Plots the regression coefficients obtained by Lasso-Zero.
# S3 method for lass0
plot(x, ...)a "lass0" object
further arguments that can be passed to plot
For a "lass0" object, produces boxplots of the M obtained
estimates for each regression coefficient and indicates the threshold level
tau. Coefficients whose median is larger than tau is absolute
value are the ones selected by Lasso-Zero. Note that if lass0 was
called with standardizeX = TRUE, the coefficients and threshold are
represented on the standardized scale.
Descloux, P., & Sardy, S. (2018). Model selection with lasso-zero: adding straw to the haystack to better find needles. arXiv preprint arXiv:1805.05133. https://arxiv.org/abs/1805.05133