rsq

Square of the Pearson correlation coefficient (R²).

Syntax

v = rsq(knownys, knownxs)

Description

Returns pearson(y, x)^2 — the coefficient of determination for a linear fit. A value in [0, 1] indicating the proportion of variance in y explained by a linear model in x.

Example

rsq([1 2 3 4], [2 4 6 8])    % 1.0

See also

• pearson — Pearson product-moment correlation coefficient.
• linest — Linear regression coefficients (with optional statistics).
• trend — Linear-trend predictions.