@cogitator-ai/evals 0.11.0 → 0.13.0

package/dist/stats/effect-size.js

@@ -0,0 +1,17 @@
+import { mean, stdDev } from './percentiles.js';
+import { isConstant, withoutNoise } from './precision.js';
+/**
+ * Cohen's d for paired samples (dz): the mean of the paired differences over their standard
+ * deviation, the differences rounded to 12 significant digits. NaN with fewer than 2 differences,
+ * plus or minus Infinity when the differences are all the same and not 0, 0 when they are all 0
+ */
+export function cohensD(differences) {
+    if (differences.length < 2)
+        return Number.NaN;
+    const values = differences.map(withoutNoise);
+    if (isConstant(values)) {
+        return values[0] === 0 ? 0 : Math.sign(values[0]) * Number.POSITIVE_INFINITY;
+    }
+    return mean(values) / stdDev(values);
+}
+//# sourceMappingURL=effect-size.js.map

package/dist/stats/effect-size.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"effect-size.js","sourceRoot":"","sources":["../../src/stats/effect-size.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,IAAI,EAAE,MAAM,EAAE,MAAM,eAAe,CAAC;AAC7C,OAAO,EAAE,UAAU,EAAE,YAAY,EAAE,MAAM,aAAa,CAAC;AAEvD;;;;GAIG;AACH,MAAM,UAAU,OAAO,CAAC,WAA8B;IACpD,IAAI,WAAW,CAAC,MAAM,GAAG,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAC9C,MAAM,MAAM,GAAG,WAAW,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;IAC7C,IAAI,UAAU,CAAC,MAAM,CAAC,EAAE,CAAC;QACvB,OAAO,MAAM,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC,iBAAiB,CAAC;IAC/E,CAAC;IACD,OAAO,IAAI,CAAC,MAAM,CAAC,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC;AACvC,CAAC"}

package/dist/stats/holm.d.ts

@@ -0,0 +1,7 @@
+/**
+ * Holm-Bonferroni adjusted p-values, in the order given: the i-th smallest of m p-values is
+ * multiplied by m - i + 1, kept from falling below the ones before it and capped at 1. Rejecting
+ * where an adjusted p-value is below alpha keeps the family-wise error rate at alpha
+ */
+export declare function holm(pValues: readonly number[]): number[];
+//# sourceMappingURL=holm.d.ts.map

package/dist/stats/holm.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"holm.d.ts","sourceRoot":"","sources":["../../src/stats/holm.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AACH,wBAAgB,IAAI,CAAC,OAAO,EAAE,SAAS,MAAM,EAAE,GAAG,MAAM,EAAE,CAazD"}

package/dist/stats/holm.js

@@ -0,0 +1,21 @@
+/**
+ * Holm-Bonferroni adjusted p-values, in the order given: the i-th smallest of m p-values is
+ * multiplied by m - i + 1, kept from falling below the ones before it and capped at 1. Rejecting
+ * where an adjusted p-value is below alpha keeps the family-wise error rate at alpha
+ */
+export function holm(pValues) {
+    for (const p of pValues) {
+        if (!(p >= 0 && p <= 1))
+            throw new Error(`p-values must be between 0 and 1, got ${p}`);
+    }
+    const m = pValues.length;
+    const order = pValues.map((p, index) => ({ p, index })).sort((a, b) => a.p - b.p);
+    const adjusted = new Array(m);
+    let running = 0;
+    for (const [rank, { p, index }] of order.entries()) {
+        running = Math.max(running, Math.min(1, (m - rank) * p));
+        adjusted[index] = running;
+    }
+    return adjusted;
+}
+//# sourceMappingURL=holm.js.map

package/dist/stats/holm.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"holm.js","sourceRoot":"","sources":["../../src/stats/holm.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AACH,MAAM,UAAU,IAAI,CAAC,OAA0B;IAC7C,KAAK,MAAM,CAAC,IAAI,OAAO,EAAE,CAAC;QACxB,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;YAAE,MAAM,IAAI,KAAK,CAAC,yCAAyC,CAAC,EAAE,CAAC,CAAC;IACzF,CAAC;IACD,MAAM,CAAC,GAAG,OAAO,CAAC,MAAM,CAAC;IACzB,MAAM,KAAK,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,KAAK,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;IAClF,MAAM,QAAQ,GAAG,IAAI,KAAK,CAAS,CAAC,CAAC,CAAC;IACtC,IAAI,OAAO,GAAG,CAAC,CAAC;IAChB,KAAK,MAAM,CAAC,IAAI,EAAE,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,IAAI,KAAK,CAAC,OAAO,EAAE,EAAE,CAAC;QACnD,OAAO,GAAG,IAAI,CAAC,GAAG,CAAC,OAAO,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;QACzD,QAAQ,CAAC,KAAK,CAAC,GAAG,OAAO,CAAC;IAC5B,CAAC;IACD,OAAO,QAAQ,CAAC;AAClB,CAAC"}

package/dist/stats/index.d.ts

@@ -1,6 +1,14 @@
 export { percentile, mean, median, stdDev, aggregate } from './percentiles.js';
 export { pairedTTest } from './t-test.js';
 export type { TTestResult } from './t-test.js';
-export { mcnemarsTest } from './mcnemar.js';
-export type { McNemarResult } from './mcnemar.js';
+export { mcnemarsTest, mcnemarExact } from './mcnemar.js';
+export type { McNemarResult, McNemarExactResult } from './mcnemar.js';
+export { wilcoxonSignedRank } from './wilcoxon.js';
+export type { WilcoxonResult } from './wilcoxon.js';
+export { bootstrapCI } from './bootstrap.js';
+export type { BootstrapOptions, BootstrapInterval } from './bootstrap.js';
+export { cohensD } from './effect-size.js';
+export { holm } from './holm.js';
+export { pearson, spearman } from './correlation.js';
+export { seededRandom } from './random.js';
 //# sourceMappingURL=index.d.ts.map

package/dist/stats/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/stats/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,IAAI,EAAE,MAAM,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,eAAe,CAAC;AAC5E,OAAO,EAAE,WAAW,EAAE,MAAM,UAAU,CAAC;AACvC,YAAY,EAAE,WAAW,EAAE,MAAM,UAAU,CAAC;AAC5C,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AACzC,YAAY,EAAE,aAAa,EAAE,MAAM,WAAW,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/stats/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,IAAI,EAAE,MAAM,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,eAAe,CAAC;AAC5E,OAAO,EAAE,WAAW,EAAE,MAAM,UAAU,CAAC;AACvC,YAAY,EAAE,WAAW,EAAE,MAAM,UAAU,CAAC;AAC5C,OAAO,EAAE,YAAY,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AACvD,YAAY,EAAE,aAAa,EAAE,kBAAkB,EAAE,MAAM,WAAW,CAAC;AACnE,OAAO,EAAE,kBAAkB,EAAE,MAAM,YAAY,CAAC;AAChD,YAAY,EAAE,cAAc,EAAE,MAAM,YAAY,CAAC;AACjD,OAAO,EAAE,WAAW,EAAE,MAAM,aAAa,CAAC;AAC1C,YAAY,EAAE,gBAAgB,EAAE,iBAAiB,EAAE,MAAM,aAAa,CAAC;AACvE,OAAO,EAAE,OAAO,EAAE,MAAM,eAAe,CAAC;AACxC,OAAO,EAAE,IAAI,EAAE,MAAM,QAAQ,CAAC;AAC9B,OAAO,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AAClD,OAAO,EAAE,YAAY,EAAE,MAAM,UAAU,CAAC"}

package/dist/stats/index.js

@@ -1,4 +1,10 @@
 export { percentile, mean, median, stdDev, aggregate } from './percentiles.js';
 export { pairedTTest } from './t-test.js';
-export { mcnemarsTest } from './mcnemar.js';
+export { mcnemarsTest, mcnemarExact } from './mcnemar.js';
+export { wilcoxonSignedRank } from './wilcoxon.js';
+export { bootstrapCI } from './bootstrap.js';
+export { cohensD } from './effect-size.js';
+export { holm } from './holm.js';
+export { pearson, spearman } from './correlation.js';
+export { seededRandom } from './random.js';
 //# sourceMappingURL=index.js.map

package/dist/stats/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/stats/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,IAAI,EAAE,MAAM,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,eAAe,CAAC;AAC5E,OAAO,EAAE,WAAW,EAAE,MAAM,UAAU,CAAC;AAEvC,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/stats/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,IAAI,EAAE,MAAM,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,eAAe,CAAC;AAC5E,OAAO,EAAE,WAAW,EAAE,MAAM,UAAU,CAAC;AAEvC,OAAO,EAAE,YAAY,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AAEvD,OAAO,EAAE,kBAAkB,EAAE,MAAM,YAAY,CAAC;AAEhD,OAAO,EAAE,WAAW,EAAE,MAAM,aAAa,CAAC;AAE1C,OAAO,EAAE,OAAO,EAAE,MAAM,eAAe,CAAC;AACxC,OAAO,EAAE,IAAI,EAAE,MAAM,QAAQ,CAAC;AAC9B,OAAO,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AAClD,OAAO,EAAE,YAAY,EAAE,MAAM,UAAU,CAAC"}

package/dist/stats/mcnemar.d.ts

@@ -4,4 +4,13 @@ export interface McNemarResult {
     significant: boolean;
 }
 export declare function mcnemarsTest(pairsACorrect_BIncorrect: number, pairsAIncorrect_BCorrect: number): McNemarResult;
+export interface McNemarExactResult {
+    pValue: number;
+    significant: boolean;
+}
+/**
+ * Exact McNemar test: the two-sided binomial test of `b` against `b + c` discordant pairs at
+ * one half. Preferred over `mcnemarsTest` when there are few discordant pairs (below 25)
+ */
+export declare function mcnemarExact(b: number, c: number): McNemarExactResult;
 //# sourceMappingURL=mcnemar.d.ts.map

package/dist/stats/mcnemar.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"mcnemar.d.ts","sourceRoot":"","sources":["../../src/stats/mcnemar.ts"],"names":[],"mappings":"AAAA,MAAM,WAAW,aAAa;IAC5B,SAAS,EAAE,MAAM,CAAC;IAClB,MAAM,EAAE,MAAM,CAAC;IACf,WAAW,EAAE,OAAO,CAAC;CACtB;AAuBD,wBAAgB,YAAY,CAC1B,wBAAwB,EAAE,MAAM,EAChC,wBAAwB,EAAE,MAAM,GAC/B,aAAa,CAiBf"}
+{"version":3,"file":"mcnemar.d.ts","sourceRoot":"","sources":["../../src/stats/mcnemar.ts"],"names":[],"mappings":"AAEA,MAAM,WAAW,aAAa;IAC5B,SAAS,EAAE,MAAM,CAAC;IAClB,MAAM,EAAE,MAAM,CAAC;IACf,WAAW,EAAE,OAAO,CAAC;CACtB;AAOD,wBAAgB,YAAY,CAC1B,wBAAwB,EAAE,MAAM,EAChC,wBAAwB,EAAE,MAAM,GAC/B,aAAa,CAiBf;AAED,MAAM,WAAW,kBAAkB;IACjC,MAAM,EAAE,MAAM,CAAC;IACf,WAAW,EAAE,OAAO,CAAC;CACtB;AAED;;;GAGG;AACH,wBAAgB,YAAY,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,kBAAkB,CAoBrE"}

package/dist/stats/mcnemar.js

@@ -1,16 +1,4 @@
-function erfc(x) {
-    const a1 = 0.254829592;
-    const a2 = -0.284496736;
-    const a3 = 1.421413741;
-    const a4 = -1.453152027;
-    const a5 = 1.061405429;
-    const p = 0.3275911;
-    const sign = x < 0 ? -1 : 1;
-    const absX = Math.abs(x);
-    const t = 1.0 / (1.0 + p * absX);
-    const y = 1.0 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-absX * absX);
-    return 1.0 - sign * y;
-}
+import { erfc } from './normal.js';
 function chiSquareSurvival(x) {
     if (x <= 0)
         return 1;
@@ -31,4 +19,30 @@ export function mcnemarsTest(pairsACorrect_BIncorrect, pairsAIncorrect_BCorrect)
         significant: pValue < 0.05,
     };
 }
+/**
+ * Exact McNemar test: the two-sided binomial test of `b` against `b + c` discordant pairs at
+ * one half. Preferred over `mcnemarsTest` when there are few discordant pairs (below 25)
+ */
+export function mcnemarExact(b, c) {
+    for (const [label, count] of [
+        ['b', b],
+        ['c', c],
+    ]) {
+        if (!Number.isInteger(count) || count < 0) {
+            throw new Error(`${label} must be a non-negative integer, got ${count}`);
+        }
+    }
+    const n = b + c;
+    if (n === 0)
+        return { pValue: 1, significant: false };
+    const k = Math.min(b, c);
+    let logPmf = -n * Math.LN2;
+    let tail = 0;
+    for (let i = 0; i <= k; i++) {
+        tail += Math.exp(logPmf);
+        logPmf += Math.log((n - i) / (i + 1));
+    }
+    const pValue = Math.min(1, 2 * tail);
+    return { pValue, significant: pValue < 0.05 };
+}
 //# sourceMappingURL=mcnemar.js.map

package/dist/stats/mcnemar.js.map

@@ -1 +1 @@
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+{"version":3,"file":"mcnemar.js","sourceRoot":"","sources":["../../src/stats/mcnemar.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,IAAI,EAAE,MAAM,UAAU,CAAC;AAQhC,SAAS,iBAAiB,CAAC,CAAS;IAClC,IAAI,CAAC,IAAI,CAAC;QAAE,OAAO,CAAC,CAAC;IACrB,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;AAChC,CAAC;AAED,MAAM,UAAU,YAAY,CAC1B,wBAAgC,EAChC,wBAAgC;IAEhC,MAAM,CAAC,GAAG,wBAAwB,CAAC;IACnC,MAAM,CAAC,GAAG,wBAAwB,CAAC;IAEnC,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC;QAChB,OAAO,EAAE,SAAS,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,WAAW,EAAE,KAAK,EAAE,CAAC;IACzD,CAAC;IAED,MAAM,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IAC9C,MAAM,SAAS,GAAG,CAAC,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IAC1C,MAAM,MAAM,GAAG,iBAAiB,CAAC,SAAS,CAAC,CAAC;IAE5C,OAAO;QACL,SAAS;QACT,MAAM;QACN,WAAW,EAAE,MAAM,GAAG,IAAI;KAC3B,CAAC;AACJ,CAAC;AAOD;;;GAGG;AACH,MAAM,UAAU,YAAY,CAAC,CAAS,EAAE,CAAS;IAC/C,KAAK,MAAM,CAAC,KAAK,EAAE,KAAK,CAAC,IAAI;QAC3B,CAAC,GAAG,EAAE,CAAC,CAAC;QACR,CAAC,GAAG,EAAE,CAAC,CAAC;KACA,EAAE,CAAC;QACX,IAAI,CAAC,MAAM,CAAC,SAAS,CAAC,KAAK,CAAC,IAAI,KAAK,GAAG,CAAC,EAAE,CAAC;YAC1C,MAAM,IAAI,KAAK,CAAC,GAAG,KAAK,wCAAwC,KAAK,EAAE,CAAC,CAAC;QAC3E,CAAC;IACH,CAAC;IACD,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IAChB,IAAI,CAAC,KAAK,CAAC;QAAE,OAAO,EAAE,MAAM,EAAE,CAAC,EAAE,WAAW,EAAE,KAAK,EAAE,CAAC;IACtD,MAAM,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;IACzB,IAAI,MAAM,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC;IAC3B,IAAI,IAAI,GAAG,CAAC,CAAC;IACb,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAC5B,IAAI,IAAI,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;QACzB,MAAM,IAAI,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;IACxC,CAAC;IACD,MAAM,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,CAAC;IACrC,OAAO,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,GAAG,IAAI,EAAE,CAAC;AAChD,CAAC"}

package/dist/stats/normal.d.ts

@@ -0,0 +1,5 @@
+/** Complementary error function (Abramowitz and Stegun 7.1.26, absolute error below 1.5e-7) */
+export declare function erfc(x: number): number;
+/** Two-sided p-value of a standard normal statistic `z` */
+export declare function normalTwoSidedP(z: number): number;
+//# sourceMappingURL=normal.d.ts.map

package/dist/stats/normal.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"normal.d.ts","sourceRoot":"","sources":["../../src/stats/normal.ts"],"names":[],"mappings":"AAAA,+FAA+F;AAC/F,wBAAgB,IAAI,CAAC,CAAC,EAAE,MAAM,GAAG,MAAM,CActC;AAED,2DAA2D;AAC3D,wBAAgB,eAAe,CAAC,CAAC,EAAE,MAAM,GAAG,MAAM,CAEjD"}

package/dist/stats/normal.js

@@ -0,0 +1,19 @@
+/** Complementary error function (Abramowitz and Stegun 7.1.26, absolute error below 1.5e-7) */
+export function erfc(x) {
+    const a1 = 0.254829592;
+    const a2 = -0.284496736;
+    const a3 = 1.421413741;
+    const a4 = -1.453152027;
+    const a5 = 1.061405429;
+    const p = 0.3275911;
+    const sign = x < 0 ? -1 : 1;
+    const absX = Math.abs(x);
+    const t = 1.0 / (1.0 + p * absX);
+    const y = 1.0 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-absX * absX);
+    return 1.0 - sign * y;
+}
+/** Two-sided p-value of a standard normal statistic `z` */
+export function normalTwoSidedP(z) {
+    return Math.min(1, erfc(Math.abs(z) / Math.SQRT2));
+}
+//# sourceMappingURL=normal.js.map

package/dist/stats/normal.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"normal.js","sourceRoot":"","sources":["../../src/stats/normal.ts"],"names":[],"mappings":"AAAA,+FAA+F;AAC/F,MAAM,UAAU,IAAI,CAAC,CAAS;IAC5B,MAAM,EAAE,GAAG,WAAW,CAAC;IACvB,MAAM,EAAE,GAAG,CAAC,WAAW,CAAC;IACxB,MAAM,EAAE,GAAG,WAAW,CAAC;IACvB,MAAM,EAAE,GAAG,CAAC,WAAW,CAAC;IACxB,MAAM,EAAE,GAAG,WAAW,CAAC;IACvB,MAAM,CAAC,GAAG,SAAS,CAAC;IAEpB,MAAM,IAAI,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IAC5B,MAAM,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;IACzB,MAAM,CAAC,GAAG,GAAG,GAAG,CAAC,GAAG,GAAG,CAAC,GAAG,IAAI,CAAC,CAAC;IACjC,MAAM,CAAC,GAAG,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,IAAI,GAAG,IAAI,CAAC,CAAC;IAE5F,OAAO,GAAG,GAAG,IAAI,GAAG,CAAC,CAAC;AACxB,CAAC;AAED,2DAA2D;AAC3D,MAAM,UAAU,eAAe,CAAC,CAAS;IACvC,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC;AACrD,CAAC"}

package/dist/stats/precision.d.ts

@@ -0,0 +1,12 @@
+/** A value rounded to 12 significant digits, so float noise such as 0.29999999999999993 reads 0.3 */
+export declare function withoutNoise(value: number): number;
+/**
+ * `a - b` on a grid of 12 significant digits of the larger of `a` and `b`, where the float noise
+ * of the subtraction lives, so `0.7 - 0.4` and `0.6 - 0.9` tie in magnitude, so do
+ * `12345.9 - 12345.7` and `98765.7 - 98765.5`, and two means of the same trials differ by nothing.
+ * An infinite or NaN difference stays as it is.
+ */
+export declare function pairedDifference(a: number, b: number): number;
+/** Whether every value is the same */
+export declare function isConstant(values: readonly number[]): boolean;
+//# sourceMappingURL=precision.d.ts.map

package/dist/stats/precision.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"precision.d.ts","sourceRoot":"","sources":["../../src/stats/precision.ts"],"names":[],"mappings":"AAEA,qGAAqG;AACrG,wBAAgB,YAAY,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAIlD;AAED;;;;;GAKG;AACH,wBAAgB,gBAAgB,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,MAAM,CAQ7D;AAED,sCAAsC;AACtC,wBAAgB,UAAU,CAAC,MAAM,EAAE,SAAS,MAAM,EAAE,GAAG,OAAO,CAE7D"}

package/dist/stats/precision.js

@@ -0,0 +1,29 @@
+const SIGNIFICANT_DIGITS = 12;
+/** A value rounded to 12 significant digits, so float noise such as 0.29999999999999993 reads 0.3 */
+export function withoutNoise(value) {
+    return value === 0 || !Number.isFinite(value)
+        ? value
+        : Number(value.toPrecision(SIGNIFICANT_DIGITS));
+}
+/**
+ * `a - b` on a grid of 12 significant digits of the larger of `a` and `b`, where the float noise
+ * of the subtraction lives, so `0.7 - 0.4` and `0.6 - 0.9` tie in magnitude, so do
+ * `12345.9 - 12345.7` and `98765.7 - 98765.5`, and two means of the same trials differ by nothing.
+ * An infinite or NaN difference stays as it is.
+ */
+export function pairedDifference(a, b) {
+    const difference = a - b;
+    if (!Number.isFinite(difference))
+        return difference;
+    const scale = Math.max(Math.abs(a), Math.abs(b));
+    if (scale === 0)
+        return 0;
+    const step = 10 ** (Math.floor(Math.log10(scale)) - (SIGNIFICANT_DIGITS - 1));
+    const snapped = Math.round(difference / step) * step;
+    return snapped === 0 ? 0 : withoutNoise(snapped);
+}
+/** Whether every value is the same */
+export function isConstant(values) {
+    return values.every((value) => value === values[0]);
+}
+//# sourceMappingURL=precision.js.map

package/dist/stats/precision.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"precision.js","sourceRoot":"","sources":["../../src/stats/precision.ts"],"names":[],"mappings":"AAAA,MAAM,kBAAkB,GAAG,EAAE,CAAC;AAE9B,qGAAqG;AACrG,MAAM,UAAU,YAAY,CAAC,KAAa;IACxC,OAAO,KAAK,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC;QAC3C,CAAC,CAAC,KAAK;QACP,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,WAAW,CAAC,kBAAkB,CAAC,CAAC,CAAC;AACpD,CAAC;AAED;;;;;GAKG;AACH,MAAM,UAAU,gBAAgB,CAAC,CAAS,EAAE,CAAS;IACnD,MAAM,UAAU,GAAG,CAAC,GAAG,CAAC,CAAC;IACzB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC;QAAE,OAAO,UAAU,CAAC;IACpD,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;IACjD,IAAI,KAAK,KAAK,CAAC;QAAE,OAAO,CAAC,CAAC;IAC1B,MAAM,IAAI,GAAG,EAAE,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,kBAAkB,GAAG,CAAC,CAAC,CAAC,CAAC;IAC9E,MAAM,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,UAAU,GAAG,IAAI,CAAC,GAAG,IAAI,CAAC;IACrD,OAAO,OAAO,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,OAAO,CAAC,CAAC;AACnD,CAAC;AAED,sCAAsC;AACtC,MAAM,UAAU,UAAU,CAAC,MAAyB;IAClD,OAAO,MAAM,CAAC,KAAK,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;AACtD,CAAC"}

package/dist/stats/random.d.ts

@@ -0,0 +1,6 @@
+/**
+ * `Math.random`, or a mulberry32 generator seeded by the FNV-1a hash of `seed`, so every number
+ * and string seeds its own sequence (`1.2` and `1.7`, `-1` and `2 ** 32 - 1` alike)
+ */
+export declare function seededRandom(seed: number | string | undefined): () => number;
+//# sourceMappingURL=random.d.ts.map

package/dist/stats/random.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"random.d.ts","sourceRoot":"","sources":["../../src/stats/random.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,wBAAgB,YAAY,CAAC,IAAI,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,GAAG,MAAM,MAAM,CAU5E"}

package/dist/stats/random.js

@@ -0,0 +1,25 @@
+/**
+ * `Math.random`, or a mulberry32 generator seeded by the FNV-1a hash of `seed`, so every number
+ * and string seeds its own sequence (`1.2` and `1.7`, `-1` and `2 ** 32 - 1` alike)
+ */
+export function seededRandom(seed) {
+    if (seed === undefined)
+        return Math.random;
+    let state = hashSeed(String(seed));
+    return () => {
+        state = (state + 0x6d2b79f5) >>> 0;
+        let t = state;
+        t = Math.imul(t ^ (t >>> 15), t | 1);
+        t ^= t + Math.imul(t ^ (t >>> 7), t | 61);
+        return ((t ^ (t >>> 14)) >>> 0) / 4294967296;
+    };
+}
+function hashSeed(seed) {
+    let hash = 0x811c9dc5;
+    for (let i = 0; i < seed.length; i++) {
+        hash ^= seed.charCodeAt(i);
+        hash = Math.imul(hash, 0x01000193) >>> 0;
+    }
+    return hash;
+}
+//# sourceMappingURL=random.js.map

package/dist/stats/random.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"random.js","sourceRoot":"","sources":["../../src/stats/random.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,MAAM,UAAU,YAAY,CAAC,IAAiC;IAC5D,IAAI,IAAI,KAAK,SAAS;QAAE,OAAO,IAAI,CAAC,MAAM,CAAC;IAC3C,IAAI,KAAK,GAAG,QAAQ,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC;IACnC,OAAO,GAAG,EAAE;QACV,KAAK,GAAG,CAAC,KAAK,GAAG,UAAU,CAAC,KAAK,CAAC,CAAC;QACnC,IAAI,CAAC,GAAG,KAAK,CAAC;QACd,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC;QACrC,CAAC,IAAI,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,GAAG,EAAE,CAAC,CAAC;QAC1C,OAAO,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,GAAG,UAAU,CAAC;IAC/C,CAAC,CAAC;AACJ,CAAC;AAED,SAAS,QAAQ,CAAC,IAAY;IAC5B,IAAI,IAAI,GAAG,UAAU,CAAC;IACtB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QACrC,IAAI,IAAI,IAAI,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC;QAC3B,IAAI,GAAG,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE,UAAU,CAAC,KAAK,CAAC,CAAC;IAC3C,CAAC;IACD,OAAO,IAAI,CAAC;AACd,CAAC"}

package/dist/stats/ranks.d.ts

@@ -0,0 +1,5 @@
+/** The rank of each value from 1 up, tied values sharing the mean of their ranks */
+export declare function averageRanks(values: readonly number[]): number[];
+/** The sizes of the groups of tied values, groups of one left out */
+export declare function tieGroups(values: readonly number[]): number[];
+//# sourceMappingURL=ranks.d.ts.map

package/dist/stats/ranks.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"ranks.d.ts","sourceRoot":"","sources":["../../src/stats/ranks.ts"],"names":[],"mappings":"AAAA,oFAAoF;AACpF,wBAAgB,YAAY,CAAC,MAAM,EAAE,SAAS,MAAM,EAAE,GAAG,MAAM,EAAE,CAYhE;AAED,qEAAqE;AACrE,wBAAgB,SAAS,CAAC,MAAM,EAAE,SAAS,MAAM,EAAE,GAAG,MAAM,EAAE,CAI7D"}

package/dist/stats/ranks.js

@@ -0,0 +1,24 @@
+/** The rank of each value from 1 up, tied values sharing the mean of their ranks */
+export function averageRanks(values) {
+    const order = values.map((value, index) => ({ value, index })).sort((a, b) => a.value - b.value);
+    const ranks = new Array(values.length);
+    let start = 0;
+    while (start < order.length) {
+        let end = start;
+        while (end + 1 < order.length && order[end + 1].value === order[start].value)
+            end++;
+        const rank = (start + end) / 2 + 1;
+        for (let at = start; at <= end; at++)
+            ranks[order[at].index] = rank;
+        start = end + 1;
+    }
+    return ranks;
+}
+/** The sizes of the groups of tied values, groups of one left out */
+export function tieGroups(values) {
+    const counts = new Map();
+    for (const value of values)
+        counts.set(value, (counts.get(value) ?? 0) + 1);
+    return [...counts.values()].filter((count) => count > 1);
+}
+//# sourceMappingURL=ranks.js.map

package/dist/stats/ranks.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"ranks.js","sourceRoot":"","sources":["../../src/stats/ranks.ts"],"names":[],"mappings":"AAAA,oFAAoF;AACpF,MAAM,UAAU,YAAY,CAAC,MAAyB;IACpD,MAAM,KAAK,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE,CAAC,CAAC,EAAE,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,KAAK,GAAG,CAAC,CAAC,KAAK,CAAC,CAAC;IACjG,MAAM,KAAK,GAAG,IAAI,KAAK,CAAS,MAAM,CAAC,MAAM,CAAC,CAAC;IAC/C,IAAI,KAAK,GAAG,CAAC,CAAC;IACd,OAAO,KAAK,GAAG,KAAK,CAAC,MAAM,EAAE,CAAC;QAC5B,IAAI,GAAG,GAAG,KAAK,CAAC;QAChB,OAAO,GAAG,GAAG,CAAC,GAAG,KAAK,CAAC,MAAM,IAAI,KAAK,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,KAAK,KAAK,KAAK,CAAC,KAAK,CAAC,CAAC,KAAK;YAAE,GAAG,EAAE,CAAC;QACpF,MAAM,IAAI,GAAG,CAAC,KAAK,GAAG,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;QACnC,KAAK,IAAI,EAAE,GAAG,KAAK,EAAE,EAAE,IAAI,GAAG,EAAE,EAAE,EAAE;YAAE,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,GAAG,IAAI,CAAC;QACpE,KAAK,GAAG,GAAG,GAAG,CAAC,CAAC;IAClB,CAAC;IACD,OAAO,KAAK,CAAC;AACf,CAAC;AAED,qEAAqE;AACrE,MAAM,UAAU,SAAS,CAAC,MAAyB;IACjD,MAAM,MAAM,GAAG,IAAI,GAAG,EAAkB,CAAC;IACzC,KAAK,MAAM,KAAK,IAAI,MAAM;QAAE,MAAM,CAAC,GAAG,CAAC,KAAK,EAAE,CAAC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IAC5E,OAAO,CAAC,GAAG,MAAM,CAAC,MAAM,EAAE,CAAC,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,GAAG,CAAC,CAAC,CAAC;AAC3D,CAAC"}

package/dist/stats/t-test.d.ts

@@ -5,5 +5,9 @@ export interface TTestResult {
     significant: boolean;
     confidenceInterval: [number, number];
 }
+/**
+ * Paired t-test, two-sided. The differences `a - b` are rounded to 12 significant digits first,
+ * so a constant difference with float noise counts as constant
+ */
 export declare function pairedTTest(samplesA: number[], samplesB: number[]): TTestResult;
 //# sourceMappingURL=t-test.d.ts.map

package/dist/stats/t-test.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"t-test.d.ts","sourceRoot":"","sources":["../../src/stats/t-test.ts"],"names":[],"mappings":"AAEA,MAAM,WAAW,WAAW;IAC1B,UAAU,EAAE,MAAM,CAAC;IACnB,gBAAgB,EAAE,MAAM,CAAC;IACzB,MAAM,EAAE,MAAM,CAAC;IACf,WAAW,EAAE,OAAO,CAAC;IACrB,kBAAkB,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;CACtC;AAkGD,wBAAgB,WAAW,CAAC,QAAQ,EAAE,MAAM,EAAE,EAAE,QAAQ,EAAE,MAAM,EAAE,GAAG,WAAW,CA4C/E"}
+{"version":3,"file":"t-test.d.ts","sourceRoot":"","sources":["../../src/stats/t-test.ts"],"names":[],"mappings":"AAGA,MAAM,WAAW,WAAW;IAC1B,UAAU,EAAE,MAAM,CAAC;IACnB,gBAAgB,EAAE,MAAM,CAAC;IACzB,MAAM,EAAE,MAAM,CAAC;IACf,WAAW,EAAE,OAAO,CAAC;IACrB,kBAAkB,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;CACtC;AAkGD;;;GAGG;AACH,wBAAgB,WAAW,CAAC,QAAQ,EAAE,MAAM,EAAE,EAAE,QAAQ,EAAE,MAAM,EAAE,GAAG,WAAW,CA6C/E"}

package/dist/stats/t-test.js

@@ -1,4 +1,5 @@
 import { mean, stdDev } from './percentiles.js';
+import { isConstant, pairedDifference } from './precision.js';
 function lnGamma(z) {
     const g = 7;
     const coefficients = [
@@ -88,6 +89,10 @@ function tDistQuantile(p, df) {
     }
     return (lo + hi) / 2;
 }
+/**
+ * Paired t-test, two-sided. The differences `a - b` are rounded to 12 significant digits first,
+ * so a constant difference with float noise counts as constant
+ */
 export function pairedTTest(samplesA, samplesB) {
     if (samplesA.length !== samplesB.length) {
         throw new Error('Sample arrays must have equal length');
@@ -98,10 +103,11 @@ export function pairedTTest(samplesA, samplesB) {
     const n = samplesA.length;
     const diffs = new Array(n);
     for (let i = 0; i < n; i++) {
-        diffs[i] = samplesA[i] - samplesB[i];
+        diffs[i] = pairedDifference(samplesA[i], samplesB[i]);
     }
-    const meanD = mean(diffs);
-    const sdD = stdDev(diffs);
+    const constant = isConstant(diffs);
+    const meanD = constant ? diffs[0] : mean(diffs);
+    const sdD = constant ? 0 : stdDev(diffs);
     const df = n - 1;
     if (sdD === 0) {
         return {

package/dist/stats/t-test.js.map

@@ -1 +1 @@
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package/dist/stats/wilcoxon.d.ts

@@ -0,0 +1,19 @@
+export interface WilcoxonResult {
+    /** W+: the sum of the ranks of the positive differences `a - b` */
+    statistic: number;
+    /** Pairs left once the zero differences are dropped */
+    n: number;
+    pValue: number;
+    significant: boolean;
+    /** `exact` for up to 20 pairs, `normal` (with tie and continuity corrections) above */
+    method: 'exact' | 'normal';
+}
+/**
+ * Wilcoxon signed-rank test of paired samples, two-sided. The differences `a - b` are rounded to
+ * 12 significant digits first, so float noise neither splits ties nor hides a zero. Zero differences are dropped
+ * (Wilcoxon's handling, not Pratt's), tied absolute differences share their mean rank. The
+ * p-value is exact for up to 20 nonzero pairs, ties included, and from the normal approximation
+ * with tie and continuity corrections above
+ */
+export declare function wilcoxonSignedRank(samplesA: readonly number[], samplesB: readonly number[]): WilcoxonResult;
+//# sourceMappingURL=wilcoxon.d.ts.map

package/dist/stats/wilcoxon.d.ts.map

@@ -0,0 +1 @@
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package/dist/stats/wilcoxon.js

@@ -0,0 +1,70 @@
+import { normalTwoSidedP } from './normal.js';
+import { averageRanks, tieGroups } from './ranks.js';
+import { pairedDifference } from './precision.js';
+const EXACT_UP_TO = 20;
+/**
+ * Wilcoxon signed-rank test of paired samples, two-sided. The differences `a - b` are rounded to
+ * 12 significant digits first, so float noise neither splits ties nor hides a zero. Zero differences are dropped
+ * (Wilcoxon's handling, not Pratt's), tied absolute differences share their mean rank. The
+ * p-value is exact for up to 20 nonzero pairs, ties included, and from the normal approximation
+ * with tie and continuity corrections above
+ */
+export function wilcoxonSignedRank(samplesA, samplesB) {
+    if (samplesA.length !== samplesB.length) {
+        throw new Error('Sample arrays must have equal length');
+    }
+    const differences = samplesA
+        .map((a, i) => pairedDifference(a, samplesB[i]))
+        .filter((d) => d !== 0);
+    const n = differences.length;
+    if (n === 0)
+        return { statistic: 0, n: 0, pValue: 1, significant: false, method: 'exact' };
+    const magnitudes = differences.map(Math.abs);
+    const ranks = averageRanks(magnitudes);
+    const statistic = ranks.reduce((sum, rank, i) => (differences[i] > 0 ? sum + rank : sum), 0);
+    const pValue = n <= EXACT_UP_TO ? exactP(ranks, statistic) : normalP(n, statistic, tieGroups(magnitudes));
+    return {
+        statistic,
+        n,
+        pValue,
+        significant: pValue < 0.05,
+        method: n <= EXACT_UP_TO ? 'exact' : 'normal',
+    };
+}
+/**
+ * The exact two-sided p-value of W+ over every assignment of signs to the ranks, counted on
+ * doubled ranks so mean ranks of ties stay integers
+ */
+function exactP(ranks, statistic) {
+    const doubled = ranks.map((rank) => Math.round(rank * 2));
+    const total = doubled.reduce((sum, r) => sum + r, 0);
+    let counts = new Array(total + 1).fill(0);
+    counts[0] = 1;
+    for (const r of doubled) {
+        const next = [...counts];
+        for (let s = 0; s + r <= total; s++)
+            next[s + r] += counts[s];
+        counts = next;
+    }
+    const observed = Math.round(statistic * 2);
+    const outcomes = 2 ** ranks.length;
+    let lower = 0;
+    let upper = 0;
+    for (let s = 0; s <= total; s++) {
+        if (s <= observed)
+            lower += counts[s];
+        if (s >= observed)
+            upper += counts[s];
+    }
+    return Math.min(1, (2 * Math.min(lower, upper)) / outcomes);
+}
+function normalP(n, statistic, ties) {
+    const expected = (n * (n + 1)) / 4;
+    const tieCorrection = ties.reduce((sum, t) => sum + (t ** 3 - t), 0) / 48;
+    const variance = (n * (n + 1) * (2 * n + 1)) / 24 - tieCorrection;
+    if (variance <= 0)
+        return 1;
+    const distance = Math.max(0, Math.abs(statistic - expected) - 0.5);
+    return normalTwoSidedP(distance / Math.sqrt(variance));
+}
+//# sourceMappingURL=wilcoxon.js.map

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@cogitator-ai/evals",
-  "version": "0.11.0",
+  "version": "0.13.0",
   "description": "Evaluation framework for Cogitator AI agents",
   "keywords": [
     "cogitator",