Synopsis Sum of squared errors.
Function
num sumSquaredErrors(lrel[num,num] values) throws IllegalArgument(value v, str message)
Usage
import analysis::statistics::SimpleRegression;
Description Returns the sum of squared errors (SSE) associated with the regression model.
The sum is computed using the computational formula
SSE = SYY - (SXY * SXY / SXX)
where SYY is the sum of the squared deviations of the y values about their mean, SXX is similarly defined and SXY is the sum of the products of x and y mean deviations.
The return value is constrained to be non-negative, i.e., if due to rounding errors the computational formula returns a negative result, 0 is returned.
SSE = SYY - (SXY * SXY / SXX)
where SYY is the sum of the squared deviations of the y values about their mean, SXX is similarly defined and SXY is the sum of the products of x and y mean deviations.
The return value is constrained to be non-negative, i.e., if due to rounding errors the computational formula returns a negative result, 0 is returned.