qMSE {tensorMiss}

Quantile relative squared error

Description

Computing the q-quantile relative squared error as a generalised error measure on relative mean squared error

Usage

qMSE(x_true, x_est, q = 100)

Arguments

x_true

True values, written in a vector of length n.

x_est

Imputed or estimated values, written in a vector of length n.

q

Number of partition intervals. If q equals n, then output is essentially relative mean squared error. Default is 100.

Value

A numeric number

Examples

qMSE(c(2, 3, 7, 1), c(-2, 0.5, 8, 2), 1);