fator_bias {Fgmutils}

Fator Bias

Description

The bias factor indicates the average of the observed values is above or below the equity line.

Usage

fator_bias(observados, estimados, n)

Arguments

observados

vector of values observed.

estimados

vector of values estimated.

n

the size of the vector of regression model data

Details

fator_bias = 10^(sum(log(estimados/observados)/n)) #' @references see https://www.sciencedirect.com/science/article/pii/S0165176599001949 for more details.