plot.SSLASSO function

Plot coefficients from a "SSLASSO" object

Produces a plot of the coefficient paths for a fitted "SSLASSO" object.

## S3 method for class 'SSLASSO'
plot(x, ...)

Arguments

• x: Fitted "SSLASSO" model.
• ...: Other graphical parameters to plot.

References

Rockova, V. and George, E.I. (2018) The Spike-and-Slab LASSO. Journal of the American Statistical Association.

Author(s)

Veronika Rockova Veronika.Rockova@chicagobooth.edu

See Also

SSLASSO

Examples

## Linear regression, where p>n
library(SSLASSO)

n=100
p=1000
X=matrix(rnorm(n*p), n, p)
beta=c(1,2,3,rep(0,p-3))
Y=X[,1]*beta[1]+X[,2]*beta[2]+X[,3]*beta[3]+rnorm(n)
lambda1<-0.1
lambda0<-seq(lambda1,100,length=50)
theta<-0.5

# Separable penalty with fixed theta

result<-SSLASSO(X, Y,penalty="separable", variance = "fixed", 
lambda1 = lambda1, lambda0 = lambda0,theta=theta)

plot(result)