onlineforecast (version 1.0.0)

rmse: Computes the RMSE score.

Description

Returns the RMSE.

Usage

rmse(x)

Arguments

x

a numerical vector of residuals.

Value

The RMSE score.

Details

Used for forecast evaluation evaluation and optimization of parameters in model fitting.

Note that NAs are ignored (i.e. mean is called with na.rm=TRUE).

See Also

score() for calculation of a score for the k'th horizon

Examples

# NOT RUN {

 # Just a vector to be forecasted
 y <- c(filter(rnorm(100), 0.95, "recursive"))
 # Generate a forecast matrix with a simple persistence model
 Yhat <- persistence(y, kseq=1:4)
 # The residuals for each horizon
 Resid <- residuals(Yhat, y)

# Calculate the score for the k1 horizon
rmse(Resid$h1)

# For all horizons
apply(Resid, 2, rmse)


# }