Strange R^2 when fitting a linear model

[Raphael Roth]

I try to fit a linear model (and get the R^2) to the following test-data (first column containing independent variable, second column dependent variable)

    0.0   0.0
    1.0   1.0
    2.0   2.0
    3.0   3.1

I wrote the following code using scalanlp/breeze 0.12 :
 

    import breeze.linalg.{DenseMatrix, DenseVector}
    import breeze.stats.regression.leastSquares

    val indep = DenseMatrix((1.0, 0.0), (1.0, 1.0), (1.0, 2.0), (1.0, 3.0))
    val dep = DenseVector(0.0, 1.0, 2.0, 3.1)    
    val result = leastSquares(indep, dep)
   
    println("intercept=" + result.coefficients.data(0))
    println("slope=" + result.coefficients.data(1))
    println("r^2=" + result.rSquared)

the output is:

    intercept=-0.020000000000000018
    slope=1.03
    r^2=0.0014623322596666252

Intercept and slope are reasonable, but I don't understand R-squared, it should be close to 1!

[David Hall]

clearly a bug. please file a bug report? (I wonder if it it's just 1 - r^2?)

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