aabse {termstrc} | R Documentation |
Average absolute mean error
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:
AABSE=frac{1}{n}sum_{i=1}^{n}{|e_i-overline{e_i}|}
Robert Ferstl, Josef Hayden
David Bolder and David Streliski (1999): Yield Curve Modelling at the Bank of Canada.Technical Report No 84 Bank of Canada