Add a helper function to compute explained variance (R2) values

src/StructuralEquationModels.jl

@@ -83,6 +83,7 @@ include("frontend/fit/fitmeasures/minus2ll.jl")
 include("frontend/fit/fitmeasures/p.jl")
 include("frontend/fit/fitmeasures/RMSEA.jl")
 include("frontend/fit/fitmeasures/fit_measures.jl")
+include("frontend/fit/fitmeasures/explained_variance.jl")
 # standard errors
 include("frontend/fit/standard_errors/hessian.jl")
 include("frontend/fit/standard_errors/bootstrap.jl")
@@ -178,6 +179,7 @@ export AbstractSem,
     param_indices,
     param_labels,
     fit_measures,
+    explained_variance,
     AIC,
     BIC,
     χ²,

src/frontend/fit/explained_variance.jl

@@ -0,0 +1,30 @@
+
+"""
+explained_variance(fitted)
+
+Compute explained variance (R²) for each observed variable in a fitted SEM.
+
+Returns a DataFrame with:
+- :var         — observed variable name (Symbol)
+- :r2_implied  — 1 - ( residual variance / model-implied variance)
+
+"""
+function explained_variance(fitted::SemFit)
+# 1) Observed variable order as used by the model
+obs = Symbol.(fitted.model.observed.observed_vars)
+
+# 2) Model-implied covariance (diagonal are model-implied total variances)
+Σ_imp = fitted.model.implied.Σ
+var_imp = diag(Σ_imp)
+
+# 3) Get model-implied variances of observed variables
+resvars = diag(fitted.model.implied.F*fitted.model.implied.S*transpose(fitted.model.implied.F))
+
+# 4) Compute R² (model-implied)
+r2_imp = 1 .- (resvars ./ var_imp)
+
+# prepare return object
+df = DataFrame(var = obs, r2_implied = r2_imp)
+return df
+
+end