ec.ifp: Computes Indices of Forecast Performance
In cif: Cointegrated ICU Forecasting
ec.ifp R Documentation
Computes Indices of Forecast Performance
Description
indices of forecast performance
Usage
ec.ifp(afdlin, rwsigma, rwabsmean, kval = 1.959964)
Arguments
afdlin
actual + forecast values + fcse
rwsigma
standard deviation of Random Walk in sample
rwabsmean
mean absolute deviation of Random Walk in sample
kval
how many se to use, default kval = 1.959964
Value
list of indices of forecast performance
1: index for model forecast
0: index for Random Walk forecast
Author(s)
P. Berta, P. Paruolo, S. Verzillo, PG. Lovaglio
References
Berta et al. 2020
cif documentation built on March 18, 2022, 6:14 p.m.
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| ec.ifp | R Documentation |
Computes Indices of Forecast Performance
Description
indices of forecast performance
Usage
ec.ifp(afdlin, rwsigma, rwabsmean, kval = 1.959964)
Arguments
afdlin |
actual + forecast values + fcse |
rwsigma |
standard deviation of Random Walk in sample |
rwabsmean |
mean absolute deviation of Random Walk in sample |
kval |
how many se to use, default kval = 1.959964 |
Value
list of indices of forecast performance 1: index for model forecast 0: index for Random Walk forecast
Author(s)
P. Berta, P. Paruolo, S. Verzillo, PG. Lovaglio
References
Berta et al. 2020
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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