This repository includes a JS library to compute a multiple linear Regression from a given dataset. The code will be made public as a node.js module.
The main concern in this project is the performance of the library. Compared to the python library 'stats-models' this library consumes about 10 times more memory an is about 25 times slower. I would appreciate any help from an experienced js-developer.
The results of this library are tested against pythons 'stats-models' in order to ensure valid results.
An usage example is shown in the file 'js/mylr.js' or in the 'test/integrationTest.js' file.