plot.TFRE: Plot the second stage model curve for a 'TFRE' object

In TFRE: A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression

Plot the second stage model curve for a 'TFRE' object

Description

Plot the HBIC curve and the model size curve as a function of the eta values used, from a fitted TFRE SCAD or MCP model.

Usage

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

Arguments

x	A fitted "TFRE" model object. It should contain a second stage model.
...	Not used. Other arguments to be passed through plotting functions.

Details

In the output plot, the red line represents the HBIC curve as a function of eta values, the blue line represents the number of nonzero coefficients as a function of eta values, and the purple vertical dashed line denotes the model selected with the smallest HBIC.
This function cannot plot the object if object$second_stage = "none".

Value

No return value, called for side effects.

Author(s)

Yunan Wu and Lan Wang
Maintainer: Yunan Wu <[e-mail]>

References

Wang, L., Peng, B., Bradic, J., Li, R. and Wu, Y. (2020), A Tuning-free Robust and Efficient Approach to High-dimensional Regression, Journal of the American Statistical Association, 115:532, 1700-1714, \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/01621459.2020.1840989")}.

See Also

TFRE, predict.TFRE, coef.TFRE

Examples

n <- 20; p <- 50
beta0 <- c(1.5,-1.25,1,-0.75,0.5,rep(0,p-5))
eta_list <- 0.1*6:15*sqrt(log(p)/n)
X <- matrix(rnorm(n*p),n)
y <- X %*% beta0 + rt(n,4)
 
Obj_TFRE_SCAD <- TFRE(X, y, eta_list = eta_list, const_incomplete = 5)
plot(Obj_TFRE_SCAD)


Obj_TFRE_MCP <- TFRE(X, y, second_stage = "mcp", eta_list = eta_list, const_incomplete = 5)
plot(Obj_TFRE_MCP)

TFRE documentation built on May 29, 2024, 2:19 a.m.