Calculates the symmetrized root MSE of prediction on test data. *Expected* to work in combination with loocv
.
rmsep_combi(Xtst, Ytst, fit)
Mean squares difference between predicted Y and true Y
Numeric vector or matrix.
Numeric vector or matrix.
o2m
fit (on data without Xtst
and Ytst
).
This function is the building block for loocv
, as it produced the prediction error for test (left out) data.
This is a symmetrized version of rmsep
, and is used by loocv
. The predicion error of both Xtst
and Ytst
are calculated and summed.
Whether this is a good idea depends: If \(X\) and \(Y\) have similar meanings (LC-MS versus MALDI) this is a good thing to do. If the two matrices do not have similar meanings,
(Metabolomics versus Transcriptomics) then you may want to not sum up the two prediction errors or include weights in the sum.