go-online-linear-regression

README

#go-online-linear-regression

Library to calculate online linear regression.

##Example

package main

import (
	"fmt"
	"github.com/gaillard/go-online-linear-regression/v1"
)

func main() {
	//xDelta argument of 7 will cause the point added with r.Add(1.5, 4.4) to be removed before last fmt.Printf()
	r := regression.New(7)

	r.Add(1.5, 4.4)
	r.Add(2.9, 1.56)

	slope, intercept, stdError := r.CalculateWithStdError()
	fmt.Printf("slope %f\n", slope)
	fmt.Printf("intercept %f\n", intercept)
	fmt.Printf("standard error %f\n", stdError)

	r.Add(7.2, 10.5)
	r.Add(9, 7.6)

	slope, intercept, stdError = r.CalculateWithStdError()
	fmt.Printf("slope %f\n", slope)
	fmt.Printf("intercept %f\n", intercept)
	fmt.Printf("standard error %f\n", stdError)
}

Outputs

slope -2.028571
intercept 7.442857
standard error NaN
slope 1.188768
intercept -1.015158
standard error 3.720348