plot.TFRE {TFRE} | R Documentation |
Plot the second stage model curve for a 'TFRE' object
Description
Plot the HBIC curve and the model size curve as a function of the
eta
values used, from a fitted TFRE SCAD or MCP model.
Usage
## S3 method for class 'TFRE'
plot(x, ...)
Arguments
x |
A fitted "TFRE" model object. It should contain a second stage model. |
... |
Not used. Other arguments to be passed through plotting functions. |
Details
In the output plot, the red line represents the HBIC curve as a function
of eta
values, the blue line represents the number of nonzero coefficients
as a function of eta
values, and the purple vertical dashed line denotes
the model selected with the smallest HBIC.
This function cannot plot the object if object$second_stage = "none"
.
Value
No return value, called for side effects.
Author(s)
Yunan Wu and Lan Wang
Maintainer:
Yunan Wu <yunan.wu@utdallas.edu>
References
Wang, L., Peng, B., Bradic, J., Li, R. and Wu, Y. (2020), A Tuning-free Robust and Efficient Approach to High-dimensional Regression, Journal of the American Statistical Association, 115:532, 1700-1714, doi:10.1080/01621459.2020.1840989.
See Also
Examples
n <- 20; p <- 50
beta0 <- c(1.5,-1.25,1,-0.75,0.5,rep(0,p-5))
eta_list <- 0.1*6:15*sqrt(log(p)/n)
X <- matrix(rnorm(n*p),n)
y <- X %*% beta0 + rt(n,4)
Obj_TFRE_SCAD <- TFRE(X, y, eta_list = eta_list, const_incomplete = 5)
plot(Obj_TFRE_SCAD)
Obj_TFRE_MCP <- TFRE(X, y, second_stage = "mcp", eta_list = eta_list, const_incomplete = 5)
plot(Obj_TFRE_MCP)