@danielsimonjr/mathts-functions 0.15.0 → 0.16.1

package/dist/descriptive-stats.d.ts

@@ -67,5 +67,58 @@ export declare function corrcoef(matrix: number[][]): number[][];
  * @example kendallTau([1,2,3,4,5], [2,1,4,3,5]) // 0.6
  */
 export declare function kendallTau(x: Vec, y: Vec): number;
+/** Result of a simple linear regression with inference. */
+export interface LinRegressResult {
+    slope: number;
+    intercept: number;
+    rValue: number;
+    pValue: number;
+    stdErr: number;
+    interceptStdErr: number;
+}
+/**
+ * OLS simple linear regression **with inference** — `y ≈ slope·x + intercept`,
+ * plus the correlation coefficient, the slope p-value (t-test, df = n−2), and
+ * the slope/intercept standard errors. Matches `scipy.stats.linregress`.
+ */
+export declare function linregress(x: Vec, y: Vec): LinRegressResult;
+/** A correlation coefficient with its two-tailed significance p-value. */
+export interface CorrelationTestResult {
+    coefficient: number;
+    pValue: number;
+}
+/** Pearson correlation **test** (coefficient + two-tailed p, t-test). `scipy.stats.pearsonr`. */
+export declare function pearsonr(x: Vec, y: Vec): CorrelationTestResult;
+/** Spearman rank-correlation **test** (rho + two-tailed p, t-test). `scipy.stats.spearmanr`. */
+export declare function spearmanr(x: Vec, y: Vec): CorrelationTestResult;
+/**
+ * Kendall's τ **test** — τ_b coefficient and two-tailed p via the normal
+ * approximation `z = 3τ√(n(n−1)) / √(2(2n+5))` (standard large-sample form;
+ * scipy's small-n exact p is version/table-specific).
+ */
+export declare function kendalltau(x: Vec, y: Vec): CorrelationTestResult;
+/** Peak-to-peak / statistical range: max − min. (`np.ptp`; `range` is taken.) */
+export declare function ptp(x: Vec): number;
+/** Coefficient of variation: population-std / mean (`scipy.stats.variation`, ddof=0). */
+export declare function variation(x: Vec): number;
+/** Trimmed mean — drop `proportion` of the sorted data from each tail. `scipy.stats.trim_mean`. */
+export declare function trimmedMean(x: Vec, proportion: number): number;
+/** Summary statistics bundle (`scipy.stats.describe`): sample variance (ddof=1); biased Fisher skew/kurtosis. */
+export interface DescribeResult {
+    nobs: number;
+    min: number;
+    max: number;
+    mean: number;
+    variance: number;
+    skewness: number;
+    kurtosis: number;
+}
+export declare function describe(x: Vec): DescribeResult;
+/** Histogram counts and bin edges (`np.histogram`) — `bins` equal-width bins over [min, max]. */
+export interface HistogramResult {
+    counts: number[];
+    edges: number[];
+}
+export declare function histogram(x: Vec, bins?: number): HistogramResult;
 export {};
 //# sourceMappingURL=descriptive-stats.d.ts.map

package/dist/descriptive-stats.d.ts.map

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package/dist/index.d.ts

@@ -17,7 +17,8 @@ export { evaluate, compileExpr, parse, parser, reviver, replacer } from './facto
 export { help } from './help.js';
 export { derivativeAt, valueAndDerivativeAt, gradientAt } from './grad-forward.js';
 export type { DualFn } from './grad-forward.js';
-export { gmean, hmean, moment, skewness, kurtosis, iqr, sem, zscore, cov, corrcoef, rankdata, spearman, kendallTau, } from './descriptive-stats.js';
+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';
+export type { LinRegressResult, CorrelationTestResult, DescribeResult, HistogramResult, } from './descriptive-stats.js';
 export { clamp, sigmoid, logsumexp, softmax, cumprod, cummax, cummin, cumtrapz, } from './numeric-extra.js';
 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';
 export { fTest, jarqueBera, kruskalWallis, wilcoxon, fisherExact, studentizedRangeCDF, studentizedRangeQuantile, tukeyHSD, } from './hypothesis-extra.js';

package/dist/index.d.ts.map

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package/dist/index.js

@@ -33,9 +33,11 @@ __export(typed_exports, {
   airyAi: () => airyAi,
   airyBi: () => airyBi,
   and: () => and,
+  andersonDarlingTest: () => andersonDarlingTest,
   angle2D: () => angle2D,
   angle3D: () => angle3D,
   anova: () => anova,
+  anova2: () => anova2,
   apart: () => apart,
   area: () => area,
   arg: () => arg,
@@ -73,6 +75,7 @@ __export(typed_exports, {
   bitNot: () => bitNot,
   bitOr: () => bitOr,
   bitXor: () => bitXor,
+  bootstrapCI: () => bootstrapCI,
   bspline: () => bspline,
   cancel: () => cancel,
   carlsonRC: () => carlsonRC,
@@ -122,12 +125,14 @@ __export(typed_exports, {
   cube: () => cube,
   cubicSpline: () => cubicSpline,
   curvefit: () => curvefit,
+  dagostinoTest: () => dagostinoTest,
   dct: () => dct,
   deepEqual: () => deepEqual,
   degree: () => degree,
   delaunayTriangulation: () => delaunayTriangulation,
   differences: () => differences,
   digamma: () => digamma,
+  discreteUniformDist: () => discreteUniformDist,
   discriminant: () => discriminant,
   distance2D: () => distance2D,
   distance3D: () => distance3D,
@@ -180,6 +185,7 @@ __export(typed_exports, {
   fourier: () => fourier,
   fresnelC: () => fresnelC,
   fresnelS: () => fresnelS,
+  friedmanTest: () => friedmanTest,
   fullSimplify: () => fullSimplify,
   functionExpand: () => functionExpand,
   fuseUnaryChain: () => fuseUnaryChain,
@@ -200,6 +206,7 @@ __export(typed_exports, {
   graphDistance: () => graphDistance,
   griddata: () => griddata,
   groupDelay: () => groupDelay,
+  gumbelDist: () => gumbelDist,
   harmonicNumber: () => harmonicNumber,
   hermiteH: () => hermiteH,
   hermiteInterp: () => hermiteInterp,
@@ -207,6 +214,7 @@ __export(typed_exports, {
   hex: () => hex,
   highpassFilter: () => highpassFilter,
   hilbertTransform: () => hilbertTransform,
+  hotellingT2: () => hotellingT2,
   hypergeometricDist: () => hypergeometricDist,
   hypot: () => hypot,
   idct: () => idct,
@@ -220,6 +228,7 @@ __export(typed_exports, {
   intersectLines2D: () => intersectLines2D,
   intersectSegments2D: () => intersectSegments2D,
   invFourier: () => invFourier,
+  invGaussDist: () => invGaussDist,
   isConnected: () => isConnected,
   jacobiSymbol: () => jacobiSymbol,
   jordanForm: () => jordanForm,
@@ -255,6 +264,7 @@ __export(typed_exports, {
   lowpassFilter: () => lowpassFilter,
   lucas: () => lucas,
   lucasL: () => lucasL,
+  mahalanobis: () => mahalanobis,
   manhattanDistance: () => manhattanDistance,
   mannWhitneyTest: () => mannWhitneyTest,
   matmul: () => matmul,
@@ -269,6 +279,7 @@ __export(typed_exports, {
   maxSelect: () => maxSelect,
   maximize: () => maximize,
   mean: () => mean,
+  meanCI: () => meanCI,
   medfilt: () => medfilt,
   medianSelect: () => medianSelect,
   min: () => min,
@@ -280,7 +291,9 @@ __export(typed_exports, {
   moebiusMu: () => moebiusMu,
   multiTaperPSD: () => multiTaperPSD,
   multinomial: () => multinomial,
+  multipleComparison: () => multipleComparison,
   multiply: () => multiply,
+  multivariateNormal: () => multivariateNormal,
   nearestNeighbor: () => nearestNeighbor,
   negativeBinomialDist: () => negativeBinomialDist,
   newtonInterp: () => newtonInterp,
@@ -329,10 +342,12 @@ __export(typed_exports, {
   parallelStatSum: () => parallelStatSum,
   parallelStatVariance: () => parallelStatVariance,
   parallelXCorr: () => parallelXCorr,
+  paretoDist: () => paretoDist,
   partitions: () => partitions,
   pchip: () => pchip,
   pchipInterp: () => pchipInterp,
   periodogram: () => periodogram,
+  permutationTest: () => permutationTest,
   permutations: () => permutations,
   pickRandom: () => pickRandom,
   pinv: () => pinv,
@@ -360,12 +375,14 @@ __export(typed_exports, {
   principalComponentAnalysis: () => principalComponentAnalysis,
   print: () => print,
   projectVector: () => projectVector,
+  proportionCI: () => proportionCI,
   proportionZTest: () => proportionZTest,
   quadprog: () => quadprog,
   quickSelect: () => quickSelect,
   random: () => random,
   randomInt: () => randomInt,
   rank: () => rank,
+  rayleighDist: () => rayleighDist,
   rbfInterpolate: () => rbfInterpolate,
   re: () => re,
   reduce: () => reduce,
@@ -440,6 +457,7 @@ __export(typed_exports, {
   trapz: () => trapz,
   trapzF64: () => trapzF64,
   triangleArea: () => triangleArea,
+  triangularDist: () => triangularDist,
   trigExpand: () => trigExpand,
   trigReduce: () => trigReduce,
   trigToExp: () => trigToExp,
@@ -13595,9 +13613,234 @@ function negativeBinomialDist(r, p) {
     })
   };
 }
+var EULER_GAMMA = 0.5772156649015329;
+function _contSample(quantile, rng) {
+  return quantile(rng());
+}
+function paretoDist(b, xm) {
+  if (b <= 0 || xm <= 0) throw new Error("paretoDist: shape b and scale xm must be positive");
+  const quantile = (p) => p <= 0 ? xm : p >= 1 ? Infinity : xm / Math.pow(1 - p, 1 / b);
+  return {
+    pdf: (x) => x < xm ? 0 : b * Math.pow(xm, b) / Math.pow(x, b + 1),
+    cdf: (x) => x < xm ? 0 : 1 - Math.pow(xm / x, b),
+    quantile,
+    mean: b > 1 ? b * xm / (b - 1) : Infinity,
+    variance: b > 2 ? xm * xm * b / ((b - 1) * (b - 1) * (b - 2)) : Infinity,
+    sample: () => _contSample(quantile, Math.random),
+    sampleN: (n, opts) => _sampleNDispatch(null, [], n, opts, (count2, rng) => {
+      const out = new Float64Array(count2);
+      for (let j = 0; j < count2; j++) out[j] = _contSample(quantile, rng);
+      return out;
+    })
+  };
+}
+function rayleighDist(sigma) {
+  if (sigma <= 0) throw new Error("rayleighDist: sigma must be positive");
+  const s2 = sigma * sigma;
+  const quantile = (p) => p <= 0 ? 0 : p >= 1 ? Infinity : sigma * Math.sqrt(-2 * Math.log(1 - p));
+  return {
+    pdf: (x) => x < 0 ? 0 : x / s2 * Math.exp(-(x * x) / (2 * s2)),
+    cdf: (x) => x < 0 ? 0 : 1 - Math.exp(-(x * x) / (2 * s2)),
+    quantile,
+    mean: sigma * Math.sqrt(Math.PI / 2),
+    variance: (4 - Math.PI) / 2 * s2,
+    sample: () => _contSample(quantile, Math.random),
+    sampleN: (n, opts) => _sampleNDispatch(null, [], n, opts, (count2, rng) => {
+      const out = new Float64Array(count2);
+      for (let j = 0; j < count2; j++) out[j] = _contSample(quantile, rng);
+      return out;
+    })
+  };
+}
+function triangularDist(a, c, b) {
+  if (!(a <= c && c <= b && a < b))
+    throw new Error("triangularDist: require a <= mode <= b, a < b");
+  const quantile = (p) => {
+    if (p <= 0) return a;
+    if (p >= 1) return b;
+    const fc = (c - a) / (b - a);
+    return p < fc ? a + Math.sqrt(p * (b - a) * (c - a)) : b - Math.sqrt((1 - p) * (b - a) * (b - c));
+  };
+  return {
+    pdf: (x) => {
+      if (x < a || x > b) return 0;
+      if (x < c) return 2 * (x - a) / ((b - a) * (c - a));
+      if (x > c) return 2 * (b - x) / ((b - a) * (b - c));
+      return 2 / (b - a);
+    },
+    cdf: (x) => {
+      if (x <= a) return 0;
+      if (x >= b) return 1;
+      return x < c ? (x - a) * (x - a) / ((b - a) * (c - a)) : 1 - (b - x) * (b - x) / ((b - a) * (b - c));
+    },
+    quantile,
+    mean: (a + c + b) / 3,
+    variance: (a * a + c * c + b * b - a * c - a * b - c * b) / 18,
+    sample: () => _contSample(quantile, Math.random),
+    sampleN: (n, opts) => _sampleNDispatch(null, [], n, opts, (count2, rng) => {
+      const out = new Float64Array(count2);
+      for (let j = 0; j < count2; j++) out[j] = _contSample(quantile, rng);
+      return out;
+    })
+  };
+}
+function discreteUniformDist(lo, hi) {
+  if (!Number.isInteger(lo) || !Number.isInteger(hi) || hi < lo) {
+    throw new Error("discreteUniformDist: require integer lo <= hi");
+  }
+  const k = hi - lo + 1;
+  const cdf = (x) => {
+    if (x < lo) return 0;
+    if (x >= hi) return 1;
+    return (Math.floor(x) - lo + 1) / k;
+  };
+  return {
+    pdf: (x) => Number.isInteger(x) && x >= lo && x <= hi ? 1 / k : 0,
+    cdf,
+    quantile: (p) => {
+      if (p <= 0) return lo;
+      if (p >= 1) return hi;
+      return Math.min(hi, lo + Math.ceil(p * k) - 1);
+    },
+    mean: (lo + hi) / 2,
+    variance: (k * k - 1) / 12,
+    sample: () => lo + Math.floor(Math.random() * k),
+    sampleN: (n, opts) => _sampleNDispatch(null, [], n, opts, (count2, rng) => {
+      const out = new Float64Array(count2);
+      for (let j = 0; j < count2; j++) out[j] = lo + Math.floor(rng() * k);
+      return out;
+    })
+  };
+}
+function gumbelDist(mu, beta2) {
+  if (beta2 <= 0) throw new Error("gumbelDist: scale beta must be positive");
+  const quantile = (p) => p <= 0 ? -Infinity : p >= 1 ? Infinity : mu - beta2 * Math.log(-Math.log(p));
+  return {
+    pdf: (x) => {
+      const z = (x - mu) / beta2;
+      return 1 / beta2 * Math.exp(-(z + Math.exp(-z)));
+    },
+    cdf: (x) => Math.exp(-Math.exp(-(x - mu) / beta2)),
+    quantile,
+    mean: mu + beta2 * EULER_GAMMA,
+    variance: Math.PI * Math.PI / 6 * beta2 * beta2,
+    sample: () => _contSample(quantile, Math.random),
+    sampleN: (n, opts) => _sampleNDispatch(null, [], n, opts, (count2, rng) => {
+      const out = new Float64Array(count2);
+      for (let j = 0; j < count2; j++) out[j] = _contSample(quantile, rng);
+      return out;
+    })
+  };
+}
+function invGaussDist(mu, lambda) {
+  if (mu <= 0 || lambda <= 0) throw new Error("invGaussDist: mu and lambda must be positive");
+  const quantile = (p) => {
+    if (p <= 0) return 0;
+    if (p >= 1) return Infinity;
+    let lo = 1e-9;
+    let hi = mu * 100;
+    for (let it = 0; it < 200; it++) {
+      const mid = (lo + hi) / 2;
+      if (cdf(mid) < p) lo = mid;
+      else hi = mid;
+    }
+    return (lo + hi) / 2;
+  };
+  const cdf = (x) => {
+    if (x <= 0) return 0;
+    const a = Math.sqrt(lambda / x) * (x / mu - 1);
+    const b = -Math.sqrt(lambda / x) * (x / mu + 1);
+    return _normalCdfStd(a) + Math.exp(2 * lambda / mu) * _normalCdfStd(b);
+  };
+  return {
+    pdf: (x) => {
+      if (x <= 0) return 0;
+      return Math.sqrt(lambda / (2 * Math.PI * x * x * x)) * Math.exp(-lambda * (x - mu) * (x - mu) / (2 * mu * mu * x));
+    },
+    cdf,
+    quantile,
+    mean: mu,
+    variance: mu * mu * mu / lambda,
+    sample: () => _contSample(quantile, Math.random),
+    sampleN: (n, opts) => _sampleNDispatch(null, [], n, opts, (count2, rng) => {
+      const out = new Float64Array(count2);
+      for (let j = 0; j < count2; j++) out[j] = _contSample(quantile, rng);
+      return out;
+    })
+  };
+}
+function _cholesky(m) {
+  const n = m.length;
+  const L = Array.from({ length: n }, () => new Array(n).fill(0));
+  for (let i = 0; i < n; i++) {
+    for (let j = 0; j <= i; j++) {
+      let s = m[i][j];
+      for (let k = 0; k < j; k++) s -= L[i][k] * L[j][k];
+      if (i === j) {
+        if (s <= 0) throw new Error("multivariateNormal: covariance is not positive-definite");
+        L[i][j] = Math.sqrt(s);
+      } else {
+        L[i][j] = s / L[j][j];
+      }
+    }
+  }
+  return L;
+}
+function multivariateNormal(mean6, cov2) {
+  const k = mean6.length;
+  if (cov2.length !== k || cov2.some((row2) => row2.length !== k)) {
+    throw new Error("multivariateNormal: cov must be a k\xD7k matrix matching mean");
+  }
+  const L = _cholesky(cov2);
+  let logDet = 0;
+  for (let i = 0; i < k; i++) logDet += 2 * Math.log(L[i][i]);
+  return {
+    mean: mean6,
+    cov: cov2,
+    pdf: (x) => {
+      if (x.length !== k) throw new Error("multivariateNormal.pdf: x must have length k");
+      const z = new Array(k).fill(0);
+      for (let i = 0; i < k; i++) {
+        let s = x[i] - mean6[i];
+        for (let j = 0; j < i; j++) s -= L[i][j] * z[j];
+        z[i] = s / L[i][i];
+      }
+      let quad = 0;
+      for (let i = 0; i < k; i++) quad += z[i] * z[i];
+      return Math.exp(-0.5 * (k * Math.log(2 * Math.PI) + logDet + quad));
+    }
+  };
+}
 
 // src/typed/hypothesis.ts
 import { computePool as computePool10 } from "@danielsimonjr/mathts-parallel";
+
+// src/distribution-functions.ts
+var normalQuantile = (p, mu = 0, sigma = 1) => normalDist(mu, sigma).quantile(p);
+var studentTCDF = (x, df) => tDist(df).cdf(x);
+var studentTQuantile = (p, df) => tDist(df).quantile(p);
+var chiSquaredCDF = (x, df) => chiSquaredDist(df).cdf(x);
+var chiSquaredQuantile = (p, df) => chiSquaredDist(df).quantile(p);
+var fCDF = (x, d1, d2) => fDist(d1, d2).cdf(x);
+var fQuantile = (p, d1, d2) => fDist(d1, d2).quantile(p);
+var gammaCDF = (x, shape, rate = 1) => gammaDist(shape, rate).cdf(x);
+var gammaQuantile = (p, shape, rate = 1) => gammaDist(shape, rate).quantile(p);
+var betaCDF = (x, a, b) => betaDist(a, b).cdf(x);
+var betaQuantile = (p, a, b) => betaDist(a, b).quantile(p);
+var cauchyPDF = (x, x0 = 0, gamma2 = 1) => 1 / (Math.PI * gamma2 * (1 + ((x - x0) / gamma2) ** 2));
+var cauchyCDF = (x, x0 = 0, gamma2 = 1) => 0.5 + Math.atan((x - x0) / gamma2) / Math.PI;
+var cauchyQuantile = (p, x0 = 0, gamma2 = 1) => x0 + gamma2 * Math.tan(Math.PI * (p - 0.5));
+var laplacePDF = (x, mu = 0, b = 1) => Math.exp(-Math.abs(x - mu) / b) / (2 * b);
+var laplaceCDF = (x, mu = 0, b = 1) => x < mu ? 0.5 * Math.exp((x - mu) / b) : 1 - 0.5 * Math.exp(-(x - mu) / b);
+var laplaceQuantile = (p, mu = 0, b = 1) => p < 0.5 ? mu + b * Math.log(2 * p) : mu - b * Math.log(2 - 2 * p);
+var logisticPDF = (x, mu = 0, s = 1) => {
+  const e = Math.exp(-(x - mu) / s);
+  return e / (s * (1 + e) ** 2);
+};
+var logisticCDF = (x, mu = 0, s = 1) => 1 / (1 + Math.exp(-(x - mu) / s));
+var logisticQuantile = (p, mu = 0, s = 1) => mu + s * Math.log(p / (1 - p));
+
+// src/typed/hypothesis.ts
 var HYPOTHESIS_THRESHOLD = 4096;
 function _makeMulberry322(seed) {
   let s = seed | 0;
@@ -14492,6 +14735,273 @@ function binomialTest(successes, n, p = 0.5) {
   }
   return { statistic: successes / n, pValue: Math.min(1, pValue) };
 }
+function _skewKurt(a) {
+  const n = a.length;
+  const m = _mean(a);
+  let m2 = 0;
+  let m3 = 0;
+  let m4 = 0;
+  for (const v of a) {
+    const d = v - m;
+    m2 += d * d;
+    m3 += d * d * d;
+    m4 += d * d * d * d;
+  }
+  const mu2 = m2 / n;
+  return { skew: m3 / n / Math.pow(mu2, 1.5), kurtPearson: m4 / n / (mu2 * mu2) };
+}
+function andersonDarlingTest(data) {
+  const n = data.length;
+  if (n < 8) throw new Error("andersonDarlingTest: need at least 8 observations");
+  const sorted = data.slice().sort((p2, q) => p2 - q);
+  const mean6 = _mean(sorted);
+  const s = Math.sqrt(_variance(sorted, 1));
+  const phi = (z) => 0.5 * erfcScalar(-z / Math.SQRT2);
+  let sumTerm = 0;
+  for (let i = 0; i < n; i++) {
+    const wi = (sorted[i] - mean6) / s;
+    const wj = (sorted[n - 1 - i] - mean6) / s;
+    sumTerm += (2 * (i + 1) - 1) / n * (Math.log(phi(wi)) + Math.log(1 - phi(wj)));
+  }
+  const a2 = -n - sumTerm;
+  const a2s = a2 * (1 + 0.75 / n + 2.25 / (n * n));
+  let p;
+  if (a2s < 0.2) p = 1 - Math.exp(-13.436 + 101.14 * a2s - 223.73 * a2s * a2s);
+  else if (a2s < 0.34) p = 1 - Math.exp(-8.318 + 42.796 * a2s - 59.938 * a2s * a2s);
+  else if (a2s < 0.6) p = Math.exp(0.9177 - 4.279 * a2s - 1.38 * a2s * a2s);
+  else if (a2s < 10) p = Math.exp(1.2937 - 5.709 * a2s + 0.0186 * a2s * a2s);
+  else p = 0;
+  return { statistic: a2, pValue: Math.max(0, Math.min(1, p)) };
+}
+function dagostinoTest(data) {
+  const n = data.length;
+  if (n < 8) throw new Error("dagostinoTest: need at least 8 observations");
+  const { skew, kurtPearson } = _skewKurt(data);
+  const y = skew * Math.sqrt((n + 1) * (n + 3) / (6 * (n - 2)));
+  const beta2 = 3 * (n * n + 27 * n - 70) * (n + 1) * (n + 3) / ((n - 2) * (n + 5) * (n + 7) * (n + 9));
+  const w2 = -1 + Math.sqrt(2 * (beta2 - 1));
+  const delta = 1 / Math.sqrt(0.5 * Math.log(w2));
+  const alpha = Math.sqrt(2 / (w2 - 1));
+  const yy = y === 0 ? 1 : y;
+  const z1 = delta * Math.log(yy / alpha + Math.sqrt(yy / alpha * (yy / alpha) + 1));
+  const E = 3 * (n - 1) / (n + 1);
+  const varb2 = 24 * n * (n - 2) * (n - 3) / ((n + 1) * (n + 1) * (n + 3) * (n + 5));
+  const xx = (kurtPearson - E) / Math.sqrt(varb2);
+  const sqrtbeta1 = 6 * (n * n - 5 * n + 2) / ((n + 7) * (n + 9)) * Math.sqrt(6 * (n + 3) * (n + 5) / (n * (n - 2) * (n - 3)));
+  const A = 6 + 8 / sqrtbeta1 * (2 / sqrtbeta1 + Math.sqrt(1 + 4 / (sqrtbeta1 * sqrtbeta1)));
+  const term1 = 1 - 2 / (9 * A);
+  const denom = 1 + xx * Math.sqrt(2 / (A - 4));
+  const term2 = Math.sign(denom) * Math.cbrt((1 - 2 / A) / Math.abs(denom));
+  const z2 = (term1 - term2) / Math.sqrt(2 / (9 * A));
+  const k2 = z1 * z1 + z2 * z2;
+  return { statistic: k2, pValue: Math.exp(-k2 / 2) };
+}
+function friedmanTest(groups) {
+  const k = groups.length;
+  if (k < 3) throw new Error("friedmanTest: need at least 3 related groups");
+  const n = groups[0].length;
+  for (const g of groups)
+    if (g.length !== n) throw new Error("friedmanTest: all groups must be the same length");
+  const rankSums = new Array(k).fill(0);
+  let tieCorrection = 0;
+  for (let block = 0; block < n; block++) {
+    const row2 = groups.map((g) => g[block]);
+    const order = row2.map((_, i) => i).sort((i, j) => row2[i] - row2[j]);
+    const ranks = new Array(k);
+    for (let i = 0; i < k; ) {
+      let j = i;
+      while (j < k && row2[order[j]] === row2[order[i]]) j++;
+      const avg = (i + 1 + j) / 2;
+      const t = j - i;
+      if (t > 1) tieCorrection += t * t * t - t;
+      for (let m = i; m < j; m++) ranks[order[m]] = avg;
+      i = j;
+    }
+    for (let g = 0; g < k; g++) rankSums[g] += ranks[g];
+  }
+  let stat = 12 / (n * k * (k + 1)) * rankSums.reduce((acc, rr) => acc + rr * rr, 0) - 3 * n * (k + 1);
+  const c = 1 - tieCorrection / (n * k * (k * k - 1));
+  if (c !== 0) stat /= c;
+  const df = k - 1;
+  return { statistic: stat, pValue: _chiSquaredPValue(stat, df), degreesOfFreedom: df };
+}
+function anova2(data) {
+  const nA = data.length;
+  const nB = data[0].length;
+  const r = data[0][0].length;
+  if (nA < 2 || nB < 2 || r < 2)
+    throw new Error("anova2: need at least 2 levels per factor and 2 replicates");
+  const all = [];
+  for (const row2 of data) for (const cell of row2) for (const v of cell) all.push(v);
+  const grand = _mean(all);
+  const aMeans = data.map((row2) => _mean(row2.flat()));
+  const bMeans = Array.from({ length: nB }, (_, j) => _mean(data.map((row2) => row2[j]).flat()));
+  const cellMeans = data.map((row2) => row2.map((cell) => _mean(cell)));
+  let ssA = 0;
+  for (const am of aMeans) ssA += (am - grand) * (am - grand);
+  ssA *= nB * r;
+  let ssB = 0;
+  for (const bm of bMeans) ssB += (bm - grand) * (bm - grand);
+  ssB *= nA * r;
+  let ssAB = 0;
+  let sse = 0;
+  for (let i = 0; i < nA; i++) {
+    for (let j = 0; j < nB; j++) {
+      const d = cellMeans[i][j] - aMeans[i] - bMeans[j] + grand;
+      ssAB += d * d;
+      for (const v of data[i][j]) sse += (v - cellMeans[i][j]) * (v - cellMeans[i][j]);
+    }
+  }
+  ssAB *= r;
+  const dfA = nA - 1;
+  const dfB = nB - 1;
+  const dfAB = dfA * dfB;
+  const dfE = nA * nB * (r - 1);
+  const mse = sse / dfE;
+  const fA = ssA / dfA / mse;
+  const fB = ssB / dfB / mse;
+  const fAB = ssAB / dfAB / mse;
+  return {
+    factorA: { F: fA, pValue: _fPValue(fA, dfA, dfE), degreesOfFreedom: [dfA, dfE] },
+    factorB: { F: fB, pValue: _fPValue(fB, dfB, dfE), degreesOfFreedom: [dfB, dfE] },
+    interaction: { F: fAB, pValue: _fPValue(fAB, dfAB, dfE), degreesOfFreedom: [dfAB, dfE] }
+  };
+}
+function multipleComparison(pValues, method = "bh") {
+  const m = pValues.length;
+  if (m === 0) return [];
+  if (method === "bonferroni") return pValues.map((p) => Math.min(p * m, 1));
+  const order = pValues.map((_, i) => i).sort((i, j) => pValues[i] - pValues[j]);
+  const out = new Array(m);
+  if (method === "holm") {
+    let running = 0;
+    for (let rank2 = 0; rank2 < m; rank2++) {
+      const idx = order[rank2];
+      running = Math.max(running, (m - rank2) * pValues[idx]);
+      out[idx] = Math.min(running, 1);
+    }
+  } else {
+    let prev = 1;
+    for (let rank2 = m - 1; rank2 >= 0; rank2--) {
+      const idx = order[rank2];
+      prev = Math.min(prev, pValues[idx] * m / (rank2 + 1));
+      out[idx] = Math.min(prev, 1);
+    }
+  }
+  return out;
+}
+function meanCI(data, confidence = 0.95) {
+  const n = data.length;
+  if (n < 2) throw new Error("meanCI: need at least 2 observations");
+  const m = _mean(data);
+  const se = Math.sqrt(_variance(data, 1) / n);
+  const tcrit = studentTQuantile((1 + confidence) / 2, n - 1);
+  return { estimate: m, lower: m - tcrit * se, upper: m + tcrit * se, confidence };
+}
+function proportionCI(successes, n, confidence = 0.95) {
+  if (n <= 0 || successes < 0 || successes > n) {
+    throw new Error("proportionCI: require 0 <= successes <= n, n > 0");
+  }
+  const p = successes / n;
+  const z = normalQuantile((1 + confidence) / 2);
+  const half = z * Math.sqrt(p * (1 - p) / n);
+  return { estimate: p, lower: p - half, upper: p + half, confidence };
+}
+function bootstrapCI(data, statistic, opts = {}) {
+  const n = data.length;
+  if (n < 2) throw new Error("bootstrapCI: need at least 2 observations");
+  const confidence = opts.confidence ?? 0.95;
+  const B = opts.resamples ?? 2e3;
+  const rng = opts.seed !== void 0 ? _makeMulberry322(opts.seed) : Math.random;
+  const stats = new Float64Array(B);
+  const resample2 = new Array(n);
+  for (let b = 0; b < B; b++) {
+    for (let i = 0; i < n; i++) resample2[i] = data[Math.floor(rng() * n)];
+    stats[b] = statistic(resample2);
+  }
+  stats.sort();
+  const loIdx = Math.floor((1 - confidence) / 2 * B);
+  const hiIdx = Math.min(B - 1, Math.ceil((1 - (1 - confidence) / 2) * B) - 1);
+  return { estimate: statistic(data), lower: stats[loIdx], upper: stats[hiIdx], confidence };
+}
+function permutationTest(a, b, statistic, opts = {}) {
+  const na = a.length;
+  const nb = b.length;
+  const B = opts.resamples ?? 2e3;
+  const rng = opts.seed !== void 0 ? _makeMulberry322(opts.seed) : Math.random;
+  const observed = statistic(a, b);
+  const pool = new Float64Array(na + nb);
+  for (let i = 0; i < na; i++) pool[i] = a[i];
+  for (let i = 0; i < nb; i++) pool[na + i] = b[i];
+  let extreme = 1;
+  for (let p = 0; p < B; p++) {
+    _shuffle(pool, rng);
+    const x = Array.from(pool.subarray(0, na));
+    const y = Array.from(pool.subarray(na));
+    if (Math.abs(statistic(x, y)) >= Math.abs(observed) - 1e-12) extreme++;
+  }
+  return { statistic: observed, pValue: extreme / (B + 1) };
+}
+function _matInverse(m) {
+  const n = m.length;
+  const a = m.map((row2, i) => [...row2, ...Array.from({ length: n }, (_, j) => i === j ? 1 : 0)]);
+  for (let col = 0; col < n; col++) {
+    let pivot = col;
+    for (let r = col + 1; r < n; r++) if (Math.abs(a[r][col]) > Math.abs(a[pivot][col])) pivot = r;
+    if (Math.abs(a[pivot][col]) < 1e-15) throw new Error("matrix inverse: singular matrix");
+    [a[col], a[pivot]] = [a[pivot], a[col]];
+    const d = a[col][col];
+    for (let j = 0; j < 2 * n; j++) a[col][j] /= d;
+    for (let r = 0; r < n; r++) {
+      if (r === col) continue;
+      const f = a[r][col];
+      for (let j = 0; j < 2 * n; j++) a[r][j] -= f * a[col][j];
+    }
+  }
+  return a.map((row2) => row2.slice(n));
+}
+function _quadForm(d, M) {
+  const n = d.length;
+  let s = 0;
+  for (let i = 0; i < n; i++) {
+    let mi = 0;
+    for (let j = 0; j < n; j++) mi += M[i][j] * d[j];
+    s += d[i] * mi;
+  }
+  return s;
+}
+function mahalanobis(u, v, cov2) {
+  if (u.length !== v.length || cov2.length !== u.length) {
+    throw new Error("mahalanobis: u, v, and cov dimensions must match");
+  }
+  const inv2 = _matInverse(cov2);
+  const d = u.map((ui, i) => ui - v[i]);
+  return Math.sqrt(_quadForm(d, inv2));
+}
+function hotellingT2(data, mu0) {
+  const n = data.length;
+  const p = mu0.length;
+  if (n <= p) throw new Error("hotellingT2: need more observations than variables");
+  if (data.some((row2) => row2.length !== p))
+    throw new Error("hotellingT2: every row must have length p");
+  const xbar = Array.from({ length: p }, (_, j) => _mean(data.map((row2) => row2[j])));
+  const S = Array.from({ length: p }, () => new Array(p).fill(0));
+  for (const row2 of data) {
+    for (let i = 0; i < p; i++) {
+      for (let j = 0; j < p; j++) S[i][j] += (row2[i] - xbar[i]) * (row2[j] - xbar[j]);
+    }
+  }
+  for (let i = 0; i < p; i++) for (let j = 0; j < p; j++) S[i][j] /= n - 1;
+  const diff2 = xbar.map((x, i) => x - mu0[i]);
+  const t2 = n * _quadForm(diff2, _matInverse(S));
+  const f = (n - p) / (p * (n - 1)) * t2;
+  return {
+    statistic: t2,
+    fStatistic: f,
+    pValue: _fPValue(f, p, n - p),
+    degreesOfFreedom: [p, n - p]
+  };
+}
 
 // src/typed/matrix-ops.ts
 import {
@@ -42803,6 +43313,159 @@ function kendallTau(x, y) {
   if (denom === 0) return NaN;
   return (P2 - Q2) / denom;
 }
+function _tTwoTail(t, df) {
+  return 2 * (1 - studentTCDF(Math.abs(t), df));
+}
+function linregress(x, y) {
+  const n = x.length;
+  if (n !== y.length) throw new Error("linregress: x and y must have equal length");
+  if (n < 3) throw new Error("linregress: need at least 3 points for inference");
+  const xa = Array.from(x);
+  const ya = Array.from(y);
+  const xbar = mean2(xa);
+  const ybar = mean2(ya);
+  let sxx = 0;
+  let sxy = 0;
+  let syy = 0;
+  for (let i = 0; i < n; i++) {
+    const dx = xa[i] - xbar;
+    const dy = ya[i] - ybar;
+    sxx += dx * dx;
+    sxy += dx * dy;
+    syy += dy * dy;
+  }
+  const slope = sxy / sxx;
+  const intercept = ybar - slope * xbar;
+  const rValue = sxy / Math.sqrt(sxx * syy);
+  const df = n - 2;
+  const s2 = (syy - slope * sxy) / df;
+  const stdErr = Math.sqrt(s2 / sxx);
+  const interceptStdErr = Math.sqrt(s2 * (1 / n + xbar * xbar / sxx));
+  return {
+    slope,
+    intercept,
+    rValue,
+    pValue: _tTwoTail(slope / stdErr, df),
+    stdErr,
+    interceptStdErr
+  };
+}
+function _corrTPValue(r, n) {
+  const df = n - 2;
+  if (df <= 0 || Math.abs(r) >= 1) return Math.abs(r) >= 1 ? 0 : 1;
+  const t = r * Math.sqrt(df / (1 - r * r));
+  return _tTwoTail(t, df);
+}
+function _pearson(x, y) {
+  const xa = Array.from(x);
+  const ya = Array.from(y);
+  const n = xa.length;
+  if (n !== ya.length) throw new Error("pearsonr: inputs must have equal length");
+  const mx = mean2(xa);
+  const my = mean2(ya);
+  let sxy = 0;
+  let sxx = 0;
+  let syy = 0;
+  for (let i = 0; i < n; i++) {
+    const dx = xa[i] - mx;
+    const dy = ya[i] - my;
+    sxy += dx * dy;
+    sxx += dx * dx;
+    syy += dy * dy;
+  }
+  return sxy / Math.sqrt(sxx * syy);
+}
+function pearsonr(x, y) {
+  const r = _pearson(x, y);
+  return { coefficient: r, pValue: _corrTPValue(r, x.length) };
+}
+function spearmanr(x, y) {
+  const rho = spearman(x, y);
+  return { coefficient: rho, pValue: _corrTPValue(rho, x.length) };
+}
+function kendalltau(x, y) {
+  const tau2 = kendallTau(x, y);
+  const n = x.length;
+  const z = 3 * tau2 * Math.sqrt(n * (n - 1)) / Math.sqrt(2 * (2 * n + 5));
+  return { coefficient: tau2, pValue: 2 * (1 - normalCDF(Math.abs(z))) };
+}
+function ptp(x) {
+  const a = Array.from(x);
+  if (a.length === 0) return NaN;
+  let lo = a[0];
+  let hi = a[0];
+  for (const v of a) {
+    if (v < lo) lo = v;
+    if (v > hi) hi = v;
+  }
+  return hi - lo;
+}
+function variation(x) {
+  const a = Array.from(x);
+  return stdPop(a) / mean2(a);
+}
+function trimmedMean(x, proportion) {
+  if (proportion < 0 || proportion >= 0.5) {
+    throw new Error("trimmedMean: proportion must be in [0, 0.5)");
+  }
+  const a = Array.from(x).sort((p, q) => p - q);
+  const k = Math.floor(a.length * proportion);
+  return mean2(a.slice(k, a.length - k));
+}
+function describe(x) {
+  const a = Array.from(x);
+  const n = a.length;
+  if (n < 1) throw new Error("describe: input must be non-empty");
+  const m = mean2(a);
+  let m2 = 0;
+  let m3 = 0;
+  let m4 = 0;
+  let lo = a[0];
+  let hi = a[0];
+  for (const v of a) {
+    const d = v - m;
+    m2 += d * d;
+    m3 += d * d * d;
+    m4 += d * d * d * d;
+    if (v < lo) lo = v;
+    if (v > hi) hi = v;
+  }
+  const mu2 = m2 / n;
+  return {
+    nobs: n,
+    min: lo,
+    max: hi,
+    mean: m,
+    variance: m2 / (n - 1),
+    skewness: m3 / n / Math.pow(mu2, 1.5),
+    kurtosis: m4 / n / (mu2 * mu2) - 3
+  };
+}
+function histogram(x, bins = 10) {
+  const a = Array.from(x);
+  if (a.length === 0) throw new Error("histogram: input must be non-empty");
+  if (!Number.isInteger(bins) || bins < 1)
+    throw new Error("histogram: bins must be a positive integer");
+  let lo = a[0];
+  let hi = a[0];
+  for (const v of a) {
+    if (v < lo) lo = v;
+    if (v > hi) hi = v;
+  }
+  if (lo === hi) {
+    lo -= 0.5;
+    hi += 0.5;
+  }
+  const width = (hi - lo) / bins;
+  const edges = Array.from({ length: bins + 1 }, (_, i) => lo + i * width);
+  const counts = new Array(bins).fill(0);
+  for (const v of a) {
+    let idx = Math.floor((v - lo) / width);
+    if (idx === bins) idx = bins - 1;
+    if (idx >= 0 && idx < bins) counts[idx]++;
+  }
+  return { counts, edges };
+}
 
 // src/numeric-extra.ts
 var toArr = (x) => Array.isArray(x) ? x : Array.from(x);
@@ -42888,31 +43551,6 @@ function cumtrapz(y, x) {
   return out;
 }
 
-// src/distribution-functions.ts
-var normalQuantile = (p, mu = 0, sigma = 1) => normalDist(mu, sigma).quantile(p);
-var studentTCDF = (x, df) => tDist(df).cdf(x);
-var studentTQuantile = (p, df) => tDist(df).quantile(p);
-var chiSquaredCDF = (x, df) => chiSquaredDist(df).cdf(x);
-var chiSquaredQuantile = (p, df) => chiSquaredDist(df).quantile(p);
-var fCDF = (x, d1, d2) => fDist(d1, d2).cdf(x);
-var fQuantile = (p, d1, d2) => fDist(d1, d2).quantile(p);
-var gammaCDF = (x, shape, rate = 1) => gammaDist(shape, rate).cdf(x);
-var gammaQuantile = (p, shape, rate = 1) => gammaDist(shape, rate).quantile(p);
-var betaCDF = (x, a, b) => betaDist(a, b).cdf(x);
-var betaQuantile = (p, a, b) => betaDist(a, b).quantile(p);
-var cauchyPDF = (x, x0 = 0, gamma2 = 1) => 1 / (Math.PI * gamma2 * (1 + ((x - x0) / gamma2) ** 2));
-var cauchyCDF = (x, x0 = 0, gamma2 = 1) => 0.5 + Math.atan((x - x0) / gamma2) / Math.PI;
-var cauchyQuantile = (p, x0 = 0, gamma2 = 1) => x0 + gamma2 * Math.tan(Math.PI * (p - 0.5));
-var laplacePDF = (x, mu = 0, b = 1) => Math.exp(-Math.abs(x - mu) / b) / (2 * b);
-var laplaceCDF = (x, mu = 0, b = 1) => x < mu ? 0.5 * Math.exp((x - mu) / b) : 1 - 0.5 * Math.exp(-(x - mu) / b);
-var laplaceQuantile = (p, mu = 0, b = 1) => p < 0.5 ? mu + b * Math.log(2 * p) : mu - b * Math.log(2 - 2 * p);
-var logisticPDF = (x, mu = 0, s = 1) => {
-  const e = Math.exp(-(x - mu) / s);
-  return e / (s * (1 + e) ** 2);
-};
-var logisticCDF = (x, mu = 0, s = 1) => 1 / (1 + Math.exp(-(x - mu) / s));
-var logisticQuantile = (p, mu = 0, s = 1) => mu + s * Math.log(p / (1 - p));
-
 // src/hypothesis-extra.ts
 var arr2 = (x) => Array.isArray(x) ? x : Array.from(x);
 var sampleVar = (x) => variance(x);
@@ -43962,9 +44600,11 @@ export {
   airyAi,
   airyBi,
   and,
+  andersonDarlingTest,
   angle2D,
   angle3D,
   anova,
+  anova2,
   apart,
   mapSlices as apply,
   area,
@@ -44017,6 +44657,7 @@ export {
   bohrRadius,
   boltzmann,
   boolean,
+  bootstrapCI,
   bspline,
   butter,
   cancel,
@@ -44115,12 +44756,14 @@ export {
   cumtrapz,
   curl,
   curvefit,
+  dagostinoTest,
   dct,
   deepEqual,
   degree,
   delaunayTriangulation,
   derivative,
   derivativeAt,
+  describe,
   det,
   detrend,
   deuteronMass,
@@ -44129,6 +44772,7 @@ export {
   differences,
   digamma,
   directionalDerivative,
+  discreteUniformDist,
   discriminant,
   distance,
   distance2D,
@@ -44278,6 +44922,7 @@ export {
   freqz,
   fresnelC,
   fresnelS,
+  friedmanTest,
   fullSimplify,
   functionExpand,
   fuseUnaryChain,
@@ -44313,6 +44958,7 @@ export {
   griddata,
   groebnerBasis,
   groupDelay,
+  gumbelDist,
   harmonicNumber,
   hartreeEnergy,
   hasNumericValue,
@@ -44325,7 +44971,9 @@ export {
   hex,
   highpassFilter,
   hilbertTransform,
+  histogram,
   hmean,
+  hotellingT2,
   hypergeometricDist,
   hypot,
   idct,
@@ -44347,6 +44995,7 @@ export {
   intersectSegments2D,
   inv,
   invFourier,
+  invGaussDist,
   inverseConductanceQuantum,
   inverseLaplace,
   inverseLaplaceTransform,
@@ -44371,6 +45020,7 @@ export {
   kdTree,
   kdTreeNearest,
   kendallTau,
+  kendalltau,
   kldivergence,
   klitzing,
   kmeans,
@@ -44405,6 +45055,7 @@ export {
   linearInterp,
   linearRegression,
   linprog,
+  linregress,
   linsolve,
   loess,
   log,
@@ -44432,6 +45083,7 @@ export {
   mad,
   magneticConstant,
   magneticFluxQuantum,
+  mahalanobis,
   manhattanDistance,
   mannWhitneyTest,
   map,
@@ -44452,6 +45104,7 @@ export {
   maxSelect,
   maximize,
   mean,
+  meanCI,
   medfilt,
   median,
   medianSelect,
@@ -44472,8 +45125,10 @@ export {
   movingAverage,
   multiTaperPSD,
   multinomial,
+  multipleComparison,
   multiply,
   multiplyScalar,
+  multivariateNormal,
   multivariateTaylor,
   nearestNeighbor,
   negativeBinomialDist,
@@ -44533,6 +45188,7 @@ export {
   parallelStatSum,
   parallelStatVariance,
   parallelXCorr,
+  paretoDist,
   parse,
   parseNumberWithConfig,
   parser,
@@ -44541,7 +45197,9 @@ export {
   partitions,
   pchip,
   pchipInterp,
+  pearsonr,
   periodogram,
+  permutationTest,
   permutations,
   pickRandom,
   piecewise,
@@ -44578,8 +45236,10 @@ export {
   print,
   prod,
   projectVector,
+  proportionCI,
   proportionZTest,
   protonMass,
+  ptp,
   qr,
   quadprog,
   quantileSeq,
@@ -44598,6 +45258,7 @@ export {
   rank,
   rankdata,
   rationalize,
+  rayleighDist,
   rbfInterpolate,
   re,
   reduce,
@@ -44673,6 +45334,7 @@ export {
   sort,
   sparse,
   spearman,
+  spearmanr,
   spectralClustering,
   spectrogram,
   speedOfLight,
@@ -44728,10 +45390,12 @@ export {
   trapz,
   trapzF64,
   triangleArea,
+  triangularDist,
   trigExpand,
   trigReduce,
   trigToExp,
   tril,
+  trimmedMean,
   triu,
   tukeyHSD,
   typeOf2 as typeOf,
@@ -44765,6 +45429,7 @@ export {
   vander,
   variables,
   variance,
+  variation,
   voronoiDiagram,
   weakMixingAngle,
   weibullDist,

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

@@ -232,5 +232,54 @@ export declare function hypergeometricDist(population: number, successes: number
  * @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

@@ -1 +1 @@
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package/dist/typed/hypothesis.d.ts

@@ -348,5 +348,121 @@ 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

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@danielsimonjr/mathts-functions",
-  "version": "0.15.0",
+  "version": "0.16.1",
   "description": "Mathematical functions for MathTS - arithmetic, algebra, trigonometry, statistics, and more",
   "author": "Daniel Simon Jr.",
   "license": "MIT",
@@ -34,7 +34,7 @@
   },
   "dependencies": {
     "@danielsimonjr/mathts-core": "^0.6.0",
-    "@danielsimonjr/mathts-expression": "^0.5.3",
+    "@danielsimonjr/mathts-expression": "^0.6.0",
     "@danielsimonjr/mathts-matrix": "^0.2.2",
     "@danielsimonjr/mathts-parallel": "^0.3.3",
     "bignumber.js": "^9.1.2",