plot.bess

Produces a coefficient profile plot of the coefficient or loss paths for a fitted "bess" object.

An implementation of best subset selection in generalized linear model and Cox proportional hazard model via the primal dual active set algorithm proposed by Wen, C., Zhang, A., Quan, S. and Wang, X. (2020) <doi:10.18637/jss.v094.i04>. The algorithm formulates coefficient parameters and residuals as primal and dual variables and utilizes efficient active set selection strategies based on the complementarity of the primal and dual variables.

Canhong Wen

BeSS

Best Subset Selection in Linear, Logistic and CoxPH Models

Aijun Zhang

Shijie Quan

Xueqin Wang

plot.bess function

<dl> <dt>x</dt>
<dd>a "bess" project</dd> <dt>type</dt>
<dd>Either "both", "solutionPath" or "loss"</dd> <dt>breaks</dt>
<dd>If TRUE, then vertical lines are drawn at each break point in the coefficient paths</dd> <dt>K</dt>
<dd>which break point should the vertical lines drawn at</dd> <dt>...</dt>
<dd>Other graphical parameters to plot</dd></dl>

Arguments

Canhong Wen, Aijun Zhang, Shijie Quan, and Xueqin Wang.

Author

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

<dl>

 <dt>x</dt>
<dd>a "bess" project</dd>

 <dt>type</dt>
<dd>Either "both", "solutionPath" or "loss"</dd>

 <dt>breaks</dt>
<dd>If TRUE, then vertical lines are drawn at each break point in the coefficient paths</dd>

 <dt>K</dt>
<dd>which break point should the vertical lines drawn at</dd>

 <dt>...</dt>
<dd>Other graphical parameters to plot</dd>

</dl>

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

Description

Usage

Arguments

Author

References

See Also

Examples