https://github.com/cran/ftsa
Tip revision: 77c242dfb5c0095ef1c2795adcaa98ebe4e95b82 authored by Han Lin Shang on 12 March 2015, 08:20:53 UTC
version 4.2
version 4.2
Tip revision: 77c242d
mdase.R
mdase = function(forecast, outsampletrue, insampletrue)
{
if(length(forecast) != length(outsampletrue))
stop("MdASE: 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 = median(abs(qt))
return(round(scalederror, 6))
}