Double R2(TVec Y, TVec YCalc)
R2 value.
| # | Name | Description |
|---|---|---|
| 1 | Y | Defines vector of dependant variable. |
| 2 | YCalc | Defines vector of estimated dependant variable values. |
Returns: Double - The R2 value, in this case defined by the following equation: R2 = 1.0 - SumOfSquares(Y-YCalc)/SumOfSquares(Y-Mean(Y)).
Remarks:
There are several ways to calculate R2, all equivalent for a linear model where model includes a constant term, but not equivalent otherwise.
See Also: Regress.RegressTest