Re: computing R-squared with gsl_multifit

[Dirk Eddelbuettel <edd at debian dot org>]

On Wed, Sep 26, 2007 at 04:51:19PM +0100, Brian Gough wrote:
> At Tue, 25 Sep 2007 13:46:28 -0600,
> Patrick Alken wrote:
> >   Computing the value would require adding about 4-5 lines of
> > code and it can be computed at the same time as chisq so there
> > doesn't have to be an extra loop added in.
> 
> Hello,
> 
> I think I'd prefer not to have results passed back through the
> workspace, it's not really part of the design -- a separate function
> is better, as for the correlation coefficient.
> 
> A question: is the formula the same for both weighted and unweighted
> fits?

Yes, as it relates 'explained sum of squares' to 'total sum of
squares', so it just uses residuals, irrespective of whether these
were computed with a unit vector of weights, or with actual weights.

Wikipedia is not a bad start:
http://en.wikipedia.org/wiki/R-squared

Hth, Dirk

-- 
Three out of two people have difficulties with fractions.