plot.ncpen {ncpen} | R Documentation |
ncpen
object.Produces a plot of the coefficients paths for a fitted ncpen
object. Class-wise paths can be drawn for multinomial
.
## S3 method for class 'ncpen' plot(x, log.scale = FALSE, mult.type = c("mat", "vec"), ...)
x |
(ncpen object) Fitted |
log.scale |
(logical) whether to use log scale of lambda for horizontal axis. |
mult.type |
(character) additional option for |
... |
other graphical parameters to |
Dongshin Kim, Sunghoon Kwon, Sangin Lee
Lee, S., Kwon, S. and Kim, Y. (2016). A modified local quadratic approximation algorithm for penalized optimization problems. Computational Statistics and Data Analysis, 94, 275-286.
### linear regression with scad penalty sam = sam.gen.ncpen(n=200,p=20,q=5,cf.min=0.5,cf.max=1,corr=0.5) x.mat = sam$x.mat; y.vec = sam$y.vec fit = ncpen(y.vec=y.vec,x.mat=x.mat) plot(fit) ### multinomial regression with classo penalty sam = sam.gen.ncpen(n=200,p=20,q=5,k=3,cf.min=0.5,cf.max=1,corr=0.5,family="multinomial") x.mat = sam$x.mat; y.vec = sam$y.vec fit = ncpen(y.vec=y.vec,x.mat=x.mat,family="multinomial",penalty="classo") plot(fit) plot(fit,mult.type="vec",log.scale=TRUE)