Compositional (version 1.4)

Ridge regression plot: Ridge regression plot

Description

A plot of the regularised regression coefficients is shown.

Usage

ridge.plot(y, x, lambda = seq(0, 5, by = 0.1) )

Arguments

y

A numeric vector containing the values of the target variable. If the values are proportions or percentages, i.e. strictly within 0 and 1 they are mapped into R using the logit transformation. In any case, they must be continuous only.

x

A numeric matrix containing the continuous variables. Rows are samples and columns are features.

lambda

A grid of values of the regularisation parameter $\lambda$.

Value

A plot with the values of the coefficients as a function of $\lambda$.

Details

For every value of $\lambda$ the coefficients are obtained. They are plotted versus the $\lambda$ values.

References

Hoerl A.E. and R.W. Kennard (1970). Ridge regression: Biased estimation for nonorthogonal problems. Technometrics, 12(1): 55-67.

Brown P. J. (1994). Measurement, Regression and Calibration. Oxford Science Publications.

See Also

ridge.reg, ridge.tune, alfa.ridge, alfaridge.plot

Examples

y <- iris[, 1]
x <- iris[, 2:4]
ridge.plot(y, x, lambda = seq(0, 2, by = 0.1) )