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https://github.com/mihakralj/QuanTAlib.git
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normalization of methods
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@@ -49,7 +49,7 @@ public sealed class Rmsle : BiInputIndicatorBase
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/// <summary>
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/// Calculates RMSLE for entire series.
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/// </summary>
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public static TSeries Calculate(TSeries actual, TSeries predicted, int period)
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public static TSeries Batch(TSeries actual, TSeries predicted, int period)
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=> CalculateImpl(actual, predicted, period, Batch);
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/// <summary>
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@@ -75,6 +75,13 @@ public sealed class Rmsle : BiInputIndicatorBase
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ErrorHelpers.ApplyRollingMeanSqrt(errors, output, period);
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}
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public static (TSeries Results, Rmsle Indicator) Calculate(TSeries actual, TSeries predicted, int period)
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{
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var indicator = new Rmsle(period);
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TSeries results = Batch(actual, predicted, period);
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return (results, indicator);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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private static void ComputeLogSquaredErrors(ReadOnlySpan<double> actual, ReadOnlySpan<double> predicted, Span<double> output)
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{
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@@ -130,4 +137,4 @@ public sealed class Rmsle : BiInputIndicatorBase
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output[i] = logError * logError;
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}
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}
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}
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}
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