rmse {MCCM}

Root Mean Squared Error

Description

Calculate the RMSE of an array of estimates relative to the true value.

Usage

rmse(rhohat, rho)

Arguments

rhohat

an array of estimators of rho.

rho

the true value of rho.

Value

the root mean squared error of rhohat array.

See Also

mb mrb

Examples

rho = 0.5
rhohat = 0.5 + rnorm(10)
rmse(rhohat,rho)