genridge (version 0.6-2)

biplot.pcaridge: Biplot of Ridge Regression Trace Plot in SVD Space

Description

biplot.pcaridge supplements the standard display of the covariance ellipsoids for a ridge regression problem in PCA/SVD space with labeled arrows showing the contributions of the original variables to the dimensions plotted. This is only a biplot in the loose sense that results are shown in two spaces simultaneously -- the transformed PCA/SVD space of the original predictors, and vectors representing the predictors projected into this space.

Usage

## S3 method for class 'pcaridge':
biplot(x, variables = (p - 1):p, labels=NULL, asp = 1, 
	origin, scale, 
	var.lab = rownames(V), var.lwd = 1, var.col = "black", var.cex = 1, 
	xlab, ylab, prefix = "Dim ", suffix = TRUE, ...)

Value

None

Details

None yet.

References

Friendly, M. (2011). The Generalized Ridge Trace Plot: Visualizing Bias and Precision. Submitted, JCGS.

See Also

plot.ridge, pca.ridge

Examples

longley.y <- longley[, "Employed"]
longley.X <- data.matrix(longley[, c(2:6,1)])

lambda <- c(0, 0.005, 0.01, 0.02, 0.04, 0.08)
lridge <- ridge(longley.y, longley.X, lambda=lambda)

plridge <- pca.ridge(lridge)

plot(plridge, radius=0.5)

# same, with variable vectors
biplot(plridge, radius=0.5)
# add some other options
biplot(plridge, radius=0.5, var.col="brown", var.lwd=2, var.cex=1.2, prefix="Dimension ")