plot.GoF {cglasso} | R Documentation |
Plot for ‘GoF
’ Object
Description
‘The plot.GoF
’ function produces plots to study the sequence of fitted models.
Usage
## S3 method for class 'GoF'
plot(x, add.line = TRUE, arg.line = list(lty = 2L, lwd = 2L, col = "red"),
add.text = FALSE, arg.text = list(side = 3L), arg.points = list(pch = 2L),
...)
Arguments
x |
an R object of class ‘ |
add.line |
logical; if ‘ |
arg.line |
a named list of graphical parameters passed to the function |
add.text |
logical; if ‘ |
arg.text |
a list of further parameters passed to the function |
arg.points |
a named list of graphical parameters passed to the function |
... |
additional graphical arguments passed to the functions |
Details
plot.GoF
is the plotting method function of an R object of class ‘GoF
’, that is, the output of a goodness-of-fit function (see AIC.cglasso
, or BIC.cglasso
). This function produces a plot aimed both to evaluate the sequence of fitted models in terms of goodness-of-fit and to identify the optimal values of the tuning parameters.
If a tuning parameter is held fixed, then plot.GoF
produces a plot showing the chosen measure of goodness-of-fit as a function of the remaining tuning parameter. In this case, the optimal value is identified by a vertical dashed line. The degrees-of-freedom of the selected fitted model are also shown.
If the cglasso model is fitted using both a sequence of \rho
and \lambda
values, then plot.GoF
produces a contour plot and a triangle is used to identify the optimal pair of the two tuning parameters.
Author(s)
Luigi Augugliaro (luigi.augugliaro@unipa.it)
See Also
cglasso
, AIC.cglasso
, BIC.cglasso
, summary.cglasso
and select_cglasso
.
Examples
set.seed(123)
n <- 1000L
p <- 3L
q <- 2
b0 <- runif(p)
B <- matrix(runif(q * p), nrow = q, ncol = p)
X <- matrix(rnorm(n * q), nrow = n, ncol = q)
rho <- 0.3
Sigma <- outer(1L:p, 1L:p, function(i, j) rho^abs(i - j))
Z <- rcggm(n = n, b0 = b0, X = X, B = B, Sigma = Sigma, probl = 0.05, probr = 0.05)
out <- cglasso(. ~ ., data = Z, nlambda = 1L)
plot(AIC(out))
plot(BIC(out))
out <- cglasso(. ~ ., data = Z, nrho = 1L)
plot(AIC(out))
plot(BIC(out))
out <- cglasso(. ~ ., data = Z)
plot(AIC(out))
plot(BIC(out))