plot.cvCovEst {cvCovEst} | R Documentation |
Generic Plot Method for cvCovEst
Description
The plot
method is a generic method for plotting objects
of class, "cvCovEst"
. The method is designed as a tool for diagnostic
and exploratory analysis purposes when selecting a covariance matrix
estimator using cvCovEst
.
Usage
## S3 method for class 'cvCovEst'
plot(
x,
dat_orig,
estimator = NULL,
plot_type = c("summary"),
stat = c("min"),
k = NULL,
leading = TRUE,
abs_v = TRUE,
switch_vars = FALSE,
min_max = FALSE,
...
)
Arguments
x |
An object of class, |
dat_orig |
The |
estimator |
A |
plot_type |
A |
stat |
A |
k |
A |
leading |
A |
abs_v |
A |
switch_vars |
A |
min_max |
A |
... |
Additional arguments passed to the plot method. These are not explicitly used and should be ignored by the user. |
Details
This plot method is designed to aide users in understanding the
estimation procedure carried out in cvCovEst()
. There are
currently four different values for plot_type
that can be called:
-
"eigen"
- Plots the eigenvalues associated with the specifiedestimator
andstat
arguments in decreasing order. -
"risk"
- Plots the cross-validated risk of the specifiedestimator
as a function of the hyperparameter values passed tocvCovEst()
. This type of plot is only compatible with estimators which take hyperparameters as arguments. -
"heatmap"
- Plots a covariance heat map associated with the specifiedestimator
andstat
arguments. Multiple estimators and performance stats may be specified to produce grids of heat maps. -
"summary"
- Specifying this plot type will run all of the above plots for the best performing estimator selected bycvCovEst()
. These plots are then combined into a single panel along with a table containing the best performing estimator within each class. If the optimal estimator selected bycvCovEst()
does not have hyperparameters, then the risk plot is replaced with a table displaying the minimum, first quartile, median, third quartile, and maximum of the cross-validated risk associated with each class of estimator.
The stat
argument accepts five values. They each correspond to a
summary statistic of the cross-validated risk distribution within a class
of estimator. Possible values are:
-
"min"
- minimum -
"Q1"
- first quartile -
"median"
- median -
"Q3"
- third quartile -
"max"
- maximum
Value
A plot object
Examples
cv_dat <- cvCovEst(
dat = mtcars,
estimators = c(
thresholdingEst, sampleCovEst
),
estimator_params = list(
thresholdingEst = list(gamma = seq(0.1, 0.9, 0.1))
)
)
plot(x = cv_dat, dat_orig = mtcars)