test_that("Mean Absolute Scaled Error", { ex_dat <- generate_numeric_test_data() truth <- ex_dat$obs pred <- ex_dat$pred truth_lag <- dplyr::lag(truth, 1L) naive_error <- truth - truth_lag mae_denom <- mean(abs(naive_error)[-1]) scaled_error <- (truth - pred) / mae_denom known_mase <- mean(abs(scaled_error)) m <- 2 truth_lag <- dplyr::lag(truth, m) naive_error <- truth - truth_lag mae_denom <- mean(abs(naive_error)[-c(1, 2)]) scaled_error <- (truth - pred) / mae_denom known_mase_with_m <- mean(abs(scaled_error)) mae_train <- .5 mae_denom <- mae_train scaled_error <- (truth - pred) / mae_denom known_mase_with_mae_train <- mean(abs(scaled_error)) expect_equal( mase(ex_dat, obs, pred)[[".estimate"]], known_mase ) expect_equal( mase(ex_dat, obs, pred, m = 2)[[".estimate"]], known_mase_with_m ) expect_equal( mase(ex_dat, obs, pred, mae_train = mae_train)[[".estimate"]], known_mase_with_mae_train ) expect_snapshot( error = TRUE, mase_vec(truth, pred, m = "x") ) expect_snapshot( error = TRUE, mase_vec(truth, pred, m = -1) ) expect_snapshot( error = TRUE, mase_vec(truth, pred, m = 1.5) ) expect_snapshot( error = TRUE, mase_vec(truth, pred, mae_train = -1) ) expect_snapshot( error = TRUE, mase_vec(truth, pred, mae_train = "x") ) }) test_that("Weighted results are working", { truth <- c(1, 2, 3) estimate <- c(2, 4, 3) weights <- c(1, 2, 1) expect_identical( mase_vec(truth, estimate, case_weights = weights), 5 / 4 ) }) test_that("works with hardhat case weights", { solubility_test$weights <- floor(read_weights_solubility_test()) df <- solubility_test imp_wgt <- hardhat::importance_weights(df$weights) freq_wgt <- hardhat::frequency_weights(df$weights) expect_no_error( mape_vec(df$solubility, df$prediction, case_weights = imp_wgt) ) expect_no_error( mape_vec(df$solubility, df$prediction, case_weights = freq_wgt) ) })