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EMVS (version 1.2.1)

EMVSplot: Spike-and-slab Dynamic Posterior Exploration

Description

EMVSplot procedure plots the solution path of the estimated regression coefficients (posterior modes) for different v0 values.

Usage

EMVSplot(result, plot_type=c("both","reg","gf"), omit.zeroes = FALSE)

Arguments

result

List object outputed by the EMVS procedure

plot_type

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.

omit.zeroes

Logical: TRUE or FALSE. If TRUE, only the selected coefficients are plotted, the remaining coefficients set to zero

Details

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.

References

Rockova, V. and George, E. I. (2014) EMVS: The EM Approach to Bayesian Variable Selection. Journal of the American Statistical Association

See Also

EMVS, EMVSsummary, EMVSbest