ae_median_sample: Absolute Error of the Median (Sample-based Version)
Description
Absolute error of the median calculated as
$$
abs(true_value - median_prediction)
$$
Usage
ae_median_sample(true_values, predictions)
Arguments
true_values
A vector with the true observed values of size n
predictions
nxN matrix of predictive samples, n (number of rows) being
the number of data points and N (number of columns) the
number of Monte Carlo samples. Alternatively, predictions can just be a vector
of size n