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rsquare.m
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rsquare.m
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function R2 = rsquare(y,yhat)
% PURPOSE: calculate r square using data y and estimates yhat
% -------------------------------------------------------------------
% USAGE: R2 = rsquare(y,yhat)
% where:
% y are the original values as vector or 2D matrix and
% yhat are the estimates calculated from y using a regression, given in
% the same form (vector or raster) as y
% -------------------------------------------------------------------------
% OUTPUTS:
% R2 is the r square value calculated using 1-SS_E/SS_T
% -------------------------------------------------------------------
% Note: NaNs in either y or yhat are deleted from both sets.
%
% Felix Hebeler, Geography Dept., University Zurich, Feb 2007
if nargin ~= 2
error('This function needs some exactly 2 input arguments!');
end
% reshape if 2d matrix
yhat=reshape(yhat,1,size(yhat,1)*size(yhat,2));
y=reshape(y,1,size(y,1)*size(y,2));
% delete NaNs
while sum(isnan(y))~=0 || sum(isnan(yhat))~=0
if sum(isnan(y)) >= sum(isnan(yhat))
yhat(isnan(y))=[];
y(isnan(y))=[];
else
y(isnan(yhat))=[];
yhat(isnan(yhat))=[];
end
end
% 1 - SSe/SSt
R2 = 1 - ( sum( (y-yhat).^2 ) / sum( (y-mean(y)).^2 ) );
% SSr/SSt
% R2 = sum((yhat-mean(y)).^2) / sum( (y-mean(y)).^2 ) ;
if R2<0 || R2>1
error(['R^2 of ',num2str(R2),' : yhat does not appear to be the estimate of y from a regression.'])
end