evaluate_model: Evaluate a sparse model

Description Usage Arguments Value Note

View source: R/evaluate_model.R

Description

Calculates evaluation metrics between estimated and ground truth sparse models (i.e., matrices)

Usage

1
evaluate_model(Star, Hat, Sigma = NULL)

Arguments

Star

matrix of true values (m-by-n)

Hat

matrix of fitted values (m-by-n)

Sigma

positive definite covariance matrix (m-by-m)

Value

A list of evaluation metrics, including:

se, squared error
me, model error
tp, number of true positives
tn, number of true negatives
fp, number of false positives
fn, number of false negatives
tpr, true positive rate
tnr, true negative rate
acc, accuracy
auc, Area Under Curve
f1, F1 score

Note

Also see model_error.


spcorum/tsmvrdata documentation built on May 6, 2019, 11:17 a.m.