plot.lrpsadmm: Plotting function for 'lrpsadmm' Objects

In benjaminfrot/lrpsadmm: Low-Rank Plus Sparse Estimation via Alternating Direction Method of Multipliers (ADMM)

Description

Plots the sparsity pattern of S, the eigenvalues of L and the values taken by the objective function at each iteration.

Usage

## S3 method for class 'lrpsadmm'
plot(x)

Arguments

x	An object of class lrpsadmm output by the function lrpsadmm

Examples

set.seed(1)
sim.data <- generate.latent.ggm.data(n=2000, p=100, h=5, outlier.fraction = 0.0,
                                    sparsity = 0.02, sparsity.latent = 0.7)
X <- sim.data$obs.data; Sigma <- cor(X) # Sample correlation matrix
lambda <- 0.7; gamma <- 0.1 # The tuning parameters.
l1 <- lambda * gamma; l2 <- lambda * (1 - gamma)
fit <- lrpsadmm(Sigma = Sigma, Lambda1 = l1, Lambda2 = l2)
plot(fit)

benjaminfrot/lrpsadmm documentation built on Oct. 19, 2019, 8:13 a.m.