karma.validate: Model validation metrics.

In dimitris-gwi/rkarma: Complementary tools for automated time-series machine learning.

Description

Model validation metrics.

Usage

karma.validate(y, y_hat, metric = "MAPE")

Arguments

y	A univariate time-series vector; type <numeric> or <ts>.
y_hat	Predicted values of univariate time series.
metric	A model validation metric (MAPE, MAE, MSE, RMSE, R2).

Value

Output value of selected metric; <numeric>.

See Also

tseries, forecast

Examples

kfit = magic.karma(WWWusage); karma.validate(fitted(kfit), WWWusage, metric = "MAPE")

dimitris-gwi/rkarma documentation built on Nov. 10, 2019, 8:26 p.m.