Simple Linear Regression in Ruby

simple-linear-regression.rb

class SimpleLinearRegression
  def initialize(xs, ys)
    @xs, @ys = xs, ys
    if @xs.length != @ys.length
      raise "Unbalanced data. xs need to be same length as ys"
    end
  end

  def y_intercept
    mean(@ys) - (slope * mean(@xs))
  end

  def slope
    x_mean = mean(@xs)
    y_mean = mean(@ys)

    numerator = ([email protected]).reduce(0) do |sum, i|
      sum + ((@xs[i] - x_mean) * (@ys[i] - y_mean))
    end

    denominator = @xs.reduce(0) do |sum, x|
      sum + ((x - x_mean) ** 2)
    end

    (numerator / denominator)
  end
  
  def regression_line
    x_min = @xs.min
    x_max = @xs.max
    [[x_min, (slope * x_min + y_intercept)], [x_max, (slope * x_max + y_intercept)]]
  end

  def mean(values)
    total = values.reduce(0) { |sum, x| x + sum }
    Float(total) / Float(values.length)
  end
end

Added the regression_line method to return an array of 2 points. Useful for adding regression lines in Highcharts.js

Usage:

linear_model = SimpleLinearRegression.new(xs, ys)
@regression_line = linear_model.regression_line

Where, xs and xy are arrays of all the x and y values respectively.