simpleLinearRegression

Introduced in: v20.1.0

Performs simple (unidimensional) linear regression.

Syntax

simpleLinearRegression(x, y)

Arguments

x — Column with explanatory variable values. Float64
y — Column with dependent variable values. Float64

Returned value

Returns constants (k, b) of the resulting line y = k*x + b. Tuple(Float64, Float64)

Examples

Perfect linear fit

SELECT arrayReduce('simpleLinearRegression', [0, 1, 2, 3], [0, 1, 2, 3]);

┌─arrayReduce('simpleLinearRegression', [0, 1, 2, 3], [0, 1, 2, 3])─┐
│ (1,0)                                                             │
└───────────────────────────────────────────────────────────────────┘

Linear fit with offset

SELECT arrayReduce('simpleLinearRegression', [0, 1, 2, 3], [3, 4, 5, 6]);

┌─arrayReduce('simpleLinearRegression', [0, 1, 2, 3], [3, 4, 5, 6])─┐
│ (1,3)                                                             │
└───────────────────────────────────────────────────────────────────┘