als-statistics/tests/golden/tools/regression.js

Modular JS statistics toolkit for Node.js and the browser: descriptive stats, correlations (Pearson/Spearman/Kendall), t-tests & ANOVA (Student/Welch), reliability (Cronbach’s alpha), regression (linear/logistic), clustering (DBSCAN/HDBSCAN), and table/co

// Предполагаю интерфейс: new LinearRegression(x,y) => {slope, intercept, r2, t, p}
import LinearRegression from '../../../lib/analyze/regression/linear.js';
import { makeRng } from '../_rng.js';

export const regressionTool = {
  id: 'regression',
  cases: 6,
  gen(seed, i) {
    const R = makeRng(`${seed}/lr/${i}`);
    const n = 25 + (i % 10);
    const a = 2.0 + 0.5*(i%3), b = -1.5 + 0.3*(i%2);
    const x = R.uniform(-2, 3, n);
    const noise = R.normal(0, 0.8, n);
    const y = x.map((xi, k) => a*xi + b + noise[k]);
    return { x, y };
  },
  compute({x,y}) {
    const m = new LinearRegression(x, y);
    return { slope: m.slope, intercept: m.intercept, r2: m.r2, t: m.t, p: m.p };
  },
  compare(exp, got, approx) {
    approx(got.slope, exp.slope);
    approx(got.intercept,exp.intercept);
    approx(got.r2,       exp.r2);
    approx(got.t,        exp.t);
    approx(got.p,        exp.p);
  },
};