doc headers

This commit is contained in:
Miha Kralj
2026-02-27 07:48:12 -08:00
parent 8a1ba95173
commit 4ab3a7fb53
389 changed files with 6682 additions and 468 deletions
+18 -1
View File
@@ -1,4 +1,21 @@
# RSE: Relative Squared Error
# RSE: Relative Squared Error
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Parameters** | `period` |
| **Outputs** | Single series (Rse) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
- Relative Squared Error (RSE) measures the total squared error of predictions relative to the total squared error of a simple baseline predictor tha...
- Parameterized by `period`.
- Output range: $\geq 0$.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The squared error version of RAE. RSE and R² are two sides of the same coin: R² = 1 - RSE."