Last data update: 2014.03.03
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R: Mean square error (MSE).
Mean square error (MSE).
Description
Calculate the mean square error for the sparse group selection problems.
Usage
MSE.BSGS(Output, Y, X)
Arguments
Output |
A list of random samples generated by either “BSGS.Simple” or “BSGS.Sample” for parameters from spare group selection problems.
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Y |
Observations.
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X |
Design matrix.
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Value
Reture the mean square error.
Examples
## Not run:
output = BSGS.Simple(Y, X, Group.Index, r.value, eta.value, beta.value, tau2.value,
rho.value, theta.value, sigma2.value, nu, lambda, Num.of.Iter.Inside.CompWise,
Num.Of.Iteration, MCSE.Sigma2.Given)
MSE.BSGS(output, Y, X)
## End(Not run)
Results
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