bytau.plot.rq.pen.seq: Plot of how coefficients change with tau.

In rqPen: Penalized Quantile Regression

Plot of how coefficients change with tau.

Description

Plot of how coefficients change with tau.

Usage

## S3 method for class 'rq.pen.seq'
bytau.plot(x, a = NULL, lambda = NULL, lambdaIndex = NULL, vars = NULL, ...)

Arguments

x	An rq.pen.seq object
a	The tuning parameter a of interest
lambda	The lambda value of interest.
lambdaIndex	The lambda index of interest. Only specify lambdaIndex or lambda, not both.
vars	Index of the variables to plot with 1 being the intercept, 2 being the first predictor, etc. Default is to include all variables.
...	Additional parameters sent to coef()

Value

A plot of coefficient values by tau.

Author(s)

Ben Sherwood, [e-mail]

Examples

  set.seed(1)
  x <- matrix(rnorm(800),nrow=100)
  y <- 1 + x[,1] - 3*x[,5] + rnorm(100)
  lassoModels <- rq.pen(x,y,tau=seq(.1,.9,.1))
  bytau.plot(lassoModels,lambda=lassoModels$lambda[5])

rqPen documentation built on Aug. 25, 2023, 1:07 a.m.