Get the number of false negative selections from msaenet model objects, given the indices of true variables (if known).
Author
Nan Xiao <https://nanx.me>
Examples
dat <- msaenet.sim.gaussian(
n = 150, p = 500, rho = 0.6,
coef = rep(1, 5), snr = 2, p.train = 0.7,
seed = 1001
)
msaenet.fit <- msaenet(
dat$x.tr, dat$y.tr,
alphas = seq(0.2, 0.8, 0.2),
nsteps = 3L, seed = 1003
)
msaenet.fn(msaenet.fit, 1:5)
#> [1] 2