gettingtothebottom (version 3.0)

plot_quantreg_noisy: Linear Programming - Function for plotting results of sparse quantile regression

Description

plot_noisyquantreg Function for plotting results of bivariate quantile regression with noise.

Usage

plot_quantreg_noisy(y, X, taus = c(0.05, 0.25, 0.5, 0.75, 0.95),
  lambdas = c(0, 0.5, 1, 1.5))

Arguments

y

Response variable

X

Noisy matrix (includes x)

taus

(optional) Quantiles for plotting, default is 'c(0.05,0.25,0.5,0.75,0.95)'

lambdas

(optional) Regularization parameters (Default is lambdas=c(0,0.5,1,1.5).)

Examples

data <- generate_sparse_data(n=100,p=20,k=3)
y <- data$y
X <- data$X

lambdas=c(0,1,5,7)
plot_quantreg_noisy(y,X,lambdas=lambdas) # Not run