R/plot.SSLASSO.R

In BBSSL: Bayesian Bootstrap Spike-and-Slab LASSO

plot.SSLASSO<-function(x, ...){

	betas <-t(x$beta)

     	v0s <-x$lambda0

        select <-apply(betas,2,function(x){as.numeric(x!=0)})

        matplot(v0s,betas,xlab=expression(lambda[0]),ylab=expression(hat(beta)),lwd=1,col="grey",lty=2,type="l")

        betas[select==F]=NA

        matpoints(v0s,betas*select,xlab=expression(lambda[0]),ylab=expression(hat(beta)),lwd=1,col=4,lty=2,pch=19)

        matpoints(v0s,betas*(1-select),xlab=expression(lambda[0]),ylab=expression(hat(beta)),lwd=1,col=2,lty=2,pch=19)

        title("Spike-and-Slab LASSO")

        oldpar <- par(no.readonly = TRUE)    # ensure settings are reset when the function is exited

        on.exit(par(oldpar))

        par(xpd=T)

        labels=paste("X",1:ncol(betas),sep="")

        labels[select[length(v0s),]==0]<-""

        text(max(v0s)*(1.1),betas[length(v0s),],labels=labels,col=4)



}