From 8b44d43c83bd36a7a2768e35a6260499f7cb6428 Mon Sep 17 00:00:00 2001
From: Anton Nesterov <anton@demiurg.io>
Date: Wed, 25 Sep 2024 13:19:01 +0200
Subject: [PATCH] add expr

---
 expr.ts | 9 +++++++++
 1 file changed, 9 insertions(+)
 create mode 100644 expr.ts

diff --git a/expr.ts b/expr.ts
new file mode 100644
index 0000000..0d08113
--- /dev/null
+++ b/expr.ts
@@ -0,0 +1,9 @@
+import pl from "npm:nodejs-polars"
+
+export function residuals(x: pl.Expr, y: pl.Expr): pl.Expr {
+    const xM = x.minus(x.mean())
+    const yM = y.minus(y.mean())
+    const xMSQ = xM.pow(2)
+    const beta = xM.dot(yM).div(xMSQ.sum())
+    return yM.minus(beta.mul(xM))
+}
\ No newline at end of file