Fixed estimate of residual variance in mean model

tidyverts · Oct 10, 2023 · a331f90 · a331f90
1 parent 77a561b
commit a331f90
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Showing 2 changed files with 2 additions and 2 deletions.
diff --git a/R/mean.R b/R/mean.R
@@ -25,7 +25,7 @@ train_mean <- function(.data, specials, ...) {
     fits <- dplyr::lag(fits)
   }
   res <- y - fits
-  sigma <- sd(res, na.rm = TRUE)
+  sigma <- sqrt(mean(res^2, na.rm = TRUE))
 
   structure(
     list(

diff --git a/tests/testthat/test-mean.R b/tests/testthat/test-mean.R
@@ -8,7 +8,7 @@ test_that("MEAN", {
   )
 
   expect_equivalent(
-    glance(fit)$sigma2, var(scale(USAccDeaths_tbl$value, scale = FALSE))
+    glance(fit)$sigma2, mean(scale(USAccDeaths_tbl$value, scale = FALSE)^2)
   )
 
   expect_identical(