plot.shrink: Plot shrink object

In MGallow/shrink: Shrinking Characteristics of Precision Matrix Estimators

Description

Produces a plot for the cross validation errors, if available.

Usage

## S3 method for class 'shrink'
plot(x, type = c("line", "heatmap"), footnote = TRUE, ...)

Arguments

x	class object shrink.
type	produce either 'heatmap' or 'line' graph
footnote	option to print footnote of optimal values. Defaults to TRUE.
...	additional arguments.

Examples

# generate some data
data = data_gen(n = 100, p = 5, r = 1)

# lasso penalized beta (print estimated omega)
lam.max = max(abs(t(data$X) %*% data$Y))
(shrink = shrink(X = data$X, Y = data$Y, B = cov(data$X, data$Y), lam.max = lam.max))

# print estimated beta
shrink$Z

# create heatmap of CV errors
plot(shrink, type = 'heatmap')

# create line graph of CV errors
plot(shrink)

MGallow/shrink documentation built on May 7, 2019, 10:54 a.m.