@danielsimonjr/mathts-functions 0.4.0 → 0.6.0

package/dist/linalg-extra.d.ts

@@ -0,0 +1,58 @@
+type Vec = readonly number[] | Float64Array;
+/**
+ * Generalized eigenvalues of the pencil `A x = λ B x` (B nonsingular), via the
+ * eigendecomposition of `B⁻¹A` — reusing `inv`, `multiply`, and the corrected
+ * `eigs`. Eigenvalues match `scipy.linalg.eig(A, B)`. For ill-conditioned `B`
+ * prefer a QZ solver (not yet available).
+ */
+export declare function generalizedEig(A: readonly number[][], B: readonly number[][]): {
+    values: Array<number | {
+        re: number;
+        im: number;
+    }>;
+    eigenvectors?: unknown;
+};
+/** Lower-triangular part of `A`, zeroing entries above the `k`-th diagonal. */
+export declare function tril(A: readonly number[][], k?: number): number[][];
+/** Upper-triangular part of `A`, zeroing entries below the `k`-th diagonal. */
+export declare function triu(A: readonly number[][], k?: number): number[][];
+/**
+ * Vandermonde matrix of `x`: column `j` is `xᵢ` to a power. With `increasing`
+ * false (default, NumPy convention) column `j` is `xᵢ^(N-1-j)`; `N` defaults to
+ * `x.length`.
+ */
+export declare function vander(x: Vec, n?: number, increasing?: boolean): number[][];
+/**
+ * Toeplitz matrix: first column `c`, first row `r` (defaults to `c`). Constant
+ * along each diagonal. `T[i][j] = c[i-j]` for `i ≥ j`, else `r[j-i]`.
+ */
+export declare function toeplitz(c: Vec, r?: Vec): number[][];
+/** Circulant matrix: each row is the previous one rotated right by one. */
+export declare function circulant(c: Vec): number[][];
+/**
+ * Companion matrix of a monic-normalized polynomial given by coefficients
+ * `[a₀, a₁, …, a_n]` (highest degree first, NumPy `np.companion` convention).
+ * Its eigenvalues are the polynomial's roots.
+ */
+export declare function companion(coeffs: Vec): number[][];
+/**
+ * Graph Laplacian of an adjacency matrix (bridge graph ↔ linear algebra — spectral
+ * graph theory). Combinatorial `L = D − A` by default (D = diagonal degree matrix);
+ * with `{ normalized: true }`, the symmetric normalized Laplacian
+ * `L_sym = I − D^(−1/2) A D^(−1/2)`. Eigen-analysis of `L` (via `eigs`) gives the
+ * Fiedler vector / spectral clustering.
+ */
+export declare function laplacianMatrix(adjacency: readonly number[][], opts?: {
+    normalized?: boolean;
+}): number[][];
+/**
+ * Natural log of the absolute determinant via LU (the `logabsdet` component of
+ * `numpy.linalg.slogdet`), stable where `log(det(A))` would overflow. Returns
+ * `{ sign, value }` with `det = sign · exp(value)`.
+ */
+export declare function logdet(A: readonly number[][]): {
+    sign: number;
+    value: number;
+};
+export {};
+//# sourceMappingURL=linalg-extra.d.ts.map

package/dist/linalg-extra.d.ts.map

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package/dist/matrix/native-accel.d.ts

@@ -18,4 +18,21 @@ export declare function acceleratedDet<T>(a: unknown, factoryDet: (m: unknown) =
  * Verified against numpy: max|inv−numpy| and max|A·inv−I| ~1e-15.
  */
 export declare function acceleratedInv<T>(a: unknown, factoryInv: (m: unknown) => T): T;
+/** True for a square `number[][]` of any size ≥ 1. */
+export declare function isNumericSquare(a: unknown): a is number[][];
+/**
+ * Correct eigendecomposition for the public `eigs`.
+ *
+ * The activated mathjs factory `eigs` returns WRONG eigenvalues for *every*
+ * non-symmetric matrix — even trivial upper-triangular ones, whose eigenvalues
+ * are just the diagonal (e.g. [[2,1,0],[0,3,1],[0,0,4]] → [1.27, 3, 4.73]). The
+ * native `@danielsimonjr/mathts-matrix` `eig` (JAMA orthes/hqr2) is correct for
+ * symmetric, non-symmetric, and complex spectra (verified vs numpy), so route all
+ * numeric square matrices through it and emit the factory's `{ values,
+ * eigenvectors }` shape. Non-(numeric square) inputs and any native error fall
+ * back to the factory.
+ */
+export declare function correctEigs(a: unknown, options: {
+    eigenvectors?: boolean;
+} | undefined, factoryEigs: (m: unknown, o?: unknown) => unknown): unknown;
 //# sourceMappingURL=native-accel.d.ts.map

package/dist/matrix/native-accel.d.ts.map

@@ -1 +1 @@
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package/dist/numeric-extra.d.ts

@@ -0,0 +1,28 @@
+type Vec = readonly number[] | Float64Array;
+/** Clamp a number — or each element of an array — to `[lo, hi]`. */
+export declare function clamp(x: number, lo: number, hi: number): number;
+export declare function clamp(x: readonly number[], lo: number, hi: number): number[];
+/** Logistic sigmoid `1/(1+e^-x)`, computed in the numerically stable branch. */
+export declare function sigmoid(x: number): number;
+export declare function sigmoid(x: readonly number[]): number[];
+/**
+ * Log-sum-exp: `log(Σ exp(xᵢ))`, shifted by the max for numerical stability.
+ * Reuses `max`/`sum`. The backbone of log-probability arithmetic.
+ */
+export declare function logsumexp(x: Vec): number;
+/** Softmax: `exp(xᵢ − max) / Σ exp(x − max)`. Returns a probability vector. */
+export declare function softmax(x: Vec): number[];
+/** Cumulative product (running ∏). Output has the same length as the input. */
+export declare function cumprod(x: Vec): number[];
+/** Cumulative maximum (running max). */
+export declare function cummax(x: Vec): number[];
+/** Cumulative minimum (running min). */
+export declare function cummin(x: Vec): number[];
+/**
+ * Cumulative trapezoidal integral of samples `y` (optionally over abscissae
+ * `x`, else unit spacing or a scalar `dx`). Output has the same length as `y`
+ * with a leading 0 (the MATLAB `cumtrapz` convention).
+ */
+export declare function cumtrapz(y: Vec, x?: Vec | number): number[];
+export {};
+//# sourceMappingURL=numeric-extra.d.ts.map

package/dist/numeric-extra.d.ts.map

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

@@ -0,0 +1,18 @@
+type Vec = readonly number[] | Float64Array;
+export interface LinregressResult {
+    slope: number;
+    intercept: number;
+    rValue: number;
+    rSquared: number;
+    pValue: number;
+    stdErr: number;
+}
+/**
+ * Simple linear regression `y ≈ slope·x + intercept` by ordinary least squares.
+ * `rValue` is Pearson's r; `pValue` is the two-sided test of slope = 0 (t with
+ * n−2 df); `stdErr` is the standard error of the slope. Mirrors
+ * `scipy.stats.linregress`.
+ */
+export declare function linearRegression(x: Vec, y: Vec): LinregressResult;
+export {};
+//# sourceMappingURL=regression-extra.d.ts.map

package/dist/regression-extra.d.ts.map

@@ -0,0 +1 @@
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package/dist/timeseries-extra.d.ts

@@ -0,0 +1,24 @@
+type Vec = readonly number[] | Float64Array;
+/**
+ * Simple moving average over a trailing window of size `w`. Returns an array of
+ * length `n − w + 1` (the "valid" convolution, like `numpy.convolve(..., 'valid')`).
+ */
+export declare function movingAverage(x: Vec, w: number): number[];
+/**
+ * Exponentially-weighted moving average with smoothing factor `alpha ∈ (0,1]`
+ * (`yₜ = α·xₜ + (1−α)·yₜ₋₁`, seeded with `x₀`). Matches `pandas.ewm(alpha=…,
+ * adjust=False).mean()`. Output has the same length as the input.
+ */
+export declare function ewma(x: Vec, alpha: number): number[];
+/**
+ * Remove a trend from `x`. `'linear'` (default) subtracts the least-squares line;
+ * `'constant'` subtracts the mean. Matches `scipy.signal.detrend`.
+ */
+export declare function detrend(x: Vec, type?: 'linear' | 'constant'): number[];
+/**
+ * Autocorrelation function up to `nlags` (inclusive), biased estimator
+ * (÷n, like `statsmodels.tsa.stattools.acf`). `acf[0] = 1`.
+ */
+export declare function acf(x: Vec, nlags: number): number[];
+export {};
+//# sourceMappingURL=timeseries-extra.d.ts.map

package/dist/timeseries-extra.d.ts.map

@@ -0,0 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@danielsimonjr/mathts-functions",
-  "version": "0.4.0",
+  "version": "0.6.0",
   "description": "Mathematical functions for MathTS - arithmetic, algebra, trigonometry, statistics, and more",
   "author": "Daniel Simon Jr.",
   "license": "MIT",
@@ -33,9 +33,9 @@
     "build:prod": "tsup src/index.ts --format esm --clean --minify --treeshake"
   },
   "dependencies": {
-    "@danielsimonjr/mathts-core": "^0.2.0",
-    "@danielsimonjr/mathts-expression": "^0.4.1",
-    "@danielsimonjr/mathts-matrix": "^0.1.11",
+    "@danielsimonjr/mathts-core": "^0.3.0",
+    "@danielsimonjr/mathts-expression": "^0.4.2",
+    "@danielsimonjr/mathts-matrix": "^0.1.12",
     "@danielsimonjr/mathts-parallel": "^0.3.0",
     "bignumber.js": "^9.1.2",
     "complex.js": "^2.2.5",