R/plot.lars.R

In lars: Least Angle Regression, Lasso and Forward Stagewise

plot.lars <-
function(x, xvar=c("norm","df","arc.length","step"), breaks = TRUE, plottype = c("coefficients", "Cp"), 
           omit.zeros = TRUE, eps = 1e-10, ...)
{
  object <- x
  plottype <- match.arg(plottype)
  xvar <- match.arg(xvar)
  coef1 <- object$beta	### Get rid of many zero coefficients
  if(x$type!="LASSO"&&xvar=="norm")# problem with discontinuity in norm
    coef1=betabreaker(x)
  stepid=trunc(as.numeric(dimnames(coef1)[[1]]))
    coef1 <- scale(coef1, FALSE, 1/object$normx)
  if(omit.zeros) {
    c1 <- drop(rep(1, nrow(coef1)) %*% abs(coef1))
    nonzeros <- c1 > eps
    cnums <- seq(nonzeros)[nonzeros]
    coef1 <- coef1[, nonzeros,drop=FALSE]
  }
  else cnums <- seq(ncol(coef1))
  s1<-switch(xvar,
             norm={
               s1 <- apply(abs(coef1), 1, sum)
               s1/max(s1)
             },
             df=object$df,
             arc.length=cumsum(c(0,object$arc.length)),
             step=seq(nrow(coef1))-1
             )
  xname<-switch(xvar,
                norm="|beta|/max|beta|",
                df="Df",
                arc.length="Arc Length",
                step="Step"
                )
                
  if(plottype == "Cp") {
    Cp <- object$Cp
    plot(s1, Cp, type = "b", xlab=xname,main = object$type, ...)
  }
  else {
      matplot(s1, coef1, xlab = xname, ..., type = "b", 
              pch = "*", ylab = "Standardized Coefficients")
      title(object$type,line=2.5)
      abline(h = 0, lty = 3)
      axis(4, at = coef1[nrow(coef1),  ], labels = paste(cnums
                                            ), cex = 0.80000000000000004, adj = 0)
      if(breaks) {
        axis(3, at = s1, labels = paste(stepid),cex=.8)
        abline(v = s1)
      }

  }
  invisible()
}