https://github.com/cran/ftsa
Tip revision: 592f61af0e8cfd418ea2dfc4fb50aaa23bd972cc authored by Han Lin Shang on 03 January 2019, 07:30:06 UTC
version 5.3
version 5.3
Tip revision: 592f61a
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))
}