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functional_msle

Function functional_msle 

Source
pub fn functional_msle(
    y_true: &FdMatrix,
    y_pred: &FdMatrix,
    argvals: &[f64],
) -> Result<f64, FdarError>
Expand description

Functional Mean Squared Logarithmic Error integrated over argvals.

Computes functional_msle = (1/n) * sum_i ∫ (ln(1+y_true_i(t)) - ln(1+y_pred_i(t)))^2 dt where the integral is approximated by Simpson’s rule over argvals.

MSLE is designed for non-negative targets (e.g. counts, prices). Applying it to values below -1 yields undefined logarithms.

§Errors