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Evaluate the Sparsity Estimation Based on Recall

Source: R/summary-sparse.R
conf_recall.Rd

This function computes recall for sparse element of the true coefficients given threshold.

Usage

conf_recall(x, y, ...)

# S3 method for class 'summary.bvharsp'
conf_recall(x, y, truth_thr = 0L, ...)

Arguments

x

summary.bvharsp object.

y

True inclusion variable.

...

not used

truth_thr

Threshold value when using non-sparse true coefficient matrix. By default, 0 for sparse matrix.

Value

Recall value in confusion table

Details

Precision is computed by $$recall = \frac{TP}{TP + FN}$$ where TP is true positive, and FN is false negative.

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

confusion()