Root Mean Square Error
Computes the root mean square error (RMSE) of a sparse model to a full model
rmse(base, test)
base |
Base (or full) model to be evaluated against |
test |
Reduced (or testing) model (e.g., a sparse correlation or covariance matrix) |
RMSE value (lower values suggest more similarity between the full and sparse model)
Alexander Christensen <alexpaulchristensen@gmail.com>
A1 <- solve(cov(neoOpen)) ## Not run: A2 <- LoGo(neoOpen) root <- rmse(A1, A2) ## End(Not run)
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