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Performance metrics for evaluating learning algorithms and prediction models. Includes subsampling confidence intervals

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invenia/Metrics.jl

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Metrics

Why does this package exist:

The purpose of Metrics is to provide a one-stop-shop for a variety of functions we might use when assessing

  • Forecasters
  • Financial returns
  • Comparing models

As we uncover more use cases for new metrics, they should be added to this package under a new category if necessary.

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Performance metrics for evaluating learning algorithms and prediction models. Includes subsampling confidence intervals

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