plotRidge {chemometrics} | R Documentation |
Plot results of Ridge regression
Description
Two plots from Ridge regression are generated: The MSE resulting from Generalized Cross Validation (GCV) versus the Ridge parameter lambda, and the regression coefficients versus lambda. The optimal choice for lambda is indicated.
Usage
plotRidge(formula, data, lambda = seq(0.5, 50, by = 0.05), ...)
Arguments
formula |
formula, like y~X, i.e., dependent~response variables |
data |
data frame to be analyzed |
lambda |
possible values for the Ridge parameter to evaluate |
... |
additional plot arguments |
Details
For all values provided in lambda the results for Ridge regression are computed.
The function lm.ridge
is used for cross-validation and
Ridge regression.
Value
predicted |
predicted values for the optimal lambda |
lambdaopt |
optimal Ridge parameter lambda from GCV |
Author(s)
Peter Filzmoser <P.Filzmoser@tuwien.ac.at>
References
K. Varmuza and P. Filzmoser: Introduction to Multivariate Statistical Analysis in Chemometrics. CRC Press, Boca Raton, FL, 2009.
See Also
Examples
data(PAC)
res=plotRidge(y~X,data=PAC,lambda=seq(1,20,by=0.5))