| SMAPE {metrica} | R Documentation |
Symmetric Mean Absolute Percentage Error (SMAPE).
Description
It estimates the SMAPE for a continuous predicted-observed dataset.
Usage
SMAPE(data = NULL, obs, pred, tidy = FALSE, na.rm = TRUE)
Arguments
data |
(Optional) argument to call an existing data frame containing the data. |
obs |
Vector with observed values (numeric). |
pred |
Vector with predicted values (numeric). |
tidy |
Logical operator (TRUE/FALSE) to decide the type of return. TRUE returns a data.frame, FALSE returns a list; Default : FALSE. |
na.rm |
Logic argument to remove rows with missing values (NA). Default is na.rm = TRUE. |
Details
The SMAPE (%) is a normalized, dimensionless, and bounded (0% to 200%). It is a modification of the MAPE where the denominator is half of the sum of absolute differences between observations and predictions. This modification solves the problem of MAPE of producing negative or undefined values. For the formula and more details, see online-documentation
Value
an object of class numeric within a list (if tidy = FALSE) or within a
data frame (if tidy = TRUE).
References
Makridakis (1993). Accuracy measures: theoretical and practical concerns. Int. J. Forecast. 9, 527-529. doi:10.1016/0169-2070(93)90079-3
Examples
set.seed(1)
X <- rnorm(n = 100, mean = 0, sd = 10)
Y <- X + rnorm(n=100, mean = 0, sd = 3)
SMAPE(obs = X, pred = Y)