RMSE: Calculate the Root Mean Square Error of a 2 column matrix

Description Usage Arguments Details Value

Description

Given a two column matrix (typically yhat and y), this function calculates the root mean square error between y and yhat.

Usage

1
RMSE(mat)

Arguments

mat

The two column matrix used to calculate the mean squared difference.

Details

ssuming N is the number or rows, the calculation for the RMSE value is done according to the following formula:

√ ∑(yhat - y)^2 / N

Value

Returns the RMS error of the two columns in the matrix.


jeanmarcgp/mlStocks documentation built on May 19, 2019, 12:38 a.m.