Rsquare for regresstion tree

Hey! Does anyone know how I can calculate the rsquare for a regression tree?

Thank you!:)

Answer 1

[dpb]

http://www.mathworks.com/help/stats/compactregressiontree.loss.html

Answer 2

[Ilya]

R-square is the square of the Pearson correlation between predicted and observed response.

R2 = corr(yobs,yhat)^2

for column-vectors yobs and yhat.

[Tania]

Thanks dpd for the link, but it only shows how build the mse formula. Thanks llya, i tried to find the yobs & yhat in the documentation, but can not find it. Where did you find these information?

Thank you!

[Ilya]

yobs and yhat are vectors of observed and predicted response values. You already have them. You can find definitions of R2 in many places such as Wikipedia or textbooks.