Commit | Line | Data |
---|---|---|
3453829e BA |
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'); |