plot.rq.pen.seq.cv: Plots cross validation results from a rq.pen.seq.cv object

In rqPen: Penalized Quantile Regression

Plots cross validation results from a rq.pen.seq.cv object

Description

Provides plots of cross-validation results by lambda. If septau is set to TRUE then plots the cross-validation results for each quantile. If septau is set to FALSE then provides one plot for cross-validation results across all quantiles.

Usage

## S3 method for class 'rq.pen.seq.cv'
plot(x, septau = TRUE, tau = NULL, logLambda = TRUE, main = NULL, ...)

Arguments

x	The rq.pen.seq.cv object
septau	If set to true then optimal tuning parameters are selected seperately for each quantile and there will be a different plot for each quanitle.
tau	Quantiles of interest.
logLambda	Whether log(lambda) is used for the x-axis
main	Title to the plot
...	Additional parameters sent to the plot function.

Value

Plots of the cross validation results by lambda.

Author(s)

Ben Sherwood, [e-mail]

Examples

set.seed(1)
x <- matrix(rnorm(100*8,sd=1),ncol=8)
y <- 1 + x[,1] + 3*x[,3] - x[,8] + rt(100,3)
m1 <- rq.pen.cv(x,y,tau=c(.1,.3,.7))
plot(m1)
plot(m1,septau=FALSE)

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