locutus
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Locutus other languages' standard libraries to JavaScript for fun and educational purposes
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JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.linear_regression = linear_regression;
const _statistics_ts_1 = require("../_helpers/_statistics.js");
function linear_regression(x, y, proportional = false) {
// discuss at: https://locutus.io/python/statistics/linear_regression/
// parity verified: Python 3.12
// original by: Kevin van Zonneveld (https://kvz.io)
// note 1: Returns ordinary least-squares slope and intercept, mirroring Python's named tuple as a plain object.
// example 1: linear_regression([1, 2, 3], [2, 4, 6])
// returns 1: {slope: 2, intercept: 0}
// example 2: linear_regression([1, 2, 3], [1, 2, 2])
// returns 2: {slope: 0.5, intercept: 0.6666666666666667}
// example 3: linear_regression([1, 2, 3], [2, 4, 6], true)
// returns 3: {slope: 2, intercept: 0}
const xValues = (0, _statistics_ts_1.assertStatisticsArray)(x, 'linear_regression').map((value) => (0, _statistics_ts_1.toStatisticNumber)(value, 'linear_regression'));
const yValues = (0, _statistics_ts_1.assertStatisticsArray)(y, 'linear_regression').map((value) => (0, _statistics_ts_1.toStatisticNumber)(value, 'linear_regression'));
const n = xValues.length;
if (yValues.length !== n) {
throw new Error('linear regression requires that both inputs have same number of data points');
}
if (n < 2) {
throw new Error('linear regression requires at least two data points');
}
if (proportional) {
const sxy = (0, _statistics_ts_1.sumProducts)(xValues, yValues) + 0;
const sxx = (0, _statistics_ts_1.sumProducts)(xValues, xValues);
if (sxx === 0) {
throw new Error('x is constant');
}
return { slope: sxy / sxx, intercept: 0 };
}
const xbar = (0, _statistics_ts_1.statisticsMeanFromSequence)({
values: xValues,
integral: xValues.every(Number.isInteger),
});
const ybar = (0, _statistics_ts_1.statisticsMeanFromSequence)({
values: yValues,
integral: yValues.every(Number.isInteger),
});
const centeredX = xValues.map((value) => value - xbar);
const centeredY = yValues.map((value) => value - ybar);
const sxy = (0, _statistics_ts_1.sumProducts)(centeredX, centeredY) + 0;
const sxx = (0, _statistics_ts_1.sumProducts)(centeredX, centeredX);
if (sxx === 0) {
throw new Error('x is constant');
}
const slope = sxy / sxx;
return {
slope,
intercept: ybar - slope * xbar,
};
}