Description Usage Arguments Details Author(s) References Examples
Produces a coefficient profile plot of the coefficient paths for a
fitted HDtweedie
object.
1 2 |
x |
fitted |
group |
what is on the Y-axis. Plot the norm of each group
if |
log.l |
what is on the X-axis. Plot against the log-lambda
sequence if |
... |
other graphical parameters to plot |
A coefficient profile plot is produced.
Wei Qian, Yi Yang and Hui Zou
Maintainer: Wei Qian <weiqian@stat.umn.edu>
Qian, W., Yang, Y., Yang, Y. and Zou, H. (2013), “Tweedie's Compound
Poisson Model With Grouped Elastic Net,” submitted to Journal of Computational and Graphical Statistics.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 | # load HDtweedie library
library(HDtweedie)
# load data set
data(auto)
# fit the lasso
m0 <- HDtweedie(x=auto$x,y=auto$y,p=1.5)
# make plot
plot(m0) # plots the coefficients against the log-lambda sequence
# define group index
group1 <- c(rep(1,5),rep(2,7),rep(3,4),rep(4:14,each=3),15:21)
# fit group lasso
m1 <- HDtweedie(x=auto$x,y=auto$y,group=group1,p=1.5)
# make plots
par(mfrow=c(1,3))
plot(m1) # plots the coefficients against the log-lambda sequence
plot(m1,group=TRUE) # plots group norm against the log-lambda sequence
plot(m1,log.l=FALSE) # plots against the lambda sequence
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