https://github.com/cran/ftsa
Raw File
Tip revision: 2be2cac4679ad78e8ae44283f0200a83b4a2dab9 authored by Han Lin Shang on 09 November 2010, 10:17:30 UTC
version 2.1
Tip revision: 2be2cac
mdase.R
mdase = function(forecast, true)
{ 
  if (length(forecast) != length(true))
      stop("MdASE: the lengths of input vectors must be the same.")
  n = length(true)
  truerror = vector(, n - 1)
  for(i in 1:(n - 1)){
      truerror[i] = abs(true[i + 1] - true[i])
  }
  qt = (true - forecast) / (sum(truerror) / (n - 1))
  scalederror = median(abs(qt))
  return(round(scalederror, 6))
}
back to top