@danielsimonjr/mathts-functions 0.14.0 → 0.16.0

package/dist/typed/dist-objects.d.ts

@@ -215,5 +215,71 @@ export declare function uniformDist(a?: f64, b?: f64): Distribution;
  * d.mean // sqrt(pi) / 2
  */
 export declare function weibullDist(k: f64, lambda?: f64): Distribution;
+/**
+ * Hypergeometric distribution — the number of successes in `draws` samples drawn
+ * WITHOUT replacement from a `population` containing `successes` successes.
+ * `hypergeometricDist(population, successes, draws)` matches
+ * `scipy.stats.hypergeom(M=population, n=successes, N=draws)`.
+ *
+ * @example hypergeometricDist(50, 5, 10).pmf(1) // 0.4313371972
+ */
+export declare function hypergeometricDist(population: number, successes: number, draws: number): Distribution;
+/**
+ * Negative-binomial distribution — the number of failures before the `r`-th
+ * success in i.i.d. Bernoulli(`p`) trials. `negativeBinomialDist(r, p)` matches
+ * `scipy.stats.nbinom(r, p)` (integer `r`).
+ *
+ * @example negativeBinomialDist(5, 0.4).pmf(3) // 0.0774144
+ */
+export declare function negativeBinomialDist(r: number, p: f64): Distribution;
+/**
+ * Pareto distribution (shape `b` > 0, scale `xm` > 0) — `scipy.stats.pareto(b, scale=xm)`.
+ * @example paretoDist(3, 2).cdf(4) // 0.875
+ */
+export declare function paretoDist(b: number, xm: number): Distribution;
+/**
+ * Rayleigh distribution (scale `sigma` > 0) — `scipy.stats.rayleigh(scale=sigma)`.
+ * @example rayleighDist(2).mean // 2.5066282746
+ */
+export declare function rayleighDist(sigma: number): Distribution;
+/**
+ * Triangular distribution on `[a, b]` with mode `c` — matches
+ * `scipy.stats.triang((c-a)/(b-a), loc=a, scale=b-a)`.
+ * @example triangularDist(0, 4, 6).mean // 3.3333333333
+ */
+export declare function triangularDist(a: number, c: number, b: number): Distribution;
+/**
+ * Discrete uniform distribution on the integers `lo..hi` (inclusive) — matches
+ * `scipy.stats.randint(lo, hi+1)`.
+ * @example discreteUniformDist(1, 6).pmf(3) // 0.1666666667
+ */
+export declare function discreteUniformDist(lo: number, hi: number): Distribution;
+/**
+ * Gumbel (right / maximum) distribution (location `mu`, scale `beta` > 0) —
+ * `scipy.stats.gumbel_r(loc=mu, scale=beta)`.
+ * @example gumbelDist(1, 2).cdf(3) // 0.6922006276
+ */
+export declare function gumbelDist(mu: number, beta: number): Distribution;
+/**
+ * Inverse-Gaussian (Wald) distribution — mean `mu` > 0, shape `lambda` > 0.
+ * Matches `scipy.stats.invgauss(mu, scale=lambda)` where the scipy mean is
+ * `mu*scale`; here `mu` is the actual mean directly.
+ * @example invGaussDist(1, 1).pdf(1) // 0.3989422804
+ */
+export declare function invGaussDist(mu: number, lambda: number): Distribution;
+/** A multivariate distribution exposing a density function. */
+export interface MultivariateDistribution {
+    pdf: (x: number[]) => f64;
+    mean: number[];
+    cov: number[][];
+}
+/**
+ * Multivariate normal distribution with the given `mean` vector and `cov`
+ * covariance matrix. Density via a Cholesky factorization (stable log-det +
+ * triangular solve). Matches `scipy.stats.multivariate_normal(mean, cov).pdf`.
+ *
+ * @example multivariateNormal([0, 0], [[1, 0.5],[0.5, 2]]).pdf([0, 0]) // 0.1203098284
+ */
+export declare function multivariateNormal(mean: number[], cov: number[][]): MultivariateDistribution;
 export {};
 //# sourceMappingURL=dist-objects.d.ts.map

package/dist/typed/dist-objects.d.ts.map

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package/dist/typed/hypothesis.d.ts

@@ -270,5 +270,199 @@ export declare function shapiroWilkTest(sample: f64[], opts?: BootstrapOptions):
  * result.explained   // [1.0]
  */
 export declare function principalComponentAnalysis(data: f64[][], k?: number): PCAResult;
+/**
+ * Two-sample Kolmogorov–Smirnov test: are two samples drawn from the same
+ * continuous distribution? The statistic is the maximum gap between the two
+ * empirical CDFs, D = maxₓ |F₁(x) − F₂(x)|; the p-value is the large-sample
+ * asymptotic Q(√(n₁n₂/(n₁+n₂))·D) (the `kstwobign` survival function, matching
+ * scipy's asymptotic method for large n). Distinct from the one-sample
+ * {@link kolmogorovSmirnovTest}, which compares one sample to a CDF *function*.
+ *
+ * @param sample1 - first sample (non-empty)
+ * @param sample2 - second sample (non-empty)
+ * @returns `{ statistic: D, pValue }`
+ *
+ * @example
+ * kolmogorovSmirnov2Test([0.1, 0.4, 0.6], [0.3, 0.5, 0.9]) // { statistic, pValue }
+ */
+export declare function kolmogorovSmirnov2Test(sample1: f64[], sample2: f64[]): KSTestResult;
+/** Variance-homogeneity test result. `degreesOfFreedom` is `[d1, d2]` for the
+ *  F-based Levene test, a single number for the χ²-based Bartlett test. */
+export interface VarianceTestResult {
+    statistic: f64;
+    pValue: f64;
+    degreesOfFreedom: number | [number, number];
+}
+/**
+ * Levene's test for equality of variances across ≥2 groups (the ANOVA
+ * prerequisite). Robust to non-normality — it runs a one-way ANOVA F-test on the
+ * absolute deviations from each group's center. `center` defaults to `'median'`
+ * (the Brown–Forsythe variant, scipy's default); `'mean'` gives the original
+ * Levene test. Pinned to `scipy.stats.levene`.
+ *
+ * @example leveneTest([[8.1,8.3,7.9],[9.1,9.5,8.9]]) // { statistic, pValue, degreesOfFreedom }
+ */
+export declare function leveneTest(groups: f64[][], center?: 'median' | 'mean'): VarianceTestResult;
+/**
+ * Bartlett's test for equality of variances across ≥2 groups. More powerful than
+ * Levene when the data are normal, but sensitive to departures from normality.
+ * Statistic is χ²-distributed with k−1 df. Pinned to `scipy.stats.bartlett`.
+ *
+ * @example bartlettTest([[8.1,8.3,7.9],[9.1,9.5,8.9]]) // { statistic, pValue, degreesOfFreedom }
+ */
+export declare function bartlettTest(groups: f64[][]): VarianceTestResult;
+/**
+ * Paired (dependent-samples) t-test: tests whether the mean of the paired
+ * differences x−y is zero. Distinct from the two-sample Welch test in
+ * {@link studentTTest}, which assumes independent samples. Pinned to
+ * `scipy.stats.ttest_rel`.
+ *
+ * @example studentTTestPaired([1.2,2.3,3.1], [1.0,2.0,3.5]) // { statistic, pValue, degreesOfFreedom }
+ */
+export declare function studentTTestPaired(sample1: f64[], sample2: f64[]): TTestResult;
+/** z-test result (statistic + two-tailed p-value). */
+export interface ProportionZResult {
+    statistic: f64;
+    pValue: f64;
+}
+/**
+ * Proportion z-test (large-sample, two-tailed).
+ * - **One-sample**: `proportionZTest(successes, n, p0)` tests p̂ = successes/n
+ *   against a hypothesized proportion `p0`.
+ * - **Two-sample**: `proportionZTest([s1, s2], [n1, n2])` tests p̂₁ = p̂₂ using
+ *   the pooled-variance z (equivalent to `statsmodels.proportions_ztest`).
+ *
+ * @example proportionZTest(40, 100, 0.5)        // one-sample: z=-2, p≈0.0455
+ * @example proportionZTest([40, 30], [100, 100]) // two-sample: z≈1.482, p≈0.138
+ */
+export declare function proportionZTest(count: number | [number, number], nobs: number | [number, number], value?: number): ProportionZResult;
+/**
+ * Exact binomial test — is the observed success count consistent with success
+ * probability `p`? The two-tailed p-value is the total probability of all
+ * outcomes no more likely than the observed one (scipy's method-of-small-p).
+ * Pinned to `scipy.stats.binomtest`.
+ *
+ * @example binomialTest(8, 20, 0.5) // { pValue: 0.5034446716 }
+ */
+export declare function binomialTest(successes: number, n: number, p?: f64): {
+    statistic: f64;
+    pValue: f64;
+};
+/** Normality-test result (statistic + p-value). */
+export interface NormalityTestResult {
+    statistic: f64;
+    pValue: f64;
+}
+/**
+ * Anderson-Darling test for normality. Returns the A^2 statistic (matching
+ * scipy.stats.anderson, standardized with the ddof=1 sample std) and a p-value
+ * from the D'Agostino-Stephens approximation on the small-sample-corrected A^2*.
+ */
+export declare function andersonDarlingTest(data: f64[]): NormalityTestResult;
+/**
+ * D'Agostino-Pearson omnibus normality test (scipy.stats.normaltest):
+ * K2 = Z1^2 + Z2^2 (skew + kurtosis Z-tests), chi-square with 2 df, p = e^(-K2/2).
+ */
+export declare function dagostinoTest(data: f64[]): NormalityTestResult;
+/**
+ * Friedman test - non-parametric repeated-measures ANOVA across k related
+ * groups of the same n blocks. chi-square with k-1 df. scipy.stats.friedmanchisquare.
+ */
+export declare function friedmanTest(groups: f64[][]): {
+    statistic: f64;
+    pValue: f64;
+    degreesOfFreedom: number;
+};
+/** One factor's line in a two-way ANOVA table. */
+export interface Anova2Effect {
+    F: f64;
+    pValue: f64;
+    degreesOfFreedom: [number, number];
+}
+/** Balanced two-way (with-replication) ANOVA result. */
+export interface Anova2Result {
+    factorA: Anova2Effect;
+    factorB: Anova2Effect;
+    interaction: Anova2Effect;
+}
+/**
+ * Balanced two-way ANOVA with replication. data[i][j] holds the r replicates for
+ * level i of factor A x level j of factor B (all cells equal size). Equivalent to
+ * MATLAB anova2.
+ */
+export declare function anova2(data: f64[][][]): Anova2Result;
+/**
+ * Multiple-comparison p-value correction: bonferroni, holm (step-down), or bh
+ * (Benjamini-Hochberg FDR). Matches statsmodels multipletests.
+ */
+export declare function multipleComparison(pValues: f64[], method?: 'bonferroni' | 'holm' | 'bh'): f64[];
+/** A confidence interval with the point estimate it brackets. */
+export interface ConfidenceInterval {
+    estimate: f64;
+    lower: f64;
+    upper: f64;
+    confidence: f64;
+}
+/**
+ * Confidence interval for the population mean via the Student-t distribution
+ * (`scipy.stats.t.interval`). `confidence` defaults to 0.95.
+ */
+export declare function meanCI(data: f64[], confidence?: number): ConfidenceInterval;
+/**
+ * Wald confidence interval for a binomial proportion (normal approximation).
+ * `confidence` defaults to 0.95.
+ */
+export declare function proportionCI(successes: number, n: number, confidence?: number): ConfidenceInterval;
+/** Options for `bootstrapCI`. */
+export interface BootstrapCIOptions {
+    confidence?: number;
+    resamples?: number;
+    seed?: number;
+}
+/**
+ * Percentile bootstrap confidence interval for an arbitrary statistic of a
+ * single sample (`scipy.stats.bootstrap`, percentile method). Resampling is
+ * deterministic when `seed` is given. Returns the CI plus the observed estimate.
+ */
+export declare function bootstrapCI(data: f64[], statistic: (sample: f64[]) => f64, opts?: BootstrapCIOptions): ConfidenceInterval;
+/** Options for `permutationTest`. */
+export interface PermutationOptions {
+    resamples?: number;
+    seed?: number;
+}
+/**
+ * Two-sample permutation test for an arbitrary statistic `statistic(a, b)`.
+ * The combined pool is repeatedly shuffled and re-split; the two-tailed p-value
+ * is the fraction of permuted statistics at least as extreme (in absolute value)
+ * as the observed one (`scipy.stats.permutation_test`). Deterministic with `seed`.
+ */
+export declare function permutationTest(a: f64[], b: f64[], statistic: (x: f64[], y: f64[]) => f64, opts?: PermutationOptions): {
+    statistic: f64;
+    pValue: f64;
+};
+/**
+ * Mahalanobis distance between two vectors `u` and `v` under covariance `cov`:
+ * √((u−v)ᵀ Σ⁻¹ (u−v)). Matches `scipy.spatial.distance.mahalanobis(u, v, inv(cov))`
+ * (this form takes the covariance directly and inverts it internally).
+ *
+ * @example mahalanobis([1,2], [2.5,1], [[2,0.5],[0.5,1]]) // 1.8126539343
+ */
+export declare function mahalanobis(u: number[], v: number[], cov: number[][]): f64;
+/** One-sample Hotelling's T² result. */
+export interface HotellingResult {
+    statistic: f64;
+    fStatistic: f64;
+    pValue: f64;
+    degreesOfFreedom: [number, number];
+}
+/**
+ * One-sample Hotelling's T² test — the multivariate generalization of the
+ * one-sample t-test: is the mean vector of `data` (rows = observations, columns
+ * = variables) equal to `mu0`? T² = n·(x̄−μ₀)ᵀ S⁻¹ (x̄−μ₀), and
+ * F = (n−p)/(p(n−1))·T² ~ F(p, n−p) under H₀.
+ *
+ * @example hotellingT2(data, [5, 7]) // { statistic, fStatistic, pValue, degreesOfFreedom }
+ */
+export declare function hotellingT2(data: f64[][], mu0: f64[]): HotellingResult;
 export {};
 //# sourceMappingURL=hypothesis.d.ts.map

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

@@ -1 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@danielsimonjr/mathts-functions",
-  "version": "0.14.0",
+  "version": "0.16.0",
   "description": "Mathematical functions for MathTS - arithmetic, algebra, trigonometry, statistics, and more",
   "author": "Daniel Simon Jr.",
   "license": "MIT",