plot.cv.hfr {hfr}

Plot the dendrogram of an HFR model

Description

Plots the dendrogram of a fitted cv.hfr model. The heights of the levels in the dendrogram are given by a shrinkage vector, with a maximum (unregularized) overall graph height of p (the number of covariates in the regression). Stronger shrinkage leads to a shallower hierarchy.

Usage

## S3 method for class 'cv.hfr'
plot(x, kappa = NULL, show_details = TRUE, max_leaf_size = 3, ...)

Arguments

x

Fitted 'cv.hfr' model.

kappa

The hyperparameter used for plotting. If empty, the optimal value is used.

show_details

print model details on the plot.

max_leaf_size

maximum size of the leaf nodes. Default is max_leaf_size=3.

...

additional methods passed to plot.

Details

The dendrogram is generated using hierarchical clustering and modified so that the height differential between any two splits is the shrinkage weight of the lower split (ranging between 0 and 1). With no shrinkage, all shrinkage weights are equal to 1 and the dendrogram has a height of p. With shrinkage the dendrogram has a height of (\kappa \times p).

The leaf nodes are colored to indicate the coefficient sign, with the size indicating the absolute magnitude of the coefficients.

A color bar on the right indicates the relative contribution of each level to the coefficient of determination, with darker hues representing a larger contribution.

Value

A plotted dendrogram.

Author(s)

Johann Pfitzinger

See Also

cv.hfr, predict and coef methods

Examples

x = matrix(rnorm(100 * 20), 100, 20)
y = rnorm(100)
fit = cv.hfr(x, y, kappa = seq(0, 1, by = 0.1))
plot(fit, kappa = 0.5)