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April 23, 2020 17:41
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Linear Regression javascript
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//https://stackoverflow.com/questions/6195335/linear-regression-in-javascript | |
function linearRegression(y,x){ | |
var lr = {}; | |
var n = y.length; | |
var sum_x = 0; | |
var sum_y = 0; | |
var sum_xy = 0; | |
var sum_xx = 0; | |
var sum_yy = 0; | |
for (var i = 0; i < y.length; i++) { | |
sum_x += x[i]; | |
sum_y += y[i]; | |
sum_xy += (x[i]*y[i]); | |
sum_xx += (x[i]*x[i]); | |
sum_yy += (y[i]*y[i]); | |
} | |
lr['slope'] = (n * sum_xy - sum_x * sum_y) / (n*sum_xx - sum_x * sum_x); | |
lr['intercept'] = (sum_y - lr.slope * sum_x)/n; | |
lr['r2'] = Math.pow((n*sum_xy - sum_x*sum_y)/Math.sqrt((n*sum_xx-sum_x*sum_x)*(n*sum_yy-sum_y*sum_y)),2); | |
return lr; | |
} |
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