rmse {termstrc} | R Documentation |
Root mean squared error
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:
RMSE=sqrt{frac{1}{n}sum_{i=1}^{n}{(e_i-overline{e_i})^2}}
Robert Ferstl, Josef Hayden
David Bolder and David Streliski (1999): Yield Curve Modelling at the Bank of Canada.Technical Report No 84 Bank of Canada.