plot.precision {genridge} | R Documentation |
Plot Shrinkage vs. Variance for Ridge Precision
Description
This function uses the results of precision
to
plot a measure of shrinkage of the coefficients in ridge regression against a selected measure
of their estimated sampling variance, so as to provide a direct visualization of the tradeoff
between bias and precision.
Usage
## S3 method for class 'precision'
plot(
x,
xvar = "norm.beta",
yvar = c("det", "trace", "max.eig"),
labels = c("lambda", "df"),
label.cex = 1.25,
label.prefix,
criteria = NULL,
pch = 16,
cex = 1.5,
col,
main = NULL,
xlab,
ylab,
...
)
Arguments
x |
A data frame of class |
xvar |
The character name of the column to be used for the horizontal axis. Typically, this is the normalized sum
of squares of the coefficients ( |
yvar |
The character name of the column to be used for the vertical axis. One of
|
labels |
The character name of the column to be used for point labels. One of |
label.cex |
Character size for point labels. |
label.prefix |
Character or expression prefix for the point labels. |
criteria |
The vector of optimal shrinkage criteria from the |
pch |
Plotting character for points |
cex |
Character size for points |
col |
Point colors |
main |
Plot title |
xlab |
Label for horizontal axis |
ylab |
Label for vertical axis |
... |
Other arguments passed to |
Value
Returns nothing. Used for the side effect of plotting.
Author(s)
Michael Friendly
See Also
ridge
for details on ridge regression as implemented here.
precision
for definitions of the measures
Examples
lambda <- c(0, 0.001, 0.005, 0.01, 0.02, 0.04, 0.08)
lridge <- ridge(Employed ~ GNP + Unemployed + Armed.Forces +
Population + Year + GNP.deflator,
data=longley, lambda=lambda)
criteria <- lridge$criteria |> print()
pridge <- precision(lridge) |> print()
plot(pridge)
# also show optimal criteria
plot(pridge, criteria = criteria)
# use degrees of freedom as point labels
plot(pridge, labels = "df")
plot(pridge, labels = "df", label.prefix="df:")
# show the trace measure
plot(pridge, yvar="trace")