se_mean_sample function

Squared error of the mean (sample-based version)

Squared error of the mean calculated as

[REMOVE_ME]$\textrm{mean}(\textrm{observed} - \textrm{mean prediction})^2mean(observed - mean prediction)^2 [REMOVE_ME_2]$

The mean prediction is calculated as the mean of the predictive samples.

se_mean_sample(observed, predicted)

Arguments

• observed: A vector with observed values of size n
• predicted: nxN matrix of predictive samples, n (number of rows) being the number of data points and N (number of columns) the number of Monte Carlo samples. Alternatively, predicted can just be a vector of size n.

Description

Squared error of the mean calculated as

The mean prediction is calculated as the mean of the predictive samples.

Input format

Examples

observed <- rnorm(30, mean = 1:30)
predicted_values <- matrix(rnorm(30, mean = 1:30))
se_mean_sample(observed, predicted_values)