https://github.com/cran/ftsa
Tip revision: ad992279e8b07a246143211f31cfd84863fae1a8 authored by Shang H on 21 February 2013, 07:52:54 UTC
version 3.7
version 3.7
Tip revision: ad99227
relmse.R
relmse = function(forecast, forecastbench, true)
{
if (length(forecast) != length(true))
stop("RelMAE: the lengths of input vectors must be the same.")
ferror = ftsa:::mse(forecast, true)
ferrorbench = ftsa:::mse(forecastbench, true)
relativerror = ferror / ferrorbench
return(round(relativerror, 6))
}