@danielsimonjr/mathts-functions 0.29.0 → 0.31.0

package/dist/ml/dbscan-knn.d.ts

@@ -0,0 +1,52 @@
+/**
+ * Density-based clustering (DBSCAN) + k-nearest-neighbour classifier/regressor
+ * (Phase 3 Task 4 — ML primitives).
+ *
+ * All three functions share brute-force Euclidean-distance neighbour search.
+ * The library's exported `kdTree` (`typed/geometry.ts`) has no radius-query
+ * method, so DBSCAN's ε-neighborhoods are computed O(n²) brute-force here —
+ * correct, just not the asymptotically fastest option. A kd-tree range-search
+ * (and a kd-tree-backed k-NN search) is future work if this becomes a hot path.
+ */
+/**
+ * DBSCAN density-based clustering. A point is a **core point** if its
+ * ε-neighborhood (including itself) has at least `minPts` members; clusters
+ * are grown by expanding outward from core points through their neighbors
+ * (density-reachability). Points reached only from a core point's
+ * neighborhood but that are not themselves core are labeled as border points
+ * of that cluster; points never reached are **noise** (`-1`).
+ *
+ * @param points - Row-vectors (n × d)
+ * @param eps - Neighborhood radius (Euclidean)
+ * @param minPts - Minimum neighborhood size (including the point itself) for a core point
+ * @returns 0-based cluster label per point; `-1` marks noise
+ *
+ * @example
+ * dbscan([[0, 0], [0.1, 0.1], [10, 10], [50, 50]], 1.0, 2)
+ * // => [0, 0, -1, -1]  (one 2-point cluster, two noise points)
+ */
+export declare function dbscan(points: number[][], eps: number, minPts: number): number[];
+/**
+ * k-nearest-neighbour classifier: majority vote of the `k` closest training
+ * points (Euclidean distance). Ties are broken by the label of the single
+ * nearest point among the tied labels.
+ *
+ * @param train - Training row-vectors (n × d)
+ * @param labels - Training labels (length n)
+ * @param query - Query row-vectors (m × d)
+ * @param k - Number of neighbors
+ * @returns Predicted label per query row
+ */
+export declare function knnClassify(train: number[][], labels: (number | string)[], query: number[][], k: number): (number | string)[];
+/**
+ * k-nearest-neighbour regressor: mean of the `k` closest training targets
+ * (Euclidean distance).
+ *
+ * @param train - Training row-vectors (n × d)
+ * @param targets - Training targets (length n)
+ * @param query - Query row-vectors (m × d)
+ * @param k - Number of neighbors
+ * @returns Predicted (mean) target per query row
+ */
+export declare function knnRegress(train: number[][], targets: number[], query: number[][], k: number): number[];
+//# sourceMappingURL=dbscan-knn.d.ts.map

package/dist/ml/dbscan-knn.d.ts.map

@@ -0,0 +1 @@
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package/dist/ml/kde.d.ts

@@ -0,0 +1,37 @@
+/**
+ * 1-D Gaussian kernel density estimation (Wave — ML primitives, Phase 3 Task 5).
+ *
+ * The first nonparametric density estimator in the library. Given samples
+ * `s_1..s_n`, estimates the density at query points via a sum of Gaussian
+ * "bumps" centered on each sample:
+ *
+ *   density(x) = (1 / (n * h)) * sum_i phi((x - s_i) / h)
+ *
+ * where `phi` is the standard normal pdf and `h` is the bandwidth. Bandwidth
+ * defaults to Silverman's rule of thumb, which balances bias (too smooth)
+ * against variance (too noisy) using the sample spread.
+ */
+export interface GaussianKDEOptions {
+    /** Bandwidth (smoothing parameter). Defaults to Silverman's rule of thumb. */
+    bandwidth?: number;
+}
+export interface GaussianKDEResult {
+    /** Evaluate the estimated density at each of `xs`. */
+    evaluate: (xs: number[]) => number[];
+    /** The bandwidth actually used (either supplied or Silverman's rule). */
+    bandwidth: number;
+}
+/**
+ * 1-D Gaussian kernel density estimation.
+ *
+ * @param samples - Observed sample values (n >= 2 for the default bandwidth;
+ *   a single sample requires an explicit `opts.bandwidth`)
+ * @param opts - `bandwidth` (default: Silverman's rule of thumb)
+ * @returns `evaluate(xs)` — density at each query point — and the chosen `bandwidth`
+ *
+ * @example
+ * const kde = gaussianKDE([-1, 0, 0, 1]);
+ * kde.evaluate([0]); // => density near the sample center (a single peak)
+ */
+export declare function gaussianKDE(samples: number[], opts?: GaussianKDEOptions): GaussianKDEResult;
+//# sourceMappingURL=kde.d.ts.map

package/dist/ml/kde.d.ts.map

@@ -0,0 +1 @@
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package/dist/ml/logistic-regression.d.ts

@@ -0,0 +1,34 @@
+export interface LogisticRegressionOptions {
+    /** Prepend a column of ones (default true). */
+    intercept?: boolean;
+    /** Convergence tolerance on the max-norm of the Newton step (default 1e-8). */
+    tol?: number;
+    /** Maximum IRLS iterations (default 100). */
+    maxIter?: number;
+}
+export interface LogisticRegressionResult {
+    /** Fitted coefficients for the original predictors (excludes the intercept). */
+    coefficients: number[];
+    /** Fitted intercept (0 if `opts.intercept === false`). */
+    intercept: number;
+    /** Predict class probabilities (P(y=1|x)) for new rows. */
+    predictProba: (x: number[][]) => number[];
+    /** Predict class labels (threshold 0.5) for new rows. */
+    predict: (x: number[][]) => number[];
+}
+/**
+ * Binary logistic regression `P(y=1|x) = sigmoid(xᵀβ)` fit by IRLS (Newton-Raphson
+ * on the Bernoulli log-likelihood).
+ *
+ * @param X - Design matrix (rows = observations, cols = predictors)
+ * @param y - Binary labels, each in {0, 1}
+ * @param opts - `intercept` (default true) prepends a column of ones to X;
+ *   `tol` (default 1e-8) convergence tolerance; `maxIter` (default 100)
+ * @returns Fitted coefficients/intercept plus `predict`/`predictProba`
+ *
+ * @example
+ * const m = logisticRegression([[-2], [-1], [1], [2]], [0, 0, 1, 1]);
+ * m.predict([[3]]) // => [1]
+ */
+export declare function logisticRegression(X: number[][], y: number[], opts?: LogisticRegressionOptions): LogisticRegressionResult;
+//# sourceMappingURL=logistic-regression.d.ts.map

package/dist/ml/logistic-regression.d.ts.map

@@ -0,0 +1 @@
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package/dist/ml/ols.d.ts

@@ -0,0 +1,37 @@
+export interface OlsOptions {
+    /** Prepend a column of ones (default true). */
+    intercept?: boolean;
+}
+export interface OlsResult {
+    /** Fitted coefficients (intercept first, if included). */
+    coefficients: number[];
+    /** Standard error of each coefficient. */
+    stderr: number[];
+    /** t-statistic for each coefficient (H0: coefficient = 0). */
+    tValues: number[];
+    /** Two-sided p-value for each coefficient's t-statistic. */
+    pValues: number[];
+    /** Coefficient of determination. */
+    r2: number;
+    /** R² adjusted for the number of predictors. */
+    adjR2: number;
+    /** Overall model F-statistic (H0: all slope coefficients = 0). */
+    fStat: number;
+    /** Residuals y - Xβ. */
+    residuals: number[];
+}
+/**
+ * Multiple linear regression `y ≈ Xβ` by ordinary least squares (normal equations),
+ * with full inference: standard errors, t/p-values per coefficient, R²/adjusted-R²,
+ * the overall model F-statistic, and residuals.
+ *
+ * @param X - Design matrix (rows = observations, cols = predictors)
+ * @param y - Response vector (length = number of observations)
+ * @param opts - `intercept` (default true) prepends a column of ones to X
+ *
+ * @example
+ * ols([[1, 1], [2, 0], [3, 1], [4, 0]], [6, 5, 10, 9])
+ * // => coefficients ~= [1, 2, 3] (y = 1 + 2*x1 + 3*x2), r2 = 1
+ */
+export declare function ols(X: number[][], y: number[], opts?: OlsOptions): OlsResult;
+//# sourceMappingURL=ols.d.ts.map

package/dist/ml/ols.d.ts.map

@@ -0,0 +1 @@
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package/dist/ml/regularized-regression.d.ts

@@ -0,0 +1,65 @@
+export interface RidgeOptions {
+    /** Center X/y and fit an unpenalized intercept (default true). */
+    intercept?: boolean;
+}
+export interface CoordinateDescentOptions extends RidgeOptions {
+    /** Maximum coordinate-descent sweeps (default 1000). */
+    maxIter?: number;
+    /** Convergence tolerance on the max coefficient change per sweep (default 1e-7). */
+    tol?: number;
+}
+export interface RegularizedRegressionResult {
+    /** Fitted coefficients, one per predictor column (intercept excluded). */
+    coefficients: number[];
+    /** Fitted intercept (0 if `opts.intercept === false`). */
+    intercept: number;
+}
+/**
+ * Ridge regression (L2-penalized least squares) with a closed-form solution on
+ * centered data: `β = (XᵀX + αI)⁻¹Xᵀy`. The intercept is never penalized.
+ *
+ * @param X - Design matrix (rows = observations, cols = predictors)
+ * @param y - Response vector (length = number of observations)
+ * @param alpha - L2 penalty strength (`alpha >= 0`; `alpha = 0` is OLS)
+ * @param opts - `intercept` (default true)
+ *
+ * @example
+ * ridge([[1], [2], [3], [4]], [2, 4, 6, 8], 0)
+ * // => { coefficients: [2], intercept: 0 } (recovers the exact OLS fit)
+ */
+export declare function ridge(X: number[][], y: number[], alpha: number, opts?: RidgeOptions): RegularizedRegressionResult;
+/**
+ * Lasso regression (L1-penalized least squares) via cyclic coordinate descent
+ * with soft-thresholding on standardized columns. Unlike ridge, large enough
+ * penalties drive coefficients to exactly 0 (sparse solutions). The intercept
+ * is never penalized.
+ *
+ * @param X - Design matrix (rows = observations, cols = predictors)
+ * @param y - Response vector (length = number of observations)
+ * @param alpha - L1 penalty strength (`alpha >= 0`; `alpha = 0` ~ OLS)
+ * @param opts - `intercept` (default true), `maxIter` (default 1000), `tol` (default 1e-7)
+ *
+ * @example
+ * lasso([[1], [2], [3], [4]], [2, 4, 6, 8], 100)
+ * // => coefficients[0] === 0 (penalty overwhelms the signal)
+ */
+export declare function lasso(X: number[][], y: number[], alpha: number, opts?: CoordinateDescentOptions): RegularizedRegressionResult;
+/**
+ * Elastic-net regression combining an L1 penalty (`alpha * l1Ratio`, soft-
+ * thresholded) and an L2 penalty (`alpha * (1 - l1Ratio)`, added to the
+ * coordinate-descent denominator) via the same cyclic coordinate descent as
+ * `lasso`. `l1Ratio = 1` is pure lasso; `l1Ratio = 0` is (coordinate-descent)
+ * ridge. The intercept is never penalized.
+ *
+ * @param X - Design matrix (rows = observations, cols = predictors)
+ * @param y - Response vector (length = number of observations)
+ * @param alpha - Overall penalty strength (`alpha >= 0`)
+ * @param l1Ratio - Mixing parameter in `[0, 1]` between L1 and L2
+ * @param opts - `intercept` (default true), `maxIter` (default 1000), `tol` (default 1e-7)
+ *
+ * @example
+ * elasticNet([[1], [2], [3], [4]], [2, 4, 6, 8], 0.1, 0.5)
+ * // => finite coefficients blending ridge shrinkage and lasso sparsity
+ */
+export declare function elasticNet(X: number[][], y: number[], alpha: number, l1Ratio: number, opts?: CoordinateDescentOptions): RegularizedRegressionResult;
+//# sourceMappingURL=regularized-regression.d.ts.map

package/dist/ml/regularized-regression.d.ts.map

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package/dist/numeric/bfgs.d.ts

@@ -0,0 +1,70 @@
+/**
+ * BFGS quasi-Newton minimization of `f: ℝⁿ → ℝ`.
+ *
+ * Maintains an approximate inverse Hessian `H` (started at the identity) and
+ * updates it after every accepted step via the classic BFGS formula:
+ *
+ *   s = x_{k+1} − x_k,  y = g_{k+1} − g_k,  ρ = 1 / (yᵀs)
+ *   H ← (I − ρ s yᵀ) H (I − ρ y sᵀ) + ρ s sᵀ
+ *
+ * The update is skipped (H left unchanged) when `yᵀs ≤ 1e-12` — a near-zero
+ * or negative curvature pairing would make H indefinite. The search direction
+ * is `d = −H g`, accepted via a backtracking Armijo line search (`c1 = 1e-4`,
+ * starting step `α = 1`, halved up to 50 times).
+ *
+ * `opts.bounds`, if supplied, turns this into a lightweight **projected**
+ * BFGS: after every accepted step each coordinate is clipped into its
+ * `[lo, hi]` range. This is NOT the full active-set L-BFGS-B method (no
+ * distinction between free/active variables in the Hessian update) — it is a
+ * simple, effective projection that keeps the iterate feasible.
+ *
+ * Complements the derivative-free `minimize` (Nelder–Mead): BFGS converges
+ * superlinearly on smooth functions using gradient information (analytic or
+ * numeric), at the cost of assuming enough smoothness for the gradient/line
+ * search to behave.
+ *
+ * @packageDocumentation
+ */
+type f64 = number;
+/** Options for {@link bfgs}. */
+export interface BfgsOptions {
+    /**
+     * Analytic gradient `∇f(x)`. If omitted, a central-difference gradient is
+     * used with per-coordinate step `h_i = max(1, |x_i|) · cbrt(machine eps)`.
+     */
+    grad?: (x: number[]) => number[];
+    /**
+     * Box constraints `[lo_i, hi_i]` per coordinate. After each accepted step,
+     * `x` is clipped into these bounds (projected BFGS — a lightweight
+     * approximation of L-BFGS-B, not the full active-set method).
+     */
+    bounds?: [f64, f64][];
+    /** Convergence tolerance on `‖g‖∞` (default 1e-8). */
+    tol?: f64;
+    /** Maximum iterations (default 500). */
+    maxIter?: number;
+}
+/** Result of {@link bfgs}. */
+export interface BfgsResult {
+    /** The minimizer. */
+    x: number[];
+    /** `f(x)` at the minimizer. */
+    fval: f64;
+    /** Number of iterations performed. */
+    iterations: number;
+    /** Whether `‖g‖∞ < tol` was reached within `maxIter`. */
+    converged: boolean;
+}
+/**
+ * Minimize `f: ℝⁿ → ℝ` from `x0` via BFGS quasi-Newton with an Armijo
+ * backtracking line search. Uses `opts.grad` if supplied, else a local
+ * central-difference gradient. `opts.bounds` clips each accepted step
+ * (projected BFGS, not full L-BFGS-B).
+ *
+ * @example
+ * bfgs((v) => (1 - v[0]) ** 2 + 100 * (v[1] - v[0] ** 2) ** 2, [-1.2, 1])
+ * // => { x: ~[1, 1], fval: ~0, ... }
+ */
+export declare function bfgs(f: (x: number[]) => number, x0: number[], opts?: BfgsOptions): BfgsResult;
+export {};
+//# sourceMappingURL=bfgs.d.ts.map

package/dist/numeric/bfgs.d.ts.map

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package/dist/numeric/nnls.d.ts

@@ -0,0 +1,72 @@
+/**
+ * Constrained least squares: `nnls` (Lawson–Hanson active-set non-negative
+ * least squares) and `lsqBounded` (projected-gradient box-constrained least
+ * squares). Both minimize `||Ax - b||_2` subject to simple bound constraints
+ * on `x`, complementing the unconstrained `leastSquares` (`../typed/numeric.ts`).
+ *
+ * @packageDocumentation
+ */
+/** Options shared by `nnls` and `lsqBounded`. */
+export interface NnlsOptions {
+    /** Convergence tolerance (default 1e-10). */
+    tol?: number;
+    /** Maximum iterations (default `3 * n`). */
+    maxIter?: number;
+}
+/** Options for `lsqBounded` (same shape as `NnlsOptions`, kept as a distinct alias for clarity). */
+export type LsqBoundedOptions = NnlsOptions;
+/** Result of `nnls` / `lsqBounded`: the solution and its residual norm. */
+export interface NnlsResult {
+    /** Solution vector x. */
+    x: number[];
+    /** `||Ax - b||_2` at the returned solution. */
+    residual: number;
+}
+/** Alias for `NnlsResult` (used by `lsqBounded`). */
+export type LsqBoundedResult = NnlsResult;
+/**
+ * Non-negative least squares: `min ||Ax - b||_2 s.t. x >= 0`, via the
+ * Lawson–Hanson active-set algorithm.
+ *
+ * Maintains a "passive" set `P` of coordinates allowed to be nonzero (all
+ * others held at 0). Each outer iteration adds to `P` the inactive index
+ * with the most positive gradient component `w_j = (A^T(b - Ax))_j`, solves
+ * the unconstrained least-squares problem restricted to the columns in `P`
+ * (via `leastSquares`), and — if that restricted solution has any
+ * non-positive component — walks back along the line from the current `x`
+ * toward it until the first such component would hit zero, dropping that
+ * index from `P` and re-solving. Terminates when no inactive index has a
+ * positive gradient (KKT optimality) or `maxIter` is exhausted.
+ *
+ * @param A - Matrix (m x n)
+ * @param b - Right-hand side (length m)
+ * @param opts - Options (tol, maxIter; default maxIter = 3n)
+ * @returns `{ x, residual }` with `x >= 0` (up to `tol`) and `residual = ||Ax - b||_2`
+ *
+ * @example
+ * nnls([[1, 0], [0, 1]], [3, -2]) // => { x: [3, 0], residual: 2 }
+ */
+export declare function nnls(A: number[][], b: number[], opts?: NnlsOptions): NnlsResult;
+/**
+ * Box-constrained least squares: `min ||Ax - b||_2 s.t. lower <= x <= upper`,
+ * via projected-gradient descent.
+ *
+ * Each iteration computes the gradient `g = A^T(Ax - b)` of the smooth
+ * objective `f(x) = (1/2)||Ax - b||^2`, takes a candidate step
+ * `x - alpha*g` projected (clipped) into the box, and backtracks
+ * (`alpha /= 2`) until the projected step does not increase `f`. Converges
+ * when the projected-gradient norm `||x - clip(x - g, lower, upper)||` is
+ * below `tol`.
+ *
+ * @param A - Matrix (m x n)
+ * @param b - Right-hand side (length m)
+ * @param lower - Per-component lower bounds (length n)
+ * @param upper - Per-component upper bounds (length n)
+ * @param opts - Options (tol, maxIter; default maxIter = max(200, 20n))
+ * @returns `{ x, residual }` with `lower <= x <= upper` and `residual = ||Ax - b||_2`
+ *
+ * @example
+ * lsqBounded([[1, 0], [0, 1]], [5, -3], [0, 0], [2, 2]) // => { x: [2, 0], residual: ... }
+ */
+export declare function lsqBounded(A: number[][], b: number[], lower: number[], upper: number[], opts?: LsqBoundedOptions): LsqBoundedResult;
+//# sourceMappingURL=nnls.d.ts.map

package/dist/numeric/nnls.d.ts.map

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package/dist/stats/inference-extra.d.ts

@@ -0,0 +1,46 @@
+/** Result of {@link chi2Contingency}. */
+export interface Chi2ContingencyResult {
+    chi2: number;
+    pValue: number;
+    dof: number;
+    expected: number[][];
+    cramersV: number;
+}
+/** Options for {@link chi2Contingency}. */
+export interface Chi2ContingencyOptions {
+    /** Apply the Yates continuity correction on 2x2 tables. Default true (matches scipy). */
+    correction?: boolean;
+}
+/**
+ * Chi-square test of independence on a contingency table.
+ *
+ * Expected counts `E_ij = rowSum_i * colSum_j / total`. `chi2 = sum((O_ij -
+ * E_ij)^2 / E_ij)`, with the Yates continuity correction
+ * `(|O_ij - E_ij| - 0.5)^2 / E_ij` applied on 2x2 tables when
+ * `opts.correction !== false` (default true, matching
+ * `scipy.stats.chi2_contingency`). `dof = (rows - 1) * (cols - 1)`; `pValue =
+ * 1 - chiSquaredCDF(chi2, dof)`. `cramersV = sqrt(chi2 / (total *
+ * min(rows-1, cols-1)))`.
+ *
+ * @example
+ * chi2Contingency([[10, 20], [30, 40]], { correction: false });
+ * // { chi2: 0.7937, pValue: 0.373, dof: 1, expected: [[12, 18], [28, 42]], cramersV }
+ */
+export declare function chi2Contingency(table: readonly (readonly number[])[], opts?: Chi2ContingencyOptions): Chi2ContingencyResult;
+/** Supported multiple-testing correction methods. */
+export type MultipleTestMethod = 'bonferroni' | 'holm' | 'bh';
+/**
+ * Multiple-testing p-value adjustment, returned in the original input order.
+ * Matches `statsmodels.stats.multitest.multipletests`.
+ *
+ * - `bonferroni`: `min(1, p_i * n)`.
+ * - `holm` (step-down): sort ascending; adjusted_(k) = `min(1, max_{j<=k}
+ *   (n - j + 1) * p_(j))`, enforced monotonic non-decreasing.
+ * - `bh` (Benjamini-Hochberg FDR, step-up): sort ascending; adjusted_(k) =
+ *   `min(1, min_{j>=k} (n / j) * p_(j))`, enforced monotonic non-decreasing
+ *   from the largest p-value down.
+ *
+ * @example multipleTest([0.01, 0.04, 0.5], 'bonferroni'); // [0.03, 0.12, 1]
+ */
+export declare function multipleTest(pValues: readonly number[], method: MultipleTestMethod): number[];
+//# sourceMappingURL=inference-extra.d.ts.map

package/dist/stats/inference-extra.d.ts.map

@@ -0,0 +1 @@
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package/dist/typed/numeric.d.ts

@@ -367,15 +367,36 @@ export declare function padeApproximant(coeffs: number[], m: i32, n: i32): {
  */
 export declare function quadprog(H: number[][], f: number[], A: number[][], b: number[]): number[];
 /**
- * Linear programming: minimize c^T x subject to Ax <= b, x >= 0.
- * Simple simplex method implementation.
+ * Options form of {@link linprog}: minimize c^T x subject to A_ub x <= b_ub,
+ * A_eq x = b_eq, and per-variable bounds.
+ */
+export interface LinprogOptions {
+    A_ub?: number[][];
+    b_ub?: number[];
+    A_eq?: number[][];
+    b_eq?: number[];
+    /** Per-variable [lower, upper] bounds; null = unbounded. Default: [0, null] for every variable. */
+    bounds?: readonly (readonly [number | null, number | null])[];
+}
+/** Result of the options form of {@link linprog}. */
+export interface LinprogResult {
+    x: number[];
+    fun: number;
+    success: boolean;
+    status: 'optimal' | 'infeasible' | 'unbounded';
+}
+/**
+ * Linear programming: minimize c^T x.
  *
- * @param c - Objective coefficients (length n)
- * @param A - Constraint matrix (m x n)
- * @param b - Constraint bounds (length m, non-negative)
- * @returns Solution vector x, or null if infeasible
+ * Two overloads:
+ * - Legacy positional form `linprog(c, A_ub, b_ub)` — subject to `A_ub x <= b_ub`,
+ *   `x >= 0`; returns the solution vector `x` (or `null` if unbounded).
+ * - Options form `linprog(c, { A_ub, b_ub, A_eq, b_eq, bounds })` — a two-phase
+ *   simplex supporting equality constraints, variable bounds, and negative-RHS
+ *   rows; returns `{ x, fun, success, status }`.
  */
-export declare function linprog(c: number[], A: number[][], b: number[]): number[] | null;
+export declare function linprog(c: number[], A_ub: number[][], b_ub: number[]): number[] | null;
+export declare function linprog(c: number[], opts: LinprogOptions): LinprogResult;
 /**
  * Simple 1D PDE solver using finite differences (heat equation).
  *

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@danielsimonjr/mathts-functions",
-  "version": "0.29.0",
+  "version": "0.31.0",
   "description": "Mathematical functions for MathTS - arithmetic, algebra, trigonometry, statistics, and more",
   "author": "Daniel Simon Jr.",
   "license": "MIT",