trading-vue3-js/src/stuff/linreg.js

Customizable charting lib for traders. Based on https://github.com/C451/trading-vue-js by C451.

/**
 * Simple linear regression
 *
 * @param {Array.<number>} data
 * @return {Function}
 */
export default function regression(data, len, offset) {

    data = data.slice(0, len).reverse().map((x, i) => [i, x])

    var sum_x = 0,
        sum_y = 0,
        sum_xy = 0,
        sum_xx = 0,
        count = 0,
        m, b

    // calculate sums
    for (var i = 0, len = data.length; i < len; i++) {
        if (!data[i]) return NaN
        var point = data[i]
        sum_x += point[0]
        sum_y += point[1]
        sum_xx += point[0] * point[0]
        sum_xy += point[0] * point[1]
        count++
    }

    // calculate slope (m) and y-intercept (b) for f(x) = m * x + b
    m = (count * sum_xy - sum_x * sum_y) / (count * sum_xx - sum_x * sum_x)
    b = (sum_y / count) - (m * sum_x) / count

    return m * (data.length - 1 - offset) + b

}