MSE: Compute a mean square error between X and Y
In freqdom: Frequency Domain Analysis for Multivariate Time Series
Description
Usage
Arguments
Value
Description
Compute the mean square error between X_t and Y_t, as
\frac{1}{n} ∑_{k=1}^n \|X_k-Y_k\|^2,
where \|\cdot\| denotes a Euclidian norm and n is the number of observations.
Usage
1
MSE(X, Y)
Arguments
X
first matrix to compare
Y
second matrix to compare
Value
Estimated mean square error
freqdom documentation built on May 2, 2019, 5:55 p.m.
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Description Usage Arguments Value
Description
Compute the mean square error between X_t and Y_t, as
\frac{1}{n} ∑_{k=1}^n \|X_k-Y_k\|^2,
where \|\cdot\| denotes a Euclidian norm and n is the number of observations.
Usage
1 | MSE(X, Y)
|
Arguments
X |
first matrix to compare |
Y |
second matrix to compare |
Value
Estimated mean square error
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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