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Regress.R2 Method
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R2 value.

Syntax
C#
Visual Basic
public static double R2([In] TVec Y, [In] TVec YCalc);
Parameters
Parameters 
Description 
[In] TVec Y 
Defines vector of dependant variable. 
[In] TVec YCalc 
Defines vector of estimated dependant variable values. 
Returns

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.

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