`plot.vsel()`: Add title and subtitle

[fweber144]

This adds a title and a subtitle to the plot produced by plot.vsel(), with the subtitle mentioning the nominal coverage as well as the type of the confidence intervals (CIs) explicitly.

The hope is that there will be less confusion about these CIs (in particular, whether these are "+/- 1 SE" or "+/- 2 SE" CIs; in general, they are neither of these two: only in case of the normal approximation, we can say that the default (due to alpha = 2 * pnorm(-1)) are "+/- 1 SE" CIs).

Illustration:

data("df_gaussian", package = "projpred")
dat <- data.frame(y = df_gaussian$y, df_gaussian$x)
library(rstanarm)
rfit <- stan_glm(y ~ X1 + X2 + X3 + X4 + X5,
                 data = dat,
                 chains = 1,
                 iter = 500,
                 seed = 1140350788,
                 refresh = 0)
devtools::load_all(".")
vs <- varsel(rfit,
             nclusters = 3,
             nclusters_pred = 5,
             nterms_max = 4,
             seed = 46782345)
plot(vs)
plot(vs, alpha = 0.05)
plot(vs, alpha = 0.05, stats = "rmse")
plot(vs, alpha = 0.05, stats = c("mlpd", "rmse"))

produces the following plots (in this order):

[fweber144]

To omit title and/or subtitle in the illustration above, one can use:

plot(vs) + labs(title = NULL)
plot(vs) + labs(subtitle = NULL)
plot(vs) + labs(title = NULL, subtitle = NULL)