R2 value.
public double R2(TVec Y, TVec YCalc);
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Parameters |
Description |
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Y |
Defines vector of dependant variable. |
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YCalc |
Defines vector of estimated dependant variable values. |
The R2 value, in this case defined by the following equation:
R2 = 1.0 - SumOfSquares(Y-YCalc)/SumOfSquares(Y-Mean(Y))
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There are several ways to calculate R2, all equivalent for a linear model where model includes a constant term, but not equivalent otherwise.
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