plot.KERE {KERE} | R Documentation |
Produces a coefficient profile plot of the coefficient paths for a
fitted KERE
object.
## S3 method for class 'KERE' plot(x, ...)
x |
fitted |
... |
other graphical parameters to plot. |
A coefficient profile plot is produced. The x-axis is log(λ). The y-axis is the value of fitted α's.
Yi Yang, Teng Zhang and Hui Zou
Maintainer: Yi Yang <yiyang@umn.edu>
Y. Yang, T. Zhang, and H. Zou. "Flexible Expectile Regression in Reproducing Kernel Hilbert Space." ArXiv e-prints: stat.ME/1508.05987, August 2015.
# create data N <- 200 X1 <- runif(N) X2 <- 2*runif(N) X3 <- 3*runif(N) SNR <- 10 # signal-to-noise ratio Y <- X1**1.5 + 2 * (X2**.5) + X1*X3 sigma <- sqrt(var(Y)/SNR) Y <- Y + X2*rnorm(N,0,sigma) X <- cbind(X1,X2,X3) # set gaussian kernel kern <- rbfdot(sigma=0.1) # define lambda sequence lambda <- exp(seq(log(0.5),log(0.01),len=10)) # run KERE m1 <- KERE(x=X, y=Y, kern=kern, lambda = lambda, omega = 0.5) # plot the solution paths plot(m1)