plot.cv.npmr: Visualize the regression coefficient matrix fit by...

Description Usage Arguments Author(s) References See Also Examples

View source: R/plot.cv.npmr.R

Description

Plots features (in orange) by their weights on the first two latent variables in the singular value decomposition of the regression coefficient matrix. Plots response classes (as blue arrows) by their loadings on the first two latent variables. Does this for the regression coefficient matrix fit with the value of lambda that led to the minimum cross validation error among all those tried.

Usage

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## S3 method for class 'cv.npmr'
plot(x, feature.names = TRUE, ...)

Arguments

x

an object of class cv.npmr

feature.names

logical. Should the names of the covariates be used in the plot? If FALSE, use standard plotting symbol (pch=1) instead.

...

additional arguments to be passed to plot

Author(s)

Scott Powers, Trevor Hastie, Rob Tibshirani

References

Scott Powers, Trevor Hastie and Rob Tibshirani (2016). “Nuclear penalized multinomial regression with an application to predicting at bat outcomes in baseball.” In prep.

See Also

cv.npmr, plot.npmr

Examples

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#   Fit NPMR to simulated data

K = 5
n = 1000
m = 10000
p = 10
r = 2

# Simulated training data
set.seed(8369)
A = matrix(rnorm(p*r), p, r)
C = matrix(rnorm(K*r), K, r)
B = tcrossprod(A, C)            # low-rank coefficient matrix
X = matrix(rnorm(n*p), n, p)    # covariate matrix with iid Gaussian entries
eta = X 
P = exp(eta)/rowSums(exp(eta))
Y = t(apply(P, 1, rmultinom, n = 1, size = 1))
fold = sample(rep(1:10, length = nrow(X)))

# Simulate test data
Xtest = matrix(rnorm(m*p), m, p)
etatest = Xtest 
Ptest = exp(etatest)/rowSums(exp(etatest))
Ytest = t(apply(Ptest, 1, rmultinom, n = 1, size = 1))

# Fit NPMR for a sequence of lambda values without CV:
fit2 = cv.npmr(X, Y, lambda = exp(seq(7, -2)), foldid = fold)

# Produce a biplot:
plot(fit2)

npmr documentation built on May 2, 2019, 3:16 p.m.