Merge branch 'dev'

lib/errors/wrmse/Wrmse.md

@@ -13,9 +13,7 @@
 | **PineScript**   | [wrmse.pine](wrmse.pine)                       |
 
 - WRMSE extends the classic RMSE by incorporating weights for each observation, enabling analysts to emphasize critical data points such as recent ob...
-- Parameterized by `period`.
-- Output range: $\geq 0$.
-- Requires `period` bars of warmup before first valid output (IsHot = true).
+- **Similar:** [RMSE](../rmse/Rmse.md), [WMAPE](../wmape/Wmape.md) | **Trading note:** Weighted RMSE; emphasizes accuracy at specific points. Useful for time-decay weighting.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
 WRMSE extends the classic RMSE by incorporating weights for each observation, enabling analysts to emphasize critical data points such as recent observations, high-volume periods, or specific market regimes. When all weights are equal, WRMSE reduces exactly to RMSE, making it a strict generalization. This implementation uses dual RingBuffers for O(1) streaming updates with periodic resync to manage floating-point drift.
@@ -185,4 +183,4 @@ WRMSE is validated by:
 
 - Aitken, A.C. (1936). "On Least Squares and Linear Combinations of Observations." *Proceedings of the Royal Society of Edinburgh*.
 - Gauss, C.F. (1809). *Theoria Motus Corporum Coelestium*. (Foundation of least squares theory)
-- Greene, W.H. (2012). *Econometric Analysis*. 7th ed. Chapter 9: Generalized Least Squares.
+- Greene, W.H. (2012). *Econometric Analysis*. 7th ed. Chapter 9: Generalized Least Squares.