statsmodels.tools.eval_measures.rmspe

statsmodels.tools.eval_measures.rmspe(y, y_hat, axis=0, zeros=nan)[source]

Root Mean Squared Percentage Error

Parameters:
y : array_like

The actual value.

y_hat : array_like

The predicted value.

axis : int

Axis along which the summary statistic is calculated

zeros : float

Value to assign to error where y is zero

Returns:

rmspe – Root Mean Squared Percentage Error along given axis.

Return type:

ndarray or float