snippet: LinearLeastSquares para javascript
2011/01/05 Deja un comentario
Por esas cosas de la vida un amigo necesitaba un interpolador simple para javascript; asi que hice este de minimos cuadrados.
Uso:
interpolador = new LinearLeastSquares([1, 2, 3, 4, 5], [1, 4, 9, 16, 25]); interpolador.interpolate(1);
El Código
/**
* Creates an interpolator function with "Linear Least Square" method.
*
* @see http://en.wikipedia.org/wiki/Linear_least_squares_(mathematics)
* @params xs: array with x's values (same lenght as ys)
* @params xs: array with y's values (same lenght as xs)
*
* @author Juan BC
* @licence gpl3
* @date 2011/01/05
*
*/
function LinearLeastSquares(xs, ys){
//Constructor
if (xs.length != ys.length){
throw "'xs' and 'ys' must have same lenght";
}
var n = xs.length;
var sum_xy = 0;
var sum_x = 0;
var sum_y = 0;
var sum_x_sq = 0;
for(var i=0; i < xs.length; i++){
sum_xy += xs[i] * ys[i];
sum_x += xs[i];
sum_y += ys[i];
sum_x_sq += xs[i] * xs[i];
}
this._m = (n * sum_xy - sum_x * sum_y) / (n * sum_x_sq - sum_x * sum_x);
this._b = (sum_y - this._m * sum_x) / n;
//Constructor
/**
* Return the interpolation of x
* @param x
*/
this.interpolate = function(x){
return this._b + this._m * x;
}
}
Disclaimer: Solo lo probé con el conjunto de datos que hay en Wikipedia.

