examples/plot-coefs.R

In kazuzowo/aglm-LVar: Accurate Generalized Linear Model (AGLM)

library(MASS) # For Boston
library(aglm)

## Read data
xy <- Boston # xy is a data.frame to be processed.
colnames(xy)[ncol(xy)] <- "y" # Let medv be the objective variable, y.

## Split data into train and test
n <- nrow(xy) # Sample size.
x <- xy[-ncol(xy)]
y <- xy$y

## Set chas and rad variables as factors
x$chas <- as.factor(x$chas)
x$rad <- as.ordered(x$rad)

## Plots coefs of a model trained with single lambda.
# model <- aglm(x, y, lambda=0.5)
# plot(model)

## Plots coefs of a model trained with multiple lambda, specifying a single lambda to be plotted.
# model <- aglm(x, y)
# plot(model, s=0.5)

## Plots coefs of cross-validated model
cv.model <- cv.aglm(x, y, use_LVar=TRUE)
plot(cv.model, s=cv.model@lambda.min)

## Plots coefs of specified variables only
# plot(cv.model, s=cv.model@lambda.min, vars=c("rm", "nox"))  # use name
# plot(cv.model, s=cv.model@lambda.min, vars=c(1, 2))  # use indices

## Plot all variables pdf files
pdf("~/plot-coefs.pdf")
plot(cv.model, s=cv.model@lambda.min, layout=c(3,4), ask=FALSE, verbose=FALSE)
dev.off()