Description Usage Arguments Details See Also
Calculation of the average absolute mean error (AABSE). The AABSE is also called mean absolute error (MAE).
1 | aabse(actual, estimated)
|
actual |
vector, consisting of the observed values. |
estimated |
vector, consisting of the estimated values. |
Calculation of the AABSE according to the formula:
\mbox{AABSE}=\frac{1}{m}|\bm{ε}|\bm{ι},
whereas \bm{ε} is the vector of the yield or price errors of the bonds and \bm{ι} is a column vector filled with ones. m is the number of bonds, for which \bm{ε} has been calculated.
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