jeffwong / imputation

R package for data imputation. Fills missing values in a numeric matrix
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cross validation error for rows with 0s #1

Closed jeffwong closed 11 years ago

jeffwong commented 12 years ago

cross validation division by 0 error

jeffwong commented 11 years ago

cv now reports rmse and percent rmse.

Percent rmse is misleading - if there are two missing values that need to be imputed

actual = 100,2 estimated = 90,1

Percent rmse = sqrt(0.5(10%^2 + 50%^2)) = 36% rmse = sqrt(0.5(10^2 + 1^2)) = 7.1

Note that the 50% error on the second value plays a much smaller role in the rmse