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[sysid] Fix SSTO calculation (#6301)

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This commit is contained in:
Tyler Veness
2024-01-23 21:26:49 -08:00
committed by GitHub
parent 3acae550d6
commit be78552db7
2 changed files with 11 additions and 11 deletions
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10
sysid/src/main/native/cpp/analysis/OLS.cpp
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@@ -60,11 +60,11 @@ OLSResult OLS(const Eigen::MatrixXd& X, const Eigen::VectorXd& y) {
//
// SSTO = yᵀy - 1/n yᵀJy
//
// Let J = I.
//
// SSTO = yᵀy - 1/n yᵀy
// SSTO = (n − 1)/n yᵀy
double SSTO = (n - 1.0) / n * (y.transpose() * y).value();
// where J is a matrix of ones.
double SSTO =
(y.transpose() * y - 1.0 / y.rows() * y.transpose() *
Eigen::MatrixXd::Ones(y.rows(), y.rows()) * y)
.value();
// R² or the coefficient of determination, which represents how much of the
// total variation (variation in y) can be explained by the regression model