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The documentation of the r_mae_highest metric reads:
openstef.metrics.metrics.r_mae_highest(realised, forecast, percentile=0.95)
Function that calculates the relative mean absolute error for the 5 percent highest realised values.
The range is based on the load range of the previous two weeks.
The default argument for the percentile seems to be inconsistent with the documentation and should be 95 instead of 0.95 to compute the error for the highest 5 percent of realised values (numpy and pandas interpret the percentile argument differently) .
In addition I believe the sentence "The range is based on the load range of the previous two weeks." to be confusing and no longer up to date with the code.
The text was updated successfully, but these errors were encountered:
The documentation of the r_mae_highest metric reads:
The default argument for the percentile seems to be inconsistent with the documentation and should be 95 instead of 0.95 to compute the error for the highest 5 percent of realised values (numpy and pandas interpret the percentile argument differently) .
In addition I believe the sentence "The range is based on the load range of the previous two weeks." to be confusing and no longer up to date with the code.
The text was updated successfully, but these errors were encountered: