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simple linear regression in javascript
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var _ = require('underscore'); | |
function simple_linear_regression (x, y) { | |
var sum_x = 0 | |
, sum_y = 0 | |
, sum_xy = 0 | |
, sum_xx = 0 | |
, cnt = 0 | |
, nrow = x.length | |
, m = null | |
, b = null; | |
if ( x.length != y.length) { | |
throw new Error('x and y must be vectors of the same length\n') | |
} | |
_.each(_.range(nrow), function (i) { | |
sum_x += x[i] | |
sum_y += y[i] | |
sum_xx += Math.pow(x[i], 2) | |
sum_xy += x[i] * y[i] | |
}); | |
m = (nrow*sum_xy - sum_x*sum_y) / (nrow*sum_xx - sum_x*sum_x); | |
b = (sum_y/nrow) - (m*sum_x)/nrow; | |
return [m, b] | |
} | |
x = [10.4,10.3,11.5,12.8,13.2,13.9] | |
y = [0.71,0.73,0.83,0.81,0.86,0.97] | |
fit = simple_linear_regression(x, y) | |
m = fit[0] | |
b = fit[1] | |
console.log(m) // 0.057002780623444764 | |
console.log(b) // 0.13334991950827202 |
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