NetworkToolbox (version 1.1.2)

rmse: Root Mean Square Error

Description

Computes the root mean square error of a sparse model to a full model

Usage

rmse(base, test)

Arguments

base

Base (or full) model to be evaulated against

test

Reduced (or testing) model (e.g., a sparse correlation or covariance matrix)

Value

RMSE value. Lower values suggest more similarity between the full and sparse model

Examples

# NOT RUN {
A1 <- solve(cov(neoOpen))

A2 <- LoGo(neoOpen)

root <- rmse(A1, A2)

# }