sglasso (version 1.2.6)

plot.sglasso: Plot Method for the Weighted l1-Penalized RCON(V, E) Model

Description

plot.sglasso produces two plots to study the sequence of models estimates by sglasso or fglasso.

Usage

# S3 method for sglasso
plot(x, ...)

Arguments

x

fitted sglasso/fglasso object;

...

other parameters to be passed through the plotting function.

Author

Luigi Augugliaro
Maintainer: Luigi Augugliaro

Details

This function produces two different plots. The first one shows the path of the estimated parameters as function of the tuning parameter \(\rho\). In the same way, the second plot shows the path of the weighted scores as function of \(\rho\).

See Also

sglasso function and summary.sglasso method.

Examples

N <- 100
p <- 5
X <- matrix(rnorm(N * p), N, p)
S <- crossprod(X)/N
mask <- outer(1:p, 1:p, function(i,j) 0.5^abs(i-j))
mask[1,5] <- mask[1,4] <- mask[2,5] <- NA
mask[5,1] <- mask[4,1] <- mask[5,2] <- NA
out.sglasso_path <- sglasso(S, mask, tol = 1.0e-13)
plot(out.sglasso_path)