This function computes false negative rate (FNR) for sparse element of the true coefficients given threshold.
conf_fnr(x, y, ...)# S3 method for summary.bvharsp
conf_fnr(x, y, truth_thr = 0, ...)
FNR value in confusion table
summary.bvharsp object.
True inclusion variable.
not used
Threshold value when using non-sparse true coefficient matrix. By default, 0 for sparse matrix.
False negative rate (FNR) is computed by $$FNR = \frac{FN}{TP + FN}$$ where TP is true positive, and FN is false negative.
Bai, R., & Ghosh, M. (2018). High-dimensional multivariate posterior consistency under global-local shrinkage priors. Journal of Multivariate Analysis, 167, 157-170.
confusion()