lumenize/src/correlate.js

Illuminating the forest AND the trees in your data.

// Generated by CoffeeScript 1.10.0
(function() {
  var correlate;

  correlate = function(points, xField, yField) {
    var description, div, i, intercept, len, n, point, rSquared, slope, sumX, sumX2, sumXY, sumY, sumY2;
    if (xField == null) {
      xField = 'x';
    }
    if (yField == null) {
      yField = 'y';
    }
    n = points.length;
    sumX = 0;
    sumY = 0;
    sumXY = 0;
    sumX2 = 0;
    sumY2 = 0;
    for (i = 0, len = points.length; i < len; i++) {
      point = points[i];
      sumX += point[xField];
      sumY += point[yField];
      sumXY += point[xField] * point[yField];
      sumX2 += point[xField] * point[xField];
      sumY2 += point[yField] * point[yField];
    }
    div = (n * sumX2) - (sumX * sumX);
    intercept = ((sumY * sumX2) - (sumX * sumXY)) / div;
    slope = ((n * sumXY) - (sumX * sumY)) / div;
    rSquared = Math.pow((n * sumXY - sumX * sumY) / Math.sqrt((n * sumX2 - sumX * sumX) * (n * sumY2 - sumY * sumY)), 2);
    description = "y = " + slope + " * x + " + intercept + " with R^2 of " + rSquared;
    return {
      intercept: intercept,
      slope: slope,
      rSquared: rSquared,
      description: description
    };
  };

  exports.correlate = correlate;

}).call(this);