cv.plot {lmridge} | R Documentation |
Ridge CV and GCV Plot
Description
Plot of ridge CV and GCV against scalar or vector values of biasing parameter (see Golub et al., 1979 <doi:10.1080/00401706.1979.10489751>).
Usage
cv.plot(x, abline = TRUE, ...)
Arguments
x |
An object of class "lmridge". |
abline |
Horizontal and vertical lines to show minimum value of ridge GCV and CV at certain value of biasing parameter |
... |
Not presently used in this implementation. |
Details
Function cv.plot
can be used to plot the values of ridge CV and GCV against scalar or vector value of biasing parameter . The
cv.plot
can be helpful for selection of optimal value of ridge biasing parameter . If no argument is used then horizontal line will indicate minimum GCV and Cv at certain value of biasing parameter
.
Value
Nothing returned
Author(s)
Muhammad Imdad Ullah, Muhammad Aslam
References
Delaney, N. J. and Chatterjee, S. (1986). Use of the Bootstrap and Cross-Validation in Ridge Regression. Journal of Business & Economic Statistics. 4(2), 255–262.
Golub, G., Wahba, G. and Heat, C. (1979). Generalized Cross Validation as a Method for Choosing a Good Ridge Parameter. Technometrics. 21, 215–223. doi:10.2307/1268518.
Imdad, M. U. Addressing Linear Regression Models with Correlated Regressors: Some Package Development in R (Doctoral Thesis, Department of Statistics, Bahauddin Zakariya University, Multan, Pakistan), 2017.
See Also
The ridge model fitting lmridge
, bias variance trade-off plot bias.plot
, ridge AIC and BIC plots info.plot
, m-scale and isrm plots isrm.plot
, ridge and VIF trace plot.lmridge
, miscellaneous ridge plots rplots.plot
Examples
mod <- lmridge(y~., as.data.frame(Hald), K = seq(0, 0.2, 0.002))
## for indication vertical line (biasing parameter k) and
## horizontal line (minimum respective CV and GCV values corresponding to vertical line)
cv.plot(mod)
## without Horizontal and vertical line set \code{abline = FALSE}
cv.plot(mod, abline = FALSE)