Description Usage Arguments Author(s) References Examples
Plot change-points using l1-norm by SGL approach
1 | SGLPlotL1Norm(fit, n, p, num = 1, breaks = NULL)
|
fit |
result of SGL approach |
n |
total number of data |
p |
dimension of data |
num |
the num'th lambda used by user |
breaks |
list of breaks where to put a tick on the x-axis |
Bingwen Zhang
Bingwen Zhang, Jun Geng and Lifeng Lai, Detecting changes in regression models via sparse group lasso, http://users.wpi.edu/~bzhang/icassp_v1.pdf
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (fit, n, p, num = 1, breaks = NULL)
{
t_sum = matrix(NA, n, 1)
for (i in 1:n) {
t_sum[i] = sum(abs(fit$beta[((i - 1) * p + 1):(i * p),
num]))
}
plotData <- data.frame(pos = 1:length(t_sum), normL1 = t_sum)
plotTsum <- ggplot(plotData, aes(pos, normL1))
{
if (is.null(breaks)) {
plotTsum + geom_point() + theme_bw(base_size = 16) +
xlab("Number of Observations") + ylab(expression(paste(group("|",
group("|", theta[i], "|"), "|"))[1])) + scale_x_continuous(breaks = seq(1,
n, floor(n/10)))
}
else {
plotTsum + geom_point() + theme_bw(base_size = 16) +
xlab("Number of Observations") + ylab(expression(paste(group("|",
group("|", theta[i], "|"), "|"))[1])) + scale_x_continuous(breaks = breaks)
}
}
}
|
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