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functional_mse

Function functional_mse 

Source
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