rmse: Compute Root Mean Squared Errors

rmseR Documentation

Compute Root Mean Squared Errors

Description

Computes and prints root mean squared errors (RMSEs) of an object of class bvar.predict.

Usage

## S3 method for class 'bvar.pred'
rmse(object, ...)

Arguments

object

an object of class bvar.predict.

...

additional arguments.

Value

Returns an object of class bvar.rmse, which is a matrix of dimension h times K, whereas h is the forecasting horizon and K is the number of variables in the system.

Author(s)

Maximilian Boeck


mboeck11/BTSM documentation built on Oct. 9, 2022, 9:14 p.m.