Add regression diagnotic calcs #70

tests/regression/conftest.py

@@ -1,11 +1,17 @@
 import os
 
+import numpy as np
 import pandas as pd
 import pytest
 
 here = os.path.dirname(__file__)
 
 
+@pytest.fixture(scope='function')
+def prng():
+    return np.random.RandomState(123456789)
+
+
 @pytest.fixture(scope='function')
 def airquality(request):
     airquality = pd.read_csv(os.path.join(here, 'data', 'airquality.csv'))

tests/regression/test_regression_diagnostics.py

@@ -0,0 +1,18 @@
+import numpy as np
+import pytest
+
+from yatsm.regression.diagnostics import rmse
+
+n = 500
+
+
+@pytest.fixture
+def y(prng):
+    y = prng.standard_normal(n)
+    return y
+
+
+def test_rmse(y):
+    yhat = y + 1.0
+    _rmse = rmse(y, yhat)
+    np.testing.assert_allclose(_rmse, 1.0)

yatsm/regression/diagnostics.py

@@ -0,0 +1,22 @@
+""" Regression diagnostics calculations
+
+Includes:
+    - rmse: calculate root mean squared error
+"""
+import numpy as np
+
+from ..accel import try_jit
+
+
+@try_jit(nopython=True)
+def rmse(y, yhat):
+    """ Calculate and return Root Mean Squared Error (RMSE)
+
+    Args:
+        y (np.ndarray): known values
+        yhat (np.ndarray): predicted values
+
+    Returns:
+        float: Root Mean Squared Error
+    """
+    return ((y - yhat) ** 2).mean() ** 0.5