Contents
VAF
Calculates the Variance Accounted For between two signals.
Syntax
v = vaf(y,yhat)
Description
The function vaf calculates the Variance Accounted For between two signals. The VAF between y and yhat for the i th component is defined as
The VAF of two signals that are the same is 100%. If they differ, the VAF will be lower. If y and yhat have multiple columns, the VAF is calculated for every column in y and yhat seperately.
The VAF is often used to verify the correctness of a model, by comparing the real output with the estimated output of the model.
Inputs
y is the measured output y(k).
yhat is the estimated output yhat(k).
Outputs
v is the Variance Accounted For as defined above.
Used By
This is a top-level function that is used directly by the user.