calculate_errors: Calculate error metrics

In mrfoliveira/Evaluation-procedures-for-forecasting-with-spatio-temporal-data: Evaluation procedures for forecasting with spatio-temporal data

Description

Calculate error metrics

Usage

mse(y, y_hat, na.rm = TRUE)

rmse(y, y_hat, na.rm = TRUE)

mae(y, y_hat, na.rm = TRUE)

nmae(y, y_hat, y_train = NULL, statFUN = stats::median, na.rm = TRUE)

nmse(y, y_hat, y_train = NULL, statFUN = mean, na.rm = TRUE)

nrmse(y, y_hat, y_train = NULL, statFUN = mean, na.rm = TRUE)

Arguments

y	a vector of true values
y_hat	a vector of predicted values
na.rm	boolean indicating whether NAs should be removed. Default is TRUE
y_train	a vector of training values
statFUN	summary statistic to use for normalization. Default is median for nmae and mean for nmse.

Value

one error value

Functions

• mse: mean squared error

• rmse: mean squared error

• mae: mean absolute error

• nmae: normalized mean absolute error

• nmse: normalized mean squared error

• nrmse: normalized root mean squared error

mrfoliveira/Evaluation-procedures-for-forecasting-with-spatio-temporal-data documentation built on April 11, 2021, 10:50 a.m.