plot.SIR_threshold_opt: Graphical output of SIR_threshold_opt

In SIRthresholded: Sliced Inverse Regression with Thresholding

Graphical output of SIR_threshold_opt

Description

Display the 10 first eigen values,the estimated index versus Y of the SIR model, the evolution of cos^2 and variable selection according to \lambda, and the regularization path of \hat{b}.

Usage

## S3 method for class 'SIR_threshold_opt'
plot(x, choice = "", ...)

Arguments

x	A SIR_threshold_opt object
choice	the graph to plot: "estim_ind" Plot the estimated index by the SIR model versus Y. "opt_lambda" Plot the choice of \lambda_{opt}. "cos2_selec" Plot the evolution of cos^2 and variable selection according to \lambda. "regul_path" Plot the regularization path of \hat{b}. "" Plot every graphs (default).
...	arguments to be passed to methods, such as graphical parameters (not used here).

Value

No return value

Examples

# Generate Data
set.seed(10)
n <- 200
beta <- c(1,1,rep(0,8))
X <- mvtnorm::rmvnorm(n,sigma=diag(1,10))
eps <- rnorm(n)
Y <- (X%*%beta)**3+eps

# Apply SIR with soft thresholding
res = SIR_threshold_opt(Y,X,H=10,n_lambda=100,thresholding="soft")

# Estimated index versus Y
plot(res,choice="estim_ind")

# Choice of optimal lambda
plot(res,choice="opt_lambda")

# Evolution of cos^2 and var selection according to lambda
plot(res,choice="cos2_selec")

# Regularization path
plot(res,choice="regul_path")

SIRthresholded documentation built on July 10, 2023, 2:03 a.m.