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Regression/forecast for charting
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Math/Stochastic/Average.js
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31
Math/Stochastic/Average.js
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/**
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* Average class.
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*
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* @author OMS Development Team <dev@oms.com>
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* @author Dennis Eichhorn <d.eichhorn@oms.com>
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* @copyright 2013 Dennis Eichhorn
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* @license OMS License 1.0
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* @version 1.0.0 * @since 1.0.0
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*/
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(function (jsOMS, undefined)
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{
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"use strict";
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/** @namespace jsOMS.Math.Stochastic.Average */
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jsOMS.Autoloader.defineNamespace('jsOMS.Math.Stochastic.Average');
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jsOMS.Math.Stochastic.Average.arithmeticMean = function (values, offset = 0)
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{
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Array.sort(values);
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let length = values.length;
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if (offset > 0) {
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values = Array.splice(offset, length - offset);
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}
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if (length === 0) {
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throw 'Division zero';
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}
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return values.reduce((a, b) => a + b, 0) / count;
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};
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}(window.jsOMS = window.jsOMS || {}));
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35
Math/Stochastic/Forecast/LinearRegression.js
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Math/Stochastic/Forecast/LinearRegression.js
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/**
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* Linear regression class.
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*
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* @author OMS Development Team <dev@oms.com>
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* @author Dennis Eichhorn <d.eichhorn@oms.com>
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* @copyright 2013 Dennis Eichhorn
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* @license OMS License 1.0
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* @version 1.0.0 * @since 1.0.0
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*/
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(function (jsOMS, undefined)
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{
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"use strict";
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/** @namespace jsOMS.Math.Stochastic.Forecast.LinearRegression */
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jsOMS.Autoloader.defineNamespace('jsOMS.Math.Stochastic.Forecast.LinearRegression');
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jsOMS.Math.Stochastic.Forecast.LinearRegression.getLinearRegresseion = function (x, y)
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{
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let count = x.length,
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meanX = jsOMS.Math.Stochastic.Average.arithmeticMean(x),
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meanY = jsOMS.Math.Stochastic.Average.arithmeticMean(y),
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sum1 = 0,
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sum2 = 0,
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b0, b1;
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for (let i = 0; i < count; i++) {
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sum1 += (y[i] - meanY) * (x[i] - meanX);
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sum2 += (x[i] - meanX) ** 2;
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}
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b1 = sum1 / sum2;
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b0 = meanY - b1 * meanX;
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return {b0: b0, b1: b1};
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};
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}(window.jsOMS = window.jsOMS || {}));
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