Regression Metrics

Regression Metrics API Reference

Functions

FNorm( X )

Calculates the Froebinius norm of matrix X.

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MAE( y, yhat )

Calculates Mean Average Error from vectors Y and YHat

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MAPE( y, yhat )

Calculates Mean Average Percent Error from vectors Y and YHat

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ME( y, yhat )

Calculates Mean Error from vectors Y and YHat.

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MSE( y, yhat )

Calculates Mean Squared Error from vectors Y and YHat

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PearsonCorrelationCoefficient( y, yhat )

Calculates The Pearson Correlation Coefficient from vectors Y and YHat

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PercentRMSE( y, yhat; aspercent = true )

Calculates Percent Root Mean Squared Error from vectors Y and YHat

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RMSE( y, yhat )

Calculates Root Mean Squared Error from vectors Y and YHat

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RSquare( y, yhat )

Calculates R^2 from Y and YHat

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SSE( y, yhat )

Calculates Sum of Squared Errors from vectors Y and YHat

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SSReg( y, yhat )

Calculates Sum of Squared Deviations due to Regression from vectors Y and YHat

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SSRes( y, yhat )

Calculates Sum of Squared Residuals from vectors Y and YHat

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SSTotal( y, yhat )

Calculates Total Sum of Squared Deviations from vectors Y and YHat

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