ADR-112 D6 — EstimationBacktestMetrics (MdAPE / hit-rate / biais)
|
100%
successful |
Tests
| Test | Method name | Duration | Result |
|---|---|---|---|
| hit-rate = fraction des réels dans la fourchette (calibration) | hitRate() | 0s | passed |
| hitRateScaled — élargir la fourchette augmente la couverture | hitRateScaled() | 0s | passed |
| MdAPE = médiane des erreurs absolues relatives | mdape() | 0s | passed |
| biais médian signé — 0 si symétrique, positif si sur-estimation | signedBias() | 0s | passed |
| vide = null() | vide = null() | 0.001s | passed |