Matlab统计参数
the mean bias
root mean square error (RMSE)
median
robust standard deviation (RSD)
mean+sd
probability density function fitting of the Gaussian distribution
with a mean of the median and a variance in RSD
-
RMSE(均方根误差,root mean square errors)
rmse = sqrt( mean( (x-y).^2 ) ); -
robust standard deviations (RSDs)
The RSD of a distribution is given as IQR/S, where, IQR is the interquartile range (75th percentile–25th percentile, in an ordered dataset) and
S is a scaling factor (1.348 for an ideal normal distribution). -
median±4×RSD
-
平均值(或均值,数学期望)
mean
nanmean -
中位数(中间位置的数)
median
nanmedian
表示变异程度的统计量
-
标准差standard deviation (SD)
std
sqrt( mean( (x-mean(x)).^2 ) ) -
方差:标准差的平方
var
极差:样本中最大值与最小值之差
协方差: X, Y 相互关系的数字特征
Epsilon(1到n)(X-EX)(Y-EY)/(n-1)
cov
相关系数:X、Y的协方差除以X的标准差和Y的标准差
corrcoef
均方误差MSE,计算公式:
mse=sqrt(sum((a-b).^2))./2;
平均绝对误差MAE,计算公式:
mae=mean(abs(a-b));
平均绝对百分比误差MAPE,计算公式:
mape=mean(abs((a-b)./a));
均方百分比误差MSPE,计算公式:
mspe=sqrt(sum(((a-b)./a).^2))./2;
残差平方和SSE,计算公式:
sse=sum((a-b).^2);