PyMCModel.score

PyMCModel.score(X, y)

Score the Bayesian \(R^2\) given inputs X and outputs y.

Note that the score is based on a comparison of the observed data y and the model’s expected value of the data, mu.

Caution

The Bayesian \(R^2\) is not the same as the traditional coefficient of determination, https://en.wikipedia.org/wiki/Coefficient_of_determination.

Parameters:

• X (DataArray)

• y (DataArray)

Return type:

Series