MSE.BSGS: Mean square error (MSE).

In BSGS: Bayesian Sparse Group Selection

Description

Calculate the mean square error for the sparse group selection problems.

Usage

MSE.BSGS(Output, Y, X)

Arguments

Output	A list of random samples generated by either “BSGS.Simple” or “BSGS.Sample” for parameters from spare group selection problems.
Y	Observations.
X	Design matrix.

Value

Reture the mean square error.

Examples

## Not run: 
output = BSGS.Simple(Y, X, Group.Index, r.value, eta.value, beta.value, tau2.value, 
	     rho.value, theta.value, sigma2.value, nu, lambda, Num.of.Iter.Inside.CompWise, 
	     Num.Of.Iteration, MCSE.Sigma2.Given)
MSE.BSGS(output, Y, X)

## End(Not run)

BSGS documentation built on May 2, 2019, 4:21 a.m.