CARRIER-project / verticox

Apache License 2.0
2 stars 0 forks source link

Add additional performance metrics #160

Closed dsmits closed 10 months ago

dsmits commented 10 months ago

The original paper has a couple of performance metrics where the output is compared to its central counterpart.

dsmits commented 10 months ago

The maximum difference ratio as described in the paper is confusing. It doesn't take the maximum but is described as

$\sum_{m=1}^{M} \left| \hat{\beta}(m) - \beta(m) \right| /\beta(m)$

I can't find an official definition of MDR so I might skip that one