evalAccuracy.BackTesting: Get Accuracy Measures from 'BackTesting'

In mpascariu/MortalityForecast: Standard Tools to Compare and Evaluate Various Mortality Forecasting Methods

Description

Get Accuracy Measures from BackTesting

Usage

## S3 method for class 'BackTesting'
evalAccuracy(object, data.out = c("qx", "mx", "dx",
  "lx", "Lx", "Tx", "ex"), measures = NULL, ...)

Arguments

object	An object of class BackTesting.
data.out	Specify the type of data to be returned in output. Various life table indices are accepted: "qx", "mx", "dx", "lx", "Lx", "Tx", "ex".
measures	What accuracy measure to compute? Various alternatives are available, Mean error measures: "ME", "MAE", "MAPE", "sMAPE", "sMRAE", "MASE"; Median error measures: "MdE", "MdAE", "MdAPE", "sMdAPE", "sMdRAE", "MdASE"; Squared error measures: "MSE", "RMSE", "RMSPE", "RMdSPE"; Geometric mean measure for positive errors: "GMRAE". If measures = NULL all the measures will be computed.
...	Arguments to be passed to or from other methods.

Details

See \insertCitehyndman2006;textualMortalityForecast for a comprehensive discussion of the accuracy measures.

Author(s)

Marius D. Pascariu

References

\insertAllCited

See Also

do.BackTesting

Examples

# For examples go to ?do.BackTesting

mpascariu/MortalityForecast documentation built on Sept. 28, 2020, 2:40 p.m.