Created
April 24, 2018 10:18
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// Console API | |
const print = o => console.log(JSON.stringify(o)); | |
const printm = A => console.log(A.map(row => row.join("\t")).join("\n")); | |
// Matrix API | |
//1 | |
const trans = A => A[0].map((_, j) => A.map(row => row[j])); | |
//2 | |
const sum = (A, B) => A.map((row, i) => row.map((_, j) => A[i][j] + B[i][j])); | |
//3 | |
const mult = (k, A) => A.map(row => row.map(a => k * a)); | |
//4 | |
const dotprod = (a, b) => a.reduce((p, _, j) => p + a[j] * b[j], 0); | |
//5 | |
const prod = (A, B) => ((B_ = trans(B)) => A.map(row => B_.map(col => dotprod(row, col))))(); | |
//6 | |
const minor = (A, r, c) => A.filter((_, i) => i != r).map(row => row.filter((_, j) => j != c)); | |
//7 | |
const det = A => A[0].length == 1 ? A[0][0] : A[0].reduce((d, a, j) => d + Math.pow(-1, j) * a * det(minor(A, 0, j)), 0); | |
//8 | |
const inv = A => mult(1 / det(A), trans(A.map((row, i) => row.map((_, j) => Math.pow(-1, i + j) * det(minor(A, i, j)))))); | |
// Stat API | |
//9 | |
const mean = xs => ((n = xs.length) => xs.reduce((m, x) => m + x / n, 0))(); | |
//10 | |
const sd = xs => ((n = xs.length, m = mean(xs)) => Math.sqrt(mean(xs.map(x => Math.pow(x - m, 2))) * n / (n - 1)))(); | |
//11 | |
const norm = xs => ((m = mean(xs), s = sd(xs)) => xs.map(x => (x - m) / s))(); | |
// Regression API | |
//12 | |
const regcoeff = (xs, ys) => ((X = xs.map(x => [1, x]), X_ = trans(X), XX = prod(X_, X), Y = [ys]) => prod(prod(Y, X), inv(XX))[0])(); | |
// Examples | |
print(regcoeff([1,2,3,4],[3,5,7,10])); | |
// => [0.5, 2.3] | |
// see: http://m.wolframalpha.com/input/?i=linear+regression+%5B%5B1%2C3%5D%2C+%5B2%2C5%5D%2C+%5B3%2C+7%5D%2C+%5B4%2C+10%5D%5D | |
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