vega-statistics/src/regression/pow.js

Statistical routines and probability distributions.

import ols from './ols.js';
import {visitPoints} from './points.js';
import rSquared from './r-squared.js';

// Adapted from d3-regression by Harry Stevens
// License: https://github.com/HarryStevens/d3-regression/blob/master/LICENSE
export default function(data, x, y) {
  let X = 0, Y = 0, XY = 0, X2 = 0, YS = 0, n = 0;

  visitPoints(data, x, y, (dx, dy) => {
    const lx = Math.log(dx),
          ly = Math.log(dy);
    ++n;
    X += (lx - X) / n;
    Y += (ly - Y) / n;
    XY += (lx * ly - XY) / n;
    X2 += (lx * lx - X2) / n;
    YS += (dy - YS) / n;
  });

  const coef = ols(X, Y, XY, X2),
        predict = x => coef[0] * Math.pow(x, coef[1]);

  coef[0] = Math.exp(coef[0]);

  return {
    coef: coef,
    predict: predict,
    rSquared: rSquared(data, x, y, YS, predict)
  };
}