Method: Minitest::Benchmark#fit_error

Defined in:
lib/minitest/benchmark.rb

#fit_error(xys) ⇒ Object

Takes an array of x/y pairs and calculates the general R^2 value.

See: en.wikipedia.org/wiki/Coefficient_of_determination

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# File 'lib/minitest/benchmark.rb', line 220

def fit_error xys
  y_bar  = sigma(xys) { |_, y| y } / xys.size.to_f
  ss_tot = sigma(xys) { |_, y| (y    - y_bar) ** 2 }
  ss_err = sigma(xys) { |x, y| (yield(x) - y) ** 2 }

  1 - (ss_err / ss_tot)
end