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Plot the coefficients of the SparseStep path
# S3 method for sparsestep plot(x, ...)
a sparsestep object
sparsestep
further argument to matplot
Van den Burg, G.J.J., Groenen, P.J.F. and Alfons, A. (2017). SparseStep: Approximating the Counting Norm for Sparse Regularization, arXiv preprint arXiv:1701.06967 [stat.ME]. URL https://arxiv.org/abs/1701.06967.
# NOT RUN { x <- matrix(rnorm(100*20), 100, 20) y <- rnorm(100) fit <- sparsestep(x, y) plot(fit) pth <- path.sparsestep(x, y) plot(pth) # }
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