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Goodness of Fit (Modified)

version 1.8.0.0 (3.04 KB) by Richard Crozier
Computes goodness of fit for regression model given matrix/vector of target and output values.

5 Downloads

Updated 01 Jul 2009

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GFIT2 Computes goodness of fit for regression model

USAGE:
[gf] = gfit2(t,y)
[gf] = gfit2(t,y,gFitMeasure)
[gf] = gfit2(t,y,gFitMeasure,options)

INPUT:
t: matrix or vector of target values for regression model
y: matrix or vector of output from regression model.
gFitMeasure: a string or cell array of string values representing
different form of goodness of fit measure as follows:

'all' - calculates all the measures below
'1' - mean squared error (mse)
'2' - normalised mean squared error (nmse)
'3' - root mean squared error (rmse)
'4' - normalised root mean squared error (nrmse)
'5' - mean absolute error (mae)
'6' - mean absolute relative error (mare)
'7' - coefficient of correlation (r)
'8' - coefficient of determination (d)
'9' - coefficient of efficiency (e)
'10' - maximum absolute error
'11' - maximum absolute relative error

options: a string containing other output options, currently the only option is verbose output.

'v' - verbose output, posts some text output for the
chosen measures to the command line

OUTPUT:

gf: vector of goodness of fit values between model output and target for each of the strings in gFitMeasure

EXAMPLES

gf = gfit2(t,y); for all statistics in list returned as vector

gf = gfit2(t,y,'3'); for root mean squared error

gf = gfit2(t,y, {'3'}); for root mean squared error

gf = gfit2(t,y, {'1' '3' '9'}); for mean squared error, root mean
| squared error, and coefficient of
\|/ efficiency
gf = [mse rmse e]

gf = gfit2(t,y,'all','v'); for all statistics in list returned as
vector with information posted to the
command line on each statistic

gf = gfit2(t,y, {'1' '3' '9'}, 'v'); for mean squared error, root
mean squared error, and
coefficient of efficiency as a
vector with information on each
of these also posted to the
command line

Cite As

Richard Crozier (2021). Goodness of Fit (Modified) (https://www.mathworks.com/matlabcentral/fileexchange/22020-goodness-of-fit-modified), MATLAB Central File Exchange. Retrieved .

Comments and Ratings (5)

antrian gokil

Ricardo

Very useful and well written function. Thanks.

Ben

David Yeo

Thank you. !!

MATLAB Release Compatibility
Created with R2006a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired by: Goodness of Fit

Inspired: gapolyfitn

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