Function: ols()

function ols(x, y, options?): OlsFit;

Fit y on x by least squares. Pairs with a non-finite value are dropped (statsmodels' missing='drop'). Degenerate designs follow statsmodels' pseudo-inverse: a constant non-zero x with addConstant is taken as the constant column itself (add_constant's has_constant='skip': one coefficient, the mean of y over x), and an all-zero regressor gets a zero slope.

Parameters

Parameter	Type
x	ArrayLike<number>
y	ArrayLike<number>
options	{ addConstant?: boolean; }
options.addConstant?	boolean

Returns

OlsFit

Example

ols([1, 2, 3, 4], [2, 4, 5, 8]).params; // [0, 1.9] (intercept, slope)