A PHP Linear Regression Function

The inspiration for this function came from Fitting Functions to Data: Linear and Exponential Regression miscellaneous on-line topics for Finite Mathematics and Calculus Applied to the Real World.

/**
 * linear regression function
 * @param $x array x-coords
 * @param $y array y-coords
 * @returns array() m=>slope, b=>intercept
 */
function linear_regression($x, $y) {

  // calculate number points
  $n = count($x);

  // ensure both arrays of points are the same size
  if ($n != count($y)) {

    trigger_error("linear_regression(): Number of elements in coordinate arrays do not match.", E_USER_ERROR);

  }

  // calculate sums
  $x_sum = array_sum($x);
  $y_sum = array_sum($y);

  $xx_sum = 0;
  $xy_sum = 0;

  for($i = 0; $i < $n; $i++) {

    $xy_sum+=($x[$i]*$y[$i]);
    $xx_sum+=($x[$i]*$x[$i]);

  }

  // calculate slope
  $m = (($n * $xy_sum) - ($x_sum * $y_sum)) / (($n * $xx_sum) - ($x_sum * $x_sum));

  // calculate intercept
  $b = ($y_sum - ($m * $x_sum)) / $n;

  // return result
  return array("m"=>$m, "b"=>$b);

}

Example Usage:

var_dump( linear_regression(array(1, 2, 3, 4), array(1.5, 1.6, 2.1, 3.0)) );

~ by Richard@Home on January 25, 2006.