Description Usage Arguments Details Value
error matrix outputs RMSE, MAE, IQR
1 | error_matrix(validation, prediction)
|
prediction |
The prediction vector |
validataion |
The validataion vector |
R-squared is caluclated as 1- mse(e)/var(y), which is the same as 1- ss(e)/ss(y). The explained variance is calculated as 1 - var(e)/var(y). For a machine learning technique, the error does not have zero mean. This means the R-squared indicates a reduction in sum of squares of errors (ss), instead of variance. Therefore, an additional indicator, epxlained variance is calculated.
an errormatrix with RMSE, MAE, IQR, relative RMSE, relative MAE, relative IQR, R-squared, Explained Variance
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