Simple Linear Regression in Python using the vanilla language features.

linreg.py

def simple(x, y):
    assert len(x) == len(y)
    xavg = sum(x) / float(len(x))
    yavg = sum(y) / float(len(y))
    xdiff = [ xi - xavg for xi in x ] 
    ydiff = [ yi - yavg for yi in y ]
    xy = [ xdiff[i] * ydiff[i] for i in range(len(x)) ]
    xx = [ xdiff[i] * xdiff[i] for i in range(len(x)) ]
    gradient = sum(xy) / sum(xx)
    intercept = yavg - gradient * xavg
    return (gradient, intercept)