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
+13 -13
View File
@@ -12,16 +12,16 @@ MSE is fundamental to least-squares regression, dating back to Gauss and Legendr
MSE squares each error before averaging, which has significant implications:
- Large errors contribute disproportionately to the metric
- The quadratic penalty creates a smooth, differentiable loss surface
- Optimal for normally distributed errors
* Large errors contribute disproportionately to the metric
* The quadratic penalty creates a smooth, differentiable loss surface
* Optimal for normally distributed errors
### Properties
- **Non-negative**: MSE ≥ 0, with 0 indicating perfect prediction
- **Squared units**: If data is in dollars, MSE is in dollars²
- **Outlier sensitive**: Single large error dominates the metric
- **Differentiable**: Smooth gradient for optimization algorithms
* **Non-negative**: MSE ≥ 0, with 0 indicating perfect prediction
* **Squared units**: If data is in dollars, MSE is in dollars²
* **Outlier sensitive**: Single large error dominates the metric
* **Differentiable**: Smooth gradient for optimization algorithms
## Mathematical Foundation
@@ -101,12 +101,12 @@ RMSE has the advantage of being in the same units as the original data.
## Edge Cases
- **Identical Values**: Returns 0 when actual equals predicted
- **NaN Handling**: Uses last valid value substitution
- **Large Errors**: Can produce very large values due to squaring
* **Identical Values**: Returns 0 when actual equals predicted
* **NaN Handling**: Uses last valid value substitution
* **Large Errors**: Can produce very large values due to squaring
## Related Indicators
- [MAE](../mae/Mae.md) - Mean Absolute Error (robust to outliers)
- [RMSE](../rmse/Rmse.md) - Root Mean Squared Error (same units as data)
- [Huber](../huber/Huber.md) - Combines MSE and MAE benefits
* [MAE](../mae/Mae.md) - Mean Absolute Error (robust to outliers)
* [RMSE](../rmse/Rmse.md) - Root Mean Squared Error (same units as data)
* [Huber](../huber/Huber.md) - Combines MSE and MAE benefits