error.R
`error` <- function(forecast, forecastbench, true, method = c("me", "mpe", "mae", "mse", "sse", "rmse", "mdae",
"mdse", "mape", "mdape", "smape", "smdape", "rmspe", "rmdspe", "mrae", "mdrae", "gmrae", "relmae",
"relmse", "mase", "mdase", "rmsse"), giveall = FALSE)
{
method = match.arg(method)
if (giveall == FALSE){
if (method == "me"){
val = me(forecast, true)
}
if (method == "mpe"){
val = mpe(forecast, true)
}
if (method == "mae"){
val = mae(forecast, true)
}
if (method == "mse"){
val = mse(forecast, true)
}
if (method == "sse"){
val = sse(forecast, true)
}
if (method == "rmse"){
val = rmse(forecast, true)
}
if (method == "mdae"){
val = mdae(forecast, true)
}
if (method == "mdse"){
val = mdse(forecast, true)
}
if (method == "mape"){
val = mape(forecast, true)
}
if (method == "mdape"){
val = mdape(forecast, true)
}
if (method == "smape"){
val = smape(forecast, true)
}
if (method == "smdape"){
val = smdape(forecast, true)
}
if (method == "rmspe"){
val = rmspe(forecast, true)
}
if (method == "rmdspe"){
val = rmdspe(forecast, true)
}
if (method == "mrae"){
val = mrae(forecast, forecastbench, true)
}
if (method == "mdrae"){
val = mdrae(forecast, forecastbench, true)
}
if (method == "gmrae"){
val = gmrae(forecast, forecastbench, true)
}
if (method == "relmae"){
val = relmae(forecast, forecastbench, true)
}
if (method == "relmse"){
val = relmse(forecast, forecastbench, true)
}
if (method == "mase"){
val = mase(forecast, true)
}
if (method == "mdase"){
val = mdase(forecast, true)
}
if (method == "rmsse"){
val = rmsse(forecast, true)
}
return(val)
}
else {
out = c(me(forecast, true), mpe(forecast, true), mae(forecast, true), mse(forecast, true), sse(forecast, true), rmse(forecast, true),
mdae(forecast, true), mdse(forecast, true), mape(forecast, true), mdape(forecast, true), smape(forecast, true),
smdape(forecast, true), rmspe(forecast, true), rmdspe(forecast, true), mrae(forecast, forecastbench, true),
mdrae(forecast, forecastbench, true), gmrae(forecast, forecastbench, true), relmae(forecast, forecastbench, true),
relmse(forecast, forecastbench, true), mase(forecast, true), mdase(forecast, true), rmsse(forecast, true))
names(out) = c("ME", "MPE", "MAE", "MSE", "SSE", "RMSE", "MDAE", "MDSE", "MAPE", "MDAPE", "SMAPE", "SMDAPE", "RMSPE",
"RMDSPE", "MRAE", "MDRAE", "GMRAE", "RELMAE", "RELMSE", "MASE", "MDASE", "RMSSE")
return(out)
}
}