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Miha Kralj
2026-01-25 16:01:45 -08:00
parent 2836f253c4
commit e59665c8f0
399 changed files with 6892 additions and 1323 deletions
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lib/errors/mpe/Mpe.cs
+37 -6
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@@ -64,7 +64,10 @@ public sealed class Mpe : BiInputIndicatorBase
ValidateBatchInputs(actual, predicted, output, period);
int len = actual.Length;
if (len == 0) return;
if (len == 0)
{
return;
}
const int StackAllocThreshold = 256;
Span<double> errors = len <= StackAllocThreshold
@@ -82,17 +85,45 @@ public sealed class Mpe : BiInputIndicatorBase
double lastValidActual = 1.0, lastValidPredicted = 0;
for (int i = 0; i < len; i++)
if (double.IsFinite(actual[i]) && Math.Abs(actual[i]) >= Epsilon) { lastValidActual = actual[i]; break; }
{
if (double.IsFinite(actual[i]) && Math.Abs(actual[i]) >= Epsilon)
{
lastValidActual = actual[i];
break;
}
}
for (int i = 0; i < len; i++)
if (double.IsFinite(predicted[i])) { lastValidPredicted = predicted[i]; break; }
{
if (double.IsFinite(predicted[i]))
{
lastValidPredicted = predicted[i];
break;
}
}
for (int i = 0; i < len; i++)
{
double act = actual[i];
double pred = predicted[i];
if (double.IsFinite(act) && Math.Abs(act) >= Epsilon) lastValidActual = act; else act = lastValidActual;
if (double.IsFinite(pred)) lastValidPredicted = pred; else pred = lastValidPredicted;
if (double.IsFinite(act) && Math.Abs(act) >= Epsilon)
{
lastValidActual = act;
}
else
{
act = lastValidActual;
}
if (double.IsFinite(pred))
{
lastValidPredicted = pred;
}
else
{
pred = lastValidPredicted;
}
// Use signed epsilon to preserve the original sign when actual is near zero
double divisor;
@@ -108,4 +139,4 @@ public sealed class Mpe : BiInputIndicatorBase
output[i] = 100.0 * (act - pred) / divisor;
}
}
}
}