Correlation Coefficient

Eval

Correlation Coefficient | Correlacao entre previsoes

Created: Last updated: Read time: 1 min
まとめ
  • Mede a correlacao linear entre y e y_hat.
  • Valores perto de 1 indicam forte correlacao positiva.

Definicao #

$$ r = \frac{\sum (y_i - \bar{y})(\hat{y}_i - \overline{\hat{y}})}{\sqrt{\sum (y_i - \bar{y})^2}\sqrt{\sum (\hat{y}_i - \overline{\hat{y}})^2}} $$