rmse {jjb}

Root Mean Squared Error (RMSE)

Description

Calculates the root mean square of the model by taking the square root of mean of the sum of squares between the truth, y, and the predicted, \hat{y} at each observation i.

Usage

rmse(y, yhat)

Arguments

y

A vector of the true y values

yhat

A vector of predicted \hat{y} values.

Details

The formula for RMSE is:

\sqrt {\frac{1}{n}\sum\limits_{i = 1}^n {{{\left( {{y_i} - {{\hat y}_i}} \right)}^2}} }

Value

The RMSE in numeric form

Examples

# Set seed for reproducibility
set.seed(100)

# Generate data
n = 1e2

y = rnorm(n)
yhat = rnorm(n, 0.5)

# Compute
o = mse(y, yhat)