Nothing
plot.glmnetcr <-
function(x, xvar = c("norm", "lambda", "step"), type = c("coefficients",
"aic", "bic"), omit.zero = TRUE, breaks = TRUE, mar = NULL, eps = .Machine$double.eps,
main = NULL, ...)
{
object <- x
lam <- object$lambda
xvar <- match.arg(xvar)
type <- match.arg(type)
sdx<-apply(object$x,2,sd)
beta<-as.matrix(object$beta)
coef.pred <- scale(t(beta[1:(dim(beta)[1]-(length(levels(object$y))-1)),]), FALSE, 1/sdx)
xnames <- dimnames(object$beta)[[1]][-c((dim(object$x)[2]+1):(dim(object$x)[2]+length(levels(object$y))-1))]
if (omit.zero) {
c1 <- drop(rep(1, nrow(coef.pred)) %*% abs(coef.pred))
nonzero <- c1 > eps
xnames <- xnames[nonzero]
coef.pred <- coef.pred[, nonzero, drop = FALSE]
}
xname <- switch(xvar, norm = "|beta|", lambda = "lambda",
step = "step")
s <- switch(xvar, norm = apply(abs(coef.pred), 1, sum), lambda = lam, step = seq(1,length(object$lambda)))
phat<-predict(object)
if (type == "aic") {
aic <- phat$AIC
plot(s, aic, xlab = xname, ylab = "AIC", type = "b",
pch = 16, cex = 0.3, ...)
if (is.null(main))
title("AIC", line = 2.5)
else title(main, line = 2.5)
}
else if (type == "bic") {
bic <- phat$BIC
plot(s, bic, xlab = xname, ylab = "BIC", type = "b",
pch = 16, cex = 0.3, ...)
if (is.null(main))
title("BIC", line = 2.5)
else title(main, line = 2.5)
}
else {
ylab <- "Coefficients"
matplot(s, coef.pred, xlab = xname, ..., type = "b",
pch = "*", ylab = ylab, lty = 1)
if (is.null(main))
title("Coefficient path", line = 2.5)
else title(main, line = 2.5)
abline(h = 0, lty = 3)
axis(4, at = coef.pred[length(object$lambda), ], labels = xnames, cex = 0.8,
adj = 0, las = 1)
}
}
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