Error Metric | R Documentation |

This function implements some of the more used error metrics. These metrics are "sMAPE", "MAPE", "MAE", "MSE" and they respectively versions with median "sMdAPE", "MdAPE", "MdAE", "MdSE".

errorMetric(obs, forec, type="sAPE", statistic="M")

`obs` |
A vector or a matrix with the real values. |

`forec` |
A vector or a matrix with the estimated values. |

`type` |
The error type of "sAPE", "APE", "AE" and "SE". |

`statistic` |
The statistic to be returned. Use "M" or "Md" for return the mean or median of the errors. If "N" so a vector with all errors will be returned. |

The metric sMAPE is obtained using `type = "sAPE"`

and `statistic = "M"`

The metric sMdAPE is obtained using `type = "sAPE"`

and `statistic = "Md"`

The metric MAPE is obtained using `type = "APE"`

and `statistic = "M"`

The metric MdAPE is obtained using `type = "APE"`

and `statistic = "Md"`

The metric MAE is obtained using `type = "AE"`

and `statistic = "M"`

The metric MdAE is obtained using codetype = "AE" and `statistic = "Md"`

The metric MSE is obtained using `type = "SE"`

and `statistic = "M"`

The metric MdSE is obtained using `type = "SE"`

and `statistic = "Md"`

If `statistic="M"`

or `statistic="Md"`

it is returned the respectively error metric result.
If `statistic="N"`

so is returned a vector with all errors points according to the chosen error type.

Jose Augusto Fiorucci and Francisco Louzada

`forecTheta-package`

, `groe`

############################################################## y1 = 2+ 0.15*(1:20) + rnorm(20,2) y2 = y1[20]+ 0.3*(1:30) + rnorm(30,2) y = as.ts(c(y1,y2)) out <- dotm(y=as.ts(y[1:40]), h=10) ### sMAPE metric errorMetric(obs=as.ts(y[41:50]), forec=out$mean) ### sMdAPE metric errorMetric(obs=as.ts(y[41:50]), forec=out$mean, statistic = "Md") ### MASE metric meanDiff1 = mean(abs(diff(as.ts(y[1:40]), lag = 1))) errorMetric(obs=as.ts(y[41:50]), forec=out$mean, type = "AE", statistic = "M") / meanDiff1

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