@danielsimonjr/mathts-functions 0.30.0 → 0.32.0

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

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+/**
+ * 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

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+/**
+ * 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

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+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/stats/fit-distribution.d.ts

@@ -0,0 +1,44 @@
+/**
+ * Maximum-likelihood distribution fitting (Phase 4 Task 1).
+ *
+ * `fitDistribution(name, data)` fits one of five common distributions to a
+ * sample by maximum likelihood and reports the fitted parameters plus the
+ * achieved log-likelihood.
+ *
+ * - `normal`      — closed form: mu = mean, sigma = population std (ddof=0).
+ * - `exponential` — closed form: lambda = 1 / mean.
+ * - `lognormal`   — fit a normal to ln(data) (requires all data > 0).
+ * - `poisson`     — closed form: lambda = mean.
+ * - `gamma`       — no closed form for the shape parameter. Given shape k,
+ *   the MLE scale is theta = xbar / k; substituting back yields the
+ *   1-D shape equation `ln(k) - psi(k) = ln(xbar) - mean(ln x)`
+ *   (psi = digamma), solved here with the secant method starting from the
+ *   Choi & Wette (1969) initial guess.
+ *
+ * @packageDocumentation
+ */
+/** Supported distribution families for {@link fitDistribution}. */
+export type DistributionName = 'normal' | 'exponential' | 'lognormal' | 'poisson' | 'gamma';
+/** Result of {@link fitDistribution}: fitted parameters + achieved log-likelihood. */
+export interface FitDistributionResult {
+    /** Fitted parameters, named per distribution (see {@link fitDistribution}). */
+    params: Record<string, number>;
+    /** Log-likelihood of `data` under the fitted parameters. */
+    logLikelihood: number;
+}
+/**
+ * Fit a distribution to `data` by maximum likelihood.
+ *
+ * @param name - Distribution family: 'normal' | 'exponential' | 'lognormal' | 'poisson' | 'gamma'
+ * @param data - Sample data
+ * @returns Fitted parameters and the log-likelihood achieved under them
+ *
+ * @example
+ * fitDistribution('normal', [2, 4, 4, 4, 5, 5, 7, 9]);
+ * // { params: { mean: 5, std: 2 }, logLikelihood: ... }
+ *
+ * fitDistribution('exponential', [1, 2, 3, 2]);
+ * // { params: { lambda: 0.5 }, logLikelihood: ... }
+ */
+export declare function fitDistribution(name: DistributionName, data: readonly number[]): FitDistributionResult;
+//# sourceMappingURL=fit-distribution.d.ts.map

package/dist/stats/fit-distribution.d.ts.map

@@ -0,0 +1 @@
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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/stats/inference-extra2.d.ts

@@ -0,0 +1,127 @@
+/**
+ * Noncentral chi-squared CDF via the Poisson-mixture representation:
+ *
+ *   F(x; k, λ) = Σ_{j=0}^∞ Pois(j; λ/2) · chiSquaredCDF(x, k + 2j)
+ *
+ * Truncated once the cumulative Poisson mass covers `1 − 1e-12` of the total
+ * (past the Poisson mode, so truncation never fires during the rising phase).
+ *
+ * @example
+ * noncentralChi2CDF(10, 3, 2); // ~0.89856 (scipy ncx2.cdf)
+ */
+export declare function noncentralChi2CDF(x: number, df: number, nc: number): number;
+/**
+ * Noncentral F CDF via the Poisson-mixture representation over the numerator
+ * degrees of freedom:
+ *
+ *   F(x; d1, d2, λ) = Σ_{j=0}^∞ Pois(j; λ/2) · fCDF(x·d1/(d1+2j), d1+2j, d2)
+ *
+ * Truncated the same way as {@link noncentralChi2CDF}.
+ *
+ * @example
+ * noncentralFCDF(2, 3, 10, 4); // ~0.46636 (scipy ncf.cdf)
+ */
+export declare function noncentralFCDF(x: number, dfn: number, dfd: number, nc: number): number;
+/**
+ * Noncentral Student-t CDF via the mixture representation
+ * `T = (Z + δ) / sqrt(V/ν)`, `Z ~ N(0,1)`, `V ~ χ²_ν` independent:
+ *
+ *   F(t; ν, δ) = E_V[ Φ(t·sqrt(V/ν) − δ) ] = ∫₀^∞ Φ(t·sqrt(v/ν) − δ) · χ²_ν(v) dv
+ *
+ * Evaluated by composite Simpson's rule over `v` (central-χ² density; `δ`
+ * only enters the normal-CDF term). The upper integration bound is set
+ * generously past the χ²_ν tail so the truncation error is negligible
+ * relative to the ~1e-4 Simpson discretization error at the panel count used.
+ *
+ * @example
+ * noncentralTCDF(1.5, 10, 2); // ~0.30479 (scipy nct.cdf)
+ */
+export declare function noncentralTCDF(t: number, df: number, nc: number): number;
+/** Options shared by the circular-statistics functions. */
+export interface CircularOptions {
+    /** Upper bound of the angular range. Default `2π`. */
+    high?: number;
+    /** Lower bound of the angular range. Default `0`. */
+    low?: number;
+}
+/**
+ * Circular (angular) mean, mapped back into `[low, high)`.
+ *
+ * `mean = atan2(Σsinθ, Σcosθ)`, where `θ` is `angles` rescaled into
+ * `[0, 2π)` when a non-default `[low, high)` range is given (matching
+ * `scipy.stats.circmean`).
+ *
+ * @example
+ * circmean([0.1, 0.2, 6.2]); // ~0.07236 (scipy circmean; wraps near 0)
+ */
+export declare function circmean(angles: readonly number[], opts?: CircularOptions): number;
+/**
+ * Circular variance `1 − R`, where `R = |Σcosθ + iΣsinθ| / n` is the mean
+ * resultant length. `R ∈ [0, 1]`, so `circvar ∈ [0, 1]`.
+ */
+export declare function circvar(angles: readonly number[], opts?: CircularOptions): number;
+/**
+ * Circular standard deviation `sqrt(−2·ln(R))` (matches `scipy.stats.circstd`
+ * with the default `normalize=False` low/high dispersion measure).
+ */
+export declare function circstd(angles: readonly number[], opts?: CircularOptions): number;
+/**
+ * Von Mises probability density function (the circular analogue of the
+ * normal distribution).
+ *
+ *   f(θ; μ, κ) = exp(κ·cos(θ − μ)) / (2π·I₀(κ))
+ *
+ * `I₀` is the modified Bessel function of the first kind, order 0
+ * (`besselIScalar` — the shared special-function scalar backing the public
+ * `besselI`).
+ *
+ * @example
+ * vonMisesPDF(0, 0, 2); // ~0.51589 (scipy vonmises.pdf(0, 2))
+ */
+export declare function vonMisesPDF(theta: number, mu: number, kappa: number): number;
+/** Options for {@link mcnemar}. */
+export interface McNemarOptions {
+    /** Apply the continuity correction (`|b−c| − 1`). Default `true`. */
+    correction?: boolean;
+}
+/** Result of {@link mcnemar}. */
+export interface McNemarResult {
+    chi2: number;
+    pValue: number;
+}
+/**
+ * McNemar's test for paired nominal data on a 2x2 table
+ * `[[a, b], [c, d]]` (only the discordant pairs `b`, `c` matter):
+ *
+ *   chi2 = (|b − c| − correction)² / (b + c)
+ *
+ * with the continuity correction (`1`) applied by default, matching
+ * `statsmodels.stats.contingency_tables.mcnemar`. `pValue = 1 −
+ * chiSquaredCDF(chi2, 1)`.
+ *
+ * @example
+ * mcnemar([[10, 5], [3, 12]], { correction: false }); // { chi2: 0.5, pValue: ... }
+ */
+export declare function mcnemar(table: readonly (readonly number[])[], opts?: McNemarOptions): McNemarResult;
+/** Result of {@link cochranQ}. */
+export interface CochranQResult {
+    Q: number;
+    pValue: number;
+    dof: number;
+}
+/**
+ * Cochran's Q test — the extension of McNemar's test to `k > 2` matched
+ * binary treatments. `data` has one row per subject, one column per
+ * treatment (0/1 entries).
+ *
+ *   Q = (k−1)·(k·ΣCⱼ² − N²) / (k·N − ΣRᵢ²)
+ *
+ * where `Cⱼ` are column sums, `Rᵢ` are row sums, and `N = ΣRᵢ`. `dof = k −
+ * 1`; `pValue = 1 − chiSquaredCDF(Q, k−1)`. Matches
+ * `statsmodels.stats.contingency_tables.cochrans_q`.
+ *
+ * @example
+ * cochranQ([[1, 1, 0], [1, 0, 0], [1, 1, 1], [0, 1, 0], [1, 1, 0]]);
+ */
+export declare function cochranQ(data: readonly (readonly number[])[]): CochranQResult;
+//# sourceMappingURL=inference-extra2.d.ts.map

package/dist/stats/inference-extra2.d.ts.map

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package/dist/stats/timeseries.d.ts

@@ -0,0 +1,50 @@
+/**
+ * Partial autocorrelation function up to `nlags` (inclusive), via the
+ * Levinson-Durbin recursion applied to the biased autocorrelations (`acf`).
+ * `pacf[0] = 1`. Matches `statsmodels.tsa.stattools.pacf(x, nlags, method='ldb')`.
+ *
+ * @example
+ * pacf([1, 2, 3, 2, 1, 2, 3, 2, 1, 2, 3, 2], 3) // => [1, 0, -0.8333..., 0]
+ */
+export declare function pacf(x: number[], nlags: number): number[];
+/** Result of {@link ljungBox}. */
+export interface LjungBoxResult {
+    statistic: number;
+    pValue: number;
+}
+/**
+ * Ljung-Box portmanteau test for autocorrelation up to lag `lags`.
+ * `Q = n(n+2) * Σ_{k=1}^{lags} ρ_k² / (n-k)`, `pValue = 1 - chiSquaredCDF(Q, lags)`.
+ * Matches `statsmodels.stats.diagnostic.acorr_ljungbox`.
+ */
+export declare function ljungBox(x: number[], lags: number): LjungBoxResult;
+/**
+ * Durbin-Watson statistic for residual autocorrelation:
+ * `Σ_{t=2}^{n}(e_t - e_{t-1})² / Σ_{t=1}^{n} e_t²`. Ranges (0, 4); ~2 indicates
+ * no autocorrelation, <2 positive autocorrelation, >2 negative. Matches
+ * `statsmodels.stats.stattools.durbin_watson`.
+ */
+export declare function durbinWatson(residuals: number[]): number;
+/** Result of {@link adfuller}. */
+export interface AdfullerResult {
+    statistic: number;
+    pValue: number;
+    usedLag: number;
+}
+/**
+ * Augmented Dickey-Fuller unit-root test (constant-only "c" model):
+ * regresses `Δx_t` on `[1, x_{t-1}, Δx_{t-1}, ..., Δx_{t-maxlag}]` via OLS.
+ * `statistic = coefficients[1] / stderr[1]` (the t-stat on the lagged level,
+ * `coefficients[0]` being the intercept). `pValue` is an approximate
+ * MacKinnon-style interpolation (see module docstring) — not exact.
+ *
+ * Default `maxlag = floor(12 * (n/100)^0.25)` (matches
+ * `statsmodels.tsa.stattools.adfuller`'s default rule), clamped downward if
+ * needed so the regression has more observations than parameters; `usedLag`
+ * reports the lag count actually used.
+ *
+ * @example
+ * adfuller(whiteNoiseSeries) // => { statistic: <very negative>, pValue: <small>, usedLag }
+ */
+export declare function adfuller(x: number[], maxlag?: number): AdfullerResult;
+//# sourceMappingURL=timeseries.d.ts.map

package/dist/stats/timeseries.d.ts.map

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package/dist/typed/hypothesis.d.ts

@@ -270,22 +270,40 @@ export declare function shapiroWilkTest(sample: f64[], opts?: BootstrapOptions):
  * result.explained   // [1.0]
  */
 export declare function principalComponentAnalysis(data: f64[][], k?: number): PCAResult;
+/** Options for {@link kolmogorovSmirnov2Test}. */
+export interface KS2Options {
+    /**
+     * `'asymp'` (default): large-sample `kstwobign` asymptotic p-value —
+     * unchanged from the original implementation, so omitting `opts` entirely
+     * preserves the exact prior behavior.
+     * `'exact'`: exact lattice-path p-value (Kim & Jennrich), matching
+     * `scipy.stats.ks_2samp(..., method='exact')`.
+     * `'auto'`: exact when n1*n2 <= 10000, else asymptotic (scipy's own
+     * threshold for switching to the asymptotic approximation).
+     */
+    method?: 'auto' | 'exact' | 'asymp';
+}
 /**
  * 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*.
+ * empirical CDFs, D = maxₓ |F₁(x) − F₂(x)|. By default the p-value is the
+ * large-sample asymptotic Q(√(n₁n₂/(n₁+n₂))·D) (the `kstwobign` survival
+ * function, matching scipy's asymptotic method) — this default is unchanged
+ * from before Phase 4. Pass `{ method: 'exact' }` to opt into the exact
+ * lattice-path p-value instead (`scipy.stats.ks_2samp(..., method='exact')`).
+ * 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)
+ * @param opts    - `{ method: 'auto' | 'exact' | 'asymp' }` (default 'asymp')
  * @returns `{ statistic: D, pValue }`
  *
  * @example
- * kolmogorovSmirnov2Test([0.1, 0.4, 0.6], [0.3, 0.5, 0.9]) // { statistic, pValue }
+ * kolmogorovSmirnov2Test([0.1, 0.4, 0.6], [0.3, 0.5, 0.9]) // { statistic, pValue } (asymptotic)
+ * kolmogorovSmirnov2Test(a, b, { method: 'exact' }) // exact lattice-path p-value
  */
-export declare function kolmogorovSmirnov2Test(sample1: f64[], sample2: f64[]): KSTestResult;
+export declare function kolmogorovSmirnov2Test(sample1: f64[], sample2: f64[], opts?: KS2Options): 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 {

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": "0.30.0",
+  "version": "0.32.0",
   "description": "Mathematical functions for MathTS - arithmetic, algebra, trigonometry, statistics, and more",
   "author": "Daniel Simon Jr.",
   "license": "MIT",