scripts/builtin/mape.dml

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# Returns the means absolute percentage error between the two inputs
#
#
# Monash Time Series Forecasting Archive
# Rakshitha Godahewaa,∗, Christoph Bergmeira , Geoffrey I. Webba , Rob J. Hyndmanb ,
# Pablo Montero-Mansoc
#
#
# INPUT:
# --------------------------------------------------------------------------------
# X      First Matrix to compare
# Y      Second Matrix to compare
# P      Quantiles to extract as well if empty matrix not calculated
# --------------------------------------------------------------------------------
#
# OUTPUT:
# -----------------------------------------------------------------------------------------------
# Z      Mean absolute percentage error
# Q      Quantiles calculated
# -----------------------------------------------------------------------------------------------

m_mape = function(Matrix[Double] X, Matrix[Double] Y, Matrix[Double] P = matrix(0, rows=0, cols=0)) 
  return (Matrix[Double] Z, Matrix[Double] Q) {
  APE = abs(X - Y) / abs(X)
  Z = as.matrix(mean(APE)) 
  Q = flattenQuantile(APE, P)
}