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Graphical output of SIR_threshold_bootstrap

plot.SIR_threshold_bootstrap.Rd

Display the estimated index versus Y of the SIR model, the size of the models, the occurrence of variable selection, the distribution of the coefficients of and \(\hat{b}\) and the distribution of \(\lambda_{opt}\) found across the replications.

Usage

# S3 method for SIR_threshold_bootstrap
plot(x, choice = "", ...)

Arguments

x

A SIR_threshold_bootstrap object

choice

the graph to plot:

  • "estim_ind" Plot the estimated index by the SIR model versus Y.

  • "size" Plot the size of the models across the replications.

  • "selec_var" Plot the occurrence of the selected variables across the replications.

  • "coefs_b" Plot the value of \(\hat{b}\) across the replications.

  • "lambdas_replic" Plot the distribution of \(\lambda_{opt}\) across the replications.

  • "" Plot every graphs (default).

...

arguments to be passed to methods, such as graphical parameters (not used here).

Value

No return value

Examples

# Generate Data
set.seed(10)
n <- 200
beta <- c(1,1,rep(0,8))
X <- mvtnorm::rmvnorm(n,sigma=diag(1,10))
eps <- rnorm(n)
Y <- (X%*%beta)**3+eps

# \donttest{
res = SIR_threshold_bootstrap(Y,X,H=10,n_lambda=300,thresholding="hard", n_replications=30,k=2)
#> [1] "Replication 5 / 30"
#> [1] "Replication 10 / 30"
#> [1] "Replication 15 / 30"
#> [1] "Replication 20 / 30"
#> [1] "Replication 25 / 30"
#> [1] "Replication 30 / 30"

# Estimated index versus Y
plot(res,choice="estim_ind")

# Model size
plot(res,choice="size")

# Selected variables
plot(res,choice="selec_var")

# Coefficients of b
plot(res,choice="coefs_b")

# Optimal lambdas
plot(res,choice="lambdas_replic")
# }