plot.lass0: Visualizing Lasso-Zero's estimates

In lass0: Lasso-Zero for (High-Dimensional) Linear Regression

Description

Plots the regression coefficients obtained by Lasso-Zero.

Usage

## S3 method for class 'lass0'
plot(x, ...)

Arguments

x	a "lass0" object
...	further arguments that can be passed to plot

Details

For a "lass0" object, produces boxplots of the M obtained estimates for each regression coefficient and indicates the threshold level tau. Coefficients whose median is larger than tau is absolute value are the ones selected by Lasso-Zero. Note that if lass0 was called with standardizeX = TRUE, the coefficients and threshold are represented on the standardized scale.

References

Descloux, P., & Sardy, S. (2018). Model selection with lasso-zero: adding straw to the haystack to better find needles. arXiv preprint arXiv:1805.05133. https://arxiv.org/abs/1805.05133

See Also

lass0 and qut.MC

lass0 documentation built on Dec. 19, 2019, 1:09 a.m.