msgps (version 1.3.5)

plot.msgps: plot the solution path from a "msgps" object.

Description

This functions predicts fitted values from a "msgps" object.

Usage

# S3 method for msgps
plot(x, criterion="cp", xvar="norm", yvar="coef", yvar.dflasso=TRUE, 
stand.coef=TRUE, plot.step = 1000, col=TRUE,...)

Value

The object returned depends on type.

Arguments

x

Fitted "msgps" model object.

criterion

The code criterion plots the value of tuning parameter of each criterion ("cp", "aicc", "gcv", "bic"). The code "none" does not depict the tuning parameter.

xvar

The type of x variable. "xvar=norm" is max|beta|/|beta|, "xvar=sum" is max|beta|, "xvar=step" is the number of steps, and "xvar=t" is tuning parameter.

yvar

The type of y variable. "yvar=coef" is the standardized coefficients, and "tvar=df" is the degrees of freedom.

yvar.dflasso

For lasso penalty, the degrees of freedom of the lasso (the number of non-zero parameters) is given when "yvar=df" and "yvar.dflasso=TRUE".

stand.coef

The standardized coefficients and tuning parameters are dipicted if "stand.coef=TRUE".

plot.step

The number of steps to plot the solution of df. As plot.step increases, the picture will be well-looking whereas the file size of the picture will increase.

col

The color option.

...

Other graphical parameters to plot

Author

Kei Hirose

See Also

coef.msgps, predict.msgps and summary.msgps objects.

Examples

#data
X <- matrix(rnorm(100*8),100,8)
beta0 <- c(3,1.5,0,0,2,0,0,0)
epsilon <- rnorm(100,sd=3)
y <- X %*% beta0 + epsilon
y <- c(y)

#fit
fit <- msgps(X,y)
plot(fit,criterion="cp") #plot the solution path with a model selected by Cp criterion