rsquare

calculate rsquare from data y and estimate yhat

Description

Simple function to calculate the r square of a dataset y (vector or matrix form) and the corresponding estimates yhat calculated using a regression.
Uses r2 = 1 - SSe/SSt
Input can contain NaNs.

• MATLAB release: MATLAB 7.3 (R2006b)

[baldo giovane]

 

[Daithi O'hEachach]

Does the job.

[Petteri T]

sum( (y-yhat).^2) could be replaced with (y-what)' * (y-what) for speedup as suggested there: http://www.mathworks.nl/matlabcentral/newsreader/view_thread/168821

[MIKICAT Mikawer]

Works fine!!! Thanx ;)

[fuaada mohd siam]

Thanks for sharing!

[Ana Brasio]

Thank you Felix Hebeler and
 Petteri T for your work and suggestions.