quantlab.model.evaluation ========================= .. automodule:: quantlab.model.evaluation :no-members: .. rubric:: Classes .. autosummary:: :toctree: :nosignatures: Segments .. rubric:: Functions .. autosummary:: :toctree: :nosignatures: cross_sectional_ic cross_sectional_ic_series cross_sectional_rank_ic cross_sectional_rank_ic_series evaluate ic_panel_metrics information_ratio mae mse r2 rank_autocorrelation_series regression_panel_metrics rmse scores_volatility_level volatility_level_metrics