info.plot | R Documentation |
Plot of ridge AIC and BIC model selection criteria against ridge degrees of freedom (see Akaike, 1974 <doi: 10.1109/TAC.1974.1100705>; Imdad, 2017 and Schwarz, 1978 <doi: 10.1214/aos/1176344136>).
info.plot(x, abline = TRUE, ...)
x |
An object of class "lmridge". |
abline |
Vertical line to show minimum value of ridge MSE at certain value of ridge degrees of freedom. |
... |
Not presently used in this implementation. |
Plot of ridge AIC and BIC against ridge degress of freedom ∑_{j=1}^p (λ_j)/(λ_j+k). A vertical line represents the minimum ridge MSE at certain value of ridge df.
Nothing returned
Muhammad Imdad Ullah, Muhammad Aslam
Akaike, H. (1974). A new look at the Statistical Model Identification. IEEE Transaction on Automatic Control, 9(6), 716–723. doi: 10.1109/TAC.1974.1100705.
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.
Schwarz, G. (1978). Estimating the Dimension of a Model. Annals of Statistics, 6(2), 461–464. doi: 10.1214/aos/1176344136.
The ridge model fitting lmridge
, ridge CV and GCV plotcv.plot
, variance biase trade-off plot bias.plot
, m-scale and isrm plots isrm.plot
, ridge and VIF trace plot.lmridge
, miscellaneous ridge plots rplots.plot
mod <- lmridge(y~., as.data.frame(Hald), K = seq(0, 0.15, 0.002)) ## for indication vertical line (df ridge) info.plot(mod) ## without vertical line set \code{abline = FALSE} info.plot(mod, abline = FALSE)
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