\name{plot.rsc_cv} \alias{plot.rsc_cv} \title{ Plot method for rsc_cv objects } \description{ Plot the cross-validation estimates of the Frobenius loss. } \usage{ \method{plot}{rsc_cv}(x, \dots) } \arguments{ \item{x}{ Output from \code{\link{rsc_cv}}, that is an S3 object of class \code{"rsc_cv"}. } \item{\dots}{ additional arguments passed to \code{\link[graphics]{plot.default}}. } } \value{ Plot the Frobenius loss estimated via cross-validation (y-axis) vs threshold values (x-axis). The dotted blue line represents the average expected normalized Frobenius loss, while the vertical segments around the average are \emph{1-standard-error} error bars (see \emph{Details} in \code{\link{rsc_cv}}. The vertical dashed red line identifies the minimum of the average loss, that is the optimal threshold flagged as \code{"minimum"}. The vertical dashed green line identifies the optimal selection flagged as \code{"minimum1se"} in the output of \code{\link{rsc_cv}} (see \emph{Details} in \code{\link{rsc_cv}}). } \section{References}{ Serra, A., Coretto, P., Fratello, M., and Tagliaferri, R. (2018). Robust and sparsecorrelation matrix estimation for the analysis of high-dimensional genomics data. \emph{Bioinformatics}, 34(4), 625-634. doi:10.1093/bioinformatics/btx642 } \seealso{ \code{\link{rsc_cv}} } \examples{ \donttest{ ## simulate a random sample from a multivariate Cauchy distribution ## note: example in high-dimension are obtained increasing p set.seed(1) n <- 100 # sample size p <- 10 # dimension dat <- matrix(rt(n*p, df = 1), nrow = n, ncol = p) colnames(dat) <- paste0("Var", 1:p) ## perform 10-fold cross-validation repeated R=10 times ## note: for multi-core machines experiment with 'ncores' set.seed(2) a <- rsc_cv(x = dat, R = 10, K = 10, ncores = 1) a ## plot the cross-validation estimates plot(a) ## pass additional parameters to graphics::plot plot(a , cex = 2) } }