@danielsimonjr/mathts-functions 0.11.2 → 0.11.3

package/dist/index.js

@@ -13721,16 +13721,37 @@ async function shapiroWilkTest(sample, opts) {
     return baseResult2;
   }
   const aArr = new Array(n).fill(0);
-  for (let idx = 0; idx < Math.floor(n / 2); idx++) {
-    const p = (idx + 1 - 0.375) / (n + 0.25);
-    const mi = _approxProbit(p);
-    aArr[idx] = mi;
-    aArr[n - 1 - idx] = -mi;
-  }
-  let sumA2 = 0;
-  for (const ai of aArr) sumA2 += ai * ai;
-  const normCoeff = Math.sqrt(sumA2);
-  for (let idx = 0; idx < n; idx++) aArr[idx] /= normCoeff;
+  if (n === 3) {
+    aArr[0] = -Math.SQRT1_2;
+    aArr[2] = Math.SQRT1_2;
+  } else {
+    const mArr = new Array(n);
+    let mm = 0;
+    for (let i = 0; i < n; i++) {
+      const mi = _approxProbit((i + 1 - 0.375) / (n + 0.25));
+      mArr[i] = mi;
+      mm += mi * mi;
+    }
+    const u = 1 / Math.sqrt(n);
+    const rmm = Math.sqrt(mm);
+    const an = -2.706056 * u ** 5 + 4.434685 * u ** 4 - 2.07119 * u ** 3 - 0.147981 * u * u + 0.221157 * u + mArr[n - 1] / rmm;
+    if (n > 5) {
+      const an1 = -3.582633 * u ** 5 + 5.682633 * u ** 4 - 1.752461 * u ** 3 - 0.293762 * u * u + 0.042981 * u + mArr[n - 2] / rmm;
+      const phi = (mm - 2 * mArr[n - 1] ** 2 - 2 * mArr[n - 2] ** 2) / (1 - 2 * an * an - 2 * an1 * an1);
+      const rphi = Math.sqrt(phi);
+      for (let i = 2; i < n - 2; i++) aArr[i] = mArr[i] / rphi;
+      aArr[n - 1] = an;
+      aArr[0] = -an;
+      aArr[n - 2] = an1;
+      aArr[1] = -an1;
+    } else {
+      const phi = (mm - 2 * mArr[n - 1] ** 2) / (1 - 2 * an * an);
+      const rphi = Math.sqrt(phi);
+      for (let i = 1; i < n - 1; i++) aArr[i] = mArr[i] / rphi;
+      aArr[n - 1] = an;
+      aArr[0] = -an;
+    }
+  }
   const aF64 = new Float64Array(aArr);
   let b;
   if (n >= HYPOTHESIS_THRESHOLD && computePool10.shouldParallelize(n, "shapiroWilkTest")) {
@@ -13741,11 +13762,25 @@ async function shapiroWilkTest(sample, opts) {
     for (let idx = 0; idx < n; idx++) b += aF64[idx] * sorted[idx];
   }
   const W = b * b / ss;
-  const lnN = Math.log(n);
-  const mu1 = -1.2725 + 1.0521 * lnN;
-  const sigma1 = 1.0308 - 0.26758 * lnN;
-  const zStat = (Math.log(1 - W) - mu1) / sigma1;
-  const pValue = 1 - _normalCDF(zStat);
+  let pValue;
+  if (n === 3) {
+    pValue = 6 / Math.PI * (Math.asin(Math.sqrt(W)) - Math.asin(Math.sqrt(0.75)));
+  } else if (n <= 11) {
+    const g = -2.273 + 0.459 * n;
+    const arg3 = g - Math.log(1 - W);
+    if (arg3 <= 0) {
+      pValue = 0;
+    } else {
+      const mu1 = 0.544 - 0.39978 * n + 0.025054 * n * n - 6714e-7 * n ** 3;
+      const sigma1 = Math.exp(1.3822 - 0.77857 * n + 0.062767 * n * n - 20322e-7 * n ** 3);
+      pValue = 1 - _normalCDF((-Math.log(arg3) - mu1) / sigma1);
+    }
+  } else {
+    const lnN = Math.log(n);
+    const mu1 = -1.5861 - 0.31082 * lnN - 0.083751 * lnN * lnN + 38915e-7 * lnN ** 3;
+    const sigma1 = Math.exp(-0.4803 - 0.082676 * lnN + 30302e-7 * lnN * lnN);
+    pValue = 1 - _normalCDF((Math.log(1 - W) - mu1) / sigma1);
+  }
   const baseResult = { statistic: W, pValue: Math.max(0, Math.min(1, pValue)) };
   const B = opts?.bootstrap ?? 0;
   if (B <= 0) return baseResult;

package/dist/typed/hypothesis.d.ts.map

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+{"version":3,"file":"hypothesis.d.ts","sourceRoot":"","sources":["../../src/typed/hypothesis.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA8BG;AASH,mBAAmB;AACnB,KAAK,GAAG,GAAG,MAAM,CAAC;AAElB,MAAM,WAAW,WAAW;IAC1B,SAAS,EAAE,GAAG,CAAC;IACf,MAAM,EAAE,GAAG,CAAC;IACZ,gBAAgB,EAAE,GAAG,CAAC;CACvB;AAED,MAAM,WAAW,eAAe;IAC9B,SAAS,EAAE,GAAG,CAAC;IACf,MAAM,EAAE,GAAG,CAAC;IACZ,gBAAgB,EAAE,GAAG,CAAC;CACvB;AAED,MAAM,WAAW,WAAW;IAC1B,UAAU,EAAE,GAAG,CAAC;IAChB,MAAM,EAAE,GAAG,CAAC;IACZ,SAAS,EAAE,GAAG,CAAC;IACf,QAAQ,EAAE,GAAG,CAAC;CACf;AAED,MAAM,WAAW,YAAY;IAC3B,SAAS,EAAE,GAAG,CAAC;IACf,MAAM,EAAE,GAAG,CAAC;CACb;AAED,MAAM,WAAW,iBAAiB;IAChC,UAAU,EAAE,GAAG,CAAC;IAChB,MAAM,EAAE,GAAG,CAAC;CACb;AAED,MAAM,WAAW,iBAAiB;IAChC,SAAS,EAAE,GAAG,CAAC;IACf,MAAM,EAAE,GAAG,CAAC;CACb;AAED,MAAM,WAAW,SAAS;IACxB,UAAU,EAAE,GAAG,EAAE,EAAE,CAAC;IACpB,SAAS,EAAE,GAAG,EAAE,CAAC;IACjB,MAAM,EAAE,GAAG,EAAE,EAAE,CAAC;CACjB;AAMD;;;;;;;;GAQG;AACH,MAAM,WAAW,gBAAgB;IAC/B;;;OAGG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB;;;OAGG;IACH,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB;AAED,MAAM,WAAW,iBAAiB;IAChC,2DAA2D;IAC3D,SAAS,EAAE,GAAG,CAAC;IACf,yEAAyE;IACzE,eAAe,EAAE,GAAG,CAAC;IACrB,iCAAiC;IACjC,mBAAmB,EAAE,YAAY,CAAC;IAClC,aAAa,EAAE,GAAG,CAAC;IACnB,YAAY,EAAE,GAAG,CAAC;CACnB;AAED,MAAM,WAAW,iBAAiB;IAChC,2DAA2D;IAC3D,UAAU,EAAE,GAAG,CAAC;IAChB,gEAAgE;IAChE,eAAe,EAAE,GAAG,CAAC;IACrB,iCAAiC;IACjC,mBAAmB,EAAE,YAAY,CAAC;IAClC,aAAa,EAAE,GAAG,CAAC;IACnB,YAAY,EAAE,GAAG,CAAC;CACnB;AAED,MAAM,WAAW,iBAAiB;IAChC,2DAA2D;IAC3D,SAAS,EAAE,GAAG,CAAC;IACf;;;OAGG;IACH,eAAe,EAAE,GAAG,CAAC;IACrB,iCAAiC;IACjC,mBAAmB,EAAE,YAAY,CAAC;IAClC,aAAa,EAAE,GAAG,CAAC;IACnB,YAAY,EAAE,GAAG,CAAC;CACnB;AAED,MAAM,WAAW,wBAAwB;IACvC,8DAA8D;IAC9D,SAAS,EAAE,GAAG,CAAC;IACf,4DAA4D;IAC5D,eAAe,EAAE,GAAG,CAAC;IACrB,oCAAoC;IACpC,mBAAmB,EAAE,YAAY,CAAC;IAClC,aAAa,EAAE,GAAG,CAAC;IACnB,YAAY,EAAE,GAAG,CAAC;CACnB;AA6OD;;;;;;;;;;;;;GAaG;AACH,wBAAgB,YAAY,CAAC,OAAO,EAAE,GAAG,EAAE,EAAE,OAAO,CAAC,EAAE,GAAG,EAAE,GAAG,WAAW,CA+BzE;AAMD;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA8BG;AACH,wBAAsB,aAAa,CACjC,QAAQ,EAAE,GAAG,EAAE,GAAG,GAAG,EAAE,EAAE,EACzB,QAAQ,CAAC,EAAE,GAAG,EAAE,EAChB,IAAI,CAAC,EAAE,gBAAgB,GACtB,OAAO,CAAC,eAAe,GAAG,wBAAwB,CAAC,CA6JrD;AAMD;;;;;;;;;;GAUG;AACH,wBAAgB,KAAK,CAAC,MAAM,EAAE,GAAG,EAAE,EAAE,GAAG,WAAW,CA+ClD;AAMD;;;;;;;;;;;;;;;;;;;;;;;;;;;GA2BG;AACH,wBAAsB,qBAAqB,CACzC,MAAM,EAAE,GAAG,EAAE,EACb,KAAK,CAAC,EAAE,CAAC,CAAC,EAAE,GAAG,KAAK,GAAG,EACvB,IAAI,CAAC,EAAE,gBAAgB,GACtB,OAAO,CAAC,YAAY,GAAG,iBAAiB,CAAC,CA8G3C;AAMD;;;;;;;;;;;;;;;;;;GAkBG;AACH,wBAAsB,eAAe,CACnC,OAAO,EAAE,GAAG,EAAE,EACd,OAAO,EAAE,GAAG,EAAE,EACd,IAAI,CAAC,EAAE,gBAAgB,GACtB,OAAO,CAAC,iBAAiB,GAAG,iBAAiB,CAAC,CAuJhD;AAMD;;;;;;;;;;;;;;;;;GAiBG;AACH,wBAAsB,eAAe,CACnC,MAAM,EAAE,GAAG,EAAE,EACb,IAAI,CAAC,EAAE,gBAAgB,GACtB,OAAO,CAAC,iBAAiB,GAAG,iBAAiB,CAAC,CAyKhD;AAyDD;;;;;;;;;;;;;GAaG;AACH,wBAAgB,0BAA0B,CAAC,IAAI,EAAE,GAAG,EAAE,EAAE,EAAE,CAAC,CAAC,EAAE,MAAM,GAAG,SAAS,CAgG/E"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@danielsimonjr/mathts-functions",
-  "version": "0.11.2",
+  "version": "0.11.3",
   "description": "Mathematical functions for MathTS - arithmetic, algebra, trigonometry, statistics, and more",
   "author": "Daniel Simon Jr.",
   "license": "MIT",