plot.oemfit: plot coefficients from an oemfit object

Description

Produces a coefficient profile plot of the coefficient paths for a fitted "oemfit" object.

Usage

## S3 method for class 'oemfit'
## S3 method for class 'oemfit':
plot(x, xvar = c("norm", "lambda", "loglambda", "dev"),
                      xlab = iname, ylab = "Coefficients", ...)

Arguments

fitted oemfit object.

xvar

what is on the X-axis. "norm" plots against the L1-norm of the coefficients, "lambda" against the log-lambda sequence, and "dev" against the percent deviance explained.

xlab

label on X-axis.

ylab

label on Y-axis.

...

additional plot arguments.

Details

A coefficient profile plot is produced.

References

Xiong, S., Dai, B. and Qian, P. Z. G. (2011), Orthogonalizing Penalized Regression, http://www.stat.wisc.edu/~zhiguang/OEM.pdf

Examples

Run this code

x=matrix(rnorm(100*20),100,20)
y=rnorm(100)
fit <- oemfit(y~x)
plot(fit)