plot.lars: Plot method for lars objects

In lars: Least Angle Regression, Lasso and Forward Stagewise

Plot method for lars objects

Description

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

Usage

## S3 method for class 'lars'
plot(x, xvar= c("norm", "df", "arc.length", "step"), breaks = TRUE,
 plottype = c("coefficients", "Cp"), omit.zeros = TRUE, eps = 1e-10, ...)

Arguments

x	lars object
xvar	The type of x variable against which to plot. xvar=norm (default) plots against the L1 norm of the coefficient vector, as a fraction of the maximal L1 norm. xvar=step plots against the step number (which is essentially degrees of freedom for LAR; not for LASSO or Forward Stagewise). xvar=arc.length plots against the arc.length of the fitted vector; this is useful for a LAR object, because the L1 norm of its coefficient vector need not be monotone in the steps. xvar=df plots against the estimated df, which is the size of the active set at each step.
breaks	If TRUE, then vertical lines are drawn at each break point in the piecewise linear coefficient paths
plottype	Either coefficients (default) or Cp. The coefficient plot shows the path of each coefficient as a function of the norm fraction or Df. The Cp plot shows the Cp curve.
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 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.

Value

NULL

Author(s)

Trevor Hastie

References

Efron, Hastie, Johnstone and Tibshirani (2003) "Least Angle Regression" (with discussion) Annals of Statistics; see also https://hastie.su.domains/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.

Examples

data(diabetes)
attach(diabetes)
object <- lars(x,y)
plot(object)
detach(diabetes)

lars documentation built on April 14, 2022, 1:06 a.m.