Figure 4.
Inter-percentile (10~90%) range (IPR) values of the signature size corresponding to the estimates from 100 replicate runs of glmnet (s = 1) and MCglmnet with different numbers of MC iterations (s = 10, 20, 50, 100, 200, 300, 400, 500) and different levels of signal strength (AUC = 0.7, 0.8, 0.0) are summarized in this graph.