R²

R² measures how well a regression model fits the actual data. In other words, it is a measure of the overall accuracy of the model. R squared is also known as the coefficient of determination.

In IBM® Cognos Analytics with Watson, R² is used to measure the accuracy of a CHAID regression tree.

R² is measured on a scale of 0 to 1. A value of 1 indicates a model that perfectly predicts values in the target field. A value of 0 indicates a model that has no predictive value. In the real world, R² lies between these values.

When there is only one input, R squared is same as the Pearson correlation square.