MultivariateLinearRegressionCoefficientOfDetermination Method (Double, Double, Boolean) |
Namespace: Accord.Statistics.Models.Regression.Linear
public double[] CoefficientOfDetermination( double[][] inputs, double[][] outputs, bool adjust )
The coefficient of determination is used in the context of statistical models whose main purpose is the prediction of future outcomes on the basis of other related information. It is the proportion of variability in a data set that is accounted for by the statistical model. It provides a measure of how well future outcomes are likely to be predicted by the model.
The R² coefficient of determination is a statistical measure of how well the regression line approximates the real data points. An R² of 1.0 indicates that the regression line perfectly fits the data.