bestridge (version 1.0.7)

plot.bsrr: Produces a coefficient profile plot of the coefficient or loss function paths

Description

Produces a coefficient profile plot of the coefficient or loss function paths

Usage

# S3 method for bsrr
plot(
  x,
  type = c("tune", "coefficients"),
  lambda = NULL,
  sign.lambda = 0,
  breaks = T,
  K = NULL,
  ...
)

Arguments

x

A "bsrr" object.

type

One of "tune", "coefficients", "both". For "bsrr" with \(L_2\) shrinkage: If (type = "tune"), the path of corresponding information criterion or cross-validation loss is provided; If type = "coefficients", a lambda should be provided and and this funciton provides a coefficient profile plot of the coefficient; For "bsrr" object without \(L_2\) shrinkage: If type = "tune", a path of lcorresponding information criterion or cross-validation loss is provided. If type = "coefficients", it provides a coefficient profile plot of the coefficient.

lambda

For "bsrr" with \(L_2\) shrinkage: To plot the change of coefficients with lambda equals this value for type = "coefficients" or type = "both".

sign.lambda

For "bsrr" with \(L_2\) shrinkage: A logical value indicating whether to show lambda on log scale. Default is 0.

breaks

For "bsrr" object without \(L_2\) shrinkage: If TRUE, a vertical line is drawn at a specified break point in the coefficient paths.

K

For "bsrr" object without \(L_2\) shrinkage: Which break point should the vertical line be drawn at. Default is the optimal model size.

…

Other graphical parameters to plot

Value

No return value, called for plots generation

See Also

bsrr.

Examples

# NOT RUN {
# Generate simulated data
n <- 200
p <- 20
k <- 5
rho <- 0.4
seed <- 10
Tbeta <- rep(0, p)
Tbeta[1:k*floor(p/k):floor(p/k)] <- rep(1, k)
Data <- gen.data(n, p, k, rho, family = "gaussian", beta = Tbeta, seed = seed)
lambda.list <- exp(seq(log(5), log(0.1), length.out = 10))
lm.bsrr <- bsrr(Data$x, Data$y, method = "pgsection")

# generate plots
plot(lm.bsrr)

# }