accuracy function

Error measures for an estimated model

Function produces error measures for the provided object and the holdout values of the response variable. Note that instead of parameters x, test, the function accepts the vector of values in holdout. Also, the parameters d and D

are not supported - MASE is always calculated via division by first differences.

## S3 method for class 'smooth'
accuracy(object, holdout = NULL, ...)

## S3 method for class 'smooth.forecast'
accuracy(object, holdout = NULL, ...)

Arguments

• object: The estimated model or a forecast from the estimated model generated via either predict() or forecast() functions.
• holdout: The vector of values of the response variable in the holdout (test) set. If not provided, then the function will return the in-sample error measures. If the holdout=TRUE parameter was used in the estimation of a model, the holdout values will be extracted automatically.
• ...: Other variables passed to the forecast() function (e.g. newdata).

Details

The function is a wrapper for the measures function and is implemented for convenience.

Examples

y <- rnorm(100, 100, 10)
ourModel <- adam(y, holdout=TRUE, h=10)
accuracy(ourModel)

Author(s)

Ivan Svetunkov, ivan@svetunkov.com