EXPVAR {measures}

Explained variance

Description

Similar to RSQ (R-squared). Defined as explained_sum_of_squares / total_sum_of_squares.

Usage

EXPVAR(truth, response)

Arguments

truth

[numeric] vector of true values

response

[numeric] vector of predicted values

Examples

n = 20
set.seed(123)
truth = rnorm(n)
response = rnorm(n)
EXPVAR(truth, response)