scripts/builtin/nrmse.dml

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# Returns the normalized root means square error between the two inputs
#
# INPUT:
# --------------------------------------------------------------------------------
# X      First Matrix to compare
# Y      Second Matrix to compare
# P      Quantiles to extract as well if empty matrix not calculated
# --------------------------------------------------------------------------------
#
# OUTPUT:
# -----------------------------------------------------------------------------------------------
# Z      The normalized root means square error
# Q      Quantiles calculated
# -----------------------------------------------------------------------------------------------

m_nrmse = function(Matrix[Double] X, Matrix[Double] Y, Matrix[Double] P = matrix(0, rows=0, cols=0)) 
  return (Matrix[Double] Z, Matrix[Double] Q) {
  [RMSE, RSEQ] = rmse(X=X, Y=Y, P=P)
  Z = RMSE / (max(X) - min(X))
  Q = RSEQ / (max(X) - min(X))
}