R: Plot method for lars objects

plot.lars {lars} | R Documentation

## 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, ...)

### Arguments

`x` | lars object
`xvar` | The type of x variable against which to plot. `xvar=norm` (default) plots against the L1 norm of the coefficient vector, as a fraction of the maximal L1 norm. `xvar=step` plots against the step number (which is essentially degrees of freedom for LAR; not for LASSO or Forward Stagewise). `xvar=arc.length` plots against the arc.length of the fitted vector; this is useful for a LAR object, because the L1 norm of its coefficient vector need not be monotone in the steps. `xvar=df` plots against the estimated df, which is the size of the active set at each step.
`breaks` | If `TRUE`, then vertical lines are drawn at each break point in the piecewise linear coefficient paths
`plottype` | Either `coefficients` (default) or `Cp`. The coefficient plot shows the path of each coefficient as a function of the norm fraction or Df. The Cp plot shows the Cp curve.
`omit.zeros` | When the number of variables is much greater than the number of observations, many coefficients will never be nonzero; this logical (default `TRUE`) avoids plotting these zero coefficents
`eps` | Definition of zero above, default is `1e-10`
`...` | Additonal arguments for generic plot. Can be used to set xlims, change colors, line widths, etc

### 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.

### Value

NULL

### Author(s)

Trevor Hastie

### 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)

[Package lars version 1.2 Index]