AbstractLSCalculateR2 Method (Vector, Matrix, Vector)

Calculate R2 - Coefficient of determination - goodness-of-fit of the OLS regression metric. Method use specified regression parameters. http://en.wikipedia.org/wiki/Coefficient_of_determination

Namespace: FinMath.LeastSquares
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

Copy

public static double CalculateR2(
	Vector parameters,
	Matrix regressors,
	Vector regressand
)

Parameters

parameters: Type: FinMath.LinearAlgebraVector
Previously computed Least Squares parameters.
regressors: Type: FinMath.LinearAlgebraMatrix
Regressors valuess matrix. Rows of X correspond to observations, columns to variables.
regressand: Type: FinMath.LinearAlgebraVector
Regressand values vector.

Return Value

Type: Double
Vector of calculated residuals.

Reference

AbstractLS Class

CalculateR2 Overload

FinMath.LeastSquares Namespace

AbstractLSAddLanguageSpecificTextSet("LSTF66F2DBE_0?cpp=::|nu=.");CalculateR2 Method (Vector, Matrix, Vector)

Parameters

Return Value

Reference

AbstractLSCalculateR2 Method (Vector, Matrix, Vector)