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tsbs
0.1.0
Reference
Articles
Bootstrap Diagnostics Guide
Copula GARCH vs DCC: Model Comparison and Diagnostics
DCC Parameter Inference Guide
Diagnostic System for MS-VARMA-GARCH Estimation
MS-VARMA-GARCH Parameter Inference Guide
Multivariate GARCH Model Comparison: DCC, CGARCH, and GOGARCH
Portfolio Optimization with Multivariate GARCH Model Comparison
Mean Absolute Error (MAE)
mae.Rd
Mean Absolute Error (MAE)
Usage
mae
(
pred
,
actual
)
Arguments
actual
Actual values.
predicted
Predicted values.
Value
MAE
