@smockle/regression 3.0.4 → 4.0.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/LICENSE +21 -13
- package/README.md +15 -16
- package/dist/index.d.ts +53 -0
- package/dist/index.js +62 -0
- package/package.json +29 -40
- package/.editorconfig +0 -7
- package/.eslintrc.json +0 -6
- package/.flowconfig +0 -27
- package/.prettierignore +0 -1
- package/.travis.yml +0 -19
- package/appveyor.yml +0 -21
- package/flow-typed/npm/@smockle/matrix_vx.x.x.js +0 -192
- package/flow-typed/npm/@std/esm_vx.x.x.js +0 -32
- package/flow-typed/npm/codecov_vx.x.x.js +0 -276
- package/flow-typed/npm/colortape_vx.x.x.js +0 -80
- package/flow-typed/npm/eslint-config-standard_vx.x.x.js +0 -47
- package/flow-typed/npm/eslint-plugin-import_vx.x.x.js +0 -377
- package/flow-typed/npm/eslint-plugin-node_vx.x.x.js +0 -293
- package/flow-typed/npm/eslint-plugin-promise_vx.x.x.js +0 -170
- package/flow-typed/npm/eslint-plugin-standard_vx.x.x.js +0 -103
- package/flow-typed/npm/eslint_vx.x.x.js +0 -2401
- package/flow-typed/npm/flow-bin_v0.x.x.js +0 -6
- package/flow-typed/npm/flow-typed_vx.x.x.js +0 -193
- package/flow-typed/npm/husky_vx.x.x.js +0 -88
- package/flow-typed/npm/jsdoc-to-markdown_vx.x.x.js +0 -95
- package/flow-typed/npm/lint-staged_vx.x.x.js +0 -145
- package/flow-typed/npm/lodash_v4.x.x.js +0 -522
- package/flow-typed/npm/mathjs_vx.x.x.js +0 -6187
- package/flow-typed/npm/nyc_vx.x.x.js +0 -108
- package/flow-typed/npm/prettier-eslint-cli_vx.x.x.js +0 -78
- package/jsdoc.json +0 -6
- package/jsdoc2md/README.hbs +0 -32
- package/lib/regression.js +0 -3
- package/lib/regression.mjs +0 -93
- package/test/regression.mjs +0 -264
package/LICENSE
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MIT License
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Copyright (c) 2016-2025 Clay Miller
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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package/README.md
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[](https://www.npmjs.com/package/@smockle/regression)
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[](https://ci.appveyor.com/project/smockle/regression)
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[](https://codecov.io/gh/smockle/regression)
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[](https://snyk.io/test/github/smockle/regression)
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[](https://greenkeeper.io/)
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[](https://codecov.io/gh/smockle/regression)
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# regression
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## Usage
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```JavaScript
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import Regression from '@smockle/regression'
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```
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## API Reference
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- [regression](#module_regression)
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- [Regression](#exp_module_regression--Regression) ⏏
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- [new Regression(X, Y)](#new_module_regression--Regression_new)
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- [.inspect()](#module_regression--Regression+inspect) ⇒ <code>string</code>
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<a name="exp_module_regression--Regression"></a>
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### Regression ⏏
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**Kind**: Exported class
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<a name="new_module_regression--Regression_new"></a>
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#### new Regression(X, Y)
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Estimate multiple linear regression fit using least squares
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**Returns**: <code>Regression</code> - Multiple linear regression
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**Returns**: <code>Regression</code> - Multiple linear regression
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| Param | Type
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| Param | Type | Description |
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| ----- | ------------------- | ------------ |
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| X | <code>Matrix</code> | Input matrix |
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| Y | <code>Matrix</code> | Input matrix |
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<a name="module_regression--Regression+inspect"></a>
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#### regression.inspect() ⇒ <code>string</code>
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Format and print this regression
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**Kind**: instance method of [<code>Regression</code>](#exp_module_regression--Regression)
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**Returns**: <code>string</code> - Regression results
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**Returns**: <code>string</code> - Regression results
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## Testing
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package/dist/index.d.ts
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/** @module regression */
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import Matrix from "@smockle/matrix";
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type Matrix2D = Extract<Matrix, {
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__value: number[][];
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}>;
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type Regression = {
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/** n observations */
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n: number;
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/** p factor terms */
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p: number;
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/** X Matrix */
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X: Matrix2D;
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/** Y Matrix */
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Y: Matrix2D;
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/** β coefficients factor terms */
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B: Matrix2D;
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/** fitted Y values */
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fitted: number[][];
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/** mean Y value */
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mean: number;
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/** residual Y values */
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residuals: number[][];
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/** SST total sum of squares */
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SST: number;
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/** SSE explained sum of squares */
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SSE: number;
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/** SSR residual sum of squares */
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SSR: number;
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/** R² coefficient of determination */
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Rsquared: number;
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/** adjusted R² */
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Rsquaredadj: number;
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/** standard error of regression */
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stderr: number;
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/** MSE mean standard error */
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MSE: number;
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/** variance matrix */
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VAR: Matrix2D;
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/** standard error matrix (diagonal of variance) */
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STDERR: number[];
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/** test statistic (significance) */
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TSTAT: number[];
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};
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/**
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* Estimate multiple linear regression fit using least squares
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* @constructor
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* @alias module:regression
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* @param {number[][]} X - Input matrix
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* @param {number[]} Y - Input matrix
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* @return {Regression} Multiple linear regression
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*/
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declare function Regression(X: number[][], Y: number[]): Regression;
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export default Regression;
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package/dist/index.js
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/** @module regression */
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import Matrix from "@smockle/matrix";
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import { diag, format, mean, subtract } from "mathjs";
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import { fill, unzip } from "lodash-es";
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/**
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* Estimate multiple linear regression fit using least squares
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* @constructor
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* @alias module:regression
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* @param {number[][]} X - Input matrix
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* @param {number[]} Y - Input matrix
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* @return {Regression} Multiple linear regression
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*/
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function Regression(X, Y) {
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const r = Object.create(Regression.prototype);
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r.n = X[0].length;
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r.p = X.length;
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r.X = Matrix([fill(Array(r.n), 1)].concat(X)).transpose();
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r.Y = Matrix(Y).transpose();
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r.B = Matrix.multiply(Matrix.multiply(r.X.transpose(), r.X).invert(), Matrix.multiply(r.X.transpose(), r.Y));
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r.fitted = Matrix.multiply(r.X, r.B).__value;
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r.mean = mean(r.Y.__value);
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r.residuals = subtract(r.Y.__value, r.fitted);
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r.SST = r.Y.__value.reduce((xs, y) => xs + Math.pow(y[0] - r.mean, 2), 0);
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r.SSE = r.fitted.reduce((xs, _fitted) => xs + Math.pow(_fitted[0] - r.mean, 2), 0);
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r.SSR = r.Y.__value.reduce((xs, y, i) => xs + Math.pow(y[0] - r.fitted[i][0], 2), 0);
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r.Rsquared = r.SSE / r.SST;
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r.Rsquaredadj = r.Rsquared - ((1 - r.Rsquared) * (r.p - 1)) / (r.n - r.p);
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r.stderr = Math.sqrt(r.residuals.reduce((xs, residual) => xs + Math.pow(residual[0], 2), 0) /
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(r.n - r.p - 1));
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r.MSE = Math.sqrt(r.fitted.reduce((xs, _fitted, i) => xs + Math.pow(_fitted[0] - r.Y.__value[i][0], 2), 0) /
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(r.n - 2));
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r.VAR = Matrix(Matrix.multiply(r.X.transpose(), r.X)
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.invert()
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.__value.map((x) => x.map((y) => y * r.MSE)));
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r.STDERR = Array.from(diag(r.VAR.__value)).map((x) => Math.sqrt(x));
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r.TSTAT = r.STDERR.map((err, i) => r.B.__value[i][0] / err);
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return r;
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}
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/**
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* Format and print this regression
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* @alias module:regression#inspect
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* @return {string} Regression results
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*/
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Regression.prototype[Symbol.for("nodejs.util.inspect.custom")] =
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function () {
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var output = "";
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output += format(this.Rsquared, (x) => `R²: ${(x * 100).toFixed(2)}%\n`);
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output += format(this.Rsquaredadj, (x) => `Adj R²: ${(x * 100).toFixed(2)}%\n`);
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output += format(this.stderr, (x) => `Std Err: ${x.toFixed(2)}\n\n`);
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const labels = ["y"].concat(fill(Array(this.B.__value.length - 1), "x"));
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unzip([unzip(this.B.__value)[0], this.TSTAT]).forEach((x, i) => {
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output += `${labels[i]}${labels[i] === "y" ? "" : i}: ${format(x[0], {
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notation: "fixed",
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precision: 2,
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})} (t-stat ${format(x[1], {
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notation: "fixed",
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precision: 2,
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})})${i === this.B.__value.length - 1 ? "" : "\n"}`;
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});
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return output;
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};
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export default Regression;
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package/package.json
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"name": "@smockle/regression",
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"version": "
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"version": "4.0.1",
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"description": "Estimate multiple linear regression fit using least squares",
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"type": "module",
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"main": "dist/index.js",
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"scripts": {
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"
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"test": "node -r @std/esm test/regression.mjs | colortape",
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"coverage": "nyc --require @std/esm --extension .mjs --reporter=lcov node test/regression.mjs | colortape",
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"postcoverage": "nyc report",
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"prepublishOnly": "npm test",
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"precommit": "lint-staged"
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"build": "tsc",
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"test": "NODE_OPTIONS='--no-warnings=ExperimentalWarning --experimental-vm-modules' npx jest"
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},
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"repository": {
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"type": "git",
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"url": "git+https://github.com/smockle/regression.git"
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},
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"author": "Clay Miller <clay@smockle.com> (https://smockle.com)",
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"license": "
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"license": "MIT",
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"bugs": {
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"url": "https://github.com/smockle/regression/issues"
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},
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"homepage": "https://github.com/smockle/regression#readme",
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"eslint-plugin-node": "^5.0.0",
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"flow-bin": "^0.61.0",
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"flow-typed": "^2.1.5",
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"husky": "^0.14.0",
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"jsdoc-to-markdown": "git://github.com/smockle/jsdoc-to-markdown.git#update-dmd",
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"lint-staged": "^6.0.0",
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"nyc": "^11.0.2",
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"prettier-eslint-cli": "^4.3.0"
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},
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"lint-staged": {
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]
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"dependencies": {
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"@smockle/matrix": "^5.0.2",
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"lodash-es": "^4.17.21",
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"mathjs": "^14.0.1"
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"devDependencies": {
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"@types/lodash-es": "^4.17.12",
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"jest": "^29.7.0",
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// flow-typed signature: fdccf8737e1a981963556f8684b782bd
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declare module '@smockle/matrix/flow-typed/npm/jsdoc-to-markdown_vx.x.x.js' {
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declare module '@smockle/matrix/flow-typed/npm/lint-staged_vx.x.x.js' {
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// flow-typed signature: 1a1a5f7378a3eb94c91b140831760eab
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|
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// flow-typed version: <<STUB>>/@std/esm_v^0.5.1/flow_v0.53.1
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/**
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* This is an autogenerated libdef stub for:
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*
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* '@std/esm'
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*
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* Fill this stub out by replacing all the `any` types.
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*
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* Once filled out, we encourage you to share your work with the
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* community by sending a pull request to:
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* https://github.com/flowtype/flow-typed
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*/
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-
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declare module '@std/esm' {
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declare module.exports: any
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}
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-
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/**
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* We include stubs for each file inside this npm package in case you need to
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* require those files directly. Feel free to delete any files that aren't
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* needed.
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*/
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-
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// Filename aliases
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declare module '@std/esm/index' {
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declare module.exports: $Exports<'@std/esm'>
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}
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declare module '@std/esm/index.js' {
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declare module.exports: $Exports<'@std/esm'>
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}
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