mse: Mean Squared Error.

Description Usage Arguments

Description

Given coefficient estimates from a set of simulations, mse calculates the mean squared error of the estimates average across all simulations.

Usage

1
mse(model_coefficients, beta0, threshold)

Arguments

model_coefficients

a vector or matrix of coefficient estimates. If a matrix, then the coefficients should vary by row and the simulations should vary by column.

beta0

a numeric vector containing the true coefficient values.

threshold

a scalar threshold below which coefficients should be set to zero.


penplaqr/penplaqr documentation built on May 6, 2019, 11:44 a.m.