tests/doc/lineplot/lars.R

In directlabels: Direct labels for multicolor plots in lattice or ggplot2

data(prostate,package="ElemStatLearn")
pros <- subset(prostate,select=-train,train==TRUE)
ycol <- which(names(pros)=="lpsa")
x <- as.matrix(pros[-ycol])
y <- pros[[ycol]]
library(lars)
fit <- lars(x,y,type="lasso")
beta <- scale(coef(fit),FALSE,1/fit$normx)
arclength <- rowSums(abs(beta))
library(reshape2)
path <- data.frame(melt(beta),arclength)
names(path)[1:3] <- c("step","variable","standardized.coef")
library(ggplot2)
ggplot(path,aes(arclength,standardized.coef,colour=variable))+
  geom_line(aes(group=variable))+
  ggtitle("LASSO path for prostate cancer data calculated using the LARS")+
  xlim(0,20)