3f62d540 |
1 | %Saut de dimension |
2 | figure(1) |
3 | vec=[0,10:100:1210]; |
4 | |
5 | for r=vec |
6 | tableauBis(:,:,r+1) = tableauLassoMLE; |
7 | [aaaa,bbbb]= min(tableauLassoMLE(:,4)+r*tableauLassoMLE(:,2)); |
8 | tableauBis(:,4,r+1) = tableauLassoMLE(:,4)+r*tableauLassoMLE(:,2); |
9 | reponse(r+1)=tableauLassoMLE(bbbb,3); |
10 | end |
11 | |
12 | [x1,y1] = stairs(vec,reponse(vec+1)) |
13 | plot(x1,y1,'LineWidth',2) |
14 | xlabel('$\kappa$','Interpreter','LaTex','FontSize', 45) |
15 | ylabel('Model dimension','FontSize', 45) |
16 | set(gca, 'FontSize', 40, 'fontName','Times'); |
17 | [Cx1,IA,IC] = unique(y1,'stable') |
18 | hold on |
19 | plot([x1(IA(2))-0.001,x1(IA(2))],[0,Cx1(2)],'--','LineWidth',2) |
20 | plot([2*x1(IA(2))-0.001,2*x1(IA(2))],[0,Cx1(3)],'--','LineWidth',2) |
21 | %plot([0,2*x1(IA(2))],[Cx1(3),Cx1(3)],'--','LineWidth',2) |
22 | set(gca,'Box','off') |
23 | set(gca,'YTick',unique([0:800:700])) |
24 | set(gca,'XTick',unique([0:1300:1200])) |
25 | text(x1(IA(2))-20,-20,'$\hat{\kappa}$','Interpreter','LaTex','FontSize',45) |
26 | text(2*x1(IA(2))-20,-20,'$2 \hat{\kappa}$','Interpreter','LaTex','FontSize',45) |
27 | %text(-80,Cx1(3),'$\hat{m}$','Interpreter','LaTex','FontSize',45) |
28 | axis([0 1200 0 650]) |
29 | hold off |
30 | |
31 | %LLF pénalisé |
32 | |
33 | % figure(2) |
34 | % plot(tableauLassoMLE(:,3),tableauLassoMLE(:,4)+0*tableauLassoMLE(:,2),'.','markersize', 20) |
35 | % xlabel('Model dimension','FontSize', 30) |
36 | % ylabel('Log-likelihood','Interpreter','LaTex','FontSize', 30) |
37 | % set(gca, 'FontSize', 20, 'fontName','Times'); |
38 | figure(3) |
39 | ind = find(tableauLassoMLE(:,4) >4000); |
40 | tableauLassoMLE(ind,:)=[]; |
41 | plot(tableauLassoMLE(2:end,3),tableauLassoMLE(2:end,4)+1100*tableauLassoMLE(2:end,2),'.','markersize', 30) |
42 | indiceInt = find(tableauLassoMLE(:,4)+1100*tableauLassoMLE(:,2)<-4401); |
43 | indiceBis = find(tableauLassoMLE(:,3)==53); |
44 | hold on |
45 | plot(tableauLassoMLE(indiceInt,3),tableauLassoMLE(indiceInt,4)+1100*tableauLassoMLE(indiceInt,2),'sr','markersize', 30,'linewidth',5) |
46 | plot(tableauLassoMLE(indiceBis,3),tableauLassoMLE(indiceBis,4)+1100*tableauLassoMLE(indiceBis,2),'dg','markersize', 30,'linewidth',5) |
47 | xlabel('Model dimension','Interpreter','LaTex','FontSize', 45) |
48 | ylabel('Penalized log-likelihood for $2 \hat{\kappa}$','Interpreter','LaTex','FontSize', 45) |
49 | set(gca, 'FontSize', 30, 'fontName','Times'); |
50 | set(gcf,'Units','normal') |
51 | set(gca,'Position',[.1 .1 .88 .85]) |
52 | hold off |
53 | % figure(4) |
54 | % plot(tableauLassoMLE(:,3),tableauLassoMLE(:,4)+3000*tableauLassoMLE(:,2),'.','markersize', 20) |
55 | % xlabel('Model dimension','FontSize', 30) |
56 | % ylabel('Penalized log-likelihood for $\kappa$ = 3000','Interpreter','LaTex','FontSize', 30) |
57 | % set(gca, 'FontSize', 20, 'fontName','Times'); |
58 | % |
59 | % figure(5) |
60 | % n2 = find(piLassoMLE(3,:)~=0,1)-1; |
61 | % n3 = find(piLassoMLE(4,:)~=0,1)-1; |
62 | % plot(tableauLassoMLE(:,3),tableauLassoMLE(:,4)+0*tableauLassoMLE(:,2),'.','markersize', 20) |
63 | % xlabel('Model dimension','FontSize', 30) |
64 | % ylabel('Log-likelihood','Interpreter','LaTex','FontSize', 30) |
65 | % set(gca, 'FontSize', 20, 'fontName','Times'); |