conditionNumberPlot: Visualize the spectral condition number against the...
In rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data

conditionNumberPlot

R Documentation

Visualize the spectral condition number against the regularization parameter

Description

This function is now deprecated. Please use CNplot instead.

Usage

conditionNumberPlot(
  S,
  lambdaMin,
  lambdaMax,
  step,
  type = "Alt",
  target = default.target(S),
  norm = "2",
  digitLoss = FALSE,
  rlDist = FALSE,
  vertical = FALSE,
  value,
  main = TRUE,
  nOutput = FALSE,
  verbose = TRUE
)

Arguments

`S`	Sample covariance `matrix`.
`lambdaMin`	A `numeric` giving the minimum value for the penalty parameter.
`lambdaMax`	A `numeric` giving the maximum value for the penalty parameter.
`step`	An `integer` determining the number of steps in moving through the grid [`lambdaMin`, `lambdaMax`].
`type`	A `character` indicating the type of ridge estimator to be used. Must be one of: "Alt", "ArchI", "ArchII".
`target`	A target `matrix` (in precision terms) for Type I ridge estimators.
`norm`	A `character` indicating the norm under which the condition number is to be calculated/estimated. Must be one of: "1", "2".
`digitLoss`	A `logical` indicating if the approximate loss in digits of accuracy should also be visualized in the output graph.
`rlDist`	A `logical` indicating if the relative distance to the set of singular matrices should also be visualized in the output graph.
`vertical`	A `logical` indicating if output graph should come with a vertical line at a pre-specified value for the penalty parameter.
`value`	A `numeric` indicating a pre-specified value for the penalty parameter.
`main`	A `logical` indicating if output graph should contain type of estimator as main title.
`nOutput`	A `logical` indicating if numeric output should be returned.
`verbose`	A `logical` indicating if information on progress should be printed on screen.

Details

See CNplot.

Value

The function returns a graph. If nOutput = TRUE the function also returns an object of class list:

`lambdas`	A `numeric` vector representing all values of the penalty parameter for which the condition number was calculated.
`conditionNumbers`	A `numeric` vector containing the condition number for each value of the penalty parameter given in `lambdas`.

Author(s)

Carel F.W. Peeters <carel.peeters@wur.nl>

Examples


## Obtain some (high-dimensional) data
p = 25
n = 10
set.seed(333)
X = matrix(rnorm(n*p), nrow = n, ncol = p)
colnames(X)[1:25] = letters[1:25]
Cx <- covML(X)

## Assess spectral condition number across grid of penalty parameter
conditionNumberPlot(Cx, lambdaMin = .0001, lambdaMax = 50, step = 1000)

rags2ridges documentation built on Oct. 14, 2023, 5:06 p.m.