Description Usage Arguments Details Author(s) References Examples

Produces a coefficient profile plot of the coefficient paths for a
fitted `KERE`

object.

1 2 |

`x` |
fitted |

`...` |
other graphical parameters to plot. |

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

Yi Yang, Teng Zhang and Hui Zou

Maintainer: Yi Yang <[email protected]>

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

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 | ```
# 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)
``` |

KERE documentation built on May 29, 2017, 10:49 a.m.

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