plot.cv.hqreg {hqreg} | R Documentation |
Plot the cross-validation curve for a "cv.hqreg" object
Description
Plot the cross-validation curve for a "cv.hqreg" object against the
lambda
values used, along with standard error bars.
Usage
## S3 method for class 'cv.hqreg'
plot(x, log.l = TRUE, nvars = TRUE, ...)
Arguments
x |
A |
log.l |
Should |
nvars |
If |
... |
Other graphical parameters to |
Details
Produces a plot of mean cv errors at each lambda
along with upper and lower standard error bars.
Author(s)
Congrui Yi <congrui-yi@uiowa.edu>
References
Yi, C. and Huang, J. (2016)
Semismooth Newton Coordinate Descent Algorithm for
Elastic-Net Penalized Huber Loss Regression and Quantile Regression,
https://arxiv.org/abs/1509.02957
Journal of Computational and Graphical Statistics, accepted in Nov 2016
http://www.tandfonline.com/doi/full/10.1080/10618600.2016.1256816
See Also
Examples
X = matrix(rnorm(1000*100), 1000, 100)
beta = rnorm(10)
eps = 4*rnorm(1000)
y = drop(X[,1:10] %*% beta + eps)
cv = cv.hqreg(X, y, seed = 123)
plot(cv)