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eval-metric · v1.0.0
Real or noise? (FDR)
Controls the false-discovery rate across many segment tests so a fluke pattern is never sold as an edge.
Contract
- Input:
- Frame
- Output:
- Frame
- Determinism:
- pure
- Side effects:
- none
- Leakage window:
- 0s
Params (live form)
JSON
{}Citations
- Benjamini & Hochberg 1995, JRSS-B 57(1):289-300