The R-square returns the square of the Pearson product moment correlation coefficient,
which consists of a dimensionless index that ranges from -1 to 1 and reflects the extent of a linear relationship between two data sets.
The Pearson product moment correlation coefficient Ri of an individual program i is evaluated by the equation:
where P(ij) is the value predicted by the individual program
i for sample case j (out of n sample cases);
and Tj is the target value for sample case j.
To evaluate the R-square of your model both on the
training and testing data, you just have to go to the Results
Panel after a run and, although it is not shown there, it is
also evaluated there and kept for your future reference in the Report