plot.spls: Plot the coefficient path of SPLS regression
Description
Provide the coefficient path plot of SPLS regression as a function of
the number of hidden components (K) when eta is fixed.
Usage
## S3 method for class 'spls':
plot( x, yvar=c(1:ncol(x$y)), ... )
Arguments
x
A fitted SPLS object.
yvar
Index vector of responses to be plotted.
...
Other parameters to be passed through to generic plot.
Value
NULL.
Details
plot.spls provides the coefficient path plot of SPLS fits.
The plot shows how the estimated coefficients change
as a function of the number of hidden components (K),
when eta is fixed at the value used by the original SPLS fit.
References
Chun, H. and Keles, S. (2007). "Sparse partial least squares
for simultaneous dimension reduction and variable selection",
(http://www.stat.wisc.edu/~keles/Papers/SPLS_Nov07.pdf).
data(yeast)
# SPLS with eta=0.7 & 8 hidden componentsf <- spls( yeast$x, yeast$y, K=8, eta=0.7 )
# Draw the coefficient path plots for the first two responsesplot( f, yvar=c(1:2) )