Point estimate accuracy measures
Usage
MAE(residuals, na.rm = TRUE, ...)
MSE(residuals, na.rm = TRUE, ...)
point_measures
An object of class list of length 2.
Arguments
- residuals
A vector of residuals from either the validation or test
data.
- na.rm
If TRUE, remove the missing values before calculating the
accuracy measure.
- ...
Additional arguments for each measure.
Value
For the individual functions (MAE, MSE), returns a single numeric
scalar giving the requested accuracy measure.
For the exported object point_measures, returns a named list of functions
that can be supplied to higher-level accuracy routines.
Examples
set.seed(123)
ytrain <- rnorm(100)
ytest <- rnorm(30)
yhat <- ytest + rnorm(30, sd = 0.3)
resid <- ytest - yhat
MAE(resid)
#> [1] 0.2840219
MSE(resid)
#> [1] 0.1116308
