Calculate RMSE and MAE in R and SAS

July 12, 2013
By

(This article was first published on Heuristic Andrew » r-project, and kindly contributed to R-bloggers)

Here is code to calculate RMSE and MAE in R and SAS. RMSE (root mean squared error), also called RMSD (root mean squared deviation), and MAE (mean absolute error) are both used to evaluate models. MAE gives equal weight to all errors, while RMSE gives extra weight to large errors. Continue reading

To leave a comment for the author, please follow the link and comment on his blog: Heuristic Andrew » r-project.

R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...



If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Comments are closed.