Tue Feb 12 06:19:04 CST 2013
On Tue, 12 Feb 2013 11:55:31 +0100
Daπid <firstname.lastname@example.org> wrote:
> This parameter is R**2, the square of R. You are computing it using the
> squares of the residuals, so everything should be positive. If you get r
> negative, something has gone terribly wrong.
In : scipy.stats.linregress([1,2,3],[3,2,1])
Out: (-1.0, 4.0, -1.0, 9.0031759825137669e-11, 0.0)
I am not very confident in my knowledge in statistics but here R = -1 and it does not look like an error.
I implemented a method to perform thousands of linear regression and few of them returned -1.00001 (or so) which later gave NaN as stderr.
so either the test should be:
if (r*r > 1.0): r = r/abs(r)
if (r > 1.0): r = 1
elif (r < -1.0): r = -1
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