dracoblue.net

Linear least squares in Javascript

Today I ran into the problem, that I had a graph full of data points, which obviously did not form a straight line.

There is a method called

Linear least squares to calculate the straight line with least difference to the original data points.

Since I needed the method in javascript, here is what I came up with in the end.

function findLineByLeastSquares(values_x, values_y) {
    var sum_x = 0;
    var sum_y = 0;
    var sum_xy = 0;
    var sum_xx = 0;
    var count = 0;

    /*
     * We'll use those variables for faster read/write access.
     */
    var x = 0;
    var y = 0;
    var values_length = values_x.length;

    if (values_length != values_y.length) {
        throw new Error('The parameters values_x and values_y need to have same size!');
    }

    /*
     * Nothing to do.
     */
    if (values_length === 0) {
        return [ [], [] ];
    }

    /*
     * Calculate the sum for each of the parts necessary.
     */
    for (var v = 0; v < values_length; v++) {
        x = values_x[v];
        y = values_y[v];
        sum_x += x;
        sum_y += y;
        sum_xx += x*x;
        sum_xy += x*y;
        count++;
    }

    /*
     * Calculate m and b for the formular:
     * y = x * m + b
     */
    var m = (count*sum_xy - sum_x*sum_y) / (count*sum_xx - sum_x*sum_x);
    var b = (sum_y/count) - (m*sum_x)/count;

    /*
     * We will make the x and y result line now
     */
    var result_values_x = [];
    var result_values_y = [];

    for (var v = 0; v < values_length; v++) {
        x = values_x[v];
        y = x * m + b;
        result_values_x.push(x);
        result_values_y.push(y);
    }

    return [result_values_x, result_values_y];
}

In algorithm, javascript by @ 14 Feb 2010

comments powered by Disqus

Recent Files

Advertisement

Recent Dev-Articles

Read recently

About

Blogroll