lm.mse: Calculate mse

In CSUV: Combined Selection and Uncertainty Visualiser (CSUV)

Description

Calculate mse

Usage

lm.mse(X, Y, mod = NULL, est.b = NULL, log.level = NULL)

Arguments

X	covariates (n times p matrix, n: number of entries, p: number of covariates)
Y	response (vector with n entries)
mod	fitted model from lm.cv or csuv. Only provide mod or est.b
est.b	estimated coefficient (with intercept). Only provide mod or est.b
log.level	log level to set. Default is NULL, which means no change in log level. See the function CSUV::set.log.level for more details

Value

the value of estimated mean square error

Examples

X = matrix(rnorm(1000), nrow = 100)
Y = rowSums(X[,1:3])+rnorm(100)
compare.mod = lm.compare.method(X, Y, intercept = FALSE)
lm.mse(X, Y, est.b = compare.mod)

CSUV documentation built on Oct. 23, 2020, 5:49 p.m.