gencve (version 0.3)

mape: Mean Absolute Percentage Error

Description

This criterion is frequently used in business forecasting. See Wikipedia article https://en.wikipedia.org/wiki/Mean_absolute_percentage_error.

Usage

mape(yTest, yHat)

Arguments

yTest

test data

yHat

predictions of the test data

Value

mean percentage absolute errors

Details

tba

See Also

gcv, mse, mae, smape

Examples

#E(Z)=sqrt(2/pi), Z~abs(N(0,1))
mape(abs(rnorm(10)), rep(sqrt(2/pi),10))