var_explained: Sum-of-squares values showing what portion of variance in...
In cocoreg: Extract Shared Variation in Collections of Data Sets Using Regression Models
Description
Usage
Arguments
Value
Description
Computation as in:
http://en.wikipedia.org/wiki/Fraction_of_variance_unexplained
ss_est becomes zero if dvec_est equals dvec_0=rep(mean(dvec),length(dvec)).
If dvec_est is better estimate than dvec_0, R2 is positive.
If dvec_est is worse than dvec_0, R2 is negative.
Usage
1
var_explained(dvec, dvec_est)
Arguments
dvec
[1,m] numeric, data vector
dvec_est
[1,m] numeric, data vector, an estimate of dvec
Value
A list with elements:
ss_tot:
Sum of squares in dvec
ss_est:
Sum of squares in dvec_est
ss_err:
Sum of squares of dvec - dvec_est
R2:
Percentage of variance explained i.e. 1 - ss_err/ss_tot
cocoreg documentation built on May 2, 2019, 6:48 a.m.
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Description Usage Arguments Value
Description
Computation as in: http://en.wikipedia.org/wiki/Fraction_of_variance_unexplained
ss_est becomes zero if dvec_est equals dvec_0=rep(mean(dvec),length(dvec)). If dvec_est is better estimate than dvec_0, R2 is positive. If dvec_est is worse than dvec_0, R2 is negative.
Usage
1 | var_explained(dvec, dvec_est)
|
Arguments
dvec |
[1,m] numeric, data vector |
dvec_est |
[1,m] numeric, data vector, an estimate of dvec |
Value
A list with elements:
ss_tot: |
Sum of squares in dvec |
ss_est: |
Sum of squares in dvec_est |
ss_err: |
Sum of squares of dvec - dvec_est |
R2: |
Percentage of variance explained i.e. 1 - ss_err/ss_tot |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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