Mean Absolute Normal Independent Error (meanabs_ni_err)
Contents
Mean Absolute Normal Independent Error. Mean Absolute of Linear Loss function with independent normally distributed random coefficients.
Syntax
meanabs_ni_err(matrix_mn,matrix_vr) |
short call |
meanabs_ni_err_name(matrix_mn,matrix_vr) |
call with optional name |
Parameters
matrix_mn is a PSG matrix of mean values:
where the header row contains names of variables. The second row contains numerical data.
matrix_vr is a PSG matrix of variance values:
where the header row contains names of variables. The second row contains numerical data.
Output
When function Mean Absolute Normal Independent Error is used in optimization or calculation problems PSG automatically calculates and includes in the solution report output:
contributions(function_name) |
Mathematical Definition
Mean Absolute Normal Independent Error function is calculated as follows:
,
where
,
,
is the standard normal distribution,
is probability density function of the standard normal distribution,
is an argument of Mean Absolute Normal Independent Error function.
Example
See also
Mean Absolute Error, Mean Absolute Error Normal Dependent, Mean Square Error, Mean Square Error Normal Independent , Mean Square Error Normal Dependent, Root Mean Squared Error, Root Mean Squared Error Normal Independent, Root Mean Squared Error Normal Dependent, Koenker and Basset Error, Rockafellar Error