plot.eff.ridge: Plot method for eff.ridge objects

In RXshrink: Maximum Likelihood Shrinkage using Generalized Ridge or Least Angle Regression

Plot method for eff.ridge objects

Description

Plot TRACE displays for the Efficient Path. This path is [1] as short as possible and [2] consists of a Two-Piece Linear-Function with a emphSingle Interior Knot at the MSE Optimal m-Extent of Shrinkage. The default is to display all five Traces on one page with no legend. This function requires the number, p, of non-constant x-variables be at most 30.

Usage

  ## S3 method for class 'eff.ridge'
plot(x, trace = "all", LP = 0, HH = 0, ... )

Arguments

x	RXshrink output list object of class eff.ridge.
trace	One of seven possible options: "all" to display 5 traces in one graph, "seq" to display 5 full-sized traces in sequence in response to user prompts, "coef" to display only the estimated beta coefficient trace, "rmse" to display only the estimated relative MSE risk trace, "exev" to display only the estimated excess MSE eigenvalue (OLS minus larlso), "infd" to display only the estimated inferior direction cosine trace, or "spat" to display only the delta-factor pattern trace.
LP	The "Legend Position" must be an integer between 0 and 9, inclusive: LP = 0 is the default and yields NO legend display, LP = 1 displays a crude legend at the Lower-Right of each trace plot, ... , LP = 7 displays the legend in the Upper-Right position, . , LP = 9 displays the legend in the Middle-Middle position.
HH	The "Half Height" plot option is an integer between 0 and 2, inclusive: HH = 0 is the default and yields trace plots with either 1 or 3 rows, HH = 1 calls par(mfrow=c(2,1)) before displaying the current trace plot, HH = 2 displays a 2nd (or sebsequent) trace in "Half Height" mode. NOTE that these "Half Height" options allow users to display both a qm.ridge() and an eff.ridge() trace on a single plot.
...	Optional argument(s) passed on to plot().

Value

NULL

Author(s)

Bob Obenchain <[e-mail]>

Examples

  data(longley2)
  form <- GNP~GNP.deflator+Unemployed+Armed.Forces+Population+Year+Employed
  rxefobj <- eff.ridge(form, data=longley2)
  plot(rxefobj, "coef", LP=7)

RXshrink documentation built on Aug. 8, 2023, 1:09 a.m.