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