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Squared error of the mean calculated as
$$ \textrm{mean}(\textrm{true\_value} - \textrm{prediction})^2 $$
se_mean_sample(true_values, predictions)
vector with the scoring values
A vector with the true observed values of size n
nxN matrix of predictive samples, n (number of rows) being the number of data points and N (number of columns) the number of Monte Carlo samples. Alternatively, predictions can just be a vector of size n.
squared_error()
true_values <- rnorm(30, mean = 1:30) predicted_values <- rnorm(30, mean = 1:30) se_mean_sample(true_values, predicted_values)
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