rqPen (version 4.1.3)

bytau.plot.rq.pen.seq: Plot of how coefficients change with tau.

Description

Plot of how coefficients change with tau.

Usage

# S3 method for rq.pen.seq
bytau.plot(x, a = NULL, lambda = NULL, lambdaIndex = NULL, vars = NULL, ...)

Value

A plot of coefficient values by tau.

Arguments

x

An rq.pen.seq object

a

The tuning parameter a of interest

lambda

The lambda value of interest.

lambdaIndex

The lambda index of interest. Only specify lambdaIndex or lambda, not both.

vars

Index of the variables to plot with 1 being the intercept, 2 being the first predictor, etc. Default is to include all variables.

...

Additional parameters sent to coef()

Author

Ben Sherwood,

Examples

  set.seed(1)
  x <- matrix(rnorm(800),nrow=100)
  y <- 1 + x[,1] - 3*x[,5] + rnorm(100)
  lassoModels <- rq.pen(x,y,tau=seq(.1,.9,.1))
  bytau.plot(lassoModels,lambda=lassoModels$lambda[5])