Metrics (pynance.learn.metrics)

pynance.learn.metrics.mse(predicted, actual)[source]

Mean squared error of predictions.

New in version 0.5.0.

Parameters:

predicted : ndarray

Predictions on which to measure error. May contain a single or multiple column but must match actual in shape.

actual : ndarray

Actual values against which to measure predictions.

Returns:

err : ndarray

Mean squared error of predictions relative to actual values.

pynance.learn.metrics.stderr(predicted, actual)[source]

Standard error of predictions.

New in version 0.5.0.

Parameters:

predicted : ndarray

Predictions on which to measure error. May contain a single or multiple column but must match actual in shape.

actual : ndarray

Actual values against which to measure predictions.

Returns:

err : ndarray

Standard error of predictions relative to actual values.