method

fit_error

v1_9_3_125 - Show latest stable - Class: MiniTest::Unit::TestCase

fit_error(xys)

public

Takes an array of x/y pairs and calculates the general R^2 value.

See: http://en.wikipedia.org/wiki/Coefficient_of_determination

# File lib/minitest/benchmark.rb, line 210
    def fit_error xys
      y_bar  = sigma(xys) { |x, y| y } / xys.size.to_f
      ss_tot = sigma(xys) { |x, y| (y    - y_bar) ** 2 }
      ss_err = sigma(xys) { |x, y| (yield(x) - y) ** 2 }

      1 - (ss_err / ss_tot)
    end

fit_error

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