plot.sparsestep {sparsestep}R Documentation

Plot the SparseStep path

Description

Plot the coefficients of the SparseStep path

Usage

## S3 method for class 'sparsestep'
plot(x, ...)

Arguments

x

a sparsestep object

...

further argument to matplot

Author(s)

Gerrit J.J. van den Burg, Patrick J.F. Groenen, Andreas Alfons
Maintainer: Gerrit J.J. van den Burg <gertjanvandenburg@gmail.com>

References

Van den Burg, G.J.J., Groenen, P.J.F. and Alfons, A. (2017). SparseStep: Approximating the Counting Norm for Sparse Regularization, arXiv preprint arXiv:1701.06967 [stat.ME]. URL https://arxiv.org/abs/1701.06967.

Examples

x <- matrix(rnorm(100*20), 100, 20)
y <- rnorm(100)
fit <- sparsestep(x, y)
plot(fit)
pth <- path.sparsestep(x, y)
plot(pth)

[Package sparsestep version 1.0.1 Index]