Plot a histogram of the null distribution and the observed test statistic in a permutation type "fusion test".
A ptest
object (a list). Usually the output of
fused.test
.
A logical. Add extra information to the plot.
Arguments passed to plot
.
Invisibly returns x
with extra additions.
plot.ptest
is simply a wrapper for hist.ptest
.
Bilgrau, A.E., Peeters, C.F.W., Eriksen, P.S., Boegsted, M., and van Wieringen, W.N. (2020). Targeted Fused Ridge Estimation of Inverse Covariance Matrices from Multiple High-Dimensional Data Classes. Journal of Machine Learning Research, 21(26): 1-52.
ns <- c(10, 5, 23)
Ylist <- createS(ns, p = 15, topology = "banded", dataset = TRUE)
# Use the identity target matrix for each class
Tlist <- replicate(length(ns), diag(15), simplify = FALSE)
# Do the test
lam <- matrix(10, 3, 3)
diag(lam) <- 1
ft <- fused.test(Ylist, Tlist, lambda = lam, n.permutations = 500)
# The returned object can alo be plotted via
hist(ft)
# or via the alias
plot(ft)