filters update

This commit is contained in:
Miha Kralj
2026-02-23 17:27:35 -08:00
parent 7253f61299
commit 467a8c1cef
239 changed files with 17880 additions and 6329 deletions
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@@ -34,3 +34,4 @@ Error metrics and loss functions for model/strategy evaluation. All error indica
| [TUKEY](tukey/Tukey.md) | Tukey Biweight Loss | Hard-rejects outliers beyond threshold. Redescending. |
| [WMAPE](wmape/Wmape.md) | Weighted MAPE | Volume-weighted percentage error. For heterogeneous data. |
| [WRMSE](wrmse/Wrmse.md) | Weighted RMSE | Weighted root mean squared error. Custom observation weighting. |
| STDERR | Standard Error | StdDev / √n. Measures sampling variability. |
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@@ -10,7 +10,7 @@ stable_logcosh(float x) =>
float LOG2 = 0.6931471805599453
float absX = math.abs(x)
// For large values, use asymptotic approximation to avoid overflow
absX > 20.0 ? absX - LOG2 : math.log(math.cosh(x))
absX > 20.0 ? absX - LOG2 : math.log((math.exp(x) + math.exp(-x)) / 2.0)
//@function Calculates Log-Cosh Loss
//@param actual Series of actual values