statsmodels.tools.eval_measures.rmse

statsmodels.tools.eval_measures.rmse(x1, x2, axis=0)

root mean squared error

Parameters:

x1, x2 : array_like

The performance measure depends on the difference between these two arrays.

axis : int

axis along which the summary statistic is calculated

Returns:

rmse : ndarray or float

root mean squared error along given axis.

Notes

If x1 and x2 have different shapes, then they need to broadcast. This uses numpy.asanyarray to convert the input. Whether this is the desired result or not depends on the array subclass, for example numpy matrices will silently produce an incorrect result.