gmrae.R
gmrae = function(forecast, forecastbench, true)
{
if (length(forecast) != length(true))
stop("GMRAE: the lengths of input vectors must be the same.")
ferror = (true - forecast)
ferrorbench = (true - forecastbench)
relativerror = prod(abs(ferror / ferrorbench))^(1/length(forecast))
return(round(relativerror, 6))
}