EMVSplot {EMVS} | R Documentation |
EMVSplot
procedure plots the solution path of the estimated regression coefficients (posterior modes) for different v0
values.
EMVSplot(result, plot_type=c("both","reg","gf"), omit.zeroes = FALSE)
result |
List object outputed by the EMVS procedure |
plot_type |
Plot type: "both" for plotting both the regularization path together with the associated log g function, "reg" only for the regulaziation plot, "gf" only for the log g function. |
omit.zeroes |
Logical: |
Coefficients that are not thresholded out are depicted in blue, the rest in red. Log g function computed only for models with at most 1 000 predictors.
Veronika Rockova
Maintainer: Veronika Rockova vrockova@wharton.upenn.edu
Rockova, V. and George, E. I. (2014)
EMVS: The EM Approach to Bayesian Variable Selection,
http://amstat.tandfonline.com/doi/abs/10.1080/01621459.2013.869223?journalCode=uasa20#preview
Journal of the American Statistical Association
EMVS
, EMVSsummary
, EMVSbest