| int __stdcall NDK_RMSE | ( | double * | X, |
| double * | Y, | ||
| size_t | N, | ||
| WORD | retType, | ||
| double * | retVal | ||
| ) |
Calculates the root mean squared error (aka root mean squared deviation (RMSD)) function.
- Returns
- status code of the operation
- Return values
-
NDK_SUCCESS Operation successful NDK_FAILED Operation unsuccessful. See Macros for full list.
- Parameters
-
[in] X is the original (eventual outcomes) time series sample data (a one dimensional array). [in] Y is the forecast time series data (a one dimensional array). [in] N is the number of observations in X. [in] retType is a switch to select the return output (1=RMSE (default), 2=NRMSE, 3=CV(RMSE)). [out] retVal is the calculated value of this function.
- Remarks
- 1. The RMSE is also known as root mean squared deviation (RMSD).
- 2. Please see NDK_RMSD for definition and notes.
- Requirements
-
Header SFSDK.H Library SFSDK.LIB DLL SFSDK.DLL
- Examples
-
| Namespace: | NumXLAPI |
| Class: | SFSDK |
| Scope: | Public |
| Lifetime: | Static |
| int NDK_RMSE | ( | double[] | pData1, |
| double[] | pData2, | ||
| UIntPtr | nSize, | ||
| short | retType, | ||
| ref double | retVal | ||
| ) |
Calculates the root mean squared error (aka root mean squared deviation (RMSD)) function.
- Return Value
-
a value from NDK_RETCODE enumeration for the status of the call.
NDK_SUCCESS operation successful Error Error Code
- Parameters
-
[in] pData1 is the original (eventual outcomes) time series sample data (a one dimensional array). [in] pData2 is the forecast time series data (a one dimensional array). [in] nSize is the number of observations in X. [in] retType is a switch to select the return output (1=RMSE (default), 2=NRMSE, 3=CV(RMSE)). [out] retVal is the calculated value of this function.
- Remarks
- 1. The RMSE is also known as root mean squared deviation (RMSD).
- 2. Please see NDK_RMSD for definition and notes.
- Exceptions
-
Exception Type Condition None N/A
- Requirements
-
Namespace NumXLAPI Class SFSDK Scope Public Lifetime Static Package NumXLAPI.DLL
- Examples
-
- References
- Hull, John C.; Options, Futures and Other DerivativesFinancial Times/ Prentice Hall (2011), ISBN 978-0132777421
