Get the Number of False Positive Selections

Get the number of false positive selections from msaenet model objects, given the indices of true variables (if known).

Usage

msaenet.fp(object, true.idx)

Arguments

object: An object of class msaenet produced by aenet, amnet, asnet, msaenet, msamnet, or msasnet.
true.idx: Vector. Indices of true variables.

Value

Number of false positive variables in the model.

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.fp(msaenet.fit, 1:5)
#> [1] 5