R_squared: R squared

In EQRN: Extreme Quantile Regression Neural Networks for Risk Forecasting

R squared

Description

The coefficient of determination, often called R squared, is the proportion of data variance explained by the predictions.

Usage

R_squared(y, y_hat, na.rm = FALSE)

Arguments

y	Vector of observations or ground-truths.
y_hat	Vector of predictions.
na.rm	A logical value indicating whether NA values should be stripped before the computation proceeds.

Value

The R squared of the predictions y_hat for y.

Examples

R_squared(c(2.3, 4.2, 1.8), c(2.2, 4.6, 1.7))

EQRN documentation built on April 4, 2025, 12:45 a.m.