trace.beta: Trace Plot

In BayesBridge: Bridge Regression

Description

Trace plot using expectation maximization.

Usage

trace.beta(y, X, alpha=0.5, ratio.grid=exp(seq(-20,20,0.1)),
           tol=1e-9, max.iter=30, use.cg=FALSE, plot.it=FALSE)

Arguments

y	An N dimensional vector of data.
X	An N x P dimensional design matrix.
alpha	A parameter.
ratio.grid	A grid of ratio=tau/sigma.
tol	The threshold at which the algorithm terminates.
max.iter	The maximum number of iterations to use.
use.cg	Use the conjugate gradient method.
plot.it	Plot it.

References

Nicolas G. Poslon, James G. Scott, and Jesse Windle. The Bayesian Bridge. http://arxiv.org/abs/1109.2279.

See Also

bridge.reg, bridge.EM.

Examples

# Load the diabetes data...
data(diabetes, package="BayesBridge");
cov.name = colnames(diabetes$x);
y = diabetes$y;
X = diabetes$x;

# Center the data.
y = y - mean(y);
mX = colMeans(X);
for(i in 1:442){
    X[i,] = X[i,] - mX;
}

# Expectation maximization.
out = trace.beta(y, X);

Example output

BayesBridge documentation built on May 29, 2017, 10:40 a.m.