Fig2.8: Reproduce Figure 2.8

In pbreheny/hdrm: High-Dimensional Regression Modeling

Reproduce Figure 2.8

Description

Reproduces Figure 2.8 from the book; if you specify any options, your results may look different.

Usage

Fig2.8(
  n = 100,
  p = 1000,
  N = 25,
  parlist = list(mfrow = c(1, 2), mar = c(5, 5, 0.5, 0.5), oma = c(0, 0, 2, 0)),
  seed = 1
)

Arguments

n	Sample size
p	Number of features
N	Number of splits for the refitted CV estimator
parlist	List of arguments to pass to par()
seed	Random number seed for reproducibility

Examples

Fig2.8(N=5)  # Increase N for a more reliable estimate

pbreheny/hdrm documentation built on May 24, 2024, 9:30 p.m.