Regression Metrics

Regression Metrics API Reference

Functions

FNorm( X )

Calculates the Froebinius norm of matrix X.

MAE( y, yhat )

Calculates Mean Average Error from vectors Y and YHat

MAPE( y, yhat )

Calculates Mean Average Percent Error from vectors Y and YHat

ME( y, yhat )

Calculates Mean Error from vectors Y and YHat.

MSE( y, yhat )

Calculates Mean Squared Error from vectors Y and YHat

PearsonCorrelationCoefficient( y, yhat )

Calculates The Pearson Correlation Coefficient from vectors Y and YHat

PercentRMSE( y, yhat; aspercent = true )

Calculates Percent Root Mean Squared Error from vectors Y and YHat

RMSE( y, yhat )

Calculates Root Mean Squared Error from vectors Y and YHat

RSquare( y, yhat )

Calculates R^2 from Y and YHat

SSE( y, yhat )

Calculates Sum of Squared Errors from vectors Y and YHat

SSReg( y, yhat )

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

SSRes( y, yhat )

Calculates Sum of Squared Residuals from vectors Y and YHat

SSTotal( y, yhat )

Calculates Total Sum of Squared Deviations from vectors Y and YHat