Description Usage Arguments Details Author(s) References Examples
Produces a coefficient profile plot of the coefficient paths for a
fitted KERE
object.
1 2 |
x |
fitted |
... |
other graphical parameters to plot. |
A coefficient profile plot is produced. The x-axis is log(λ). The y-axis is the value of fitted α's.
Yi Yang, Teng Zhang and Hui Zou
Maintainer: Yi Yang <yi.yang6@mcgill.ca>
Y. Yang, T. Zhang, and H. Zou. (2017) "Flexible Expectile Regression in Reproducing Kernel Hilbert Space." Technometrics. Accepted.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 | # create data
N <- 200
X1 <- runif(N)
X2 <- 2*runif(N)
X3 <- 3*runif(N)
SNR <- 10 # signal-to-noise ratio
Y <- X1**1.5 + 2 * (X2**.5) + X1*X3
sigma <- sqrt(var(Y)/SNR)
Y <- Y + X2*rnorm(N,0,sigma)
X <- cbind(X1,X2,X3)
# set gaussian kernel
kern <- rbfdot(sigma=0.1)
# define lambda sequence
lambda <- exp(seq(log(0.5),log(0.01),len=10))
# run KERE
m1 <- KERE(x=X, y=Y, kern=kern, lambda = lambda, omega = 0.5)
# plot the solution paths
plot(m1)
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