plot.hqreg: Plot coefficients from a "hqreg" object

Description

Produce a plot of the coefficient paths for a fitted "hqreg" object.

Usage

# S3 method for hqreg
plot(x, xvar = c("lambda", "norm"), log.l= TRUE, nvars = TRUE, 
    alpha = 1, ...)

Arguments

x: A hqreg object.
xvar: What is on the X-axis. "lambda" plots against the lambda sequence, "norm" against the L1-norm of the coefficients. Default is "lambda".
log.l: Should log(lambda) be used instead of lambda when xvar = "lambda"? Default is TRUE. It has no effect for "norm".
nvars: If TRUE (the default), places an axis on top of the plot denoting the number of variables with nonzero coefficients at each lambda.
alpha: A value between 0 and 1 for alpha transparency channel(0 means transparent and 1 means opaque), helpful when the number of variables is large.
...: Other graphical parameters to plot.

Author

Congrui Yi <eric.ycr@gmail.com>

References

Yi, C. and Huang, J. (2017) Semismooth Newton Coordinate Descent Algorithm for Elastic-Net Penalized Huber Loss Regression and Quantile Regression, tools:::Rd_expr_doi("10.1080/10618600.2016.1256816")
Journal of Computational and Graphical Statistics

Examples

Run this code

X = matrix(rnorm(1000*100), 1000, 100)
beta = rnorm(10)
eps = 4*rnorm(1000)
y = drop(X[,1:10] %*% beta + eps) 
fit = hqreg(X, y)
par(mfrow = c(2,2))
plot(fit)
plot(fit, nvars = FALSE, alpha = 0.5)
plot(fit, xvar = "norm")