|
|
|
@ -37,11 +37,12 @@ namespace MathNet.Numerics |
|
|
|
public static class GoodnessOfFit |
|
|
|
{ |
|
|
|
/// <summary>
|
|
|
|
/// Calculates the R-Squared value, also known as coefficient of determination,
|
|
|
|
/// given modelled and observed values
|
|
|
|
/// Calculates r^2, the square of the sample correlation coefficient between
|
|
|
|
/// the observed outcomes and the observed predictor values.
|
|
|
|
/// Not to be confused with R^2, the coefficient of determination, see <see cref="CoefficientOfDetermination"/>.
|
|
|
|
/// </summary>
|
|
|
|
/// <param name="modelledValues">The values expected from the modelled</param>
|
|
|
|
/// <param name="observedValues">The actual data set values obtained</param>
|
|
|
|
/// <param name="modelledValues">The modelled/predicted values</param>
|
|
|
|
/// <param name="observedValues">The observed/actual values</param>
|
|
|
|
/// <returns>Squared Person product-momentum correlation coefficient.</returns>
|
|
|
|
public static double RSquared(IEnumerable<double> modelledValues, IEnumerable<double> observedValues) |
|
|
|
{ |
|
|
|
@ -50,11 +51,11 @@ namespace MathNet.Numerics |
|
|
|
} |
|
|
|
|
|
|
|
/// <summary>
|
|
|
|
/// Calculates the R value, also known as linear correlation coefficient,
|
|
|
|
/// given modelled and observed values
|
|
|
|
/// Calculates r, the sample correlation coefficient between the observed outcomes
|
|
|
|
/// and the observed predictor values.
|
|
|
|
/// </summary>
|
|
|
|
/// <param name="modelledValues">The values expected from the modelled</param>
|
|
|
|
/// <param name="observedValues">The actual data set values obtained</param>
|
|
|
|
/// <param name="modelledValues">The modelled/predicted values</param>
|
|
|
|
/// <param name="observedValues">The observed/actual values</param>
|
|
|
|
/// <returns>Person product-momentum correlation coefficient.</returns>
|
|
|
|
public static double R(IEnumerable<double> modelledValues, IEnumerable<double> observedValues) |
|
|
|
{ |
|
|
|
|