Methods to calculate MSE, NMSE, and R2

heal-research · May 7, 2024 · da3c05a · da3c05a
1 parent ec00dbe
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Showing 2 changed files with 7 additions and 1 deletion.
diff --git a/HEAL.NonlinearRegression.Console/Program.cs b/HEAL.NonlinearRegression.Console/Program.cs
@@ -117,7 +117,7 @@ private static void Evaluate(EvalOptions options) {
           if (options.Likelihood == LikelihoodEnum.Gaussian) {
             var yPred = nlr.Predict(x);
             var ssr = Util.SSR(y, yPred);
-            var nmse = ssr / y.Length / Util.Variance(y);
+            var nmse = Util.NMSE(y, yPred);
             var mae = Util.MAE(y, yPred);
             System.Console.WriteLine($"SSR: {ssr:g6} MSE: {ssr / y.Length:g6} RMSE: {Math.Sqrt(ssr / y.Length):g6} NMSE: {nmse:g6} R2: {1 - nmse:g4} MAE: {mae:g4}  LogLik: {logLik:g6} AIC: {nlr.AIC:f2} AICc: {aicc:f2} BIC: {bic:f2} DL: {dl:f2} DL_lattice: {dlLattice:f2} neg. Evidence: {evidence:f2} DoF: {p.Length} m: {m}");
           }

diff --git a/HEAL.NonlinearRegression/Util.cs b/HEAL.NonlinearRegression/Util.cs
@@ -12,6 +12,11 @@ public static double SSR(double[] y, double[] yPred) {
       return ssr;
     }
 
+    public static double MSE(double[] y, double[] yPred) => SSR(y, yPred) / y.Length;
+    public static double NMSE(double[] y, double[] yPred) => MSE(y, yPred) / Util.Variance(y);
+    public static double R2(double[] y, double[] yPred) => 1.0 - NMSE(y, yPred);
+
+
     public static double MAE(double[] y, double[] yPred) {
       if (y.Length != yPred.Length) throw new ArgumentException("arrays must have the same length");
       var sae = 0.0;
@@ -45,5 +50,6 @@ public static double[][] ToColumns(double[,] x) {
       }
       return xc;
     }
+
   }
 }