Root mean squared error of a set of predictions

Formula: RMSE = sqrt((1/T) sum_i (y_i - yhat_i)^2)

Usage

Rmsetst(y, yhat)

Arguments

y

Numeric vector.

yhat

Predicted values, same length as y.

Value

List with rmse, mse, n.

References

Montesinos Lopez, Montesinos Lopez and Crossa (2022), Multivariate Statistical Machine Learning Methods for Genomic Prediction, Springer, doi:10.1007/978-3-030-89010-0. Chapter 4, Sect. 4.5.1, Eq. (4.1) p. 129 (MSE), Eq. (4.2) p. 129 (Pearson accuracy) and Eq. (4.3) p. 131 (MAE). Read from the chapter PDF, not recalled. The RMSE is named in the paragraph under Eq. (4.1) as the square root of MSE_TST.

Examples

V <- c(1, 2, 3, 4, 5, 6, 7, 8)
Rmsetst(V, V)
#> $rmse
#> [1] 0
#> 
#> $mse
#> [1] 0
#> 
#> $n
#> [1] 8
#> 
#> $method
#> [1] "Test-set root mean squared error, MVSML Sect. 4.5.1"
#> 
#> attr(,"class")
#> [1] "morie_rich_result" "list"