Plot selected variables from a bolasso object. — plot_selected

The method plots coefficient distributions for the selected covariates in the bolasso model. If there are more than 30 selected covariates, this will plot the 30 selected covariates with the largest absolute mean coefficient. The user can also plot coefficient distributions for a specified subset of selected covariates.

Usage

plot_selected_variables(
  x,
  covariates = NULL,
  threshold = 0.95,
  method = c("vip", "qnt"),
  ...
)

Arguments

x: An object of class bolasso or bolasso_fast.
covariates: A subset of the selected covariates to plot. This should be a vector of covariate names either as strings or bare. E.g. covariates = c("var_1", "var_2") or covariates = c(var_1, var_2). This argument is optional and is NULL by default. In this case it will plot up to 30 covariates with the largest absolute mean coefficients.
threshold: A numeric between 0 and 1, specifying the variable selection threshold to use.
method: The variable selection method to use. The two valid options are c("vip", "qnt"). The default "vip" and is the method described in the original Bach (2008) and complementary Bunea et al. (2011) works. The "qnt" method is the method proposed by Abram et al. (2016).
...: Additional arguments to pass to coef on objects with class bolasso or bolass_fast.