Graphical output of SIR_threshold
plot.SIR_threshold.Rd
Display the 10 first eigen values and the estimated index versus Y of the thresholded SIR model.
Usage
# S3 method for class 'SIR_threshold'
plot(x, choice = "", ...)
Examples
# Generate Data
set.seed(10)
n <- 500
beta <- c(1,1,rep(0,8))
X <- mvtnorm::rmvnorm(n,sigma=diag(1,10))
eps <- rnorm(n)
Y <- (X%*%beta)**3+eps
# Apply SIR with hard thresholding
res = SIR_threshold(Y, X, H = 10, lambda = 0.2, thresholding = "hard")
# Eigen values
plot(res,choice="eigvals")
# Estimated index versus Y
plot(res,choice="estim_ind")