rospca (version 1.1.0)

selectPlot: Selection plot

Description

Plot Information Criterion (IC) versus values of the sparsity parameter \(\lambda\).

Usage

selectPlot(sl, indicate = TRUE, main = NULL)

Arguments

sl

Output from selectLambda function.

indicate

Logical indicating if the value of \(\lambda\) corresponding to the minimal IC is indicated on the plot, default is TRUE.

main

Title for the plot, default is NULL (no title).

Author

Tom Reynkens

References

Hubert, M., Reynkens, T., Schmitt, E. and Verdonck, T. (2016). ``Sparse PCA for High-Dimensional Data with Outliers,'' Technometrics, 58, 424--434.

See Also

selectLambda

Examples

X <- dataGen(m=1, n=100, p=10, eps=0.2, bLength=4)$data[[1]]

sl <- selectLambda(X, k=2, method="ROSPCA", lstep=0.1)
selectPlot(sl)