EMVSplot
procedure plots the solution path of the estimated regression coefficients (posterior modes) for different v0
values.
EMVSplot(result, plot_type=c("both","reg","gf"), omit.zeroes = FALSE)
List object outputed by the EMVS procedure
Plot type: "both" for plotting both the regularization path together with the associated log g function, "reg" only for the regulaziation plot, "gf" only for the log g function.
Logical: TRUE
or FALSE
. If TRUE
, only the selected coefficients are plotted, the remaining coefficients set to zero
Coefficients that are not thresholded out are depicted in blue, the rest in red. Log g function computed only for models with at most 1 000 predictors.
Rockova, V. and George, E. I. (2014) EMVS: The EM Approach to Bayesian Variable Selection. Journal of the American Statistical Association
EMVS
, EMVSsummary
, EMVSbest