regression.js is a javascript library containing a collection of least squares fitting methods for finding a trend in a set of data. It currently contains methods for linear, exponential, logarithmic, power and polynomial trends.

Usage

Most regressions require only two parameters - the regression method (linear, exponential, logarithmic, power or polynomial) and a data source. A third parameter can be used to define the degree of a polynomial when a polynomial regression is required.

All models will return an object with the following properties:

• equation an array containing the coefficients of the equation
• string A string representation of the equation
• points an array containing the predicted data
• r2 the coefficient of determination

Linear regression

equation: [gradient, y-intercept] in the form y = mx + c

var data = [[0,1],[32, 67] .... [12, 79]];
var result = regression('linear', data);
var slope = result.equation[0];
var yIntercept = result.equation[1];

Linear regression through the origin

equation: [gradient] in the form y = mx

var data = [[0,1],[32, 67] .... [12, 79]];
var result = regression('linearThroughOrigin', data);

Exponential regression

equation: [a, b] in the form y = ae^bx

Logarithmic regression

equation: [a, b] in the form y = a + b ln x

Power law regression

equation: [a, b] in the form y = ax^b

Polynomial regression

equation: [a0, .... , an] in the form a0x^0 ... + anx^n

var data = [[0,1],[32, 67] .... [12, 79]];
var result = regression('polynomial', data, 4);

Lastvalue

Not exactly a regression. Uses the last value to fill the blanks when forecasting.

Filling the blanks and forecasting

var data = [[0,1], [32, null] .... [12, 79]];

If you use a null value for data, regression-js will fill it using the trend.

Options

degree

The highest term in the polynomial when expressed in its canonical form. This can be any integer.

fill

Use this option to replace null values.

• 'prev' fills null values with the preceding value
• 'next' fills null values with the succeeding value

Alternatively, supplying this option with an integer will replace all null values with that integer.