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Miha Kralj
2026-02-27 07:48:12 -08:00
parent 8a1ba95173
commit 4ab3a7fb53
389 changed files with 6682 additions and 468 deletions
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lib/statistics/stderr/Stderr.Validation.Tests.cs
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@@ -196,18 +196,9 @@ public class StderrValidationTests
}
}
// ── Tulip Structural Note ─────────────────────────────────────────────────
//
// Tulip `stderr` is NOT the standard error of linear regression.
// Note: Tulip `stderr` is NOT the standard error of linear regression.
// Tulip formula: stddev(x, n) / sqrt(n) = standard error of the mean.
// QuanTAlib Stderr: sqrt(SSR / (n-2)) = standard error of OLS regression.
// These are different statistics — no cross-validation is possible.
// QuanTAlib is validated against its own brute-force OLS reference above.
[Fact(Skip = "Tulip stderr = StdDev/sqrt(n) (SE of mean); QuanTAlib Stderr = sqrt(SSR/(n-2)) (SE of OLS regression). Different statistics — intentional divergence.")]
public void Stderr_Structural_Note_TulipFormulaDiffers()
{
// Intentionally empty: test is always skipped via [Fact(Skip=...)].
// The Skip message documents the formula incompatibility with Tulip.
}
}