gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-16 09:38:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

Add PWMA implementation and tests; enhance documentation

Browse Source
This commit is contained in:
Miha Kralj
2025-12-13 20:21:21 -08:00
parent 60227a23c1
commit 4b17984cfd
38 changed files with 3506 additions and 25 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/errors/_index.md
+22
View File
@@ -0,0 +1,22 @@
# Errors
Error metrics and performance indicators for model/strategy evaluation.
| Indicator | Full Name | Description |
| :--- | :--- | :--- |
| DIRTY | Dirty Data Detection | |
| HUBER | Huber Loss | |
| MAE | Mean Absolute Error | |
| MAPD | Mean Absolute Percentage Difference | |
| MAPE | Mean Absolute Percentage Error | |
| MASE | Mean Absolute Scaled Error | |
| ME | Mean Error | |
| MPE | Mean Percentage Error | |
| MSE | Mean Squared Error | |
| MSLE | Mean Squared Logarithmic Error | |
| RAE | Relative Absolute Error | |
| RMSE | Root Mean Squared Error | |
| RMSLE | Root Mean Squared Logarithmic Error | |
| RSE | Relative Squared Error | |
| RSQUARED | R-Squared | |
| SMAPE | Symmetric Mean Absolute Percentage Error | |