"""quantalib errors indicators. Auto-generated — DO NOT EDIT. """ from __future__ import annotations from ._helpers import _arr, _ptr, _out, _wrap, _wrap_multi, _check, _lib __all__ = [ "huber", "logcosh", "maape", "mapd", "mase", "mdae", "mdape", "me", "mpe", "mrae", "msle", "pseudohuber", "quantileloss", "rae", "rmsle", "rse", "rsquared", "smape", "theilu", "tukeybiweight", "wmape", "wrmse", "mse", "rmse", "mae", "mape", ] def huber(actual: object, predicted: object, period: int = 14, delta: float = 1.35, offset: int = 0, **kwargs) -> object: """Huber Loss.""" period = int(period) delta = float(delta) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_huber(_ptr(a), _ptr(p), _ptr(output), n, period, delta)) return _wrap(output, idx, f"HUBER_{period}", "errors", offset) def logcosh(actual: object, predicted: object, period: int = 14, offset: int = 0, **kwargs) -> object: """Log-Cosh Loss.""" period = int(period) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_logcosh(_ptr(a), _ptr(p), _ptr(output), n, period)) return _wrap(output, idx, f"LOGCOSH_{period}", "errors", offset) def maape(actual: object, predicted: object, period: int = 14, offset: int = 0, **kwargs) -> object: """Mean Arctangent Absolute Percentage Error.""" period = int(period) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_maape(_ptr(a), _ptr(p), _ptr(output), n, period)) return _wrap(output, idx, f"MAAPE_{period}", "errors", offset) def mapd(actual: object, predicted: object, period: int = 14, offset: int = 0, **kwargs) -> object: """Mean Absolute Percentage Deviation.""" period = int(period) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_mapd(_ptr(a), _ptr(p), _ptr(output), n, period)) return _wrap(output, idx, f"MAPD_{period}", "errors", offset) def mase(actual: object, predicted: object, period: int = 14, offset: int = 0, **kwargs) -> object: """Mean Absolute Scaled Error.""" period = int(period) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_mase(_ptr(a), _ptr(p), _ptr(output), n, period)) return _wrap(output, idx, f"MASE_{period}", "errors", offset) def mdae(actual: object, predicted: object, period: int = 14, offset: int = 0, **kwargs) -> object: """Median Absolute Error.""" period = int(period) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_mdae(_ptr(a), _ptr(p), _ptr(output), n, period)) return _wrap(output, idx, f"MDAE_{period}", "errors", offset) def mdape(actual: object, predicted: object, period: int = 14, offset: int = 0, **kwargs) -> object: """Median Absolute Percentage Error.""" period = int(period) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_mdape(_ptr(a), _ptr(p), _ptr(output), n, period)) return _wrap(output, idx, f"MDAPE_{period}", "errors", offset) def me(actual: object, predicted: object, period: int = 14, offset: int = 0, **kwargs) -> object: """Mean Error.""" period = int(period) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_me(_ptr(a), _ptr(p), _ptr(output), n, period)) return _wrap(output, idx, f"ME_{period}", "errors", offset) def mpe(actual: object, predicted: object, period: int = 14, offset: int = 0, **kwargs) -> object: """Mean Percentage Error.""" period = int(period) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_mpe(_ptr(a), _ptr(p), _ptr(output), n, period)) return _wrap(output, idx, f"MPE_{period}", "errors", offset) def mrae(actual: object, predicted: object, period: int = 14, offset: int = 0, **kwargs) -> object: """Mean Relative Absolute Error.""" period = int(period) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_mrae(_ptr(a), _ptr(p), _ptr(output), n, period)) return _wrap(output, idx, f"MRAE_{period}", "errors", offset) def msle(actual: object, predicted: object, period: int = 14, offset: int = 0, **kwargs) -> object: """Mean Squared Logarithmic Error.""" period = int(period) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_msle(_ptr(a), _ptr(p), _ptr(output), n, period)) return _wrap(output, idx, f"MSLE_{period}", "errors", offset) def pseudohuber(actual: object, predicted: object, period: int = 14, delta: float = 1.35, offset: int = 0, **kwargs) -> object: """Pseudo-Huber Loss.""" period = int(period) delta = float(delta) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_pseudohuber(_ptr(a), _ptr(p), _ptr(output), n, period, delta)) return _wrap(output, idx, f"PSEUDOHUBER_{period}", "errors", offset) def quantileloss(actual: object, predicted: object, period: int = 14, quantile: float = 0.5, offset: int = 0, **kwargs) -> object: """Quantile Loss (Pinball Loss).""" period = int(period) quantile = float(quantile) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_quantileloss(_ptr(a), _ptr(p), _ptr(output), n, period, quantile)) return _wrap(output, idx, f"QUANTILELOSS_{period}", "errors", offset) def rae(actual: object, predicted: object, period: int = 14, offset: int = 0, **kwargs) -> object: """Relative Absolute Error.""" period = int(period) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_rae(_ptr(a), _ptr(p), _ptr(output), n, period)) return _wrap(output, idx, f"RAE_{period}", "errors", offset) def rmsle(actual: object, predicted: object, period: int = 14, offset: int = 0, **kwargs) -> object: """Root Mean Squared Logarithmic Error.""" period = int(period) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_rmsle(_ptr(a), _ptr(p), _ptr(output), n, period)) return _wrap(output, idx, f"RMSLE_{period}", "errors", offset) def rse(actual: object, predicted: object, period: int = 14, offset: int = 0, **kwargs) -> object: """Relative Squared Error.""" period = int(period) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_rse(_ptr(a), _ptr(p), _ptr(output), n, period)) return _wrap(output, idx, f"RSE_{period}", "errors", offset) def rsquared(actual: object, predicted: object, period: int = 14, offset: int = 0, **kwargs) -> object: """R-Squared (Coefficient of Determination).""" period = int(period) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_rsquared(_ptr(a), _ptr(p), _ptr(output), n, period)) return _wrap(output, idx, f"RSQUARED_{period}", "errors", offset) def smape(actual: object, predicted: object, period: int = 14, offset: int = 0, **kwargs) -> object: """Symmetric Mean Absolute Percentage Error.""" period = int(period) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_smape(_ptr(a), _ptr(p), _ptr(output), n, period)) return _wrap(output, idx, f"SMAPE_{period}", "errors", offset) def theilu(actual: object, predicted: object, period: int = 14, offset: int = 0, **kwargs) -> object: """Theil U Statistic (Error).""" period = int(period) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_theilu(_ptr(a), _ptr(p), _ptr(output), n, period)) return _wrap(output, idx, f"THEILU_{period}", "errors", offset) def tukeybiweight(actual: object, predicted: object, period: int = 14, c: float = 4.685, offset: int = 0, **kwargs) -> object: """Tukey Biweight Loss.""" period = int(period) c = float(c) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_tukeybiweight(_ptr(a), _ptr(p), _ptr(output), n, period, c)) return _wrap(output, idx, f"TUKEYBIWEIGHT_{period}", "errors", offset) def wmape(actual: object, predicted: object, period: int = 14, offset: int = 0, **kwargs) -> object: """Weighted Mean Absolute Percentage Error.""" period = int(period) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_wmape(_ptr(a), _ptr(p), _ptr(output), n, period)) return _wrap(output, idx, f"WMAPE_{period}", "errors", offset) def wrmse(actual: object, predicted: object, period: int = 14, offset: int = 0, **kwargs) -> object: """Weighted Root Mean Squared Error.""" period = int(period) offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a) output = _out(n) _check(_lib.qtl_wrmse(_ptr(a), _ptr(p), _ptr(output), n, period)) return _wrap(output, idx, f"WRMSE_{period}", "errors", offset) def mse(actual: object, predicted: object, length: int = 20, offset: int = 0, **kwargs) -> object: """Mean Squared Error.""" length = int(length); offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a); dst = _out(n) _check(_lib.qtl_mse(_ptr(a), _ptr(p), n, _ptr(dst), length)) return _wrap(dst, idx, f"MSE_{length}", "errors", offset) def rmse(actual: object, predicted: object, length: int = 20, offset: int = 0, **kwargs) -> object: """Root Mean Squared Error.""" length = int(length); offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a); dst = _out(n) _check(_lib.qtl_rmse(_ptr(a), _ptr(p), n, _ptr(dst), length)) return _wrap(dst, idx, f"RMSE_{length}", "errors", offset) def mae(actual: object, predicted: object, length: int = 20, offset: int = 0, **kwargs) -> object: """Mean Absolute Error.""" length = int(length); offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a); dst = _out(n) _check(_lib.qtl_mae(_ptr(a), _ptr(p), n, _ptr(dst), length)) return _wrap(dst, idx, f"MAE_{length}", "errors", offset) def mape(actual: object, predicted: object, length: int = 20, offset: int = 0, **kwargs) -> object: """Mean Absolute Percentage Error.""" length = int(length); offset = int(offset) a, idx = _arr(actual); p, _ = _arr(predicted) n = len(a); dst = _out(n) _check(_lib.qtl_mape(_ptr(a), _ptr(p), n, _ptr(dst), length)) return _wrap(dst, idx, f"MAPE_{length}", "errors", offset)