least square (最小二乗法)

least_square.coffee

least_square = (dataset)->
  n = dataset.length
  sigma_xy = 0
  sigma_x = 0
  sigma_y = 0
  sigma_xsq = 0

  for data in dataset
    x = data[0]
    y = data[1]
    sigma_xy += x*y
    sigma_x += x
    sigma_y += y
    sigma_xsq += x * x

  a = (n * sigma_xy - sigma_x * sigma_y)/(n * sigma_xsq - sigma_x * sigma_x)
  b = (sigma_xsq * sigma_y - sigma_xy * sigma_x)/(n * sigma_xsq - sigma_x * sigma_x)
  return [a,b]

module.exports = least_square