RMSE to Error Variance convertion

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Hey,
Is there a function that would convert the Root Mean Square Error to an Error Variance? I need to get the error value in terms of the R^2 error.

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the cyclist
the cyclist 2011-12-16
This page has the conversion formula:
The diagram with the red and blue squares is helpful to understand the relationship.
SS_err is proportional to RMSE squared and SS_tot is proportional to "RMSE_0" squared, i.e. the squared error before any model has been applied.
So you can think of it as
R^2 = 1 - (RMSE^2)/(RMSE_0^2)
I can probably whip up a little sample code if that's not clear enough.
  1 个评论
Ferd
Ferd 2011-12-16
Will check. If I have further questions, will reply here.
If not, a big thankyou.
Appreciate it The Cyclist!

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