r2

Computes the Coefficient of Determination, which is the proportion of variance in the dependent variable that is predictable from the independent variable(s), where the best value is 1 and the worst value goes towards -Infinity.

Attention: Available only with Twin Activate commercial edition.

Syntax

Score = r2(targets,predictions)

Inputs

targets
Actual label for each observation.
Type: double
Dimension: vector
predictions
Predicted value for each observation.
Type: double
Dimension: vector

Outputs

Score
Coefficient of determination of the regression model.
Type: double
Dimension: scalar

Example

Usage of r2

targets = [3, -0.5, 2, 7];
predictions = [2.5, 0.0, 2, 8];
score = r2(targets, predictions);
> score
score = 0.948608137