mvrsquared

Compute the Coefficient of Determination for Vector or Matrix Outcomes

Last update: 15 July 2023

Copyright license: MIT license, File License

Software version identifier: 0.1.4, 0.0.3, 0.1.0, 0.1.1, 0.1.2, 0.1.5

Compute the coefficient of determination for outcomes in n-dimensions. May be useful for multidimensional predictions (such as a multinomial model) or calculating goodness of fit from latent variable models such as probabilistic topic models like latent Dirichlet allocation or deterministic topic models like latent semantic analysis. Based on Jones (2019) <arXiv:1911.11061>.

Cites work

A Coefficient of Determination for Probabilistic Topic Models