aabse: Average Absolute Mean Error
In termstrc: Zero-coupon Yield Curve Estimation
Description
Usage
Arguments
Details
See Also
Description
Calculation of the average absolute mean error (AABSE). The AABSE is also called mean absolute error (MAE).
Usage
1
aabse(actual, estimated)
Arguments
actual
vector, consisting of the observed values.
estimated
vector, consisting of the estimated values.
Details
Calculation of the AABSE according to the formula:
\mbox{AABSE}=\frac{1}{m}|\bm{ε}|\bm{ι},
whereas \bm{ε} is the vector of the yield or price errors of the bonds and \bm{ι} is a column vector filled with ones. m is the number of bonds, for which \bm{ε} has been calculated.
See Also
termstrc documentation built on May 29, 2017, 1:05 p.m.
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Description Usage Arguments Details See Also
Description
Calculation of the average absolute mean error (AABSE). The AABSE is also called mean absolute error (MAE).
Usage
1 | aabse(actual, estimated)
|
Arguments
actual |
vector, consisting of the observed values. |
estimated |
vector, consisting of the estimated values. |
Details
Calculation of the AABSE according to the formula:
\mbox{AABSE}=\frac{1}{m}|\bm{ε}|\bm{ι},
whereas \bm{ε} is the vector of the yield or price errors of the bonds and \bm{ι} is a column vector filled with ones. m is the number of bonds, for which \bm{ε} has been calculated.
See Also
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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