Compute mean absolute scaled error (MASE)

Franses, PH. "A note on the Mean Absolute Scaled Error". International Journal of Forecasting. 32 (1): 20–22. doi:10.1016/j.ijforecast.2015.03.008.

Usage

mase(ref, preds, ...)

# S4 method for class 'FLQuant,FLQuants'
mase(ref, preds, order = c("inverse", "ahead"))

# S4 method for class 'FLIndices,list'
mase(ref, preds, order = "inverse", wt = "missing")

Arguments

ref

Reference or naive prediction.

preds

Predicitions to compare to reference.

...

Extra arguments.

order

Are predictions in 'inverse' (default) or 'ahead' order.

wt

Mean weights-at-age to use with indices.

Value

A numeric vector of the same length as 'preds'.