plot.KERE {KERE} | R Documentation |
Plot coefficients from a "KERE" object
Description
Produces a coefficient profile plot of the coefficient paths for a
fitted KERE
object.
Usage
## S3 method for class 'KERE'
plot(x, ...)
Arguments
x |
fitted |
... |
other graphical parameters to plot. |
Details
A coefficient profile plot is produced. The x-axis is log(\lambda)
. The y-axis is the value of fitted \alpha
's.
Author(s)
Yi Yang, Teng Zhang and Hui Zou
Maintainer: Yi Yang <yiyang@umn.edu>
References
Y. Yang, T. Zhang, and H. Zou. "Flexible Expectile Regression in Reproducing Kernel Hilbert Space." ArXiv e-prints: stat.ME/1508.05987, August 2015.
Examples
# create data
N <- 200
X1 <- runif(N)
X2 <- 2*runif(N)
X3 <- 3*runif(N)
SNR <- 10 # signal-to-noise ratio
Y <- X1**1.5 + 2 * (X2**.5) + X1*X3
sigma <- sqrt(var(Y)/SNR)
Y <- Y + X2*rnorm(N,0,sigma)
X <- cbind(X1,X2,X3)
# set gaussian kernel
kern <- rbfdot(sigma=0.1)
# define lambda sequence
lambda <- exp(seq(log(0.5),log(0.01),len=10))
# run KERE
m1 <- KERE(x=X, y=Y, kern=kern, lambda = lambda, omega = 0.5)
# plot the solution paths
plot(m1)
[Package KERE version 1.0.0 Index]