public void RSquaredTest()
{
var actual = new Matrix(100, 1);
var expected = new Matrix(100, 1);
actual.InRandomize(0.25, 0.75);
expected.InRandomize(0.25, 0.75);
var metric = new RSquared();
var e = metric.Evaluate(actual, expected);
var actualAvg = actual.Average();
var num = 0.0;
var denom = 0.0;
for (var i = 0; i < actual.Rows; i++)
{
for (var j = 0; j < actual.Columns; j++)
{
num += Math.Pow(expected[i, j] - actual[i, j], 2);
}
}
for (var i = 0; i < actual.Rows; i++)
{
for (var j = 0; j < actual.Columns; j++)
{
denom += Math.Pow(expected[i, j] - actualAvg, 2);
}
}
var val = num / (denom + double.Epsilon);
Assert.IsTrue(Math.Abs(e - val) < 0.01, metric.Type().ToString() + " Evaluate.");
}
/// <summary>
/// <see cref="System.Object.GetHashCode"/>
/// </summary>
/// <returns>Hascode of the instance</returns>
public override int GetHashCode()
{
int hash = 17;
hash = hash * 23 + M.GetHashCode();
hash = hash * 23 + B.GetHashCode();
hash = hash * 23 + RSquared.GetHashCode();
return(hash);
}
/// <summary>
/// Initializes a new instance of the <see cref="LinearRegression"/>.
/// </summary>
/// <param name="linearReg">Linear regression.</param>
/// <param name="rSquared">Regression R-squared.</param>
/// <param name="regSlope">Coefficient with independent variable, slope of a straight line.</param>
/// <param name="standardError">Standard error.</param>
public LinearRegression(LinearReg linearReg, RSquared rSquared, LinearRegSlope regSlope, StandardError standardError)
: base(linearReg, rSquared, regSlope, standardError)
{
LinearReg = linearReg;
RSquared = rSquared;
LinearRegSlope = regSlope;
StandardError = standardError;
Mode = ComplexIndicatorModes.Parallel;
}
