public static LinearRegression Calculate(double[,] xy)
{
int length = xy.GetLength(0);
double yAvg, sxy, sxx, syy, sserr;
double xAvg = yAvg = sxy = sxx = syy = sserr = 0;
for (int i = 0; i < length; i++)
{
xAvg += xy[i, 0];
yAvg += xy[i, 1];
}
xAvg /= length;
yAvg /= length;
for (int i = 0; i < length; i++)
{
double xdiff = xy[i, 0] - xAvg;
double ydiff = xy[i, 1] - yAvg;
sxy += xdiff*ydiff;
sxx += xdiff*xdiff;
syy += ydiff*ydiff;
}
double m = sxy/sxx;
double b = yAvg - m*xAvg;
LinearRegression regression = new LinearRegression(m, b);
for (int i = 0; i < length; i++)
{
sserr += Math.Pow(xy[i, 1] - regression.GetY(xy[i, 0]), 2);
}
regression.RSquared = 1 - (sserr/syy);
return regression;
}