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Last data update: 2014.03.03

R: Plot false inclusion rate curves

plot.fir

R Documentation

Plot false inclusion rate curves

Description

Plot false inclusion rate curves from an "fir" or "perm.ncvreg" object.

Usage

## S3 method for class 'fir'
plot(x, type=c("FIR", "EF"), log.l=FALSE, legend=TRUE,
...)

Arguments

`x`	A `"perm.ncvreg"` or `"fir"` object.
`type`	What to plot on the vertical axis. `FIR` plots the false inclusion rate; `EF` plots the expected number of false inclusions along with the actual number of variables included in the model.
`log.l`	Should horizontal axis be on the log scale? Default is FALSE.
`legend`	For `type="EF"` plots, draw a legend to indicate which line is for the actual selections and which line is for the expected number of false inclusions? Default is `TRUE`.
`...`	Other graphical parameters to pass to `plot`

Author(s)

Patrick Breheny <patrick-breheny@uiowa.edu>

Examples

data(prostate)
X <- as.matrix(prostate[,1:8])
y <- prostate$lpsa
fit <- ncvreg(X, y)

f <- fir(fit)
cbind(EF=f$EF, S=f$S, FIR=f$FIR)[1:10,]

# Some plotting options
plot(f)
plot(f, type="EF")
plot(f, log=TRUE)


# Comparison with perm.ncvreg
par(mfrow=c(2,2))
plot(f)
plot(f, type="EF")
pmfit <- perm.ncvreg(X, y)
plot(pmfit)
plot(pmfit, type="EF")
## Note that fir() is more conservative