BSGS (version 2.0)

MSE.CGS.SMP: Mean square error (MSE).

Description

Calculate the mean square error.

Usage

MSE.CGS.SMP(Output, Y, X)

Arguments

Output

A list of random samples for parameters generated by CGS or SMP algorithm.

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.CGS.SMP(output, Y, X)
# ## End(Not run)