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quantra-go-algo/R_squared.py Secret

Created December 22, 2022 07:31
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R_squared.py
from sklearn.linear_model import LinearRegression
# initiate linear regression model
model = LinearRegression()
# define predictor and response variables
X, y = df[["variable_1", "variable_2"]], df.result
# fit regression model
model.fit(X, y)
# calculate R-squared of regression model
r_squared = model.result(X, y)
# view R-squared value
print(r_squared)
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