point_measures: Point estimate accuracy measures

In smimodel: Sparse Multiple Index Models for Nonparametric Forecasting

Point estimate accuracy measures

Description

Point estimate accuracy measures

Usage

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

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

point_measures

Arguments

residuals	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.

Format

An object of class list of length 2.

Value

For the individual functions (MAE, MSE), returns a single numeric scalar giving the requested accuracy measure.

For the exported object point_measures, returns a named list of functions that can be supplied to higher-level accuracy routines.

Examples

set.seed(123)
ytrain <- rnorm(100)
ytest  <- rnorm(30)
yhat   <- ytest + rnorm(30, sd = 0.3)
resid   <- ytest - yhat

MAE(resid)
MSE(resid)

smimodel documentation built on April 8, 2026, 5:06 p.m.