plot.islasso.path {islasso}

plot coefficient profile from a fitted "islasso.path" object.

Description

Produces a coefficient profile plot of the coefficient paths for a fitted "islasso.path" object.

Usage

## S3 method for class 'islasso.path'
plot(x, 
  yvar = c("coefficients", "se", "gradient", "weight", "gof"), 
  gof = c("none", "AIC", "BIC", "AICc", "eBIC", "GCV", "GIC"), 
  label = FALSE, legend = FALSE, ...)

Arguments

x

an object of class islasso, usually, a result of a call to islasso.path.

yvar

What is on the Y-axis. "coef" plot the log-lambda sequence against the coefficients; "se" plot the log-lambda sequence against the standard deviations; "gradient" plot the log-lambda sequence against the gradient; "weight" plot the log-lambda sequence against the mixture weight of the islasso method; "gof" plot the log-lambda sequence against the chosen criterion.

gof

the chosen criterion to highlight the active variables. "none" doesn't highlight active variables.

label

a logical flag indicating if some labels have to be added.

legend

a logical flag indicating if legend has to be shown.

...

other graphical parameters for the plot, i.e., main, xlab, ylab, xlim, ylim, lty, col, lwd, cex.axis, cex.lab, cex.main, gof_lty, gof_col and gof_lwd. The last three parameters are used to modify aspects of the legend, and of the goodness of fit measure used.

Details

A coefficient profile plot is produced for Induced Smoothing Lasso Model path.

Examples

## Not run: 
  set.seed(1)
  n <- 100
  p <- 30
  p1 <- 10  #number of nonzero coefficients
  coef.veri <- sort(round(c(seq(.5, 3, l=p1/2), seq(-1, -2, l=p1/2)), 2))
  sigma <- 1

  coef <- c(coef.veri, rep(0, p-p1))

  X <- matrix(rnorm(n*p), n, p)
  mu <- drop(X%*%coef)
  y <- mu + rnorm(n, 0,sigma)

  o <- islasso.path(y ~ ., data = data.frame(y = y, X), 
                    family = gaussian())
  par(mfrow = c(2, 2))
  plot(o, yvar = "coefficients", gof = "AICc", label = TRUE)
  plot(o, yvar = "se", gof = "AICc")
  plot(o, yvar = "gradient", gof = "AICc")
  plot(o, yvar = "gof", gof = "AICc")

## End(Not run)