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@ -34,15 +34,28 @@ namespace MathNet.Numerics |
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public static class GoodnessOfFit |
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{ |
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/// <summary>
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/// Calculated the R-Squared value given modelled and observed values
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/// Calculated the R-Squared value, also known as coefficient of determination,
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/// given modelled and observed values
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/// </summary>
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/// <param name="modelledValues">The values expected from the modelled</param>
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/// <param name="observedValues">The actual data set values obtained</param>
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/// <returns></returns>
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/// <returns>Squared Person product-momentum correlation coefficient.</returns>
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public static double RSquared(IEnumerable<double> modelledValues, IEnumerable<double> observedValues) |
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{ |
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var corr = Correlation.Pearson(modelledValues, observedValues); |
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return corr * corr; |
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} |
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/// <summary>
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/// Calculated the R value, also known as linear correlation coefficient,
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/// given modelled and observed values
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/// </summary>
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/// <param name="modelledValues">The values expected from the modelled</param>
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/// <param name="observedValues">The actual data set values obtained</param>
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/// <returns>Person product-momentum correlation coefficient.</returns>
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public static double R(IEnumerable<double> modelledValues, IEnumerable<double> observedValues) |
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{ |
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return Correlation.Pearson(modelledValues, observedValues); |
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} |
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} |
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} |
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