calculateMAE: MAE accuracy tables and plots

Description Usage Arguments Details Value Author(s) See Also Examples

Description

Generates MAE accuracy tables and plots.

Usage

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calculateMAE(af, sort = FALSE, digits = 3)

Arguments

af

dataframe containing forecast data formatted using the Actual and Forecast Table Schema (AFTS), use showAFTS() to display schema specification details.

sort

if TRUE, sorts accuracy results according to the average MAE rank across all available horizons.

digits

number of digits after the dot used to output MdAPE; if digits=NA, MAEs and ranks are not rounded.

Details

Calculates MAEs for each horizon and each method contained in af. Outputs accuracy tables and plots.

The input dataframe af can be created using createAFTS().

Value

a list with the following variables:

accuracy:

dataframe with accuracy table for MAE

rank:

dataframe with MAE ranks

plot:

ggplot2 object showing accuracy vs horizon for MAE

Author(s)

Cuong Sai, Andrey Davydenko, and Maxim Shcherbakov.

See Also

calculateMAPE, calculateAvgRelMAE, calculateSMAPE, calculateMASE

Examples

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af <- createAFTS(example1_ts, example1_fc)
acc <- calculateMAE(af)
acc$accuracy
acc$rank
acc$plot

forvis/forvision documentation built on June 6, 2019, 8:36 a.m.