prob_true: Probability of Selecting the True Model.

Description Usage Arguments Value

Description

Given coefficient estimates from a set of simulations, prob_true calculates the proportion of simulations that selected the true model exactly.

Usage

1
prob_true(model_coefficients, true_coefficients, 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.

true_coefficients

a vector of indices of the true non-zero coefficients.

threshold

a scalar value below which a coefficient should be considered equal to zero.

Value

a scalar indicating the proportion of simulations in which the true model was selected exactly.


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