Plot SURE estimates

SURE_plot.py

import numpy as np
from hsplus.special_funcs import sure_hib

alpha_d_range = np.linspace(-100, 100, 200)
sigma = 1.
tau = 1.

from timeit import default_timer as timer
start = timer()
sure_range = sure_hib(alpha_d_range, sigma, tau)
end = timer()

print(end - start)

sure_range_re = np.fromiter((float(mp.re(v_)) for v_ in sure_range), dtype=np.float)

import matplotlib.pyplot as plt
plt.style.use('ggplot')
plt.rc('text', usetex=True)

fig, ax = plt.subplots(1, 1)
ax.clear()

ax.plot(alpha_d_range, sure_range_re)

ax.set_xlabel(r'\hat{\alpha}_i d_i')
ax.set_ylabel(r'SURE')
ax.set_title(r'\sigma={}, \tau={}'.format(sigma, tau))

fig.tight_layout()