rmse

Calculate the RMSE of an array of estimates relative to the true value.

The IRLS (Iteratively Reweighted Least Squares) and GMM (Generalized Method of Moments) methods are applied to estimate mixed correlation coefficient matrix (Pearson, Polyseries, Polychoric), which can be estimated in pairs or simultaneously. For more information see Peng Zhang and Ben Liu (2024) <doi:10.1080/10618600.2023.2257251>; Ben Liu and Peng Zhang (2024) <doi:10.48550/arXiv.2404.06781>.

Ben Liu

MCCM

Mixed Correlation Coefficient Matrix

Peng Zhang

Xiaowei Lou

rmse function

<dl><dt>rhohat</dt>
<dd>an array of estimators of rho.</dd>
<dt>rho</dt>
<dd>the true value of rho.</dd></dl>

Arguments

Root Mean Squared Error — rmse

<dl>

<dt>rhohat</dt>
<dd>an array of estimators of rho.</dd>


<dt>rho</dt>
<dd>the true value of rho.</dd>

</dl>

rmse: Root Mean Squared Error

Description

Usage

Value

Arguments

See Also

Examples