BSGS (version 2.0)

MSE.BSGS: 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.

Y

Observations.

X

Design matrix.

Value

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)