NetworkToolbox (version 1.4.2)

rmse: Root Mean Square Error

Description

Computes the root mean square error (RMSE) of a sparse model to a full model

Usage

rmse(base, test)

Arguments

base

Base (or full) model to be evaluated against

test

Reduced (or testing) model (e.g., a sparse correlation or covariance matrix)

Value

RMSE value (lower values suggest more similarity between the full and sparse model)

Examples

# NOT RUN {
A1 <- solve(cov(neoOpen))

# }
# NOT RUN {
A2 <- LoGo(neoOpen)

root <- rmse(A1, A2)
# }
# NOT RUN {
# }