conf_fscore: Evaluate the Sparsity Estimation Based on F1 Score

In bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling

Evaluate the Sparsity Estimation Based on F1 Score

Description

This function computes F1 score for sparse element of the true coefficients given threshold.

Usage

conf_fscore(x, y, ...)

## S3 method for class 'summary.bvharsp'
conf_fscore(x, y, truth_thr = 0, ...)

Arguments

x	summary.bvharsp object.
y	True inclusion variable.
...	not used
truth_thr	Threshold value when using non-sparse true coefficient matrix. By default, 0 for sparse matrix.

Details

The F1 score is computed by

F_1 = \frac{2 precision \times recall}{precision + recall}

Value

F1 score in confusion table

See Also

confusion()

bvhar documentation built on April 4, 2025, 5:22 a.m.