Opened 2 years ago

Closed 2 years ago

#2649 closed enhancement (done)

OnlineNMSECalculator should use population variance instead of sample variance

Reported by: gkronber Owned by: gkronber
Priority: lowest Milestone: HeuristicLab 3.3.15
Component: Problems.DataAnalysis Version: 3.3.14
Keywords: Cc:

Description

Also see #745 and #2628

Change History (8)

comment:1 Changed 2 years ago by gkronber

  • Status changed from new to accepted

comment:2 Changed 2 years ago by gkronber

r14226: adapted OnlineSharpeRatioCalculator and OnlineNormalizedMeanSquaredErrorCalculator to use PopulationVariance instead of Variance (minor difference for vectors with only a few elements).

Last edited 2 years ago by gkronber (previous) (diff)

comment:3 Changed 2 years ago by gkronber

  • Owner changed from gkronber to mkommend
  • Status changed from accepted to reviewing

comment:4 Changed 2 years ago by mkommend

Reviewed r14226.

comment:5 follow-up: Changed 2 years ago by mkommend

  • Owner changed from mkommend to gkronber

r14292: Corrected small mistake in the OnlineMeanAndVarianceCalculator wrt the various error states it provides.

comment:6 in reply to: ↑ 5 Changed 2 years ago by gkronber

  • Status changed from reviewing to readytorelease

Replying to mkommend:

r14292: Corrected small mistake in the OnlineMeanAndVarianceCalculator wrt the various error states it provides.

Thanks. Moving this to ready-to-release.

comment:7 Changed 2 years ago by gkronber

r14303: merged r14226 and r14292 from trunk to stable

comment:8 Changed 2 years ago by gkronber

  • Resolution set to done
  • Status changed from readytorelease to closed
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