R-Squared

Description

This generic function calculates the squared multiple correlation, or 'proportion variance explained', according to the formula

R^2 = 1 - SS(obj)/SS(tot)

, where SS(obj) = sum (y - pred(y))^2 is the squared error of predictions pred(y), and SS(tot) = sum (y - mean(y))^2 the total sum of squares.

Usage

1
Rsq(object, ...)

Arguments

object

An object of a suitable class for the R-Squared to be calculated - an object with a predict method, and if y is missing, a slot y.

...

Some methods for this generic function accept an argument y, providing the observed data. At present, no other additional arguments are used

Value

Returns a numeric value with the corresponding R-Squared.

Author(s)

Maarten Speekenbrink