plot.hqreg: Plot coefficients from a "hqreg" object
Produce a plot of the coefficient paths for a fitted
## S3 method for class 'hqreg'
(x, xvar = ("lambda", "norm"), log.l= , nvars = ,
alpha = 1, )
What is on the X-axis.
"lambda" plots against the lambda sequence,
"norm" against the L1-norm of the coefficients. Default is
log(lambda) be used instead of
xvar = "lambda"?
Default is TRUE. It has no effect for
TRUE (the default), places an axis on top of the plot denoting the
number of variables with nonzero coefficients at each
A value between 0 and 1 for alpha transparency channel(0 means transparent
and 1 means opaque), helpful when the number of variables is large.
Other graphical parameters to
Congrui Yi <firstname.lastname@example.org>
Yi, C. and Huang, J. (2016)
Semismooth Newton Coordinate Descent Algorithm for
Elastic-Net Penalized Huber Loss Regression and Quantile Regression,
Journal of Computational and Graphical Statistics, accepted in Nov 2016
X = ((1000*100), 1000, 100)
eps = 4*(1000)
y = (X[,1:10] %*% + eps)
fit = (X, y)
(mfrow = (2,2))
(fit, nvars = , alpha = 0.5)
(fit, xvar = "norm")