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Simple linear regression in Javascript
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| function linear_regression(x_array, y_array){ | |
| var slope; | |
| var intercept; | |
| var n = y_array.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_array.length; i++) { | |
| sum_x += x_array[i]; | |
| sum_y += y_array[i]; | |
| sum_xy += (x_array[i] * y_array[i]); | |
| sum_xx += (x_array[i] * x_array[i]); | |
| sum_yy += (y_array[i] * y_array[i]); | |
| } | |
| slope = (n * sum_xy - sum_x * sum_y) / (n * sum_xx - sum_x * sum_x); | |
| intercept = (sum_y - slope * sum_x) / n; | |
| return [ slope, intercept ]; | |
| } | |
| /** demo **/ | |
| var weights = linear_regression([1,2,3], [24, 36, 49]); | |
| var x = 4; | |
| var prediction = x * weights[0] + weights[1]; |
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