Description Usage Arguments Details Value Author(s) References Examples

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

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`x` |
lars object |

`xvar` |
The type of x variable against which to
plot. |

`breaks` |
If |

`plottype` |
Either |

`omit.zeros` |
When the number of variables is much greater than
the number of observations, many coefficients will never be nonzero;
this logical (default |

`eps` |
Definition of zero above, default is |

`...` |
Additonal arguments for generic plot. Can be used to set xlims, change colors, line widths, etc |

The default plot uses the fraction of L1 norm as the xvar. For forward stagewise and LAR, coefficients can pass through zero during a step, which causes a change of slope of L1 norm vs arc-length. Since the coefficients are piecewise linear in arc-length between each step, this causes a change in slope of the coefficients.

NULL

Trevor Hastie

Efron, Hastie, Johnstone and Tibshirani (2003) "Least Angle Regression"
(with discussion) *Annals of Statistics*; see also
http://www-stat.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf
Yann-Ael Le Borgne (private communication) pointed out the problems in
plotting forward stagewise and LAR coefficients against L1 norm, and the
solution we have implemented.

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lars documentation built on May 29, 2017, 9:12 a.m.

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