How To Create A Linear Regression in TypeScript


I’ve been doing some work with CodeForFoco. Namely in the area of creating linear models for them. In this post, what I did, and why.

Last thing before I get started! If you just want to use a good working regression library, this one is the best I’ve found: regression-js

Why didn’t I just use regression.js?

I just recommended them for you, why didn’t I take my own advice? Simply because, the project that’s going to use this, needed a simplified model, with all the complixities removed.

By creating my own library, I was able to keep the input/output system simple enough where even a beginner programmer could integrate my code!

However the best approach may still be to use regression-js and create a wrapper for it.

Ok, lets dig in!

Lets create our class

class LinearModel {
    original: number[][];
    slope: number;
    intercept: number;
    r_squared: number;
    constructor(original: number[][]) {
        this.original = original;

We know we are going to need the slope, intercept, and r_squared (if your not sure what R2 is, I’ll talk about it more later).

The most important method we are going to create is linear_regression.

It’s going to do the math required to determine the slope and intercept. In turn that will allow us to create a “Line of Best Fit”, finally with that done, we can determine our coefficient of determination (R2).

I will be walking through what I’m doing, not why. If you don’t understand the math, here are some helpful links: CREATE LINKS

linear_regression() {
    // This generates our slope + intercept

    // Lets get our x and y into their own array
    var x = []
    var y = []
    this.original.forEach(element => {

    // _sum(val) just is a helper function that sums an array (not included)

    // We are setting some needed vars before we start
    let sum_x = this._sum(x)
    let sum_y = this._sum(y)
    let length = this.original.length

    // This creates ∑x²
    let sum_x_squared = 0
    x.forEach(element => {
        sum_x_squared += element * element

    // This creates ∑y²
    let sum_y_squared = 0
    y.forEach(element => {
        sum_y_squared += element * element

    // Now we are doing ∑(x+y)
    let sum_of_products = 0
    this.original.forEach(element => {
        sum_of_products += element[0] * element[1]

    // This is the formula for slope
    this.slope = (sum_of_products - (sum_x * sum_y) / length) / (sum_x_squared - ((sum_x ** 2) / length))
    // And the formula for intercept
    this.intercept = (sum_y - this.slope * sum_x) / length

Whoot! And with that, we have our linear regression. Pretty easy overall, right? Now we need two more things to call this complete.

  1. We need a to get our R2
  2. We need to use that to create a simple confidence band.

I’ll be covering those two issues in a later post.