JuliaStats/Stats.jl — pull request #26 by cfbaptista (2013-09-29 23:19:12+00:00)
Title: RFC: Functions for the computation of a root-mean-square

I have implemented two functions to compute the root-mean-square (`rms`) of data series. Naming two data series `s1` and `s2`, then the first `rms` function call reads:

rms(ds),

where `ds = s1 - s2`. In the second `rms` function, the data series are supplied separately:

rms(s1, s2)

The reason for this second function is to allow a normalisation of the root-mean-square w.r.t. the range of `s2` (using an optional argument):

rms(s1, s2, 1)

The normalisation is quite important because a small rms value does not immediately imply a good fit. If the values contained in the data series are small, let's say O(-10), then a rms value of O(-9) is huge.

I have also added corresponding documentation and tests.

Enjoy