Last data update: 2014.03.03
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R: Evaluate TCR, TPR and FPR for variable selection problems.
TCR.TPR.FPR.CGS.SMP | R Documentation |
Evaluate TCR, TPR and FPR for variable selection problems.
Description
Calculate the true classification rate (TCR), the true positive rate (TPR), and the false positive rate (FPR).
Usage
TCR.TPR.FPR.CGS.SMP(Output, True.r, Critical.Point)
Arguments
Output |
A list of random samples for parameters.
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True.r |
The true value of indicator variable.
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Critical.Point |
When the posterior estiamte of r=1 greater than this critical point, then it would be assign to 1, and otherwise 0.
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Value
A list is returned with TCP, TPR and FPR.
Examples
## Not run:
output = BSGS.Simple.SaveAllSimulatedSamples(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)
TCR.TPR.FPR.BSGS(output, r.true, critical.value)
## End(Not run)
Results
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