Linear Regression in Javascript
I want to do Least Squares Fitting in Javascript in a web browser.
Currently users enter data point information using HTML text inputs and then I grab that data with jQuery and graph it with Flot.
After the user had entered in their data points I would like to present them with a "line of best fit". I imagine I would calculate the linear, polynomial, exponential and logarithmic equations and then choose the one with the highest R^2 value.
I can't seem to find any libraries that will help me to do this though. I stumbled upon jStat, but it is completely missing documentation (as far as I can find) and after digging through the the source code it doesn't seem to have any linear regression functionality built in--I'm basing this purely on function names however.
Does anyone know any Javascript libraries that offer simple regression analysis?
The hope would be that I could use the library like so...
If I had some set of scatter points in an array var points = [[3,4],[15,45],...[23,78]], I would be able to hand that to some function like lin_reg(points) and it would return something like [7.12,3] if the linear equation was y = 7.12 x + 3.
Answer
What kind of linear regression? For something simple like least squares, I'd just program it myself:
http://mathworld.wolfram.com/LeastSquaresFitting.html
The math is not too hard to follow there, give it a shot for an hour or so and let me know if it's too hard, I can try it.
EDIT:
Found someone that did it:
http://dracoblue.net/dev/linear-least-squares-in-javascript/159/