multiple regression with sylvester

multiple-regression-sylvester.js

var sylvester = require('sylvester')

function multipleRegression(x, y) {

  var X = $M(x)
    , Y = $M(y)
    , Xt = X.transpose()
    , regression = Xt.multiply(X).inverse().multiply(Xt).multiply(Y)

  return regression
}

var x = [
  [8,3,9],
  [2,0,7],
  [1,9,3]
]

var y = [[10,1], [21,2], [31,3]]

console.log('result', multipleRegression(x, y))

http://luna.cas.usf.edu/~mbrannic/files/regression/regma.htm for more detail