I wanted a package that had a function that calculated the angular, linear, coefficient of determination R^2, standard deviation... and I am having trouble finding it.
I've seen the examples here https://juliastats.org/GLM.jl/stable/examples/#Linear-regression-1 but I didn't like it much because I also wanted the coefficient of determination. Could you tell me a specific function to do that or will I need to implement my own function?
StatsBase has coefficient of determination. StatsBase.jl includes many functions that were felt to be too little used for the base installation's Statistics.jl
From the docs of that package:
StatsAPI.r2 — Function r2(model::StatisticalModel) r²(model::StatisticalModel) Coefficient of determination (R-squared).
For a linear model, the R² is defined as ESS/TSS, with ESS the explained sum of squares and TSS the total sum of squares.
Particularly, instances of StatisticalModel implement the following methods.
StatsAPI.adjr2 — Function adjr2(model::StatisticalModel) adjr²(model::StatisticalModel) Adjusted coefficient of determination (adjusted R-squared).
For linear models, the adjusted R² is defined as 1 - (1 - (1-R^2)(n-1)/(n-p)), with R^2 the coefficient of determination, n the number of observations, and p the number of coefficients (including the intercept). This definition is generally known as the Wherry Formula I.
