plot.projsel function

Plot of relative explanatory power of predictors

The function plots the relative explanatory power of each predictor in order of selection. The relative explanatory power of predictors is computed according to the KL divergence from the full model to each submodel, scaled in such a way that the baseline model (either the null model or the model containing only unpenalized covariates) is at 0, while the full model is at 1.

## S3 method for class 'projsel'
plot(
  x,
  title = NULL,
  max.points = NULL,
  max.labels = NULL,
  from.covariates = TRUE,
  font.size = 12,
  hadj = 0.05,
  vadj = 0,
  ...
)

Arguments

• x: A data frame created by projsel().

• title: Title of the plot. If NULL, no title is displayed.

• max.points: Maximum number of predictors to be plotted. If NULL

  (default) or 0, all points are plotted.

• max.labels: Maximum number of predictors to be labelled. If NULL

  (default), all predictor labels present in x are displayed, which may result in overprinting.

• from.covariates: Whether the plotting should start from the unpenalized covariates (TRUE by default). If set to FALSE, the plot includes a point for the null (intercept-only) model.

• font.size: Size of the textual elements (labels and axes).

• hadj, vadj: Horizontal and vertical adjustment for the labels.

• ...: Currently ignored.

Returns

A ggplot2 object showing the relative incremental contribution of each predictor starting from the initial set of unpenalized covariates.