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.
This commit is contained in:
Miha Kralj
2025-12-31 23:39:47 -08:00
parent 11f4ec2497
commit d493bfd42f
175 changed files with 11977 additions and 897 deletions
+16 -16
View File
@@ -14,10 +14,10 @@ The function `log(cosh(x))` has remarkable properties: for small x, it approxima
### Properties
- **Smooth everywhere**: Infinitely differentiable
- **Non-negative**: Always ≥ 0, with 0 for perfect prediction
- **Robust**: Large errors grow linearly, not quadratically
- **Convex**: Guarantees a unique minimum for optimization
* **Smooth everywhere**: Infinitely differentiable
* **Non-negative**: Always ≥ 0, with 0 for perfect prediction
* **Robust**: Large errors grow linearly, not quadratically
* **Convex**: Guarantees a unique minimum for optimization
## Mathematical Foundation
@@ -28,9 +28,9 @@ For each observation, compute:
$$e_i = \log(\cosh(y_i - \hat{y}_i))$$
Where:
- $y_i$ = actual value
- $\hat{y}_i$ = predicted value
- $\cosh(x) = \frac{e^x + e^{-x}}{2}$
* $y_i$ = actual value
* $\hat{y}_i$ = predicted value
* $\cosh(x) = \frac{e^x + e^{-x}}{2}$
### 2. Approximations
@@ -131,15 +131,15 @@ For large errors, Log-Cosh grows approximately linearly (like L1), avoiding the
## Edge Cases
- **Perfect Predictions**: Returns exactly 0 (log(cosh(0)) = log(1) = 0)
- **NaN Handling**: Uses last valid value substitution
- **Single Input**: Not supported (requires two series)
- **Period = 1**: Returns current log-cosh error
- **Large Errors**: Numerically stable via cosh implementation
* **Perfect Predictions**: Returns exactly 0 (log(cosh(0)) = log(1) = 0)
* **NaN Handling**: Uses last valid value substitution
* **Single Input**: Not supported (requires two series)
* **Period = 1**: Returns current log-cosh error
* **Large Errors**: Numerically stable via cosh implementation
## Related Indicators
- [MAE](../mae/Mae.md) - Mean Absolute Error (pure L1)
- [MSE](../mse/Mse.md) - Mean Squared Error (pure L2)
- [Huber](../huber/Huber.md) - Huber Loss (piecewise L1/L2)
- [PseudoHuber](../pseudohuber/PseudoHuber.md) - Smooth Huber approximation
* [MAE](../mae/Mae.md) - Mean Absolute Error (pure L1)
* [MSE](../mse/Mse.md) - Mean Squared Error (pure L2)
* [Huber](../huber/Huber.md) - Huber Loss (piecewise L1/L2)
* [PseudoHuber](../pseudohuber/PseudoHuber.md) - Smooth Huber approximation