Description Usage Arguments Details Value References See Also
Median absolute deviation about the median
1 | abs_madm(pred)
|
pred |
T X N Matrix of predictions. Each column is a simulation. |
median(|pred - median(pred)|)
Median absolute deviation about the median is a measure of how clustered the forecasts are. A value of 0 indicates that all the predicted values are the same, thus highly clustered. Large values indicate more diffuse predictions.
vector of length T.
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