added rSquared calculation

covartech · Jan 12, 2018 · 047ed09 · 047ed09
1 parent 3fc1402
commit 047ed09
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Showing 2 changed files with 15 additions and 4 deletions.
diff --git a/regress/prtRegressLslr.m b/regress/prtRegressLslr.m
@@ -76,6 +76,7 @@
 
         rss = [];  % Resisudal sum of the squared error
 
+        rSquared = [];
         % standardizedResiduals are standardized residuals (see Hastie...)
 
         standardizedResiduals = []; % Standardized residuals
@@ -125,6 +126,8 @@
             yHat = z*Obj.beta;
             e = yHat - y;
             Obj.rss = sum(e(:).^2);
+            Obj.rSquared = 1 - sum(e(:).^2)./sum((y - mean(y)).^2);
+
             sigmaHat = sqrt(Obj.rss./(size(x,1) - size(x,2) - 1));
 
             if size(x,1) < 1000

diff --git a/regress/prtRegressLslrNonNeg.m b/regress/prtRegressLslrNonNeg.m
@@ -30,6 +30,8 @@
 
     properties
         beta = [];  % Regression weights estimated via least squares linear regression
+        rss = [];  % Resisudal sum of the squared error
+        rSquared = [];
     end
 
     properties (Hidden)
@@ -52,11 +54,17 @@
             y = dataSet.getTargets;
             if self.includeDcOffset
                 x = cat(2,ones(size(x,1),1),x);
-            end
-            self.beta = lsqnonneg(x,y);
-            if ~self.includeDcOffset
+                self.beta = lsqnonneg(x,y);
+                yHat = x*self.beta;
+            elseif ~self.includeDcOffset
+                self.beta = lsqnonneg(x,y);
+                yHat = x*self.beta;
                 self.beta = cat(1,0,self.beta);
-            end
+            end                
+
+            e = yHat - y;
+            self.rss = sum(e(:).^2);
+            self.rSquared = 1 - sum(e(:).^2)./sum((y - mean(y)).^2);
         end
 
         function dataSet = runAction(self,dataSet)