statistics - How to obtain coefficient of determination (R^2) from a LASSO fit in MATLAB? -


MATLAB में हम 

  [w, FitInfo] के साथ क्रॉस-वैस्टिफाइड लाससो कर सकते हैं = लासो (एक्स, वाई, 'सीवी', 3);

और 

  w (: FitInfo.IndexMinMSE)

के साथ सबसे अच्छा वजन प्राप्त करें हम कैसे पा सकते हैं दृढ़ संकल्प के गुणांक?

अगर मैं अच्छी तरह से और समझता हूं, मुझे लगता है कि निम्न कोड को काम करना चाहिए:

<पूर्व> इष्टतम_विइट्स = w (:, FitInfo.IndexMinMSE); SStot = var (y) * लंबाई (y); Predicted_values ​​= X * इष्टतम_वेइट्स; SSres = sum ((y (: ()) - अनुमानित_मूल्य (())। ^ 2); आर 2 = 1 - एसएसर्स / एसएसटीट;

नोट SStot को sum () के साथ गणना किया जा सकता है, लेकिन मुझे लगता है कि var () का उपयोग करना है थोड़ा तेज।


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