conf_prec {bvhar} | R Documentation |
Evaluate the Sparsity Estimation Based on Precision
Description
This function computes precision for sparse element of the true coefficients given threshold.
Usage
conf_prec(x, y, ...)
## S3 method for class 'summary.bvharsp'
conf_prec(x, y, truth_thr = 0, ...)
Arguments
x |
|
y |
True inclusion variable. |
... |
not used |
truth_thr |
Threshold value when using non-sparse true coefficient matrix. By default, |
Details
If the element of the estimate \hat\Phi
is smaller than some threshold,
it is treated to be zero.
Then the precision is computed by
precision = \frac{TP}{TP + FP}
where TP is true positive, and FP is false positive.
Value
Precision value in confusion table
References
Bai, R., & Ghosh, M. (2018). High-dimensional multivariate posterior consistency under global–local shrinkage priors. Journal of Multivariate Analysis, 167, 157–170.
See Also
[Package bvhar version 2.0.1 Index]