Description Usage Arguments Author(s) References See Also Examples
Plots the solution path for Bayesian penalized credible regions from a an object returned by BayesPen.refit.
1 | BayesPen.plot(refit, ...)
|
refit |
Object returned from BayesPen.refit. |
... |
Additional graphics parameters from matplot. |
Ander Wilson, Howard D. Bondell, and Brian J. Reich
Bondell, H. D. and Reich, B. J. (2012). Consistent high-dimensional Bayesian variable selection via penalized credible regions. J. Am. Statist. Assoc. 107, 1610-1624.
Wilson A., Reich B. J. (2014). Confounder selection via penalized credible regions. Biometrics 70: 852-861.
1 2 3 4 5 6 7 8 9 10 11 12 | set.seed(1234)
dat <- SimExample(500,model="WPD2")
fit.BRnew <- BayesPen.lm.confounders(y=dat$y,x=dat$X, u=dat$U)
BayesPen.plot(fit.BRnew,
lty=1, #change line type
lwd=c(10,rep(2,nrow(fit.BRnew$coef)-1)), #change width
col=c("black","grey",rep("blue",7),rep("red",7),
rep("grey",nrow(fit.BRnew$coef)-15)), #change the colors
ylim=c(-.1,.4) #set limits
)
legend("topright", lty=1, lwd=c(10,2,2,2), col=c("black","blue","red","grey"),
legend=c("Exposure","Confounder","Covariate","Noise"))
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