DatabionicSwarm (version 1.1.3)

RelativeDifference: Relative Difference

Description

Calculates the difference between positive x and y values

Usage

RelativeDifference(X, Y, epsilon = 10^-10,na.rm=FALSE)

Arguments

X

either a value or numerical vector of [1:n]

Y

either a value or numerical vector of [1:n]

epsilon

Optional, If both x and y are approximatly zero the output is also zero

na.rm

Optional, function does not work with non finite values. If these cases should be automatically removed, set parameter TRUE

Value

R

Details

Contrary to other approaches in this cases the range of values lies between [-2,2]. The approach is only valid for positive values ofX and Y. The realtive difference R is defined with $$R=\frac{Y-X}{0.5*(X+Y)}$$

Negative value indicate that X is higher than Y and positive values that X is lower than Y.

References

Ultsch, A.: Is Log Ratio a Good Value for Measuring Return in Stock Investments? GfKl 2008, pp, 505-511, 2008.

See Also

DelaunayClassificationError

Examples

# NOT RUN {
x=c(1:5)
y=runif(5,min=1,max=10)
RelativeDifference(x,y)
# }