swh:1:snp:3a44eb759780145deea094ac2a25c5049546a085
Tip revision: 3f1e499ee5781c8bb48a137218bd7b9d01642fae authored by Han Lin Shang on 14 September 2011, 06:20:57 UTC
version 2.7
version 2.7
Tip revision: 3f1e499
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))
}