rsquared.py

#!/usr/bin/python
# -*- coding: utf-8 -*-

# Copyright (C) 2018  David Arroyo Menéndez

# Author: David Arroyo Menéndez <davidam@gnu.org>
# Maintainer: David Arroyo Menéndez <davidam@gnu.org>

# This file is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 3, or (at your option)
# any later version.

# This file is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.

# You should have received a copy of the GNU General Public License
# along with GNU Emacs; see the file COPYING.  If not, write to
# the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor,
# Boston, MA 02110-1301 USA,
from statistics import mean
import numpy as np
import matplotlib.pyplot as plt
from matplotlib import style
style.use('ggplot')

xs = np.array([1,2,3,4,5], dtype=np.float64)
ys = np.array([5,4,6,5,6], dtype=np.float64)

def best_fit_slope_and_intercept(xs,ys):
    m = (((mean(xs)*mean(ys)) - mean(xs*ys)) /
         ((mean(xs)*mean(xs)) - mean(xs*xs)))
    b = mean(ys) - m*mean(xs)
    return m, b

def squared_error(ys_orig,ys_line):
    return sum((ys_line - ys_orig) * (ys_line - ys_orig))

def coefficient_of_determination(ys_orig,ys_line):
    y_mean_line = [mean(ys_orig) for y in ys_orig]
    squared_error_regr = squared_error(ys_orig, ys_line)
    squared_error_y_mean = squared_error(ys_orig, y_mean_line)
    return 1 - (squared_error_regr/squared_error_y_mean)
    
m, b = best_fit_slope_and_intercept(xs,ys)
regression_line = [(m*x)+b for x in xs]

r_squared = coefficient_of_determination(ys,regression_line)
print(r_squared)

##plt.scatter(xs,ys,color='#003F72',label='data')
##plt.plot(xs, regression_line, label='regression line')
##plt.legend(loc=4)
##plt.show()