mase.R
mase = function(forecast, outsampletrue, insampletrue)
{
if(length(forecast) != length(outsampletrue))
stop("MASE: the lengths of input vectors must be the same.")
n = length(insampletrue)
insamplerr = vector(, (n - 1))
for(i in 1:(n - 1))
{
insamplerr[i] = abs(insampletrue[i+1] - insampletrue[i])
}
qt = (outsampletrue - forecast)/(sum(insamplerr)/(n - 1))
scalederror = mean(abs(qt))
return(round(scalederror, 6))
}