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statsmodels.tools.eval_measures.iqr

statsmodels.tools.eval_measures.iqr(x1, x2, axis=0)[source]

interquartile range of error

rounded index, no interpolations

this could use newer numpy function instead

Parameters:

x1, x2 : array_like

The performance measure depends on the difference between these two arrays.

axis : int

axis along which the summary statistic is calculated

Returns:

mse : ndarray or float

mean squared error along given axis.

Notes

If x1 and x2 have different shapes, then they need to broadcast.

This uses numpy.asarray to convert the input, in contrast to the other functions in this category.

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