error_matrix: error matrix outputs RMSE, MAE, IQR

Description Usage Arguments Details Value

View source: R/error_matrix.R

Description

error matrix outputs RMSE, MAE, IQR

Usage

1
error_matrix(validation, prediction)

Arguments

prediction

The prediction vector

validataion

The validataion vector

Details

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.

Value

an errormatrix with RMSE, MAE, IQR, relative RMSE, relative MAE, relative IQR, R-squared, Explained Variance


mengluchu/APMtools documentation built on Jan. 27, 2022, 2:41 a.m.