Description Usage Arguments Details See Also
Calulates the root mean squared error (RMSE).
1 | rmse(actual, estimated)
|
actual |
vector, consisting of the observed values. |
estimated |
vector, consisting of the estimated values. |
Calculation of the RMSE according to the formula:
\mbox{RMSE}=√{\frac{1}{m}\bm{ε}^2\bm{ι}},
whereas \bm{ε} is the vector of the yield or price errors of the bonds and \bm{ι} is a column vector filled with ones. m is the number of bonds, for which \bm{ε} has been calculated.
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