fv: Average Number of False Variables.
In penplaqr/penplaqr:
Description
Usage
Arguments
Value
Description
Given coefficient estimates from a set of simulations, fv calculates the average number of
zero-valued coefficients that are incorrectly selected to be in the model.
Given coefficient estimates from a set of simulations, tv calculates the average number of
non-zero valued coefficients that are correctly selected to be in the model.
Usage
1
2
3
Arguments
model_coefficients
a vector or matrix containing the coefficient estimates. If a matrix,
then the coefficients should vary by row and the simulations should vary by column.
true_coefficients
a vector of indices of the true non-zero coefficients
threshold
a scalar threshold below which coefficients should be set to zero
model_coefficients
a vector or matrix containing the coefficient estimates. If a matrix,
then the coefficients should vary by row and the simulations should vary by column.
true_coefficients
a vector of indices of the true non-zero coefficients
threshold
a scalar threshold below which coefficients should be set to zero
Value
a scalar indicating the average number of zero-valued coefficients incorrectly selected to be in the model
a scalar indicating the average number of non-zero valued coefficients correctly selected to be in the model
penplaqr/penplaqr documentation built on May 6, 2019, 11:44 a.m.
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Description Usage Arguments Value
Description
Given coefficient estimates from a set of simulations, fv calculates the average number of
zero-valued coefficients that are incorrectly selected to be in the model.
Given coefficient estimates from a set of simulations, tv calculates the average number of
non-zero valued coefficients that are correctly selected to be in the model.
Usage
1 2 3 |
Arguments
model_coefficients |
a vector or matrix containing the coefficient estimates. If a matrix, then the coefficients should vary by row and the simulations should vary by column. |
true_coefficients |
a vector of indices of the true non-zero coefficients |
threshold |
a scalar threshold below which coefficients should be set to zero |
model_coefficients |
a vector or matrix containing the coefficient estimates. If a matrix, then the coefficients should vary by row and the simulations should vary by column. |
true_coefficients |
a vector of indices of the true non-zero coefficients |
threshold |
a scalar threshold below which coefficients should be set to zero |
Value
a scalar indicating the average number of zero-valued coefficients incorrectly selected to be in the model
a scalar indicating the average number of non-zero valued coefficients correctly selected to be in the model
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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