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prediction_errors

u_analytics::accuracy

Function prediction_errors 

Source 
pub fn prediction_errors(
    observed: &[f64],
    predicted: &[f64],
    parameters: usize,
) -> Option<PredictionErrors>
Expand description

Error measures of predicted against observed.

parameters is the number of parameters p the model estimated from these observations; the RMSE and the NMBE divide by n − p, the residual degrees of freedom (0 gives the plain means over n). With p the regression’s coefficient count these are the CV(RMSE) and NMBE of ASHRAE Guideline 14.

§Returns

None when the slices differ in length, are empty, hold a non-finite value, or parameters is not below n.

§References

ASHRAE Guideline 14-2014, “Measurement of Energy, Demand, and Water Savings”, Annex B (CV(RMSE), NMBE). Hyndman & Koehler (2006). “Another look at measures of forecast accuracy”, International Journal of Forecasting 22(4), 679-688.