Benchmarking and Rescaling R2 using Noise Percentile Analysis

Provides the tools needed to benchmark the R2 value corresponding to a certain acceptable noise level while also providing a rescaling function based on that noise level yielding a new value of R2 we refer to as R2k which is independent of both the number of degrees of freedom and the noise distribution function.


Reference manual

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2.0 by Joseph G Kreke, 6 years ago

Browse source code at

Authors: Joseph G Kreke , PhD; Harris , Inc. Sangeet Khemlani , PhD; Naval Research Laboratory. Greg Trafton , PhD; Naval Research Laboratory.

Documentation:   PDF Manual  

GPL-2 license

Depends on ggplot2, coin, grDevices, graphics, stats

See at CRAN