Plot method for lb objects

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Description

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

Usage

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## S3 method for class 'lb'
plot(x, xtype = c("t", "norm"), omit.zeros = TRUE,
  eps = 1e-10, ...)

Arguments

x

lb object

xtype

The x-axis type. "t" or "norm". Default is "t".

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

Details

The default plot uses the fraction of L1 norm as the x. For multinomial case, the sum of absolute values of different class's coefficients are caculated to represent each variable. The intercept term is not ploted

Author(s)

Feng Ruan, Jiechao Xiong and Yuan Yao