rmse                package:termstrc                R Documentation

_R_o_o_t _M_e_a_n _S_q_u_a_r_e_d _E_r_r_o_r

_D_e_s_c_r_i_p_t_i_o_n:

     Root mean squared error

_U_s_a_g_e:

     rmse(actual, estimated)

_A_r_g_u_m_e_n_t_s:

  actual: vector, consisting of the observed values

estimated: vector, consisting of the estimated values

_D_e_t_a_i_l_s:

     Calculation of the RMSE according to the formula:

      RMSE=sqrt{frac{1}{n}sum_{i=1}^{n}{(e_i-overline{e_i})^2}}

_A_u_t_h_o_r(_s):

     Robert Ferstl, Josef Hayden

_R_e_f_e_r_e_n_c_e_s:

     David Bolder and David Streliski (1999): Yield Curve Modelling at
     the Bank of Canada._Technical Report No 84 Bank of Canada_.

_S_e_e _A_l_s_o:

     'aabse'

