Point estimate accuracy measures

Usage

ME(resid, na.rm = TRUE)

MAE(resid, na.rm = TRUE, ...)

MSE(resid, na.rm = TRUE, ...)

RMSE(resid, na.rm = TRUE, ...)

MPE(resid, actual, na.rm = TRUE, ...)

MAPE(resid, actual, na.rm = TRUE, ...)

MASE(
  resid,
  train,
  demean = FALSE,
  na.rm = TRUE,
  period,
  d = period == 1,
  D = period > 1,
  ...
)

RMSSE(
  resid,
  train,
  demean = FALSE,
  na.rm = TRUE,
  period,
  d = period == 1,
  D = period > 1,
  ...
)

point_measures

Format

An object of class list of length 8.

Arguments

resid: A vector of residuals from either the validation or test data.
na.rm: If TRUE, remove the missing values before calculating the accuracy measure.
...: Additional arguments for each measure.
actual: A vector of responses matching the forecasts.
train: A vector of responses used to train the model.
demean: Should the response be demeaned (for MASE and RMSSE)?
period: The seasonal period of the data.
d: Should the response model include a first difference?
D: Should the response model include a seasonal difference?