# NOT RUN {
## Simple example: label the start and endpoints
library(nlme)
library(lattice)
ratplot <- xyplot(
weight~Time|Diet,BodyWeight,groups=Rat,type='l',layout=c(3,1))
both <- dl.combine("first.points","last.points")
rat.both <- direct.label(ratplot,"both")
print(rat.both)
## same as repeated call to direct.label:
rat.repeated <-
direct.label(direct.label(ratplot,"last.points"),"first.points")
print(rat.repeated)
## same with ggplot2:
if(require(ggplot2)){
rp2 <- qplot(
Time,weight,data=BodyWeight,geom="line",facets=.~Diet,colour=Rat)
print(direct.label(direct.label(rp2,"last.points"),"first.points"))
print(direct.label(rp2,"both"))
}
## more complex example: first here is a function for computing the
## lasso path.
mylars <- function
## Least angle regression algorithm for calculating lasso solutions.
(x,
## Matrix of predictor variables.
y,
## Vector of responses.
epsilon=1e-6
## If correlation < epsilon, we are done.
){
xscale <- scale(x) # need to work with standardized variables
b <- rep(0,ncol(x))# coef vector starts at 0
names(b) <- colnames(x)
ycor <- apply(xscale,2,function(xj)sum(xj*y))
j <- which.max(ycor) # variables in active set, starts with most correlated
alpha.total <- 0
out <- data.frame()
while(1){## lar loop
xak <- xscale[,j] # current variables
r <- y-xscale%*%b # current residual
## direction of parameter evolution
delta <- solve(t(xak)%*%xak)%*%t(xak)%*%r
## Current correlations (actually dot product)
intercept <- apply(xscale,2,function(xk)sum(r*xk))
## current rate of change of correlations
z <- xak%*%delta
slope <- apply(xscale,2,function(xk)-sum(z*xk))
## store current values of parameters and correlation
out <- rbind(out,data.frame(variable=colnames(x),
coef=b,
corr=abs(intercept),
alpha=alpha.total,
arclength=sum(abs(b)),
coef.unscaled=b/attr(xscale,"scaled:scale")))
if(sum(abs(intercept)) < epsilon)#corr==0 so we are done
return(transform(out,s=arclength/max(arclength)))
## If there are more variables we can enter into the regression,
## then see which one will cross the highest correlation line
## first, and record the alpha value of where the lines cross.
d <- data.frame(slope,intercept)
d[d$intercept<0,] <- d[d$intercept<0,]*-1
d0 <- data.frame(d[j[1],])# highest correlation line
d2 <- data.frame(rbind(d,-d),variable=names(slope))#reflected lines
## Calculation of alpha for where lines cross for each variable
d2$alpha <- (d0$intercept-d2$intercept)/(d2$slope-d0$slope)
subd <- d2[(!d2$variable%in%colnames(x)[j])&d2$alpha>epsilon,]
subd <- subd[which.min(subd$alpha),]
nextvar <- subd$variable
alpha <- if(nrow(subd))subd$alpha else 1
## If one of the coefficients would hit 0 at a smaller alpha
## value, take it out of the regression and continue.
hit0 <- xor(b[j]>0,delta>0)&b[j]!=0
alpha0 <- -b[j][hit0]/delta[hit0]
takeout <- length(alpha0)&&min(alpha0) < alpha
if(takeout){
i <- which.min(alpha0)
alpha <- alpha0[i]
}
b[j] <- b[j]+alpha*delta ## evolve parameters
alpha.total <- alpha.total+alpha
## add or remove a variable from the active set
j <- if(takeout)j[j!=which(names(i)==colnames(x))]
else c(j,which(nextvar==colnames(x)))
}
}
## Calculate lasso path, plot labels at two points: (1) where the
## variable enters the path, and (2) at the end of the path.
if(require(lars)){
data(diabetes,envir=environment())
dres <- with(diabetes,mylars(x,y))
P <- xyplot(coef~arclength,dres,groups=variable,type="l")
mylasso <- dl.combine("lasso.labels", "last.qp")
plot(direct.label(P,"mylasso"))
}
# }
Run the code above in your browser using DataLab