Err.sgl {sglOptim} | R Documentation |
Compute and return the root-mean-square error for each model. This method is only intended for testing.
The root-mean-square error (RMSE) is
\frac{1}{K}∑_{i = 1}^K √{\frac{1}{N}∑_{j=1}^N Y_{ji}-(X\hat β)_{ji}}
RMSE is the default error.
## S3 method for class 'sgl' Err(object, data = NULL, response = object$Y.true, ...)
object |
a lsgl object. |
data |
a design matrix (the X matrix). |
response |
a matrix of the true responses (the Y matrix). |
... |
ignored. |
a vector of errors.
Martin Vincent