Symmetric Mean Absolute Percentage Error
smape computes the symmetric mean absolute percentage error between
two numeric vectors.
smape(actual, predicted)
actual |
The ground truth numeric vector. |
predicted |
The predicted numeric vector, where each element in the vector
is a prediction for the corresponding element in |
smape is defined as two times the average of abs(actual - predicted) / (abs(actual) + abs(predicted)).
Therefore, at the elementwise level, it will provide NaN only if actual and predicted
are both zero. It has an upper bound of 2, when either actual or
predicted are zero or when actual and predicted are opposite
signs.
smape is symmetric in the sense that smape(x, y) = smape(y, x).
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6) predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2) smape(actual, predicted)
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