MATLAB: RMSE

rmse

Hi,

Does anybody know if there is any command in matlab, to calculate the RMSE (Root Mean Square Error) in a curve fitting problem?

Thanks

Best Answer

One way is to compute it yourself. You just need to compute the root of the mean of the squared errors (hence the name):

y = <true values>
yhat = <fitted values>
RMSE = sqrt(mean((y - yhat).^2));

Related Solutions

MATLAB: Weighted least square fit

Yes. There is LSCOV.

MATLAB: RMSE – Root mean square Error

Yes, it is different. The Root Mean Squared Error is exactly what it says.

(y - yhat)    % Errors
(y - yhat).^2   % Squared Error
mean((y - yhat).^2)   % Mean Squared Error
RMSE = sqrt(mean((y - yhat).^2));  % Root Mean Squared Error

What you have written is different, in that you have divided by dates, effectively normalizing the result. Also, there is no mean, only a sum. The difference is that a mean divides by the number of elements. It is an average.

sqrt(sum(Dates-Scores).^2)./Dates

Thus, you have written what could be described as a "normalized sum of the squared errors", but it is NOT an RMSE. Perhaps a Normalized SSE.

Best Answer

Related Solutions

MATLAB: Weighted least square fit

MATLAB: RMSE – Root mean square Error

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