BayesPen.plot: Plot Bayesian Penalized Credible Region Solution Path.

Description Usage Arguments Author(s) References See Also Examples

Description

Plots the solution path for Bayesian penalized credible regions from a an object returned by BayesPen.refit.

Usage

1

Arguments

refit

Object returned from BayesPen.refit.

...

Additional graphics parameters from matplot.

Author(s)

Ander Wilson, Howard D. Bondell, and Brian J. Reich

References

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.

See Also

BayesPen,BayesPen.refit

Examples

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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"))

AnderWilson/BayesPen documentation built on May 5, 2019, 4:56 a.m.