rmse {NetworkToolbox}

Root Mean Square Error

Description

Computes the root mean square error (RMSE) of a sparse model to a full model

Usage

rmse(base, test)

Arguments

base

Base (or full) model to be evaluated against

test

Reduced (or testing) model (e.g., a sparse correlation or covariance matrix)

Value

RMSE value (lower values suggest more similarity between the full and sparse model)

Author(s)

Alexander Christensen <[e-mail]>

Examples

A1 <- solve(cov(neoOpen))

## Not run: 
A2 <- LoGo(neoOpen)

root <- rmse(A1, A2)

## End(Not run)