Function scoreWalkForward

scoreWalkForward(
    returns: ArrayLike<number>,
    windows: readonly Window[],
    horizon: number,
    forecasts: readonly (number | null)[],
    baseline: readonly (number | null)[] | null,
): Validation
QLIKE of the model's forecasts and the baseline's against what the windows realised. baseline null is the naive forecast: the trailing horizon realised variance.
Parameters
- returns: ArrayLike<number>
- windows: readonly Window[]
- horizon: number
- forecasts: readonly (number | null)[]
- baseline: readonly (number | null)[] | null
Returns Validation
- Defined in src/validation.ts:195