Mean square error (MSE).

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Description

Calculate the mean square error.

Usage

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MSE.CGS.SMP(Output, Y, X)

Arguments

Output

A list of random samples for parameters generated by CGS or SMP algorithm.

Y

Observations.

X

Design matrix.

Value

Reture the mean square error.

Examples

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## 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.CGS.SMP(output, Y, X)

## End(Not run)