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Global r2 #18
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Global r2 #18
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ljwolf
approved these changes
Feb 21, 2018
| @cache_readonly | ||
| def R2(self): | ||
| if isinstance(self.family, Gaussian): | ||
| TSS = np.sum((self.y.reshape((-1,1)) - np.mean(self.y.reshape((-1,1))))**2) |
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why are we doing the reshapes? If they're just (n,), then (n,) - (n,) should be (n,). We'd need to do a reshape if we were trying (n,).T.dot((n,)) ,but we're just doing (n,)**2.
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self.predy is (n,1) so I think I had done it to make them all (n,1) to the same answer. Could just set predy to (n,) instead of reshaping all of them.
Ziqi-Li
reviewed
Feb 21, 2018
| TSS = np.sum((self.y.reshape((-1,1)) - np.mean(self.y.reshape((-1,1))))**2) | ||
| RSS = np.sum((self.y.reshape((-1,1)) - | ||
| self.predy.reshape((-1,1)))**2) | ||
| return 1 - (RSS / TSS) |
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Perhaps adding an else statement for non-Gaussian models?
Like for localR2
else:
raise NotImplementedError('Only applicable to Gaussian')
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right now, this would only return None in that case. good catch.
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Yup, good call. Will now raise an error.
Ziqi-Li
approved these changes
Feb 22, 2018
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The following PR adds method to provide global R2 value to evaluate Gaussian GWR compared to OLS global model and satisfies the suggestion put forth in #7.