https://github.com/cran/ftsa
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Tip revision: 50f611d7d698393a7b12fa2a9d13b18e51308469 authored by Han Lin Shang on 05 August 2015, 09:30:47 UTC
version 4.4
Tip revision: 50f611d
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))
}
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