// https://github.com/HarryStevens/d3-regression#readme Version 1.3.10. Copyright 2022 Harry Stevens. 'use strict'; Object.defineProperty(exports, '__esModule', { value: true }); function _slicedToArray(arr, i) { return _arrayWithHoles(arr) || _iterableToArrayLimit(arr, i) || _nonIterableRest(); } function _arrayWithHoles(arr) { if (Array.isArray(arr)) return arr; } function _iterableToArrayLimit(arr, i) { var _arr = []; var _n = true; var _d = false; var _e = undefined; try { for (var _i = arr[Symbol.iterator](), _s; !(_n = (_s = _i.next()).done); _n = true) { _arr.push(_s.value); if (i && _arr.length === i) break; } } catch (err) { _d = true; _e = err; } finally { try { if (!_n && _i["return"] != null) _i["return"](); } finally { if (_d) throw _e; } } return _arr; } function _nonIterableRest() { throw new TypeError("Invalid attempt to destructure non-iterable instance"); } // Adapted from vega-statistics by Jeffrey Heer // License: https://github.com/vega/vega/blob/f058b099decad9db78301405dd0d2e9d8ba3d51a/LICENSE // Source: https://github.com/vega/vega/blob/f058b099decad9db78301405dd0d2e9d8ba3d51a/packages/vega-statistics/src/regression/points.js function points(data, x, y, sort) { data = data.filter(function (d, i) { var u = x(d, i), v = y(d, i); return u != null && isFinite(u) && v != null && isFinite(v); }); if (sort) { data.sort(function (a, b) { return x(a) - x(b); }); } var n = data.length, X = new Float64Array(n), Y = new Float64Array(n); // extract values, calculate means var ux = 0, uy = 0, xv, yv, d; for (var i = 0; i < n;) { d = data[i]; X[i] = xv = +x(d, i, data); Y[i] = yv = +y(d, i, data); ++i; ux += (xv - ux) / i; uy += (yv - uy) / i; } // mean center the data for (var _i = 0; _i < n; ++_i) { X[_i] -= ux; Y[_i] -= uy; } return [X, Y, ux, uy]; } function visitPoints(data, x, y, cb) { var iterations = 0; for (var i = 0, n = data.length; i < n; i++) { var d = data[i], dx = +x(d, i, data), dy = +y(d, i, data); if (dx != null && isFinite(dx) && dy != null && isFinite(dy)) { cb(dx, dy, iterations++); } } } // return the coefficient of determination, or R squared. function determination(data, x, y, uY, predict) { var SSE = 0, SST = 0; visitPoints(data, x, y, function (dx, dy) { var sse = dy - predict(dx), sst = dy - uY; SSE += sse * sse; SST += sst * sst; }); return 1 - SSE / SST; } // Returns the angle of a line in degrees. function angle(line) { return Math.atan2(line[1][1] - line[0][1], line[1][0] - line[0][0]) * 180 / Math.PI; } // Returns the midpoint of a line. function midpoint(line) { return [(line[0][0] + line[1][0]) / 2, (line[0][1] + line[1][1]) / 2]; } // returns a smooth line. function interpose(xmin, xmax, predict) { var l = Math.log(xmax - xmin) * Math.LOG10E + 1 | 0; var precision = 1 * Math.pow(10, -l / 2 - 1), maxIter = 1e4; var points = [px(xmin), px(xmax)], iter = 0; while (find(points) && iter < maxIter) { } return points; function px(x) { return [x, predict(x)]; } function find(points) { iter++; var n = points.length; var found = false; for (var i = 0; i < n - 1; i++) { var p0 = points[i], p1 = points[i + 1], m = midpoint([p0, p1]), mp = px(m[0]), a0 = angle([p0, m]), a1 = angle([p0, mp]), a = Math.abs(a0 - a1); if (a > precision) { points.splice(i + 1, 0, mp); found = true; } } return found; } } // Ordinary Least Squares from vega-statistics by Jeffrey Heer // License: https://github.com/vega/vega/blob/f058b099decad9db78301405dd0d2e9d8ba3d51a/LICENSE // Source: https://github.com/vega/vega/blob/f058b099decad9db78301405dd0d2e9d8ba3d51a/packages/vega-statistics/src/regression/ols.js function ols(uX, uY, uXY, uX2) { var delta = uX2 - uX * uX, slope = Math.abs(delta) < 1e-24 ? 0 : (uXY - uX * uY) / delta, intercept = uY - slope * uX; return [intercept, slope]; } function exponential () { var x = function x(d) { return d[0]; }, y = function y(d) { return d[1]; }, domain; function exponential(data) { var n = 0, Y = 0, YL = 0, XY = 0, XYL = 0, X2Y = 0, xmin = domain ? +domain[0] : Infinity, xmax = domain ? +domain[1] : -Infinity; visitPoints(data, x, y, function (dx, dy) { var ly = Math.log(dy), xy = dx * dy; ++n; Y += (dy - Y) / n; XY += (xy - XY) / n; X2Y += (dx * xy - X2Y) / n; YL += (dy * ly - YL) / n; XYL += (xy * ly - XYL) / n; if (!domain) { if (dx < xmin) xmin = dx; if (dx > xmax) xmax = dx; } }); var _ols = ols(XY / Y, YL / Y, XYL / Y, X2Y / Y), _ols2 = _slicedToArray(_ols, 2), a = _ols2[0], b = _ols2[1]; a = Math.exp(a); var fn = function fn(x) { return a * Math.exp(b * x); }, out = interpose(xmin, xmax, fn); out.a = a; out.b = b; out.predict = fn; out.rSquared = determination(data, x, y, Y, fn); return out; } exponential.domain = function (arr) { return arguments.length ? (domain = arr, exponential) : domain; }; exponential.x = function (fn) { return arguments.length ? (x = fn, exponential) : x; }; exponential.y = function (fn) { return arguments.length ? (y = fn, exponential) : y; }; return exponential; } function linear () { var x = function x(d) { return d[0]; }, y = function y(d) { return d[1]; }, domain; function linear(data) { var n = 0, X = 0, // sum of x Y = 0, // sum of y XY = 0, // sum of x * y X2 = 0, // sum of x * x xmin = domain ? +domain[0] : Infinity, xmax = domain ? +domain[1] : -Infinity; visitPoints(data, x, y, function (dx, dy) { ++n; X += (dx - X) / n; Y += (dy - Y) / n; XY += (dx * dy - XY) / n; X2 += (dx * dx - X2) / n; if (!domain) { if (dx < xmin) xmin = dx; if (dx > xmax) xmax = dx; } }); var _ols = ols(X, Y, XY, X2), _ols2 = _slicedToArray(_ols, 2), intercept = _ols2[0], slope = _ols2[1], fn = function fn(x) { return slope * x + intercept; }, out = [[xmin, fn(xmin)], [xmax, fn(xmax)]]; out.a = slope; out.b = intercept; out.predict = fn; out.rSquared = determination(data, x, y, Y, fn); return out; } linear.domain = function (arr) { return arguments.length ? (domain = arr, linear) : domain; }; linear.x = function (fn) { return arguments.length ? (x = fn, linear) : x; }; linear.y = function (fn) { return arguments.length ? (y = fn, linear) : y; }; return linear; } // Returns the medium value of an array of numbers. function median(arr) { arr.sort(function (a, b) { return a - b; }); var i = arr.length / 2; return i % 1 === 0 ? (arr[i - 1] + arr[i]) / 2 : arr[Math.floor(i)]; } var maxiters = 2, epsilon = 1e-12; function loess () { var x = function x(d) { return d[0]; }, y = function y(d) { return d[1]; }, bandwidth = .3; function loess(data) { var _points = points(data, x, y, true), _points2 = _slicedToArray(_points, 4), xv = _points2[0], yv = _points2[1], ux = _points2[2], uy = _points2[3], n = xv.length, bw = Math.max(2, ~~(bandwidth * n)), yhat = new Float64Array(n), residuals = new Float64Array(n), robustWeights = new Float64Array(n).fill(1); for (var iter = -1; ++iter <= maxiters;) { var interval = [0, bw - 1]; for (var i = 0; i < n; ++i) { var dx = xv[i], i0 = interval[0], i1 = interval[1], edge = dx - xv[i0] > xv[i1] - dx ? i0 : i1; var W = 0, X = 0, Y = 0, XY = 0, X2 = 0, denom = 1 / Math.abs(xv[edge] - dx || 1); // Avoid singularity for (var k = i0; k <= i1; ++k) { var xk = xv[k], yk = yv[k], w = tricube(Math.abs(dx - xk) * denom) * robustWeights[k], xkw = xk * w; W += w; X += xkw; Y += yk * w; XY += yk * xkw; X2 += xk * xkw; } // Linear regression fit var _ols = ols(X / W, Y / W, XY / W, X2 / W), _ols2 = _slicedToArray(_ols, 2), a = _ols2[0], b = _ols2[1]; yhat[i] = a + b * dx; residuals[i] = Math.abs(yv[i] - yhat[i]); updateInterval(xv, i + 1, interval); } if (iter === maxiters) { break; } var medianResidual = median(residuals); if (Math.abs(medianResidual) < epsilon) break; for (var _i = 0, arg, _w; _i < n; ++_i) { arg = residuals[_i] / (6 * medianResidual); // Default to epsilon (rather than zero) for large deviations // Keeping weights tiny but non-zero prevents singularites robustWeights[_i] = arg >= 1 ? epsilon : (_w = 1 - arg * arg) * _w; } } return output(xv, yhat, ux, uy); } loess.bandwidth = function (bw) { return arguments.length ? (bandwidth = bw, loess) : bandwidth; }; loess.x = function (fn) { return arguments.length ? (x = fn, loess) : x; }; loess.y = function (fn) { return arguments.length ? (y = fn, loess) : y; }; return loess; } // Weighting kernel for local regression function tricube(x) { return (x = 1 - x * x * x) * x * x; } // Advance sliding window interval of nearest neighbors function updateInterval(xv, i, interval) { var val = xv[i], left = interval[0], right = interval[1] + 1; if (right >= xv.length) return; // Step right if distance to new right edge is <= distance to old left edge // Step when distance is equal to ensure movement over duplicate x values while (i > left && xv[right] - val <= val - xv[left]) { interval[0] = ++left; interval[1] = right; ++right; } } // Generate smoothed output points // Average points with repeated x values function output(xv, yhat, ux, uy) { var n = xv.length, out = []; var i = 0, cnt = 0, prev = [], v; for (; i < n; ++i) { v = xv[i] + ux; if (prev[0] === v) { // Average output values via online update prev[1] += (yhat[i] - prev[1]) / ++cnt; } else { // Add new output point cnt = 0; prev[1] += uy; prev = [v, yhat[i]]; out.push(prev); } } prev[1] += uy; return out; } function logarithmic () { var x = function x(d) { return d[0]; }, y = function y(d) { return d[1]; }, base = Math.E, domain; function logarithmic(data) { var n = 0, X = 0, Y = 0, XY = 0, X2 = 0, xmin = domain ? +domain[0] : Infinity, xmax = domain ? +domain[1] : -Infinity, lb = Math.log(base); visitPoints(data, x, y, function (dx, dy) { var lx = Math.log(dx) / lb; ++n; X += (lx - X) / n; Y += (dy - Y) / n; XY += (lx * dy - XY) / n; X2 += (lx * lx - X2) / n; if (!domain) { if (dx < xmin) xmin = dx; if (dx > xmax) xmax = dx; } }); var _ols = ols(X, Y, XY, X2), _ols2 = _slicedToArray(_ols, 2), intercept = _ols2[0], slope = _ols2[1], fn = function fn(x) { return slope * Math.log(x) / lb + intercept; }, out = interpose(xmin, xmax, fn); out.a = slope; out.b = intercept; out.predict = fn; out.rSquared = determination(data, x, y, Y, fn); return out; } logarithmic.domain = function (arr) { return arguments.length ? (domain = arr, logarithmic) : domain; }; logarithmic.x = function (fn) { return arguments.length ? (x = fn, logarithmic) : x; }; logarithmic.y = function (fn) { return arguments.length ? (y = fn, logarithmic) : y; }; logarithmic.base = function (n) { return arguments.length ? (base = n, logarithmic) : base; }; return logarithmic; } function quad () { var x = function x(d) { return d[0]; }, y = function y(d) { return d[1]; }, domain; function quadratic(data) { var _points = points(data, x, y), _points2 = _slicedToArray(_points, 4), xv = _points2[0], yv = _points2[1], ux = _points2[2], uy = _points2[3], n = xv.length; var X2 = 0, X3 = 0, X4 = 0, XY = 0, X2Y = 0, i, dx, dy, x2; for (i = 0; i < n;) { dx = xv[i]; dy = yv[i++]; x2 = dx * dx; X2 += (x2 - X2) / i; X3 += (x2 * dx - X3) / i; X4 += (x2 * x2 - X4) / i; XY += (dx * dy - XY) / i; X2Y += (x2 * dy - X2Y) / i; } var Y = 0, n0 = 0, xmin = domain ? +domain[0] : Infinity, xmax = domain ? +domain[1] : -Infinity; visitPoints(data, x, y, function (dx, dy) { n0++; Y += (dy - Y) / n0; if (!domain) { if (dx < xmin) xmin = dx; if (dx > xmax) xmax = dx; } }); var X2X2 = X4 - X2 * X2, d = X2 * X2X2 - X3 * X3, a = (X2Y * X2 - XY * X3) / d, b = (XY * X2X2 - X2Y * X3) / d, c = -a * X2, fn = function fn(x) { x = x - ux; return a * x * x + b * x + c + uy; }; var out = interpose(xmin, xmax, fn); out.a = a; out.b = b - 2 * a * ux; out.c = c - b * ux + a * ux * ux + uy; out.predict = fn; out.rSquared = determination(data, x, y, Y, fn); return out; } quadratic.domain = function (arr) { return arguments.length ? (domain = arr, quadratic) : domain; }; quadratic.x = function (fn) { return arguments.length ? (x = fn, quadratic) : x; }; quadratic.y = function (fn) { return arguments.length ? (y = fn, quadratic) : y; }; return quadratic; } // Source: https://github.com/Tom-Alexander/regression-js/blob/master/src/regression.js#L246 // License: https://github.com/Tom-Alexander/regression-js/blob/master/LICENSE // ...with ideas from vega-statistics by Jeffrey Heer // Source: https://github.com/vega/vega/blob/f21cb8792b4e0cbe2b1a3fd44b0f5db370dbaadb/packages/vega-statistics/src/regression/poly.js // License: https://github.com/vega/vega/blob/f058b099decad9db78301405dd0d2e9d8ba3d51a/LICENSE function polynomial () { var x = function x(d) { return d[0]; }, y = function y(d) { return d[1]; }, order = 3, domain; function polynomial(data) { // Use more efficient methods for lower orders if (order === 1) { var o = linear().x(x).y(y).domain(domain)(data); o.coefficients = [o.b, o.a]; delete o.a; delete o.b; return o; } if (order === 2) { var _o = quad().x(x).y(y).domain(domain)(data); _o.coefficients = [_o.c, _o.b, _o.a]; delete _o.a; delete _o.b; delete _o.c; return _o; } var _points = points(data, x, y), _points2 = _slicedToArray(_points, 4), xv = _points2[0], yv = _points2[1], ux = _points2[2], uy = _points2[3], n = xv.length, lhs = [], rhs = [], k = order + 1; var Y = 0, n0 = 0, xmin = domain ? +domain[0] : Infinity, xmax = domain ? +domain[1] : -Infinity; visitPoints(data, x, y, function (dx, dy) { ++n0; Y += (dy - Y) / n0; if (!domain) { if (dx < xmin) xmin = dx; if (dx > xmax) xmax = dx; } }); var i, j, l, v, c; for (i = 0; i < k; ++i) { for (l = 0, v = 0; l < n; ++l) { v += Math.pow(xv[l], i) * yv[l]; } lhs.push(v); c = new Float64Array(k); for (j = 0; j < k; ++j) { for (l = 0, v = 0; l < n; ++l) { v += Math.pow(xv[l], i + j); } c[j] = v; } rhs.push(c); } rhs.push(lhs); var coef = gaussianElimination(rhs), fn = function fn(x) { x -= ux; var y = uy + coef[0] + coef[1] * x + coef[2] * x * x; for (i = 3; i < k; ++i) { y += coef[i] * Math.pow(x, i); } return y; }, out = interpose(xmin, xmax, fn); out.coefficients = uncenter(k, coef, -ux, uy); out.predict = fn; out.rSquared = determination(data, x, y, Y, fn); return out; } polynomial.domain = function (arr) { return arguments.length ? (domain = arr, polynomial) : domain; }; polynomial.x = function (fn) { return arguments.length ? (x = fn, polynomial) : x; }; polynomial.y = function (fn) { return arguments.length ? (y = fn, polynomial) : y; }; polynomial.order = function (n) { return arguments.length ? (order = n, polynomial) : order; }; return polynomial; } function uncenter(k, a, x, y) { var z = Array(k); var i, j, v, c; // initialize to zero for (i = 0; i < k; ++i) { z[i] = 0; } // polynomial expansion for (i = k - 1; i >= 0; --i) { v = a[i]; c = 1; z[i] += v; for (j = 1; j <= i; ++j) { c *= (i + 1 - j) / j; // binomial coefficent z[i - j] += v * Math.pow(x, j) * c; } } // bias term z[0] += y; return z; } // Given an array for a two-dimensional matrix and the polynomial order, // solve A * x = b using Gaussian elimination. function gaussianElimination(matrix) { var n = matrix.length - 1, coef = []; var i, j, k, r, t; for (i = 0; i < n; ++i) { r = i; // max row for (j = i + 1; j < n; ++j) { if (Math.abs(matrix[i][j]) > Math.abs(matrix[i][r])) { r = j; } } for (k = i; k < n + 1; ++k) { t = matrix[k][i]; matrix[k][i] = matrix[k][r]; matrix[k][r] = t; } for (j = i + 1; j < n; ++j) { for (k = n; k >= i; k--) { matrix[k][j] -= matrix[k][i] * matrix[i][j] / matrix[i][i]; } } } for (j = n - 1; j >= 0; --j) { t = 0; for (k = j + 1; k < n; ++k) { t += matrix[k][j] * coef[k]; } coef[j] = (matrix[n][j] - t) / matrix[j][j]; } return coef; } function power () { var x = function x(d) { return d[0]; }, y = function y(d) { return d[1]; }, domain; function power(data) { var n = 0, X = 0, Y = 0, XY = 0, X2 = 0, YS = 0, xmin = domain ? +domain[0] : Infinity, xmax = domain ? +domain[1] : -Infinity; visitPoints(data, x, y, function (dx, dy) { var lx = Math.log(dx), ly = Math.log(dy); ++n; X += (lx - X) / n; Y += (ly - Y) / n; XY += (lx * ly - XY) / n; X2 += (lx * lx - X2) / n; YS += (dy - YS) / n; if (!domain) { if (dx < xmin) xmin = dx; if (dx > xmax) xmax = dx; } }); var _ols = ols(X, Y, XY, X2), _ols2 = _slicedToArray(_ols, 2), a = _ols2[0], b = _ols2[1]; a = Math.exp(a); var fn = function fn(x) { return a * Math.pow(x, b); }, out = interpose(xmin, xmax, fn); out.a = a; out.b = b; out.predict = fn; out.rSquared = determination(data, x, y, YS, fn); return out; } power.domain = function (arr) { return arguments.length ? (domain = arr, power) : domain; }; power.x = function (fn) { return arguments.length ? (x = fn, power) : x; }; power.y = function (fn) { return arguments.length ? (y = fn, power) : y; }; return power; } exports.regressionExp = exponential; exports.regressionLinear = linear; exports.regressionLoess = loess; exports.regressionLog = logarithmic; exports.regressionPoly = polynomial; exports.regressionPow = power; exports.regressionQuad = quad;