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| author | Suraj Yerramilli | 2016-01-02 21:20:42 +0530 |
|---|---|---|
| committer | Suraj Yerramilli | 2016-01-02 21:20:42 +0530 |
| commit | 35c54adefaf95853e2fd16e8b27ff4ca3a812b29 (patch) | |
| tree | 72d7e231788d64f399669d8c0300bc4d017c4ac1 /R | |
| parent | 74e4db50e71c1dc588c78e7589d9da7958a9be7a (diff) | |
| download | SysID-R-code-35c54adefaf95853e2fd16e8b27ff4ca3a812b29.tar.gz SysID-R-code-35c54adefaf95853e2fd16e8b27ff4ca3a812b29.tar.bz2 SysID-R-code-35c54adefaf95853e2fd16e8b27ff4ca3a812b29.zip | |
added NRMSE measure
Diffstat (limited to 'R')
| -rw-r--r-- | R/estpoly.R | 6 |
1 files changed, 5 insertions, 1 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index ddb6aad..d38a9d3 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -35,12 +35,16 @@ summary.estpoly <- function(x) se <- sqrt(diag(getcov(x))) params <- data.frame(Estimated=coefs,se=se) + y <- fitted(x) + resid(x) ek <- as.matrix(resid(x)) N <- nrow(ek); np <- nrow(params) + + # fit characteristics mse <- t(ek)%*%ek/N fpe <- det(mse)*(1+np/N)/(1-np/N) + nrmse <- 1 - sqrt(sum(ek^2))/sqrt(sum((y-mean(y))^2)) - report <- list(fit=list(N=N,mse=mse,fpe=fpe),params=params) + report <- list(fit=list(N=N,mse=mse,fpe=fpe,fitper = nrmse),params=params) res <- list(model=model,report=report) class(res) <- "summary.estpoly" res |