plot.HDtweedie: Plot solution paths from a "HDtweedie" object

In HDtweedie: The Lasso for Tweedie's Compound Poisson Model Using an IRLS-BMD Algorithm

Plot solution paths from a "HDtweedie" object

Description

Produces a coefficient profile plot of the coefficient paths for a fitted HDtweedie object.

Usage

## S3 method for class 'HDtweedie'
plot(x, group = FALSE, log.l = TRUE, ...)

Arguments

x	fitted HDtweedie model
group	what is on the Y-axis. Plot the norm of each group if TRUE. Plot each coefficient if FALSE.
log.l	what is on the X-axis. Plot against the log-lambda sequence if TRUE. Plot against the lambda sequence if FALSE.
...	other graphical parameters to plot

Details

A coefficient profile plot is produced.

Author(s)

Wei Qian, Yi Yang and Hui Zou
Maintainer: Wei Qian <[e-mail]>

References

Qian, W., Yang, Y., Yang, Y. and Zou, H. (2016), “Tweedie's Compound Poisson Model With Grouped Elastic Net,” Journal of Computational and Graphical Statistics, 25, 606-625.

Examples

# load HDtweedie library
library(HDtweedie)

# load data set
data(auto)

# fit the lasso
m0 <- HDtweedie(x=auto$x,y=auto$y,p=1.5)

# make plot
plot(m0) # plots the coefficients against the log-lambda sequence

# define group index
group1 <- c(rep(1,5),rep(2,7),rep(3,4),rep(4:14,each=3),15:21)

# fit group lasso
m1 <- HDtweedie(x=auto$x,y=auto$y,group=group1,p=1.5)

# make plots
par(mfrow=c(1,3))
plot(m1) # plots the coefficients against the log-lambda sequence 
plot(m1,group=TRUE) # plots group norm against the log-lambda sequence 
plot(m1,log.l=FALSE) # plots against the lambda sequence

HDtweedie documentation built on May 10, 2022, 9:06 a.m.