rel_mse: Average relative mean squared error
In sangeetabhatia03/assessR: Performance metrics for probabilitic forecasts
Description
Usage
Arguments
Details
Value
Author(s)
Description
Relative mean squared error averaged acorss simulations
Usage
1
rel_mse(obs, pred)
Arguments
obs
observed vector T X 1
pred
matrix of predicted observations. Each column is a
simulation. T X N where N is the number of simulations.
Details
Relative average mean square error is
∑_{i = 1}^{N}{(obs - pred)^2} / N * (obs + 1)^2
We add 1 to the observed vector to avoid dividing by 0.
Value
error T X 1. Each entry is the error averaged across the
simulations
Author(s)
Sangeeta Bhatia
sangeetabhatia03/assessR documentation built on Aug. 24, 2020, 1:08 a.m.
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Description Usage Arguments Details Value Author(s)
Description
Relative mean squared error averaged acorss simulations
Usage
1 | rel_mse(obs, pred)
|
Arguments
obs |
observed vector T X 1 |
pred |
matrix of predicted observations. Each column is a simulation. T X N where N is the number of simulations. |
Details
Relative average mean square error is
∑_{i = 1}^{N}{(obs - pred)^2} / N * (obs + 1)^2
We add 1 to the observed vector to avoid dividing by 0.
Value
error T X 1. Each entry is the error averaged across the simulations
Author(s)
Sangeeta Bhatia
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.
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