msaenet.fp: Get the Number of False Positive Selections

In msaenet: Multi-Step Adaptive Estimation Methods for Sparse Regressions

Description

Get the number of false positive selections from msaenet model objects, given the indices of true variables (if known).

Usage

msaenet.fp(object, true.idx)

Arguments

object	An object of class msaenet produced by aenet, amnet, asnet, msaenet, msamnet, or msasnet.
true.idx	Vector. Indices of true variables.

Value

Number of false positive variables in the model.

Author(s)

Nan Xiao <https://nanx.me>

Examples

dat <- msaenet.sim.gaussian(
  n = 150, p = 500, rho = 0.6,
  coef = rep(1, 5), snr = 2, p.train = 0.7,
  seed = 1001
)

msaenet.fit <- msaenet(
  dat$x.tr, dat$y.tr,
  alphas = seq(0.2, 0.8, 0.2),
  nsteps = 3L, seed = 1003
)

msaenet.fp(msaenet.fit, 1:5)

Example output

[1] 5

msaenet documentation built on May 18, 2019, 1:03 a.m.