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https://github.com/mihakralj/QuanTAlib.git
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normalization of methods
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@@ -60,7 +60,7 @@ public sealed class QuantileLoss : BiInputIndicatorBase
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return diff >= 0 ? Quantile * diff : (Quantile - 1.0) * diff;
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}
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public static TSeries Calculate(TSeries actual, TSeries predicted, int period, double quantile = 0.5)
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public static TSeries Batch(TSeries actual, TSeries predicted, int period, double quantile = 0.5)
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{
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if (actual.Count != predicted.Count)
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{
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@@ -220,4 +220,11 @@ public sealed class QuantileLoss : BiInputIndicatorBase
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}
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}
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}
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}
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public static (TSeries Results, QuantileLoss Indicator) Calculate(TSeries actual, TSeries predicted, int period, double quantile = 0.5)
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{
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var indicator = new QuantileLoss(period, quantile);
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TSeries results = Batch(actual, predicted, period, quantile);
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return (results, indicator);
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}
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}
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