selectPlot

0th

Percentile

Selection plot

Plot Information Criterion (IC) versus values of the sparsity parameter \(\lambda\).

Keywords
plot
Usage
selectPlot(sl, indicate = TRUE, main = NULL)
Arguments
sl

Output from selectLambda function.

indicate

Logical indicating if the value of \(\lambda\) corresponding to the minimal IC is indicated on the plot, default is TRUE.

main

Title for the plot, default is NULL (no title).

References

Hubert, M., Reynkens, T., Schmitt, E. and Verdonck, T. (2016). ``Sparse PCA for High-Dimensional Data with Outliers,'' Technometrics, 58, 424--434.

See Also

selectLambda

Aliases
  • selectPlot
Examples
# NOT RUN {
X <- dataGen(m=1, n=100, p=10, eps=0.2, bLength=4)$data[[1]]

sl <- selectLambda(X, k=2, method="ROSPCA", lstep=0.1)
selectPlot(sl)
# }
Documentation reproduced from package rospca, version 1.0.4, License: GPL (>= 2)

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