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R-Squared correlation coefficient – R²

Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=67286
Forum: 17 · Topic 67286 · 1 post(s)


R-Squared correlation coefficient – R²

Apprentice · Sun Jan 20, 2019 6:57 am

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Based on post. https://www.prorealcode.com/prorealtime … icient-r2/ The R-squared indicator gives a correlation coefficient between 0 to 1 (0 = no correlation , 1 = highly correlated) by comparing the injected data to a straight linear regression line.

R-Squared correlation coefficient.lua