Description Usage Arguments Value
Given coefficient estimates from a set of simulations, prob_true
calculates the proportion of simulations that selected the true model exactly.
1 | prob_true(model_coefficients, true_coefficients, threshold)
|
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. |
a scalar indicating the proportion of simulations in which the true model was selected exactly.
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