plot.cv.MSTweedie: Plot Cross-Validation curve of cv.MSTweedie object

In fontaine618/MSTweedie: Multi-source Sparse Tweedie Modelling

Description

This function produces a plot of the mean Tweedie deviance against the logarithm of the solution path of a cv.MSTweedie object. The mean is accompanied by a one-standard-error interval. The regularization parameter value minimizing the CV deviance and the largest value within one standard error are indicated by vertical lines.

Usage

## S3 method for class 'cv.MSTweedie'
plot(x, sign.lambda = 1, ...)

Arguments

x	cv.MSTweedie object.
sign.lambda	Whether to plo from left-to-right or the opposite. The Default is 1 corresponding to right-to-left.
...	Additionnal parameters passed to plot.

Value

A plot is produced

Author(s)

Simon Fontaine, Yi Yang, Bo Fan, Wei Qian and Yuwen Gu.

Maintainer: Simon Fontaine [e-mail]

References

Fontaine, S., Yang, Y., Fan, B., Qian, W. and Gu, Y. (2018). "A Unified Approach to Sparse Tweedie Model with Big Data Applications to Multi-Source Insurance Claim Data Analysis," to be submitted.

See Also

cv.MSTweedie, plot

Examples

# import package
library(MSTweedie)

# load data
data(AutoClaim)

# performs 10-folds CV with L1/Linf regularization
cv <- cv.MSTweedie(x = AutoClaim, y=1, source=4, reg='Linf')

# plot CV deviance mean and std. err., and lambda.min, lambda.1se
plot.cv.MSTweedie(cv)

fontaine618/MSTweedie documentation built on May 25, 2019, 5:22 p.m.