QuanTAlib/lib/errors/_index.md

Errors

Error metrics and performance indicators for model/strategy evaluation.

Indicator	Full Name	Description
DIRTY	Dirty Data Detection
HUBER	Huber Loss
MAE	Mean Absolute Error
MAPD	Mean Absolute Percentage Difference
MAPE	Mean Absolute Percentage Error
MASE	Mean Absolute Scaled Error
ME	Mean Error
MPE	Mean Percentage Error
MSE	Mean Squared Error
MSLE	Mean Squared Logarithmic Error
RAE	Relative Absolute Error
RMSE	Root Mean Squared Error
RMSLE	Root Mean Squared Logarithmic Error
RSE	Relative Squared Error
RSQUARED	R-Squared
SMAPE	Symmetric Mean Absolute Percentage Error