This function computes precision for sparse element of the true coefficients given threshold.
conf_prec(x, y, ...)# S3 method for summary.bvharsp
conf_prec(x, y, truth_thr = 0, ...)
Precision 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.
If the element of the estimate \(\hat\Phi\) is smaller than some threshold, it is treated to be zero. Then the precision is computed by $$precision = \frac{TP}{TP + FP}$$ where TP is true positive, and FP is false positive.
Bai, R., & Ghosh, M. (2018). High-dimensional multivariate posterior consistency under global-local shrinkage priors. Journal of Multivariate Analysis, 167, 157-170.
confusion()