getLinearRMSE: Get the RMSE using linear regression

In matthewquinn1/changepointSelect: Automated Selection of Changepoints using Empirical P-Values and Trimming

Get the RMSE using linear regression

Description

Internal function that retrieves the RMSE associated with fitting a single linear regression over a series of observations.

Usage

getLinearRMSE(series)

Arguments

series

A vector of observations on which to run changepoint analysis. For this particular function, this is just representative of a single segment or two neighboring segments.

Details

For all regressions, the dependent variable is the series of observations and the independent variable is the index associated with each observation as part of that series.

Value

Returns the linear regression RMSE (a numeric value).

Author(s)

Matthew Quinn

matthewquinn1/changepointSelect documentation built on July 25, 2022, 7:12 p.m.