hanssmail/quantQ

Issue in function ols.RMSE

xaviweise opened this issue · 1 comments

Both in the book and in the library the ols.RMSE function is implemented using the wavg function, but this seems to me incorrect, since wavg is according to the documentation (sum x*y) % sum x, so it is dividing by sum t instead of count t. This actually makes possible to have negative values depending on the order of model 0 and 1. In my opinion a simple solution could be to use sqrt avg t * t: tabModel...
Best regards

Actually, in page 260 within ols.inOut RMSE is calculated in the way I was mentioning