Absolute error of a forecaster
absolute_error(quantile, value, actual_value)
| quantile | vector of forecasted quantiles |
|---|---|
| value | vector of forecasted values |
| actual_value | vector of actual values of the same length as
|
Intended to be used with evaluate_predictions(), it expects three arguments
of the same length, finds the location of the point forecast, and returns
the absolute error.