regressStats: Calculate regression statistics
In rexmacey/fundAnalysis: Provides Analytics on Mututal Funds and ETFs
Description
Usage
Arguments
Value
Examples
Description
Calculate regression statistics
Usage
1
regressStats(pred, y, scale = 12)
Arguments
pred
Predicted (yhat) values
y
Actual values
scale
number of periods in a year (default=12)
Value
Vector with RSquared, TE (tracking error), MAE (mean absolute error),
and RMSE (root mean square error)
Examples
1
regressStats(pred, y)
rexmacey/fundAnalysis documentation built on Dec. 2, 2019, 5:50 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value Examples
Description
Calculate regression statistics
Usage
1 | regressStats(pred, y, scale = 12)
|
Arguments
pred |
Predicted (yhat) values |
y |
Actual values |
scale |
number of periods in a year (default=12) |
Value
Vector with RSquared, TE (tracking error), MAE (mean absolute error), and RMSE (root mean square error)
Examples
1 | regressStats(pred, y)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.