Multiple R-Squared

Description

Coefficient of determination R2

Usage

R2(Y, Ypred)

Arguments

Value

R2=1-SSE/SST

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))

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
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'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(DiceEval)
Loading required package: DiceKriging
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/DiceEval/R2.Rd_%03d_medium.png", width=480, height=480)
> ### Name: R2
> ### Title: Multiple R-Squared
> ### Aliases: R2
> ### Keywords: models
> 
> ### ** Examples
> 
> X	<- seq(-1,1,0.1)
> Y	<- 3*X + rnorm(length(X),0,0.5)
> Ypred	<- 3*X
> print(R2(Y,Ypred))
[1] 0.9596606
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>