intsel (version 1.0.1)

plot.intsel: Solution path plot for intsel()

Description

Plot the solution path generated by intsel().

Usage

# S3 method for intsel
plot(x, type = "l", log = "x", ...)

Value

Produces a coefficient profile plot of the coefficient paths for a fitted intsel model.

Arguments

x

Fitted intsel model.

type

Graphical argument to be passed to matplot(), a character string (length 1 vector) or vector of 1-character strings indicating the type of plot for each column of y, see plot.default for all possible types. Default is "l" for lines.

log

Graphical argument to be passed to matplot(), a character string which contains "x" if the x axis is to be logarithmic, "y" if the y axis is to be logarithmic, "" if neither, "xy" or "yx" if both axes are to be logarithmic. Default is "x".

...

Further arguments of matplot() and ultimately of plot.default() for some.

See Also

intsel, intsel_cv.

Examples

n <- 1000
p.int <- 5
p.noint <- 3
intercept <- TRUE
p.screen <- 5

p.int.expand <- p.int*(p.int-1)/2
p.main <- p.int + p.noint
x <- matrix(rnorm(n * p.main), nrow = n, ncol = p.main)

# true model
# logit(p) = 0.1 + 0.3 x1 + 0.3 x2 + 0.3 x8 + 0.2 * x1 * x2

beta.true <- rep(0, p.main)
beta.true[c(1, 2, p.main)] <- 0.3
eta <- x %*% beta.true + 0.2 * x[, 1] * x[, 2]

if (intercept) eta <- eta + 0.1

py <- 1/(1 + exp(-eta))

y <- rbinom(n, 1, py)

nlam <- 30
lambdas <- exp(seq(log(0.1), log(0.00005), length.out = nlam))

# All the pairwise two-way interactions for the first p.screen variables 
# are included in the model and screened in a data-driven manner.
fit <- intsel(x = x,
              y = y,
              p.screen = 5,
              intercept = intercept,
              lambda = lambdas)
plot(fit)