ta-pattern-lib/dist/esm/features/feature_regression.js

Technical Analysis and Backtesting Framework for Node.js

export const linear_regression = (y) => {
    const x = Array.from({ length: y.length }, (_, i) => i);
    const n = y.length;
    const sumX = x.reduce((a, b) => a + b, 0);
    const sumY = y.reduce((a, b) => a + b, 0);
    const sumXY = x.reduce((sum, xi, i) => sum + xi * y[i], 0);
    const sumXX = x.reduce((sum, xi) => sum + xi * xi, 0);
    const slope = (n * sumXY - sumX * sumY) / (n * sumXX - sumX * sumX);
    const intercept = (sumY - slope * sumX) / n;
    return {
        slope,
        intercept,
    };
};
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