IRIS Toolbox Reference Manual

## rmse

Compute RMSE for given observations and predictions

#### Syntax

    [Rmse,Pe] = rmse(Obs,Pred)
    [Rmse,Pe] = rmse(Obs,Pred,Range,...)

#### Input arguments

- `Obs` [ tseries ] - Input data with observations.

- `Pred` [ tseries ] - Input data with predictions (a different prediction horizon in each column); `Pred` is typically the outcome of the Kalman filter, `model/filter` or `VAR/filter`, called with the option `'ahead='`.

- `Range` [ numeric | `Inf` ] - Date range on which the RMSEs will be evaluated; `Inf` means the entire possible range available.

#### Output arguments

- `Rmse` [ numeric ] - Numeric array with RMSEs for each column of `Pred`.

- `Pe` [ tseries ] - Prediction errors, i.e. the difference `Obs - Pred` evaluated within `Range`.

#### Description

#### Example

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.