multiHyperRisk: Multi-Hyperparameter Risk Plots
In cvCovEst: Cross-Validated Covariance Matrix Estimation

multiHyperRisk

R Documentation

Multi-Hyperparameter Risk Plots

Description

multiHyperRisk() produces plots of the cross-validated risk for estimators with more than one hyperparameter. The function transforms one of the hyperparameters into a factor and uses it to distinguish between the risk of various estimators. If one of the hyperparameters has only one unique value, that hyperparameter is used as the factor variable. If all hyperparameters have only one unique value, a plot is not generated for that estimator class.

Usage

multiHyperRisk(dat, estimator, switch_vars = FALSE, min_max = FALSE)

Arguments

`dat`	A `data.frame` of cross-validated risks. Specifically, this is the `risk_df` table output by `cvCovEst()`.
`estimator`	A `character` vector specifying one or more classes of estimators to compare.
`switch_vars`	A `logical` indicating if the x-axis and factor variables should be switched. Default is `FALSE`.
`min_max`	A `logical`. If `TRUE`, only the minimum and maximum values of the factor hyperparameter will be used. Defaults to `FALSE`.