cvEigenPlot: Eigenvalue Plot

In cvCovEst: Cross-Validated Covariance Matrix Estimation

Eigenvalue Plot

Description

cvEigenPlot() plots the eigenvalues of one or more estimators produced by cvCovEst().

Usage

cvEigenPlot(
  dat,
  estimator,
  stat = "min",
  dat_orig,
  k,
  leading = TRUE,
  plot_type = "eigen",
  cv_details,
  has_hypers
)

Arguments

dat	A named list. Specifically, this is the standard output of cvCovEst().
estimator	A character vector specifying one or more classes of estimators to compare.
stat	A character vector containing the names of various cross-validated risk summary statistics. Within each class of estimator, eigenvalues will be plot for the estimators corresponding to each stat.
dat_orig	The numeric data.frame, matrix, or similar object originally passed to cvCovEst().
k	A numeric indicating the number of eigenvalues to plot. Must be less than or equal to the number of columns of the original data matrix.
leading	A logical indicating if the leading eigenvalues should be used. Default is TRUE. If FALSE, the trailing eigenvalues will be used instead.
plot_type	A character detailing the type of plot. Passed to theme_cvCovEst, defaults to "risk"
cv_details	A character vector summarizing key arguments passed to cvCovEst().
has_hypers	A character vector containing the names of current estimators with hyperparameters.

Value

A plot, or grid of plots, showing the k leading or trailing eigenvalues of the specified estimators and associated summary statistics of the cross-validated risk.

cvCovEst documentation built on May 29, 2024, 5:51 a.m.