plot.KERE: Plot coefficients from a "KERE" object

In KERE: Expectile Regression in Reproducing Kernel Hilbert Space

Description

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

Usage

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

Arguments

x	fitted KERE model.
...	other graphical parameters to plot.

Details

A coefficient profile plot is produced. The x-axis is log(λ). The y-axis is the value of fitted α's.

Author(s)

Yi Yang, Teng Zhang and Hui Zou
Maintainer: Yi Yang <[e-mail]>

References

Y. Yang, T. Zhang, and H. Zou. "Flexible Expectile Regression in Reproducing Kernel Hilbert Space." ArXiv e-prints: stat.ME/1508.05987, August 2015.

Examples

# create data
N <- 200
X1 <- runif(N)
X2 <- 2*runif(N)
X3 <- 3*runif(N)
SNR <- 10 # signal-to-noise ratio
Y <- X1**1.5 + 2 * (X2**.5) + X1*X3
sigma <- sqrt(var(Y)/SNR)
Y <- Y + X2*rnorm(N,0,sigma)
X <- cbind(X1,X2,X3)

# set gaussian kernel 
kern <- rbfdot(sigma=0.1)

# define lambda sequence
lambda <- exp(seq(log(0.5),log(0.01),len=10))

# run KERE
m1 <- KERE(x=X, y=Y, kern=kern, lambda = lambda, omega = 0.5) 

# plot the solution paths
plot(m1)

Example output

KERE documentation built on May 1, 2019, 8:01 p.m.