swh:1:snp:3a44eb759780145deea094ac2a25c5049546a085
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Tip revision: c1bc43571f39109b9ecfaa813dfa65e6c8f7b2cd authored by Han Lin Shang on 23 October 2012, 00:00:00 UTC
version 3.6
Tip revision: c1bc435
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))
}
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