From 1e5a04c2c549c6238507b4e218bce3391aabf8ef Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Mon, 4 Dec 2023 19:01:20 +0100
Subject: [PATCH] filt_mc_.m: clarify R2 concept

---
 matlab/gsa/filt_mc_.m | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/matlab/gsa/filt_mc_.m b/matlab/gsa/filt_mc_.m
index ef362dca00..b59f6026c3 100644
--- a/matlab/gsa/filt_mc_.m
+++ b/matlab/gsa/filt_mc_.m
@@ -15,6 +15,10 @@ function [rmse_MC, ixx] = filt_mc_(OutDir,options_gsa_,dataset_,dataset_info,M_,
 %  - rmse_MC             [double]       RMSE by nvar matrix of the RMSEs
 %  - ixx                 [double]       RMSE by nvar matrix of sorting
 %                                       indices (descending order of RMSEs)
+%
+% Notes: the R^2 definition is 1-var(ymodel-ydata)/var(ydata). It ranges
+% bewteen (-inf, 1], with negative values indicating that themodel is a worse 
+% predictor than the sample mean of the data
 
 % inputs (from opt_gsa structure)
 % vvarvecm = options_gsa_.var_rmse;
-- 
GitLab