Don't reinvent the wheel.  Use one of the existing libraries/packages for this.  For example Math::GSL, which is a binding to the GSL library.

The R-squared for a linear least squares fit of two vectors @$x, @$y (with x predicting y) can be computed as follows: 

#!/usr/bin/perl -w
use strict;

use Math::GSL::Fit "gsl_fit_linear";
use Math::GSL::Statistics "gsl_stats_tss";

my $x = [1,2,3,4,5];
my $y = [5,7,8,12,13];
my $n = @$y;

my ($status, $c0, $c1, $cov00, $cov01, $cov11, $ss_resid)
    = gsl_fit_linear($x, 1, $y, 1, $n);

my $ss_total = gsl_stats_tss($y, 1, $n);

print "SS residual = $ss_resid\n";
print "SS total    = $ss_total\n";

my $R2 = 1 - $ss_resid / $ss_total;

print "R^2 = $R2\n";

[download]
SS residual = 1.9
SS total    = 46
R^2 = 0.958695652173913

[download]

If I'm understanding you correctly, you'd want to do this computation for every pair of lines.

(Note that for R^2 to be computable, there has to be some variance in the data to be predicted (as often with statistics).  In other words, $y = [2,2,2,2,2,2] wouldn't work, because here $ss_total would be 0, which would cause a division by zero error.)

In reply to Re: finding R-squared..please help by Eliya
in thread finding R-squared..please help by david_lyon

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