BeSS (version 2.0.2)

plot.bess: Produces a coefficient profile plot of the coefficient or loss function paths

Description

Produces a coefficient profile plot of the coefficient or loss function paths

Usage

# S3 method for bess
plot(
  x,
  type = c("loss", "tune", "coefficients", "both"),
  breaks = TRUE,
  K = NULL,
  sign.lambda = 0,
  ...
)

Arguments

x

A "bess" object.

type

One of "loss", "tune", "coefficients", "both". This option is only valid for "bess" object obtained from "bss". If type = "loss" (type = "tune"), a path of loss function (corresponding information criterion or cross-validation loss) is provided. If type = "coefficients", it provides a coefficient profile plot of the coefficient. If type = "both", it combines the path of corresponding information criterion or cross-validation loss with the coefficient profile plot.

breaks

If TRUE, a vertical line is drawn at a specified break point in the coefficient paths.

K

Which break point should the vertical line be drawn at. Default is the optimal model size.

sign.lambda

A logical value indicating whether to show lambda on log scale. Default is 0. Valid for "bess" object obtained from "bsrr".

…

Other graphical parameters to plot

References

Wen, C., Zhang, A., Quan, S. and Wang, X. (2020). BeSS: An R Package for Best Subset Selection in Linear, Logistic and Cox Proportional Hazards Models, Journal of Statistical Software, Vol. 94(4). doi:10.18637/jss.v094.i04.

See Also

bess.

Examples

# NOT RUN {
# Generate simulated data
n <- 200
p <- 20
k <- 5
rho <- 0.4
seed <- 10
Tbeta <- rep(0, p)
Tbeta[1:k*floor(p/k):floor(p/k)] <- rep(1, k)
Data <- gen.data(n, p, k, rho, family = "gaussian", beta = Tbeta, seed = seed)
lm.bss <- bess(Data$x, Data$y, method = "sequential")
lambda.list <- exp(seq(log(5), log(0.1), length.out = 10))
lm.bsrr <- bess(Data$x, Data$y, type = "bsrr", method = "pgsection")

# generate plots
plot(lm.bss, type = "both", breaks = TRUE)
plot(lm.bsrr)


# }