Err.sgl {sglOptim}R Documentation

Error Rates

Description

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.

Usage

## S3 method for class 'sgl'
Err(object, data = NULL, response = object$Y.true, ...)

Arguments

object

a lsgl object.

data

a design matrix (the X matrix).

response

a matrix of the true responses (the Y matrix).

...

ignored.

Value

a vector of errors.

Author(s)

Martin Vincent


[Package sglOptim version 1.3.8 Index]