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 is smaller than some threshold,
it is treated to be zero.
Then the precision is computed by
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]