Class SquaredCorrelationCriterion

java.lang.Object
adaa.analytics.rules.logic.performance.AbstractPerformanceCounter
adaa.analytics.rules.logic.performance.SquaredCorrelationCriterion

public class SquaredCorrelationCriterion extends AbstractPerformanceCounter
Computes the square of the empirical corellation coefficient 'r' between label and prediction. Eith P=prediction, L=label, V=Variance, Cov=Covariance we calculate r by:
Cov(L,P) / sqrt(V(L)*V(P)). Uses the calculation of the superclass.