TOSI (version 0.3.0)

assessBsFun: Assess the performance of group-sparse loading estimate

Description

Evaluate the model selection consistency rate (SCR), F-measure and the smallest canonical correlation and the larger values mean better peformance in model selection and parameter estimation.

Usage

assessBsFun(hB, B0)

Value

return a vecotor with three compoents whose names are scr,fmea, ccorB.

Arguments

hB

a p-by-q matrix, the estimated loading matrix.

B0

a p-by-q matrix, the true loading matrix.

Author

Liu Wei

See Also

ccorFun.

Examples

  dat <- gendata_Fac(n = 300, p = 500)
  res <- gsspFactorm(dat$X)
  assessBsFun(res$sphB, dat$B0)
  n <- nrow(dat$X)
  res <- gsspFactorm(dat$X, lambda1=0.05*n^(1/4), lambda2=9*n^(1/4))
  assessBsFun(res$sphB, dat$B0)