update the model selection step. Beginning for the plots
[valse.git] / reports / bazar Emilie / sautDeDimension.m
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');