View source: R/RelativeDifference.R
RelativeDifference | R Documentation |
Calculates the difference between positive x and y values
RelativeDifference(X, Y, epsilon = 10^-10,na.rm=FALSE)
X |
either a value or numerical vector of [1:n] |
Y |
either a value or numerical vector of [1:n] |
epsilon |
Optional, If both x and y are approximatly zero the output is also zero |
na.rm |
Optional, function does not work with non finite values. If these cases should be automatically removed, set parameter TRUE |
Contrary to other approaches in this cases the range of values lies between
[-2,2]. The approach is only valid for positive values ofX
and Y
.
The realtive difference R
is defined with
R=\frac{Y-X}{0.5*(X+Y)}
Negative value indicate that X
is higher than Y
and positive
values that X
is lower than Y
.
R
It can be combined with the GabrielClassificationError
if a clear baseline is defined.
Michael Thrun
Ultsch, A.: Is Log Ratio a Good Value for Measuring Return in Stock Investments? GfKl 2008, pp, 505-511, 2008.
GabrielClassificationError
x=c(1:5)
y=runif(5,min=1,max=10)
RelativeDifference(x,y)
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