mirror of
https://github.com/mihakralj/QuanTAlib.git
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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 @@ MRAE divides each absolute error by the actual value, providing context for the
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### Properties
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- **Scale-independent**: Comparable across different data magnitudes
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- **Non-negative**: MRAE ≥ 0, with 0 indicating perfect prediction
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- **Interpretable**: A value of 0.1 means 10% average relative error
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- **Denominator sensitivity**: Undefined when actual values are zero (handled via substitution)
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* **Scale-independent**: Comparable across different data magnitudes
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* **Non-negative**: MRAE ≥ 0, with 0 indicating perfect prediction
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* **Interpretable**: A value of 0.1 means 10% average relative error
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* **Denominator sensitivity**: Undefined when actual values are zero (handled via substitution)
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## Mathematical Foundation
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@@ -28,8 +28,8 @@ For each observation, calculate the relative error:
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$$e_i = \frac{|y_i - \hat{y}_i|}{|y_i|}$$
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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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* $y_i$ = actual value
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* $\hat{y}_i$ = predicted value
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### 2. Mean Calculation
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@@ -114,13 +114,13 @@ Mrae.Batch(actualSpan, predictedSpan, outputSpan, period: 20);
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## Edge Cases
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- **Zero Actual Values**: Substitutes with small epsilon (1e-10) to avoid division by zero
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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 relative absolute error
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* **Zero Actual Values**: Substitutes with small epsilon (1e-10) to avoid division by zero
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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 relative absolute error
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## Related Indicators
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- [MAE](../mae/Mae.md) - Mean Absolute Error (non-relative)
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- [MAPE](../mape/Mape.md) - Mean Absolute Percentage Error
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- [SMAPE](../smape/Smape.md) - Symmetric Mean Absolute Percentage Error
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* [MAE](../mae/Mae.md) - Mean Absolute Error (non-relative)
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* [MAPE](../mape/Mape.md) - Mean Absolute Percentage Error
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* [SMAPE](../smape/Smape.md) - Symmetric Mean Absolute Percentage Error
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