lars (version 0.9-8)

plot.lars: Plot method for lars objects

Description

Produce a plot of a lars fit. The default is a complete coefficient path.

Usage

## S3 method for class 'lars':
plot(x, xvar= c("norm", "df", "arc.length", "step"), breaks = TRUE, plottype = c("coefficients", 
    "Cp"), omit.zeros = TRUE, eps = 1e-10, ...)

Value

NULL

Details

The default plot uses the fraction of L1 norm as the xvar. For forward stagewise and LAR, coefficients can pass through zero during a step, which causes a change of slope of L1 norm vs arc-length. Since the coefficients are piecewise linear in arc-length between each step, this causes a change in slope of the coefficients.

References

Efron, Hastie, Johnstone and Tibshirani (2003) "Least Angle Regression" (with discussion) Annals of Statistics; see also http://www-stat.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf Yann-Ael Le Borgne (private communication) pointed out the problems in plotting forward stagewise and LAR coefficients against L1 norm, and the solution we have implemented.

Examples

data(diabetes)
attach(diabetes)
object <- lars(x,y)
plot(object)
detach(diabetes)