add test for r2_score (#2729)

* add test for r2_score

* add change to release-notes

RELEASE-NOTES.md

@@ -11,6 +11,7 @@
 - Fixed `compareplot` to use `loo` output. 
 - Add test for `model.logp_array` and `model.bijection` (#2724) 
 - Fixed `sample_ppc` and `sample_ppc_w` to iterate all chains(#2633)
+- Add test for `stats.r2_score` (#2729)
 
 
 

pymc3/stats.py

@@ -995,14 +995,13 @@ def r2_score(y_true, y_pred, round_to=2):
     if y_true.ndim > 1:
         dimension = 1
 
-    e = y_true - y_pred
-    var_y_est = np.var(y_pred, dimension)
-    var_e = np.var(e, dimension)
+    var_y_est = np.var(y_pred, axis=dimension)
+    var_e = np.var(y_true - y_pred, axis=dimension)
 
     r2 = var_y_est / (var_y_est + var_e)
     r2_median = np.around(np.median(r2), round_to)
     r2_mean = np.around(np.mean(r2), round_to)
     r2_std = np.around(np.std(r2), round_to)
-    R2_r = namedtuple('R2_r', 'R2_median, R2_mean, R2_std')
-    return R2_r(r2_median, r2_mean, r2_std)
+    r2_r = namedtuple('r2_r', 'r2_median, r2_mean, r2_std')
+    return r2_r(r2_median, r2_mean, r2_std)
 

pymc3/tests/test_stats.py

@@ -6,7 +6,8 @@
 from .helpers import SeededTest
 from ..tests import backend_fixtures as bf
 from ..backends import ndarray
-from ..stats import summary, autocorr, hpd, mc_error, quantiles, make_indices, bfmi
+from ..stats import (summary, autocorr, hpd, mc_error, quantiles, make_indices,
+                     bfmi, r2_score)
 from ..theanof import floatX_array
 import pymc3.stats as pmstats
 from numpy.random import random, normal
@@ -276,6 +277,14 @@ def test_bfmi(self):
 
         assert_almost_equal(bfmi(trace), 0.8)
 
+    def test_r2_score(self):
+        x = np.linspace(0, 1, 100)
+        y = np.random.normal(x, 1)
+        res = st.linregress(x, y)
+        assert_almost_equal(res.rvalue ** 2,
+                            r2_score(y, res.intercept +
+                                     res.slope * x).r2_median,
+                            2)
 
 class TestDfSummary(bf.ModelBackendSampledTestCase):
     backend = ndarray.NDArray