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Returns the RMSE.
rmse(x)The RMSE score.
a numerical vector of residuals.
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).
score() for calculation of a score for the k'th horizon
# 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)
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