R/plot.bias.R

In liureg: Liu Regression with Liu Biasing Parameters and Statistics

plot.biasliu<- function(x, abline=TRUE,...){
  bias2<-lstats(x)$bias2
  var<-lstats(x)$var
  mse<-lstats(x)$mse
  minmse<-min(mse)
  mind<-x$d[which.min(mse)]
  col=cbind("black", "red", "green")
  liutrace<-cbind(var, bias2, mse)

  if(length(x$d)==1){
    plot(x=rep(x$d, length(liutrace)),
         y=liutrace,
         main="Bias, Variance Trade-off",
         xlab="Liu Biasing Parameter",
         ylab=" ",
         col=col,
         lwd=2,
         lty=c(1,4,5)
         )
    legend("topright",
           legend=c("var", "bias^2","mse"),
           col=col,
           lwd=2,
           fill=1:3,
           lty=c(1,4,5),
           cex=0.7,
           pt.cex=0.5,
           bty="o",
           bg="transparent",
           y.intersp = 0.4,
           x.intersp = 0.3,
           merge = TRUE
           )
  } else{
    matplot(x=x$d,
            y=liutrace,
            main="Bias, Variance Trade-off",
            xlab="Liu Biasing Parameter",
            ylab=" ",
            col=col,
            lwd=2,
            lty=c(1,4,5),
            type='l'
            )

    legend("topright",
           legend=c("var", "bias^2", "mse"),
           col=col,
           lwd=2,
           fill=1:3,
           lty=c(1,4,5),
           cex=0.7,
           pt.cex=0.6,
           bty = "o",
           bg = "transparent",
           y.intersp = 0.4,
           x.intersp = 0.1,
           merge = TRUE
           )
  }

  if(abline){
    abline(v=mind, lty=2)
    abline(h=minmse, lty=2)
    text(mind,
         max(lstats(x)$mse),
         paste("Minimum mse=",round(minmse,3)),
         col="blue",
         pos=1
         )
    text(mind,
         minmse,
         paste("d=", mind),
         pos=4,
         col="blue"
         )
  }
}