LossLevel: Loss Function for level forecasts
In MCS: Model Confidence Set Procedure
Description
Usage
Arguments
Value
Author(s)
Description
Calculate the losses associated with level forecasts
Usage
1
Arguments
realized
a vector with the realizations of the interest object.
evaluated
a vector or a matrix of forecasts
which
The loss function to use. possible choices are: 'SE' that coincides with Square Error and AE that coincides
with Absolute Error
Value
A matrix with the forecast losses
Author(s)
Leopoldo Catania & Mauro Bernardi
MCS documentation built on May 2, 2019, 7:55 a.m.
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Description Usage Arguments Value Author(s)
Description
Calculate the losses associated with level forecasts
Usage
1 |
Arguments
realized |
a vector with the realizations of the interest object. |
evaluated |
a vector or a matrix of forecasts |
which |
The loss function to use. possible choices are: |
Value
A matrix with the forecast losses
Author(s)
Leopoldo Catania & Mauro Bernardi
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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