.

Usage

plot.lars(x, xvar= c("norm", "df", "arc.length"), breaks = TRUE, plottype = c("coefficients", 
    "Cp"), omit.zeros = TRUE, eps = 1e-10, ...)

Arguments

x lars object
xvar The type of x variable against which to plot. xvar=norm plots against the L1 norm of the coefficient vector (default). xvar=df plots against the step number (which is essentially degrees of freedom for LAR; not for LASSO or Forward Stagewise). xvar=arc.length plots against the arc.length of the fitted vector; this is useful for a LAR object, because the L1 norm of its coefficient vector need not be monotone in the steps.
breaks If TRUE, then vertical lines are drawn at each break point in the piecewise linear coefficient paths
plottype Either coefficients (default) or Cp. The coefficient plot shows the path of each coefficient as a function of the norm fraction or Df. The Cp plot shows the Cp curve.
omit.zeros When the number of variables is much greater than the number of observations, many coefficients will never be nonzero; this logical (default TRUE) avoids plotting these zero coefficents
eps Definition of zero above, default is 1e-10
... Additonal arguments for generic plot. Can be used to set xlims, change colors, line widths, etc

Value

NULL

Author(s)

Trevor Hastie

References

Efron, Hastie, Johnstone and Tibshirani (2003) "Least Angle Regression" (with discussion) Annals of Statistics; see also http://www-stat.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.ps

Examples

data(diabetes)
attach(diabetes)
object <- lars(x,y)
plot(object)
detach(diabetes)

[Package lars version 0.9-6 Index]