%RSQUARED R^2 statistic % % E = RSQUARED(X,W) % E = RSQUARED(X*W) % E = X*W*RSQUARED % % INPUT % X Regression dataset % W Regression mapping % % OUTPUT % E The R^2-statistic % % DESCRIPTION % Compute the R^2 statistic of regression W on dataset X. % % SEE ALSO (PRTools Guide) % TESTR % Copyright: D.M.J. Tax, D.M.J.Tax@37steps.com % Faculty EWI, Delft University of Technology % P.O. Box 5031, 2600 GA Delft, The Netherlands function r2 = rsquared(x,w) if nargin==0 r2 = prmapping(mfilename,'fixed'); return elseif nargin==1 y = gettargets(x); yhat = +x(:,1); meany = mean(y); r2 = (sum((yhat-meany).^2))/(sum((y-meany).^2)); else ismapping(w); istrained(w); r2 = feval(mfilename, x*w); end