Calculate RMSE and MAE in R and SAS

Here is code to calculate RMSE and MAE in R and SAS. RMSE (root mean squared error), also called RMSD (root mean squared deviation), and MAE (mean absolute error) are both used to evaluate models. MAE gives equal weight to all errors, while RMSE gives extra weight to large errors.

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Popup notification from R on Windows

After R is done running a long process, you may need to notify the operator to check the R console and provide the next commands. Without installing any more software or creating any batch files or VBS scripts, here is a simple way to create the popup notice in Windows

lag function for data frames

When applying the stats::lag() function to a data frame, you probably expect it will pad the missing time periods with NA, but lag() doesn’t. For example: Nothing happened. Here is an alternative lag function made for this situation. It pads the beginning of the output vecot with as many NA as there are lags, and…

Comparing continuous distributions with R

In R we’ll generate similar continuous distributions for two groups and give a brief overview of statistical tests and visualizations to compare the groups. Though the fake data are normally distributed, we use methods for various kinds of continuous distributions. I put this together while working with data from an odd distribution involving money where…

Plotting individual growth charts

This R code draws individual growth plots as shown in “Applied Longitudinal Data Analysis: Modeling Change and Event Occurrence” by Judith D. Singer and John B. Willett, an excellent book on multilevel modeling and survival analysis. This code recreates figure 2.5 on page 32 with the caption, “OLS summaries of how individuals change over time.…

Scales and transformations in ggplot2 0.9.0

Some R code designed for ggplot2 0.8.9 is not compatible with ggplot2 0.9.0, and today the ggplot2 web site has outdated documentation which gives this broken example: Dennis Murphy points to the ggplot2 0.9.0 transition guide from where I derived a solution: The transition guide has more details about transformations such as log, log10, sqrt,…