RMSE function

Root Mean Squared Error

The root of the Mean Squared Error between the exact value and the predicted one.

RMSE(Y, Ypred)

Arguments

• Y: a real vector with the values of the output
• Ypred: a real vector with the predicted values

Returns

a real which represents the root of the mean squared error between the target response $Y$

and the fitted one $Ypred$:

Author(s)

D. Dupuy

See Also

other validation criteria as MAE or RMA

Examples

X    <- seq(-1,1,0.1)
Y    <- 3*X + rnorm(length(X),0,0.5)
Ypred <- 3*X
print(RMSE(Y,Ypred))