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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/errors/rmsle/Rmsle.md
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@@ -13,9 +13,7 @@
| **PineScript** | [rmsle.pine](rmsle.pine) |
- Root Mean Squared Logarithmic Error is the square root of MSLE, providing an error metric in log-scale units.
- Parameterized by `period`.
- Output range: $\geq 0$.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- **Similar:** [MSLE](../msle/Msle.md), [RMSE](../rmse/Rmse.md) | **Trading note:** Root Mean Squared Log Error; measures relative error magnitude. Useful for price ratios.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Root Mean Squared Logarithmic Error is the square root of MSLE, providing an error metric in log-scale units. This makes RMSLE more interpretable than MSLE while retaining all its benefits for data spanning multiple orders of magnitude.
@@ -225,4 +223,4 @@ Small absolute values near zero can produce large RMSLE:
* [MSLE](../msle/Msle.md) - Squared version without root
* [RMSE](../rmse/Rmse.md) - Linear-scale root mean squared error
* [MAPE](../mape/Mape.md) - Percentage error without log transform
* [MAPE](../mape/Mape.md) - Percentage error without log transform