@danielsimonjr/mathts-functions 0.14.0 → 0.16.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/descriptive-stats.d.ts +64 -0
- package/dist/descriptive-stats.d.ts.map +1 -1
- package/dist/index.d.ts +2 -1
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +975 -34
- package/dist/typed/dist-objects.d.ts +66 -0
- package/dist/typed/dist-objects.d.ts.map +1 -1
- package/dist/typed/hypothesis.d.ts +194 -0
- package/dist/typed/hypothesis.d.ts.map +1 -1
- package/package.json +1 -1
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@@ -56,5 +56,69 @@ export declare function cov(x: Vec | number[][], y?: Vec, ddof?: number): number
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* columns = variables). Diagonal is 1; off-diagonals are Pearson r.
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*/
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export declare function corrcoef(matrix: number[][]): number[][];
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/**
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* Kendall's τ_b rank correlation coefficient — a tie-corrected measure of
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* ordinal association based on the difference between concordant and discordant
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* pairs. Complements {@link spearman} (rank Pearson) and Pearson `corr`.
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* Returns τ_b = (P − Q) / √((n₀ − n₁)(n₀ − n₂)), matching `scipy.stats.kendalltau`
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* (`variant='b'`, its default), where n₀ = n(n−1)/2 and n₁/n₂ are the tie-pair
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* counts in x and y respectively.
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*
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* @example kendallTau([1,2,3,4,5], [2,1,4,3,5]) // 0.6
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*/
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export declare function kendallTau(x: Vec, y: Vec): number;
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/** Result of a simple linear regression with inference. */
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export interface LinRegressResult {
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slope: number;
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intercept: number;
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rValue: number;
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pValue: number;
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stdErr: number;
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interceptStdErr: number;
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}
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/**
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* OLS simple linear regression **with inference** — `y ≈ slope·x + intercept`,
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* plus the correlation coefficient, the slope p-value (t-test, df = n−2), and
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* the slope/intercept standard errors. Matches `scipy.stats.linregress`.
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*/
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export declare function linregress(x: Vec, y: Vec): LinRegressResult;
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/** A correlation coefficient with its two-tailed significance p-value. */
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export interface CorrelationTestResult {
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coefficient: number;
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pValue: number;
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}
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/** Pearson correlation **test** (coefficient + two-tailed p, t-test). `scipy.stats.pearsonr`. */
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export declare function pearsonr(x: Vec, y: Vec): CorrelationTestResult;
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/** Spearman rank-correlation **test** (rho + two-tailed p, t-test). `scipy.stats.spearmanr`. */
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export declare function spearmanr(x: Vec, y: Vec): CorrelationTestResult;
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/**
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* Kendall's τ **test** — τ_b coefficient and two-tailed p via the normal
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* approximation `z = 3τ√(n(n−1)) / √(2(2n+5))` (standard large-sample form;
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* scipy's small-n exact p is version/table-specific).
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*/
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export declare function kendalltau(x: Vec, y: Vec): CorrelationTestResult;
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/** Peak-to-peak / statistical range: max − min. (`np.ptp`; `range` is taken.) */
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export declare function ptp(x: Vec): number;
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/** Coefficient of variation: population-std / mean (`scipy.stats.variation`, ddof=0). */
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export declare function variation(x: Vec): number;
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/** Trimmed mean — drop `proportion` of the sorted data from each tail. `scipy.stats.trim_mean`. */
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export declare function trimmedMean(x: Vec, proportion: number): number;
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/** Summary statistics bundle (`scipy.stats.describe`): sample variance (ddof=1); biased Fisher skew/kurtosis. */
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export interface DescribeResult {
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nobs: number;
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min: number;
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max: number;
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mean: number;
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variance: number;
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skewness: number;
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kurtosis: number;
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}
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export declare function describe(x: Vec): DescribeResult;
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/** Histogram counts and bin edges (`np.histogram`) — `bins` equal-width bins over [min, max]. */
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export interface HistogramResult {
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counts: number[];
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edges: number[];
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}
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export declare function histogram(x: Vec, bins?: number): HistogramResult;
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export {};
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//# sourceMappingURL=descriptive-stats.d.ts.map
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@@ -1 +1 @@
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package/dist/index.d.ts
CHANGED
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@@ -17,7 +17,8 @@ export { evaluate, compileExpr, parse, parser, reviver, replacer } from './facto
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export { help } from './help.js';
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export { derivativeAt, valueAndDerivativeAt, gradientAt } from './grad-forward.js';
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export type { DualFn } from './grad-forward.js';
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export { gmean, hmean, moment, skewness, kurtosis, iqr, sem, zscore, cov, corrcoef, rankdata, spearman, } from './descriptive-stats.js';
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export { gmean, hmean, moment, skewness, kurtosis, iqr, sem, zscore, cov, corrcoef, rankdata, spearman, kendallTau, linregress, pearsonr, spearmanr, kendalltau, ptp, variation, trimmedMean, describe, histogram, } from './descriptive-stats.js';
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export type { LinRegressResult, CorrelationTestResult, DescribeResult, HistogramResult, } from './descriptive-stats.js';
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export { clamp, sigmoid, logsumexp, softmax, cumprod, cummax, cummin, cumtrapz, } from './numeric-extra.js';
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export { normalQuantile, studentTCDF, studentTQuantile, chiSquaredCDF, chiSquaredQuantile, fCDF, fQuantile, gammaCDF, gammaQuantile, betaCDF, betaQuantile, cauchyPDF, cauchyCDF, cauchyQuantile, laplacePDF, laplaceCDF, laplaceQuantile, logisticPDF, logisticCDF, logisticQuantile, } from './distribution-functions.js';
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export { fTest, jarqueBera, kruskalWallis, wilcoxon, fisherExact, studentizedRangeCDF, studentizedRangeQuantile, tukeyHSD, } from './hypothesis-extra.js';
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package/dist/index.d.ts.map
CHANGED
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