plot.sglasso | R Documentation |
plot.sglasso
produces two plots to study the sequence of models estimates by sglasso
or fglasso
.
## S3 method for class 'sglasso' plot(x, ...)
x |
fitted |
... |
other parameters to be passed through the plotting function. |
This function produces two different plots. The first one shows the path of the estimated parameters as function of the tuning parameter rho. In the same way, the second plot shows the path of the weighted scores as function of rho.
Luigi Augugliaro
Maintainer: Luigi Augugliaro luigi.augugliaro@unipa.it
sglasso
function and summary.sglasso
method.
N <- 100 p <- 5 X <- matrix(rnorm(N * p), N, p) S <- crossprod(X)/N mask <- outer(1:p, 1:p, function(i,j) 0.5^abs(i-j)) mask[1,5] <- mask[1,4] <- mask[2,5] <- NA mask[5,1] <- mask[4,1] <- mask[5,2] <- NA out.sglasso_path <- sglasso(S, mask, tol = 1.0e-13) plot(out.sglasso_path)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.