swh:1:snp:3a44eb759780145deea094ac2a25c5049546a085
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Tip revision: c3715412cc972271c2e6d9ee895aed21b6f67c41 authored by Han Lin Shang on 31 March 2011, 15:18:38 UTC
version 2.6
Tip revision: c371541
mrae.R
mrae = function(forecast, forecastbench, true)
{
  if (length(forecast) != length(true))
      stop("MRAE: the lengths of input vectors must be the same.")
  ferror = (true - forecast)
  ferrorbench = (true - forecastbench)
  relativerror = mean(abs(ferror / ferrorbench))
  return(round(relativerror, 6))
}
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