plot.genlasso: Plotting methods for generalized lasso objects

In glmgen/genlasso: Path Algorithm for Generalized Lasso Problems

Plotting methods for generalized lasso objects

Description

The function plot.genlasso produces a plot of the coordinate paths for objects of class "genlasso". This can be helpful for visualizing the full solution path for small problems; however, for moderate or large problems, the plot produced can be quite dense and difficult to interpret. The function plot.trendfilter applies to objects of class "trendfilter", and plots trend filtering coefficients at a single value of lambda (or multiple values, as specified by the user) as a function of the input positions (which, recall, are assumed to be evenly spaced if not specified). The function plot.cv.trendfilter plots the output of cv.trendfilter.

Usage

## S3 method for class 'genlasso'
plot(x, type = c("primal", "dual", "both"), numbers = FALSE,
     vlines = TRUE, xlab, ylab, ...)  
## S3 method for class 'trendfilter'
plot(x, style = c("trend", "path"), lambda, nlam, df, xlab,
     ylab, ...)
## S3 method for class 'cv.trendfilter'
plot(x, legendpos = "top", xlab, ylab, ...) 

Arguments

x	an object of the appropriate class ("genlasso" or anything class inherits this for plot.genlasso, "trendfilter" for plot.trendfilter, and "cv.trendfilter" for plot.cv.trendfilter).
type	for plot.genlasso, a character string, one of "primal", "dual", or "both", indicating which solution path system(s) should be plotted. Default is "primal".
numbers	for plot.genlasso, a logical variable indicating if coordinate paths should be labeled by their numbers. Default is FALSE.
vlines	for plot.genlasso, a logical variable indicating if dashed lines should be drawn at knots in the path, with black lines for hitting events, and red lines for leaving events. Default is TRUE.
style	for plot.trendfilter, a character string, either "trend" or "path". If "trend", then trend filtering coefficients are plotted according to their underlying positions. If "path", then a plot of the coordinate paths is produced with the function plot.genlasso. Default is "trend".
lambda, nlam, df	for plot.trendfilter, these arguments work exactly as they do in coef.genlasso, and they are used to specify which solutions should be extracted and plotted from the computed solution path stored in x. The only difference is, if all three are missing, then nlam is set to 10 (whereas in coef.genlasso, the default is to set lambda equal to the full set of knots along the solution path).
legendpos	for plot.cv.trendfilter, a character string indicating the position of the legend. Default is "top".
xlab	an optional character string label for the x-axis.
ylab	an optional character string label for the y-axis.
...	additional arguments.

Value

For plot.trendfilter, with style set to "trend", a coefficient object is silently returned as specified by lambda, nlam, or df.

See Also

genlasso, trendfilter, cv.trendfilter

Examples

# Constant trend filtering (the 1d fused lasso)
set.seed(0)
n = 100
beta0 = rep(sample(1:10,5),each=n/5)
y = beta0 + rnorm(n,sd=0.8)
a = fusedlasso1d(y)
cv = cv.trendfilter(a)

plot(a,style="path")
plot(cv)
plot(a,lambda=cv$lambda.1se)

glmgen/genlasso documentation built on Jan. 2, 2023, 7:01 a.m.