R-squared in Splunk

[Jamietriplet]

I am trying to compute the R-squared value of a set of measured values, to verify the performance or accuracy of a predictive model. But I can't figure out how to go about this or if Splunk has a function or command for this

Thanks

[yuanliu]

Maybe you can clarify the use case more?  For example, how do data and model enter Splunk?  Assuming that data are in one set of ingested events (and that your model is about time series), are the predictions also in some ingested events?  Or are predictions in some sort of data table?  Or is the model a prescribed mathematical formula from which Splunk is expected to calculate predictions? R2 is nothing but mathematics.  Splunk is not bad at math.  But no, Splunk doesn't have built-in function or command for this.

Another possible route is Splunk Machine Learning Tool Kit.  Even though your problem is perhaps not machine learning, mathematics are similar enough.