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bvhar (version 2.2.2)

conf_fscore: Evaluate the Sparsity Estimation Based on F1 Score

Description

This function computes F1 score for sparse element of the true coefficients given threshold.

Usage

conf_fscore(x, y, ...)

# S3 method for summary.bvharsp conf_fscore(x, y, truth_thr = 0, ...)

Value

F1 score in confusion table

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.

Details

The F1 score is computed by $$F_1 = \frac{2 precision \times recall}{precision + recall}$$

See Also

confusion()