plot.fs: Plot function for forward stepwise regression

In selectiveInference: Tools for Post-Selection Inference

Description

Plot coefficient profiles along the forward stepwise path

Usage

## S3 method for class 'fs'
 plot(x, breaks=TRUE, omit.zeros=TRUE, var.labels=TRUE, ...)

Arguments

x	Object returned by a call to fs function
breaks	Should vertical lines be drawn at each break point in the piecewise linear coefficient paths? Default is TRUE
omit.zeros	Should segments of the coefficients paths that are equal to zero be omitted (to avoid clutter in the figure)? Default is TRUE
var.labels	Should paths be labelled with corresponding variable numbers? Default is TRUE
...	Additional arguments for plotting

Author(s)

Ryan Tibshirani, Rob Tibshirani, Jonathan Taylor, Joshua Loftus, Stephen Reid

Examples

set.seed(33)
n = 50
p = 10
sigma = 1
x = matrix(rnorm(n*p),n,p)
beta = c(3,2,rep(0,p-2))
y = x%*%beta + sigma*rnorm(n)

# run forward stepwise, plot results
fsfit = fs(x,y)
plot(fsfit)

Example output

Loading required package: glmnet
Loading required package: Matrix
Loading required package: foreach
Loaded glmnet 2.0-16

Loading required package: intervals

Attaching package: 'intervals'

The following object is masked from 'package:Matrix':

    expand

Loading required package: survival

selectiveInference documentation built on Sept. 7, 2019, 9:02 a.m.