R2 function

Multiple R-Squared

Coefficient of determination $R2$

R2(Y, Ypred)

Arguments

• Y: a real vector with the values of the output
• Ypred: a real vector with the predicted values at the same inputs

Returns

where $SST= (Y(x1) - Ypred(x1) )^2+...+(Y(xn) - Ypred(xn) )^2$ is the residual sum of squares

and $SST= (Y(x_{1}) - mean(Y) )^2+...+(Y(x_{n}) - mean(Y) )^2$ is the total sum of squares.

Note that the order of the input argument is important.

Author(s)

D. Dupuy

Examples

X       <- seq(-1,1,0.1)
Y       <- 3*X + rnorm(length(X),0,0.5)
Ypred   <- 3*X
print(R2(Y,Ypred))