mathnet-numerics/src/Numerics/GoodnessOfFit.cs

// <copyright file="GoodnessOfFit.cs">
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using System.Collections.Generic;
using MathNet.Numerics.Statistics;

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

        /// <summary>
        /// Calculated the R value, also known as linear correlation coefficient,
        /// given modelled and observed values
        /// </summary>
        /// <param name="modelledValues">The values expected from the modelled</param>
        /// <param name="observedValues">The actual data set values obtained</param>
        /// <returns>Person product-momentum correlation coefficient.</returns>
        public static double R(IEnumerable<double> modelledValues, IEnumerable<double> observedValues)
        {
            return Correlation.Pearson(modelledValues, observedValues);
        }
    }
}