r_squared Function

public function r_squared(x, xm, err) result(rst)

Computes the R-squared value for a data set.

The R-squared value is computed by determining the sum of the squares of the residuals: $$SS_{res} = \Sigma \left( y_i - f_i \right)^2$$ The total sum of the squares: $$SS_{tot} = \Sigma \left( y_i - \bar{y} \right)^2$$ . The R-squared value is then: $$R^2 = 1 - \frac{SS_{res}}{SS_{tot}}$$ .

See Also:

• Wikipedia

Arguments

Type	Intent	Optional	Attributes		Name
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.
class(errors),	intent(inout),	optional,	target	::	err	A mechanism for communicating errors and warnings to the caller. Possible warning and error codes are as follows. - FS_NO_ERROR: No errors encountered. - FS_ARRAY_SIZE_ERROR: Occurs if x and xm are not the same size.

Return Value real(kind=real64)

The result.

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