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发帖数: 579 | 1 【 以下文字转载自 Statistics 讨论区 】
发信人: light009 (light009), 信区: Statistics
标 题: two vectors' coefficient of determination
发信站: BBS 未名空间站 (Wed Mar 5 23:09:58 2014, 美东)
I have a question about coefficient of determination.
I need to find the relationship of two vectors.
Given two numerical vectors x and y, their determination of coefficient can
be expressed as :
1 - ( 1 - (dot_product(x,y))^2 / (|x|^2 + |y|^2)) / (1 - |y| * |y|/ ( y
'dimension * |y|^2 ) )
|x|^2 = sum of squared of each element of vector x.
|y| = sum of each element of vector y.
Is that correct ?
I got the formula from some code but I do not know the authors.
How to understand it?
Any help would be appreciated ! |
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