quantlab.model.evaluation.rmse

quantlab.model.evaluation.rmse(pred, target)

Return sqrt(mse(pred, target)), or NaN when the MSE is undefined.

Parameters:

predarray_like

Predictions, any shape.

targetarray_like

Realised values, the same shape as pred.

Examples

>>> rmse([1.0, 2.0, 3.0, 4.0], [1.0, 2.0, 3.0, 6.0])
1.0