adjusted_r_squared Function

public pure function adjusted_r_squared(p, x, xm) result(rst)

Computes the adjusted R-squared value for a data set.

The adjusted R-squared provides a mechanism for tempering the effects of extra explanatory variables on the traditional R-squared calculation. It is computed by noting the sample size $n$ and the number of variables $p$. $$\bar{R}^2 = 1 - \left( 1 - R^2 \right) \frac{n - 1}{n - p}$$ .

See Also:

• Wikipedia

Arguments

Type	Intent	Optional	Attributes		Name
integer(kind=int32),	intent(in)			::	p	The number of variables.
real(kind=real64),	intent(in)			::	x(:)	An N-element array containing the dependent variables from the data set.
real(kind=real64),	intent(in)			::	xm(:)	An N-element array containing the corresponding modeled values.

Return Value real(kind=real64)

The result.