R: Plot Lasso coefficients

lassocoef {chemometrics} | R Documentation

## Plot Lasso coefficients

### Description

Plots the coefficients of Lasso regression

### Usage

    lassocoef(formula, data, sopt, plot.opt = TRUE, ...)

### Arguments

`formula` | formula, like y~X, i.e., dependent~response variables
`data` | data frame to be analyzed
`sopt` | optimal fraction from Lasso regression, see details
`plot.opt` | if TRUE a plot will be generated
`...` | additional plot arguments

### Details

Using the function `lassoCV` for cross-validation, the optimal fraction sopt can be determined. Besides a plot for the Lasso coefficients for all values of fraction, the optimal fraction is taken to compute the number of coefficients that are exactly zero.

### Value

`coefficients` | regression coefficients for the optimal Lasso parameter
`sopt` | optimal value for fraction
`numb.zero` | number of zero coefficients for optimal fraction
`numb.nonzero` | number of nonzero coefficients for optimal fraction
`ind` | index of fraction with optimal choice for fraction

### Author(s)

Peter Filzmoser <P.Filzmoser@tuwien.ac.at>

### References

K. Varmuza and P. Filzmoser: Introduction to Multivariate Statistical Analysis in Chemometrics. CRC Press, Boca Raton, FL, 2009.

### See Also

`cv.lars`, `lassoCV`

### Examples

    data(PAC)
    res=lassocoef(y~X,data=PAC,sopt=0.3)

[Package chemometrics version 1.4.2 Index]