plot.stability.MLGL: Plot the stability path obtained from 'stability.MLGL'...

In MLGL: Multi-Layer Group-Lasso

Description

Plot the stability path obtained from stability.MLGL function

Usage

## S3 method for class 'stability.MLGL'
plot(x, log.lambda = FALSE, threshold = 0.75, ...)

Arguments

x	stability.MLGL object
log.lambda	If TRUE, use log(lambda) instead of lambda in abscissa
threshold	Threshold for selection frequency
...	Other parameters for plot function

Value

A list containing :

var

Index of selected variables for the given threshold.

group

Index of the associated group.

threshold

Value of threshold

See Also

stability.MLGL

Examples

set.seed(42)
# Simulate gaussian data with block-diagonal variance matrix containing 12 blocks of size 5
X <- simuBlockGaussian(50, 12, 5, 0.7)

# Generate a response variable
y <- X[,c(2,7,12)]%*%c(2,2,-2) + rnorm(50, 0, 0.5)

# Apply stability.MLGL method
res <- stability.MLGL(X, y)
selected <- plot(res)
print(selected)

MLGL documentation built on Dec. 31, 2019, 3 a.m.