Model diagnostics and goodness-of-fit metrics.
| Type | Visibility | Attributes | Name | Initial | |||
|---|---|---|---|---|---|---|---|
| real(kind=real64), | public | :: | f_p_value |
P-value for the overall F-statistic. |
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| real(kind=real64), | public | :: | f_statistic |
Overall F-statistic for the model. |
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| real(kind=real64), | public | :: | mean_response |
Mean of the response variable. |
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| integer(kind=int32), | public | :: | n_observations |
Number of observations. |
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| integer(kind=int32), | public | :: | n_parameters |
Number of model parameters (including intercept). |
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| real(kind=real64), | public | :: | r_squared |
The coefficient of determination (R²), range [0, 1]. |
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| real(kind=real64), | public | :: | r_squared_adjusted |
The adjusted R² accounting for model complexity. |
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| real(kind=real64), | public | :: | residual_std_error |
Residual standard error (standard deviation of residuals). |
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| real(kind=real64), | public | :: | rmse |
Root mean square error. |