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Refactor documentation for various filters and indicators to enhance clarity and consistency
- Updated Bessel, Bilateral, Blma, Butter, Conv, Ema, Kama, LSMA, MAMA, MGDI, SSF, USF, ATR, ADL, and ADOSC documentation to use bullet points for key concepts and features. - Added a new Qodana configuration file for code analysis. - Removed coverage configuration from Quantower.Tests.csproj to streamline testing setup.
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@@ -14,10 +14,10 @@ The function `log(cosh(x))` has remarkable properties: for small x, it approxima
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### Properties
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- **Smooth everywhere**: Infinitely differentiable
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- **Non-negative**: Always ≥ 0, with 0 for perfect prediction
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- **Robust**: Large errors grow linearly, not quadratically
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- **Convex**: Guarantees a unique minimum for optimization
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* **Smooth everywhere**: Infinitely differentiable
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* **Non-negative**: Always ≥ 0, with 0 for perfect prediction
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* **Robust**: Large errors grow linearly, not quadratically
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* **Convex**: Guarantees a unique minimum for optimization
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## Mathematical Foundation
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@@ -28,9 +28,9 @@ For each observation, compute:
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$$e_i = \log(\cosh(y_i - \hat{y}_i))$$
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Where:
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- $y_i$ = actual value
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- $\hat{y}_i$ = predicted value
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- $\cosh(x) = \frac{e^x + e^{-x}}{2}$
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* $y_i$ = actual value
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* $\hat{y}_i$ = predicted value
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* $\cosh(x) = \frac{e^x + e^{-x}}{2}$
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### 2. Approximations
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@@ -131,15 +131,15 @@ For large errors, Log-Cosh grows approximately linearly (like L1), avoiding the
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## Edge Cases
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- **Perfect Predictions**: Returns exactly 0 (log(cosh(0)) = log(1) = 0)
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- **NaN Handling**: Uses last valid value substitution
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- **Single Input**: Not supported (requires two series)
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- **Period = 1**: Returns current log-cosh error
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- **Large Errors**: Numerically stable via cosh implementation
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* **Perfect Predictions**: Returns exactly 0 (log(cosh(0)) = log(1) = 0)
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* **NaN Handling**: Uses last valid value substitution
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* **Single Input**: Not supported (requires two series)
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* **Period = 1**: Returns current log-cosh error
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* **Large Errors**: Numerically stable via cosh implementation
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## Related Indicators
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- [MAE](../mae/Mae.md) - Mean Absolute Error (pure L1)
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- [MSE](../mse/Mse.md) - Mean Squared Error (pure L2)
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- [Huber](../huber/Huber.md) - Huber Loss (piecewise L1/L2)
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- [PseudoHuber](../pseudohuber/PseudoHuber.md) - Smooth Huber approximation
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* [MAE](../mae/Mae.md) - Mean Absolute Error (pure L1)
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* [MSE](../mse/Mse.md) - Mean Squared Error (pure L2)
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* [Huber](../huber/Huber.md) - Huber Loss (piecewise L1/L2)
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* [PseudoHuber](../pseudohuber/PseudoHuber.md) - Smooth Huber approximation
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