cv.plot: Ridge CV and GCV Plot

In lmridge: Linear Ridge Regression with Ridge Penalty and Ridge Statistics

Ridge CV and GCV Plot

Description

Plot of ridge CV and GCV against scalar or vector values of biasing parameter K (see Golub et al., 1979 <doi: 10.1080/00401706.1979.10489751>).

Usage

cv.plot(x, abline = TRUE, ...)

Arguments

x	An object of class "lmridge".
abline	Horizontal and vertical lines to show minimum value of ridge GCV and CV at certain value of biasing parameter K.
...	Not presently used in this implementation.

Details

Function cv.plot can be used to plot the values of ridge CV and GCV against scalar or vector value of biasing parameter K. The cv.plot can be helpful for selection of optimal value of ridge biasing parameter K. If no argument is used then horizontal line will indicate minimum GCV and Cv at certain value of biasing parameter K.

Value

Nothing returned

Author(s)

Muhammad Imdad Ullah, Muhammad Aslam

References

Delaney, N. J. and Chatterjee, S. (1986). Use of the Bootstrap and Cross-Validation in Ridge Regression. Journal of Business & Economic Statistics. 4(2), 255–262.

Golub, G., Wahba, G. and Heat, C. (1979). Generalized Cross Validation as a Method for Choosing a Good Ridge Parameter. Technometrics. 21, 215–223. doi: 10.2307/1268518.

Imdad, M. U. Addressing Linear Regression Models with Correlated Regressors: Some Package Development in R (Doctoral Thesis, Department of Statistics, Bahauddin Zakariya University, Multan, Pakistan), 2017.

See Also

The ridge model fitting lmridge, bias variance trade-off plot bias.plot, ridge AIC and BIC plots info.plot, m-scale and isrm plots isrm.plot, ridge and VIF trace plot.lmridge, miscellaneous ridge plots rplots.plot

Examples

mod <- lmridge(y~., as.data.frame(Hald), K = seq(0, 0.2, 0.002))
## for indication vertical line (biasing parameter k) and
## horizontal line (minimum respective CV and GCV values corresponding to vertical line)
cv.plot(mod)

## without Horizontal and vertical line set \code{abline = FALSE}
cv.plot(mod, abline = FALSE)

lmridge documentation built on Jan. 15, 2023, 5:06 p.m.