pub fn functional_mse(
y_true: &FdMatrix,
y_pred: &FdMatrix,
argvals: &[f64],
) -> Result<f64, FdarError>Expand description
Functional Mean Squared Error integrated over argvals.
Computes functional_mse = (1/n) * sum_i ∫ (y_true_i(t) - y_pred_i(t))^2 dt
where the integral is approximated by Simpson’s rule over argvals.
§Errors
FdarError::InvalidDimensionif shapes ofy_true,y_pred, orargvalsare inconsistent orn < 1/m < 2.