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:
  • x2 (x1,) – The performance measure depends on the difference between these two arrays.
  • axis (int) – axis along which the summary statistic is calculated
Returns:

mse – mean squared error along given axis.
Return type:

ndarray or float

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.