Archive for the ‘R’ Category
Simple MMRE function in R
December 15, 2011
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After a while reading through R tutorials, here’s a simple function in R to calculate MMRE
function(data) { n = nrow(data); total_mre = 0; for(i in 1:n) { current_x = data[i,1]; current_y = data[i,2]; temp_data = data[-i,]; temp_series_x = temp_data[,1]; temp_series_y = temp_data[,2]; // this bit took me relatively more time to figure out how to // extract data from atomic vectors formular = matrix(coef(lm(temp_series_y~temp_series_x)), 1, 2); m = formular[1,2]; c = formular[1,1]; pred = m*current_x + c; mre = abs(current_y - pred)/current_y; total_mre = total_mre + mre; } mmre = (total_mre)/n; return (mmre); }
Categories: R