p <- 10
n <- 100
X <- cbind(1, matrix(rnorm(n * p), n , p))
b.s <- c(1, rep(0, p))
b.s[sample(2:p, 3)] <- 1
y <- drop(crossprod(t(X), b.s))
out <- cdfPen(X = X, y = y)
plot_cdfpen(out) #Coefficients' path ~ lambda
plot_cdfpen(out, "l1") #Coefficients' path ~ L1 norm
plot_cdfpen(out, "BIC") #BIC ~ lambda Run the code above in your browser using DataLab