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');