swh:1:snp:3a44eb759780145deea094ac2a25c5049546a085
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Tip revision: 9120e042a4e1ace638f4af6dae1ed85da1e97d81 authored by Han Lin Shang on 24 October 2012, 06:39:13 UTC
version 3.6
Tip revision: 9120e04
mdrae.R
mdrae = function(forecast, forecastbench, true)
{
  if (length(forecast) != length(true))
      stop("MdRAE: the lengths of input vectors must be the same.")
  ferror = (true - forecast)
  ferrorbench = (true - forecastbench)
  relativerror = median(abs(ferror / ferrorbench))
  return(round(relativerror, 6))
}  
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