rqPen (version 4.1.3)

plot.rq.pen.seq: Plot of coefficients of rq.pen.seq object as a function of lambda

Description

Plot of coefficients of rq.pen.seq object as a function of lambda

Usage

# S3 method for rq.pen.seq
plot(
  x,
  vars = NULL,
  logLambda = TRUE,
  tau = NULL,
  a = NULL,
  lambda = NULL,
  modelsIndex = NULL,
  lambdaIndex = NULL,
  main = NULL,
  ...
)

Value

Returns plot(s) of coefficients as they change with lambda.

Arguments

x

rq.pen.seq object

vars

Variables of interest

logLambda

Whether lambda should be reported on the log scale

tau

Quantiles of interest

a

Tuning parameter a values of interest.

lambda

Values of lambda of interest.

modelsIndex

Specific models of interest.

lambdaIndex

Specific lambda values of interest.

main

Title of the plots. Can be a vector of multiple titles if multiple plots are created.

...

Additional arguments sent to plot

Author

Ben Sherwood,

Examples

set.seed(1)
x <- matrix(rnorm(100*8,sd=10),ncol=8)
y <- 1 + x[,1] + 3*x[,3] - x[,8] + rt(100,3)
m1 <- rq.pen(x,y,tau=c(.1,.5,.7),penalty="SCAD",a=c(3,4))
plot(m1,a=3,tau=.7)
plot(m1)
mlist <- list()
for(i in 1:6){
mlist[[i]] <- paste("Plot",i)
}
plot(m1,main=mlist)