Multivariate goodness-of-fit?

Does MatLab/MathWorks support procedure(s) to assess goodness-of-fit for simulation models producing outputs of multiple types?

Answer 1

[prabhat kumar sharma]

Hi William,

Parametric Models and Goodness-of-Fit Statistics: https://www.mathworks.com/help/curvefit/evaluating-goodness-of-fit.html

Using the Curve Fitting Toolbox

The Curve Fitting Toolbox in MATLAB simplifies the process of fitting models to data and evaluating their goodness-of-fit. Here's a basic workflow:

1. Fit a Model to Your Data: Use functions like fit to fit a curve or surface to your data.
2. Evaluate the Fit: Use the goodnessOfFit function or access properties of the fitted model object to obtain R-squared, adjusted R-squared, RMSE, and SSE.
3. Visualize the Fit: Utilize plotting functions to create visualizations that can help in assessing the fit.

Visualizations for Goodness-of-Fit:

• Plot of Residual
• Fit Plot
• Prediction Bounds

I hope it helps!