plot,cvpen-method {quadrupen} | R Documentation |
Plot method for cross validated error of a quadrupen
model
Description
Produce a plot of the cross validated error of a quadrupen
model.
Usage
\S4method{plot}{cvpen}(x, y, log.scale=TRUE, reverse=FALSE,
plot=TRUE, main = "Cross-validation error", ...)
Arguments
x |
output of a |
y |
used for S4 compatibility. |
log.scale |
logical; indicates if a log-scale should be used
when |
reverse |
logical; should the X-axis by reversed when |
plot |
logical; indicates if the graph should be plotted. Default is |
main |
the main title, with a hopefully appropriate default definition. |
... |
used for S4 compatibility. |
Value
a ggplot2 object which can be plotted via the print
method.
Examples
## Simulating multivariate Gaussian with blockwise correlation
## and piecewise constant vector of parameters
beta <- rep(c(0,1,0,-1,0), c(25,10,25,10,25))
cor <- 0.75
Soo <- toeplitz(cor^(0:(25-1))) ## Toeplitz correlation for irrelevant variables
Sww <- matrix(cor,10,10) ## bloc correlation between active variables
Sigma <- bdiag(Soo,Sww,Soo,Sww,Soo) + 0.1
diag(Sigma) <- 1
n <- 100
x <- as.matrix(matrix(rnorm(95*n),n,95) %*% chol(Sigma))
y <- 10 + x %*% beta + rnorm(n,0,10)
## Use fewer lambda1 values by overwritting the default parameters
## and cross-validate over the sequences lambda1 and lambda2
cv.double <- crossval(x,y, lambda2=10^seq(2,-2,len=50), nlambda1=50)
## Rerun simple cross-validation with the appropriate lambda2
cv.10K <- crossval(x,y, lambda2=.2)
## Try leave one out also
cv.loo <- crossval(x,y, K=n, lambda2=0.2)
plot(cv.double)
plot(cv.10K)
plot(cv.loo)
## Performance for selection purpose
beta.min.10K <- slot(cv.10K, "beta.min")
beta.min.loo <- slot(cv.loo, "beta.min")
cat("\nFalse positives with the minimal 10-CV choice: ", sum(sign(beta) != sign(beta.min.10K)))
cat("\nFalse positives with the minimal LOO-CV choice: ", sum(sign(beta) != sign(beta.min.loo)))
[Package quadrupen version 0.2-12 Index]