@danielsimonjr/mathts-functions 0.40.1 → 0.41.0

package/dist/index.d.ts

@@ -104,4 +104,10 @@ export { maxFlow, minCut, astar, hungarian } from './graph/optimization.js';
 export type { MaxFlowResult, MinCutResult, AStarResult, HungarianResult, } from './graph/optimization.js';
 export { interval, Interval } from './numeric/interval.js';
 export { graphColoring, maxClique, louvainCommunities, katzCentrality, isIsomorphic, } from './graph/community-coloring.js';
+export { glm } from './ml/glm.js';
+export type { GlmFamily, GlmLink, GlmOptions, GlmResult } from './ml/glm.js';
+export { mvnPdf, mvnSample } from './stats/mvn.js';
+export type { MvnVector, MvnCov, MvnSampleOptions } from './stats/mvn.js';
+export { tTestPower } from './stats/power-analysis.js';
+export type { TTestPowerAlternative, TTestPowerOptions } from './stats/power-analysis.js';
 //# sourceMappingURL=index.d.ts.map

package/dist/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AAGH,cAAc,kBAAkB,CAAC;AAKjC,cAAc,gBAAgB,CAAC;AAG/B,cAAc,sBAAsB,CAAC;AACrC,OAAO,EAAE,MAAM,EAAE,MAAM,iBAAiB,CAAC;AAOzC,OAAO,EAAE,EAAE,EAAE,MAAM,EAAE,MAAM,iBAAiB,CAAC;AAG7C,OAAO,EAAE,QAAQ,EAAE,WAAW,EAAE,KAAK,EAAE,MAAM,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,yBAAyB,CAAC;AAGlG,OAAO,EAAE,IAAI,EAAE,MAAM,WAAW,CAAC;AAMjC,OAAO,EACL,iBAAiB,EACjB,YAAY,EACZ,UAAU,EACV,WAAW,EACX,aAAa,EACb,mBAAmB,EACnB,eAAe,EACf,eAAe,EACf,eAAe,GAChB,MAAM,yBAAyB,CAAC;AAGjC,OAAO,EAAE,YAAY,EAAE,oBAAoB,EAAE,UAAU,EAAE,MAAM,mBAAmB,CAAC;AACnF,YAAY,EAAE,MAAM,EAAE,MAAM,mBAAmB,CAAC;AAGhD,OAAO,EACL,KAAK,EACL,KAAK,EACL,MAAM,EACN,QAAQ,EACR,QAAQ,EACR,GAAG,EACH,GAAG,EACH,MAAM,EACN,GAAG,EACH,QAAQ,EACR,QAAQ,EACR,QAAQ,EACR,UAAU,EACV,UAAU,EACV,QAAQ,EACR,SAAS,EACT,UAAU,EACV,cAAc,EACd,GAAG,EACH,SAAS,EACT,WAAW,EACX,QAAQ,EACR,SAAS,GACV,MAAM,wBAAwB,CAAC;AAChC,YAAY,EACV,gBAAgB,EAChB,qBAAqB,EACrB,oBAAoB,EACpB,cAAc,EACd,eAAe,GAChB,MAAM,wBAAwB,CAAC;AAGhC,OAAO,EACL,KAAK,EACL,OAAO,EACP,SAAS,EACT,OAAO,EACP,OAAO,EACP,MAAM,EACN,MAAM,EACN,QAAQ,GACT,MAAM,oBAAoB,CAAC;AAG5B,OAAO,EACL,cAAc,EACd,WAAW,EACX,gBAAgB,EAChB,aAAa,EACb,kBAAkB,EAClB,IAAI,EACJ,SAAS,EACT,QAAQ,EACR,aAAa,EACb,OAAO,EACP,YAAY,EACZ,SAAS,EACT,SAAS,EACT,cAAc,EACd,UAAU,EACV,UAAU,EACV,eAAe,EACf,WAAW,EACX,WAAW,EACX,gBAAgB,GACjB,MAAM,6BAA6B,CAAC;AAGrC,OAAO,EACL,KAAK,EACL,UAAU,EACV,aAAa,EACb,QAAQ,EACR,WAAW,EACX,mBAAmB,EACnB,wBAAwB,EACxB,QAAQ,GACT,MAAM,uBAAuB,CAAC;AAC/B,YAAY,EACV,WAAW,EACX,gBAAgB,EAChB,aAAa,EACb,cAAc,EACd,iBAAiB,EACjB,eAAe,GAChB,MAAM,uBAAuB,CAAC;AAI/B,OAAO,EACL,IAAI,EACJ,IAAI,EACJ,MAAM,EACN,QAAQ,EACR,SAAS,EACT,SAAS,EACT,MAAM,EACN,eAAe,EACf,cAAc,EACd,EAAE,GACH,MAAM,mBAAmB,CAAC;AAG3B,OAAO,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,qBAAqB,CAAC;AAKxD,OAAO,EAAE,GAAG,EAAE,MAAM,8BAA8B,CAAC;AACnD,YAAY,EAAE,SAAS,EAAE,UAAU,EAAE,MAAM,8BAA8B,CAAC;AAC1E,OAAO,EAAE,IAAI,EAAE,MAAM,uBAAuB,CAAC;AAC7C,YAAY,EAAE,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAIzD,OAAO,EAAE,eAAe,EAAE,MAAM,+BAA+B,CAAC;AAChE,YAAY,EAAE,WAAW,EAAE,sBAAsB,EAAE,MAAM,+BAA+B,CAAC;AAIzF,OAAO,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,gCAAgC,CAAC;AACxE,YAAY,EAAE,aAAa,EAAE,aAAa,EAAE,aAAa,EAAE,MAAM,gCAAgC,CAAC;AAIlG,OAAO,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,qBAAqB,CAAC;AACnD,YAAY,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AAMzD,OAAO,EAAE,EAAE,EAAE,MAAM,EAAE,KAAK,EAAE,QAAQ,EAAE,MAAM,qBAAqB,CAAC;AAClE,YAAY,EACV,mBAAmB,EACnB,cAAc,EACd,aAAa,EACb,YAAY,EACZ,YAAY,GACb,MAAM,qBAAqB,CAAC;AAM7B,OAAO,EAAE,KAAK,EAAE,MAAM,oBAAoB,CAAC;AAC3C,YAAY,EAAE,kBAAkB,EAAE,YAAY,EAAE,WAAW,EAAE,MAAM,oBAAoB,CAAC;AAOxF,OAAO,EAAE,WAAW,EAAE,WAAW,EAAE,aAAa,EAAE,GAAG,EAAE,MAAM,iCAAiC,CAAC;AAC/F,YAAY,EAAE,SAAS,EAAE,MAAM,iCAAiC,CAAC;AAQjE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,IAAI,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,+BAA+B,CAAC;AACzF,YAAY,EACV,YAAY,EACZ,aAAa,EACb,qBAAqB,GACtB,MAAM,+BAA+B,CAAC;AAQvC,OAAO,EAAE,KAAK,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,gCAAgC,CAAC;AAKnE,OAAO,EAAE,cAAc,EAAE,MAAM,8BAA8B,CAAC;AAC9D,YAAY,EAAE,qBAAqB,EAAE,oBAAoB,EAAE,MAAM,8BAA8B,CAAC;AAKhG,OAAO,EAAE,IAAI,EAAE,MAAM,4BAA4B,CAAC;AAClD,YAAY,EAAE,WAAW,EAAE,UAAU,EAAE,MAAM,4BAA4B,CAAC;AAM1E,OAAO,EAAE,OAAO,EAAE,MAAM,sBAAsB,CAAC;AAC/C,YAAY,EAAE,YAAY,EAAE,MAAM,sBAAsB,CAAC;AAGzD,OAAO,EAAE,aAAa,EAAE,IAAI,EAAE,OAAO,EAAE,GAAG,EAAE,MAAM,uBAAuB,CAAC;AAI1E,OAAO,EAAE,IAAI,EAAE,QAAQ,EAAE,YAAY,EAAE,QAAQ,EAAE,MAAM,uBAAuB,CAAC;AAC/E,YAAY,EAAE,cAAc,EAAE,cAAc,EAAE,MAAM,uBAAuB,CAAC;AAG5E,OAAO,EAAE,gBAAgB,EAAE,MAAM,uBAAuB,CAAC;AACzD,YAAY,EAAE,gBAAgB,EAAE,MAAM,uBAAuB,CAAC;AAG9D,OAAO,EAAE,GAAG,EAAE,MAAM,aAAa,CAAC;AAClC,YAAY,EAAE,UAAU,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAGzD,OAAO,EAAE,KAAK,EAAE,KAAK,EAAE,UAAU,EAAE,MAAM,gCAAgC,CAAC;AAC1E,YAAY,EACV,YAAY,EACZ,wBAAwB,EACxB,2BAA2B,GAC5B,MAAM,gCAAgC,CAAC;AAGxC,OAAO,EAAE,kBAAkB,EAAE,MAAM,6BAA6B,CAAC;AACjE,YAAY,EACV,yBAAyB,EACzB,wBAAwB,GACzB,MAAM,6BAA6B,CAAC;AAGrC,OAAO,EAAE,UAAU,EAAE,eAAe,EAAE,kBAAkB,EAAE,MAAM,yBAAyB,CAAC;AAC1F,YAAY,EAAE,cAAc,EAAE,QAAQ,EAAE,MAAM,yBAAyB,CAAC;AAGxE,OAAO,EAAE,MAAM,EAAE,kBAAkB,EAAE,MAAM,uBAAuB,CAAC;AAInE,OAAO,EAAE,MAAM,EAAE,WAAW,EAAE,UAAU,EAAE,MAAM,oBAAoB,CAAC;AAIrE,OAAO,EAAE,WAAW,EAAE,MAAM,aAAa,CAAC;AAC1C,YAAY,EAAE,kBAAkB,EAAE,iBAAiB,EAAE,MAAM,aAAa,CAAC;AAIzE,OAAO,EAAE,eAAe,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAC;AAC3E,YAAY,EACV,sBAAsB,EACtB,qBAAqB,EACrB,kBAAkB,GACnB,MAAM,4BAA4B,CAAC;AAIpC,OAAO,EAAE,eAAe,EAAE,MAAM,6BAA6B,CAAC;AAC9D,YAAY,EAAE,gBAAgB,EAAE,qBAAqB,EAAE,MAAM,6BAA6B,CAAC;AAM3F,OAAO,EAAE,IAAI,EAAE,MAAM,mBAAmB,CAAC;AACzC,YAAY,EAAE,WAAW,EAAE,UAAU,EAAE,MAAM,mBAAmB,CAAC;AACjE,YAAY,EAAE,YAAY,EAAE,MAAM,uBAAuB,CAAC;AAK1D,OAAO,EAAE,IAAI,EAAE,UAAU,EAAE,MAAM,mBAAmB,CAAC;AACrD,YAAY,EACV,WAAW,EACX,UAAU,EACV,iBAAiB,EACjB,gBAAgB,GACjB,MAAM,mBAAmB,CAAC;AAG3B,OAAO,EAAE,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AAGxD,OAAO,EAAE,MAAM,EAAE,MAAM,EAAE,OAAO,EAAE,SAAS,EAAE,QAAQ,EAAE,MAAM,0BAA0B,CAAC;AAGxF,OAAO,EAAE,IAAI,EAAE,KAAK,EAAE,QAAQ,EAAE,SAAS,EAAE,OAAO,EAAE,QAAQ,EAAE,IAAI,EAAE,MAAM,yBAAyB,CAAC;AAIpG,OAAO,EAAE,MAAM,EAAE,MAAM,EAAE,KAAK,EAAE,OAAO,EAAE,OAAO,EAAE,QAAQ,EAAE,OAAO,EAAE,MAAM,wBAAwB,CAAC;AAIpG,OAAO,EACL,cAAc,EACd,KAAK,EACL,KAAK,EACL,MAAM,EACN,MAAM,EACN,UAA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package/dist/index.js

@@ -11817,6 +11817,25 @@ function _fdJacobian(f, t, y, f0) {
   }
   return J;
 }
+function _jacobianAt(f, t, y, f0, options) {
+  const n = y.length;
+  if (options.jac) {
+    const J = options.jac(t, y);
+    const ok = Array.isArray(J) && J.length === n && J.every((row2) => Array.isArray(row2) && row2.length === n);
+    if (!ok) {
+      throw new Error(
+        `The "jac" option must return an ${n}\xD7${n} matrix (n = state dimension); got a mismatched shape`
+      );
+    }
+    return J;
+  }
+  return _fdJacobian(f, t, y, f0);
+}
+function _fdTimeDerivative(f, t, y, f0) {
+  const delt = Math.sqrt(Number.EPSILON * Math.max(1e-5, Math.abs(t)));
+  const fp = _fArr(f, t + delt, y);
+  return f0.map((v, i) => (fp[i] - v) / delt);
+}
 function rosenbrockSolve(f, tspan, y0raw, options = {}) {
   const t0 = tspan[0];
   const tf = tspan[1];
@@ -11853,7 +11872,7 @@ function rosenbrockSolve(f, tspan, y0raw, options = {}) {
   while ((dir > 0 ? t < tf : t > tf) && iter < maxIter) {
     if (Math.abs(h) > Math.abs(tf - t)) h = tf - t;
     const F0 = _fArr(f, t, y);
-    const J = _fdJacobian(f, t, y, F0);
+    const J = _jacobianAt(f, t, y, F0, options);
     const W = identityMinus(J, h * gamma2);
     const k1 = _luSolve(W, F0);
     const y1 = y.map((yi, i) => yi + 0.5 * h * k1[i]);
@@ -11894,6 +11913,145 @@ function rosenbrockSolve(f, tspan, y0raw, options = {}) {
   }
   return { t: tOut, y: yOut };
 }
+var RODAS = {
+  gamma: 0.25,
+  alpha2: 0.386,
+  alpha3: 0.21,
+  alpha4: 0.63,
+  d1: 0.25,
+  d2: -0.1043,
+  d3: 0.1035,
+  d4: -0.03620000000000023,
+  a21: 1.544,
+  a31: 0.9466785280815826,
+  a32: 0.2557011698983284,
+  a41: 3.314825187068521,
+  a42: 2.896124015972201,
+  a43: 0.9986419139977817,
+  a51: 1.221224509226641,
+  a52: 6.019134481288629,
+  a53: 12.53708332932087,
+  a54: -0.687886036105895,
+  C21: -5.6688,
+  C31: -2.430093356833875,
+  C32: -0.2063599157091915,
+  C41: -0.1073529058151375,
+  C42: -9.594562251023355,
+  C43: -20.47028614809616,
+  C51: 7.496443313967647,
+  C52: -10.24680431464352,
+  C53: -33.99990352819905,
+  C54: 11.7089089320616,
+  C61: 8.083246795921522,
+  C62: -7.981132988064893,
+  C63: -31.52159432874371,
+  C64: 16.31930543123136,
+  C65: -6.058818238834054
+};
+function rodasSolve(f, tspan, y0raw, options = {}) {
+  const t0 = tspan[0];
+  const tf = tspan[1];
+  if (!(typeof t0 === "number" && typeof tf === "number")) {
+    throw new Error('The "RODAS" stiff method requires numeric tspan');
+  }
+  if (!y0raw.every((v) => typeof v === "number")) {
+    throw new Error('The "RODAS" stiff method requires plain-number state (y0)');
+  }
+  const y0 = y0raw;
+  const n = y0.length;
+  const dir = tf >= t0 ? 1 : -1;
+  const g = RODAS.gamma;
+  const rtol = options.tol ? options.tol : 1e-4;
+  const atol = rtol * 1e-3;
+  const maxIter = options.maxIter ? options.maxIter : 1e5;
+  const span = Math.abs(tf - t0);
+  let t = t0;
+  let y = y0.slice();
+  let h;
+  if (options.firstStep) {
+    h = dir * Math.abs(options.firstStep);
+  } else {
+    const f0 = f(t, y);
+    const d0 = _rmsNorm(y);
+    const d1 = _rmsNorm(Array.isArray(f0) ? f0 : [f0]);
+    h = dir * Math.min(d0 < 1e-5 || d1 < 1e-5 ? 1e-6 : 0.01 * (d0 / d1), span);
+  }
+  const tOut = [t];
+  const yOut = [y.slice()];
+  let iter = 0;
+  while ((dir > 0 ? t < tf : t > tf) && iter < maxIter) {
+    if (Math.abs(h) > Math.abs(tf - t)) h = tf - t;
+    const F0 = _fArr(f, t, y);
+    const J = _jacobianAt(f, t, y, F0, options);
+    const fx = _fdTimeDerivative(f, t, y, F0);
+    const E = J.map((row2, i) => row2.map((v, j) => (i === j ? 1 / (g * h) : 0) - v));
+    const k1 = _luSolve(
+      E,
+      F0.map((v, i) => v + h * RODAS.d1 * fx[i])
+    );
+    const g2 = y.map((yi, i) => yi + RODAS.a21 * k1[i]);
+    const f2 = _fArr(f, t + RODAS.alpha2 * h, g2);
+    const k2 = _luSolve(
+      E,
+      f2.map((v, i) => v + RODAS.C21 * k1[i] / h + h * RODAS.d2 * fx[i])
+    );
+    const g3 = y.map((yi, i) => yi + RODAS.a31 * k1[i] + RODAS.a32 * k2[i]);
+    const f3 = _fArr(f, t + RODAS.alpha3 * h, g3);
+    const k3 = _luSolve(
+      E,
+      f3.map((v, i) => v + (RODAS.C31 * k1[i] + RODAS.C32 * k2[i]) / h + h * RODAS.d3 * fx[i])
+    );
+    const g4 = y.map((yi, i) => yi + RODAS.a41 * k1[i] + RODAS.a42 * k2[i] + RODAS.a43 * k3[i]);
+    const f4 = _fArr(f, t + RODAS.alpha4 * h, g4);
+    const k4 = _luSolve(
+      E,
+      f4.map(
+        (v, i) => v + (RODAS.C41 * k1[i] + RODAS.C42 * k2[i] + RODAS.C43 * k3[i]) / h + h * RODAS.d4 * fx[i]
+      )
+    );
+    const g5 = y.map(
+      (yi, i) => yi + RODAS.a51 * k1[i] + RODAS.a52 * k2[i] + RODAS.a53 * k3[i] + RODAS.a54 * k4[i]
+    );
+    const f5 = _fArr(f, t + h, g5);
+    const k5 = _luSolve(
+      E,
+      f5.map(
+        (v, i) => v + (RODAS.C51 * k1[i] + RODAS.C52 * k2[i] + RODAS.C53 * k3[i] + RODAS.C54 * k4[i]) / h
+      )
+    );
+    const g6 = g5.map((v, i) => v + k5[i]);
+    const f6 = _fArr(f, t + h, g6);
+    const k6 = _luSolve(
+      E,
+      f6.map(
+        (v, i) => v + (RODAS.C61 * k1[i] + RODAS.C62 * k2[i] + RODAS.C63 * k3[i] + RODAS.C64 * k4[i] + RODAS.C65 * k5[i]) / h
+      )
+    );
+    const yNew = g6.map((v, i) => v + k6[i]);
+    let errNorm = 0;
+    for (let i = 0; i < n; i++) {
+      const sc = atol + rtol * Math.max(Math.abs(y[i]), Math.abs(yNew[i]));
+      errNorm += (k6[i] / sc) ** 2;
+    }
+    errNorm = Math.sqrt(errNorm / n);
+    if (errNorm <= 1 || Math.abs(h) <= 1e-14 * Math.abs(t)) {
+      t += h;
+      y = yNew;
+      tOut.push(t);
+      yOut.push(y.slice());
+    }
+    h *= Math.min(6, Math.max(0.2, 0.9 * Math.pow(errNorm || 1e-10, -1 / 4)));
+    const maxStepR = options.maxStep;
+    const minStepR = options.minStep;
+    if (maxStepR && Math.abs(h) > maxStepR) h = dir * maxStepR;
+    else if (minStepR && Math.abs(h) < minStepR) h = dir * minStepR;
+    iter++;
+  }
+  if (iter >= maxIter) {
+    throw new Error("Maximum number of iterations reached, try changing options");
+  }
+  return { t: tOut, y: yOut };
+}
 var createSolveODE = /* @__PURE__ */ factory(
   name,
   dependencies,
@@ -12199,7 +12357,8 @@ var createSolveODE = /* @__PURE__ */ factory(
       const methods = {
         RK23: _rk23,
         RK45: _rk45,
-        ROSENBROCK: rosenbrockSolve
+        ROSENBROCK: rosenbrockSolve,
+        RODAS: rodasSolve
       };
       if (method.toUpperCase() in methods) {
         const methodOptions = { ...opt };
@@ -51430,6 +51589,222 @@ function isIsomorphic(graphA, graphB) {
   }
   return backtrack(0);
 }
+
+// src/ml/glm.ts
+function getLink(link) {
+  if (link === "log") {
+    return {
+      linkInv: (eta) => Math.exp(eta),
+      dMuDEta: (mu) => mu,
+      linkFn: (mu) => Math.log(mu)
+    };
+  }
+  return {
+    linkInv: (eta) => 1 / eta,
+    dMuDEta: (mu) => -mu * mu,
+    linkFn: (mu) => 1 / mu
+  };
+}
+function getFamily(family) {
+  if (family === "poisson") {
+    return {
+      variance: (mu) => mu,
+      deviance: (y, mu) => {
+        const term = y > 0 ? y * Math.log(y / mu) : 0;
+        return 2 * (term - (y - mu));
+      },
+      defaultLink: "log",
+      validLinks: ["log"],
+      mustart: (y) => y.map((yi) => yi + 0.1),
+      validateY: (y) => {
+        if (y.some((yi) => yi < 0 || !Number.isFinite(yi))) {
+          throw new Error("glm: poisson family requires non-negative, finite y");
+        }
+      }
+    };
+  }
+  return {
+    variance: (mu) => mu * mu,
+    deviance: (y, mu) => 2 * (-Math.log(y / mu) + (y - mu) / mu),
+    defaultLink: "log",
+    validLinks: ["log", "inverse"],
+    mustart: (y) => y.slice(),
+    validateY: (y) => {
+      if (y.some((yi) => yi <= 0 || !Number.isFinite(yi))) {
+        throw new Error("glm: gamma family requires strictly positive, finite y");
+      }
+    }
+  };
+}
+function glm(X, y, opts) {
+  const n = X.length;
+  if (n === 0) throw new Error("glm: empty design matrix");
+  if (y.length !== n) throw new Error(`glm: length mismatch (X has ${n} rows, y has ${y.length})`);
+  const family = getFamily(opts.family);
+  family.validateY(y);
+  const link = opts.link ?? family.defaultLink;
+  if (!family.validLinks.includes(link)) {
+    throw new Error(`glm: ${opts.family} family does not support the ${link} link`);
+  }
+  const linkFns = getLink(link);
+  const useIntercept = opts.intercept !== false;
+  const design = useIntercept ? X.map((row2) => [1, ...row2]) : X.map((row2) => [...row2]);
+  const p = design[0].length;
+  if (n <= p) throw new Error(`glm: need more observations (${n}) than parameters (${p})`);
+  const tol = opts.tol ?? 1e-10;
+  const maxIter = opts.maxIter ?? 100;
+  let eta = family.mustart(y).map((mu2) => linkFns.linkFn(mu2));
+  let beta2 = new Array(p).fill(0);
+  let iterations = 0;
+  for (let iter = 0; iter < maxIter; iter++) {
+    iterations = iter + 1;
+    const mu2 = eta.map((e) => linkFns.linkInv(e));
+    const w = new Array(n);
+    const z = new Array(n);
+    for (let i = 0; i < n; i++) {
+      const dMuDEta = linkFns.dMuDEta(mu2[i]);
+      const v = family.variance(mu2[i]);
+      w[i] = Math.max(dMuDEta * dMuDEta / v, 1e-12);
+      z[i] = eta[i] + (y[i] - mu2[i]) / dMuDEta;
+    }
+    const XtWX = Array.from({ length: p }, () => new Array(p).fill(0));
+    const XtWz = new Array(p).fill(0);
+    for (let i = 0; i < n; i++) {
+      const wi = w[i];
+      const row2 = design[i];
+      for (let a = 0; a < p; a++) {
+        const wa = wi * row2[a];
+        for (let b = 0; b < p; b++) {
+          XtWX[a][b] += wa * row2[b];
+        }
+        XtWz[a] += wa * z[i];
+      }
+    }
+    const ridgeEps = 1e-10;
+    const regularized = XtWX.map((row2, a) => row2.map((v, b) => a === b ? v + ridgeEps : v));
+    let newBeta;
+    try {
+      newBeta = linsolve(regularized, XtWz);
+    } catch {
+      break;
+    }
+    const newEta = design.map((row2) => row2.reduce((s, v, j) => s + v * newBeta[j], 0));
+    let maxDiff = 0;
+    for (let i = 0; i < n; i++) maxDiff = Math.max(maxDiff, Math.abs(newEta[i] - eta[i]));
+    beta2 = newBeta;
+    eta = newEta;
+    if (maxDiff < tol) break;
+  }
+  const mu = eta.map((e) => linkFns.linkInv(e));
+  const deviance = y.reduce((sum3, yi, i) => sum3 + family.deviance(yi, mu[i]), 0);
+  const predict = (x) => {
+    const Dx = useIntercept ? x.map((row2) => [1, ...row2]) : x.map((row2) => [...row2]);
+    return Dx.map((row2) => linkFns.linkInv(row2.reduce((s, v, j) => s + v * beta2[j], 0)));
+  };
+  return { coefficients: beta2, fittedValues: mu, deviance, iterations, predict };
+}
+
+// src/stats/mvn.ts
+function normalizeMvnInputs(mean7, cov2) {
+  if (typeof mean7 === "number") {
+    if (typeof cov2 !== "number") {
+      throw new Error("mvn: cov must be a scalar variance when mean is a scalar");
+    }
+    if (!(cov2 > 0)) throw new Error("mvn: variance must be positive");
+    return { meanArr: [mean7], covArr: [[cov2]] };
+  }
+  if (typeof cov2 === "number") {
+    throw new Error("mvn: cov must be a k\xD7k matrix when mean is a vector");
+  }
+  const meanArr = [...mean7];
+  const k = meanArr.length;
+  const covArr = cov2.map((row2) => [...row2]);
+  if (covArr.length !== k || covArr.some((row2) => row2.length !== k)) {
+    throw new Error(`mvn: cov must be ${k}x${k} matching mean length ${k}`);
+  }
+  for (let i = 0; i < k; i++) {
+    for (let j = i + 1; j < k; j++) {
+      const tol = 1e-9 * (1 + Math.abs(covArr[i][j]));
+      if (Math.abs(covArr[i][j] - covArr[j][i]) > tol) {
+        throw new Error("mvn: cov must be symmetric");
+      }
+    }
+  }
+  return { meanArr, covArr };
+}
+function mvnPdf(x, mean7, cov2) {
+  const { meanArr, covArr } = normalizeMvnInputs(mean7, cov2);
+  const xArr = typeof x === "number" ? [x] : [...x];
+  if (xArr.length !== meanArr.length) {
+    throw new Error(`mvnPdf: x must have length ${meanArr.length} (matching mean)`);
+  }
+  return multivariateNormal(meanArr, covArr).pdf(xArr);
+}
+function mvnSample(mean7, cov2, n, opts) {
+  if (!Number.isInteger(n) || n < 1) throw new Error("mvnSample: n must be a positive integer");
+  const { meanArr, covArr } = normalizeMvnInputs(mean7, cov2);
+  const k = meanArr.length;
+  const { L } = cholesky(covArr);
+  const rng = createRng(opts?.seed ?? null);
+  const samples = new Array(n);
+  for (let s = 0; s < n; s++) {
+    const z = new Array(k);
+    for (let i = 0; i < k; i++) {
+      const u1 = Math.max(rng(), 1e-300);
+      const u2 = rng();
+      z[i] = Math.sqrt(-2 * Math.log(u1)) * Math.cos(2 * Math.PI * u2);
+    }
+    const row2 = new Array(k);
+    for (let i = 0; i < k; i++) {
+      let sum3 = meanArr[i];
+      for (let j = 0; j <= i; j++) sum3 += L[i][j] * z[j];
+      row2[i] = sum3;
+    }
+    samples[s] = row2;
+  }
+  return samples;
+}
+
+// src/stats/power-analysis.ts
+function powerAt(effectSize, nobs, alpha, alt) {
+  const df = 2 * (nobs - 1);
+  const nc = effectSize * Math.sqrt(nobs / 2);
+  if (alt === "larger") {
+    const tCrit2 = studentTQuantile(1 - alpha, df);
+    return 1 - noncentralTCDF(tCrit2, df, nc);
+  }
+  if (alt === "smaller") {
+    const tCrit2 = studentTQuantile(alpha, df);
+    return noncentralTCDF(tCrit2, df, nc);
+  }
+  const tCrit = studentTQuantile(1 - alpha / 2, df);
+  return 1 - noncentralTCDF(tCrit, df, nc) + noncentralTCDF(-tCrit, df, nc);
+}
+function tTestPower(effectSize, nobsOrPower, alpha, opts = {}) {
+  if (!(alpha > 0 && alpha < 1)) throw new Error("tTestPower: alpha must be in (0, 1)");
+  const alt = opts.alternative ?? "two-sided";
+  if (opts.solveFor === "nobs") {
+    const targetPower = nobsOrPower;
+    if (!(targetPower > 0 && targetPower < 1)) {
+      throw new Error('tTestPower: target power must be in (0, 1) when solveFor is "nobs"');
+    }
+    if (effectSize === 0) throw new Error("tTestPower: cannot solve for nobs when effectSize is 0");
+    let lo = 2 + 1e-9;
+    let hi = 1e7;
+    if (powerAt(effectSize, hi, alpha, alt) < targetPower) {
+      throw new Error("tTestPower: target power unreachable even at nobs = 1e7");
+    }
+    for (let it = 0; it < 200; it++) {
+      const mid = (lo + hi) / 2;
+      if (powerAt(effectSize, mid, alpha, alt) < targetPower) lo = mid;
+      else hi = mid;
+    }
+    return (lo + hi) / 2;
+  }
+  const nobs = nobsOrPower;
+  if (!(nobs > 1)) throw new Error("tTestPower: nobs must be greater than 1");
+  return powerAt(effectSize, nobs, alpha, alt);
+}
 export {
   ARRAY_WORKER_THRESHOLD,
   CAS_BATCH_THRESHOLD,
@@ -51857,6 +52232,7 @@ export {
   getAssumptions,
   getComputePool,
   getMatrixDataType,
+  glm,
   globalMinimize,
   gmean,
   gmres,
@@ -52088,6 +52464,8 @@ export {
   multiplyScalar,
   multivariateNormal,
   multivariateTaylor,
+  mvnPdf,
+  mvnSample,
   nearestNeighbor,
   negativeBinomialDist,
   nelderMead,
@@ -52371,6 +52749,7 @@ export {
   symbolicPartialDerivative,
   symbolicProduct,
   tDist,
+  tTestPower,
   tan,
   tangentLine,
   tanh,

package/dist/ml/glm.d.ts

@@ -0,0 +1,45 @@
+/** Supported exponential-family distributions. */
+export type GlmFamily = 'poisson' | 'gamma';
+/** Supported link functions. */
+export type GlmLink = 'log' | 'inverse';
+export interface GlmOptions {
+    /** Exponential family: `'poisson'` (counts) or `'gamma'` (positive continuous). */
+    family: GlmFamily;
+    /** Link function. Default `'log'` for both families (`'inverse'` — the Gamma
+     * canonical link — is also supported for `family: 'gamma'`). */
+    link?: GlmLink;
+    /** Prepend a column of ones (default true), matching `ols`'s convention. */
+    intercept?: boolean;
+    /** Convergence tolerance on the max-norm change in the linear predictor (default 1e-10). */
+    tol?: number;
+    /** Maximum IRLS iterations (default 100). */
+    maxIter?: number;
+}
+export interface GlmResult {
+    /** Fitted coefficients (intercept first, if included). */
+    coefficients: number[];
+    /** Fitted mean response `μ = linkInverse(Xβ)` for the training rows. */
+    fittedValues: number[];
+    /** Residual deviance `Σ d(yᵢ, μᵢ)` (family-specific unit deviance). */
+    deviance: number;
+    /** Number of IRLS iterations performed. */
+    iterations: number;
+    /** Predict the mean response for new rows. */
+    predict: (x: number[][]) => number[];
+}
+/**
+ * Fit a generalized linear model `μ = linkInverse(Xβ)` by IRLS (Fisher
+ * scoring). Supports `family: 'poisson'` (log link only) and `family:
+ * 'gamma'` (log or inverse link).
+ *
+ * @param X - Design matrix (rows = observations, cols = predictors)
+ * @param y - Response vector (non-negative for Poisson, strictly positive for Gamma)
+ * @param opts - `family` (required), `link` (default `'log'`), `intercept`
+ *   (default true), `tol` (default 1e-10), `maxIter` (default 100)
+ *
+ * @example
+ * glm([[1], [2], [3], [4], [5]], [1, 2, 3, 5, 8], { family: 'poisson' })
+ * // => coefficients ~= [-0.374104, 0.492678] (matches statsmodels sm.GLM(..., family=Poisson()))
+ */
+export declare function glm(X: number[][], y: number[], opts: GlmOptions): GlmResult;
+//# sourceMappingURL=glm.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"glm.d.ts","sourceRoot":"","sources":["../../src/ml/glm.ts"],"names":[],"mappings":"AAmBA,kDAAkD;AAClD,MAAM,MAAM,SAAS,GAAG,SAAS,GAAG,OAAO,CAAC;AAE5C,gCAAgC;AAChC,MAAM,MAAM,OAAO,GAAG,KAAK,GAAG,SAAS,CAAC;AAExC,MAAM,WAAW,UAAU;IACzB,mFAAmF;IACnF,MAAM,EAAE,SAAS,CAAC;IAClB;oEACgE;IAChE,IAAI,CAAC,EAAE,OAAO,CAAC;IACf,4EAA4E;IAC5E,SAAS,CAAC,EAAE,OAAO,CAAC;IACpB,4FAA4F;IAC5F,GAAG,CAAC,EAAE,MAAM,CAAC;IACb,6CAA6C;IAC7C,OAAO,CAAC,EAAE,MAAM,CAAC;CAClB;AAED,MAAM,WAAW,SAAS;IACxB,0DAA0D;IAC1D,YAAY,EAAE,MAAM,EAAE,CAAC;IACvB,wEAAwE;IACxE,YAAY,EAAE,MAAM,EAAE,CAAC;IACvB,uEAAuE;IACvE,QAAQ,EAAE,MAAM,CAAC;IACjB,2CAA2C;IAC3C,UAAU,EAAE,MAAM,CAAC;IACnB,8CAA8C;IAC9C,OAAO,EAAE,CAAC,CAAC,EAAE,MAAM,EAAE,EAAE,KAAK,MAAM,EAAE,CAAC;CACtC;AAiED;;;;;;;;;;;;;GAaG;AACH,wBAAgB,GAAG,CAAC,CAAC,EAAE,MAAM,EAAE,EAAE,EAAE,CAAC,EAAE,MAAM,EAAE,EAAE,IAAI,EAAE,UAAU,GAAG,SAAS,CAmF3E"}

package/dist/numeric/solveODE.d.ts

@@ -3,7 +3,7 @@ import type { MathNumericType, MathArray, Unit } from '../types.js';
  * Options for ODE solver
  */
 interface ODEOptions {
-    method?: 'RK23' | 'RK45' | 'Rosenbrock';
+    method?: 'RK23' | 'RK45' | 'Rosenbrock' | 'RODAS';
     tol?: number;
     firstStep?: number | Unit;
     minStep?: number | Unit;
@@ -11,6 +11,12 @@ interface ODEOptions {
     minDelta?: number;
     maxDelta?: number;
     maxIter?: number;
+    /**
+     * Analytic Jacobian ∂fᵢ/∂yⱼ of the forcing function, used by the stiff methods (`Rosenbrock`
+     * and `RODAS`) in place of the default finite-difference Jacobian. Must return an n×n matrix
+     * (n = state dimension). Ignored by the explicit RK23/RK45 methods.
+     */
+    jac?: (t: number, y: number[]) => number[][];
 }
 /**
  * Forcing function type for ODE
@@ -36,6 +42,22 @@ export declare function rosenbrockSolve(f: ForcingFunction, tspan: unknown[], y0
     t: number[];
     y: number[][];
 };
+/**
+ * RODAS stiff ODE solver — Hairer & Wanner's 4th-order, 6-stage, L-stable Rosenbrock method. Like
+ * the 2nd-order `rosenbrockSolve` (ode23s) it is linearly implicit: it forms the iteration matrix
+ * `E = I/(γh) − J` once per step (Jacobian J analytic via `options.jac` or finite-differenced),
+ * LU-factorises it, and solves it against six successive right-hand sides. Being 4th order it
+ * reaches tight tolerances (rtol < 1e-6) in far fewer steps than ode23s, whose 2nd order forces
+ * many small steps there. It retains the `h·d_i·∂f/∂t` term (∂f/∂t finite-differenced once per
+ * step) so it stays 4th order on non-autonomous systems `f(t, y)`.
+ *
+ * Module-level (not factory-nested) for the same reason as `rosenbrockSolve`: pure numeric helpers
+ * with no factory-scope dependency. Plain-number state only (the Jacobian/linear solve are numeric).
+ */
+export declare function rodasSolve(f: ForcingFunction, tspan: unknown[], y0raw: unknown[], options?: ODEOptions): {
+    t: number[];
+    y: number[][];
+};
 export declare const createSolveODE: import("../utils/factory.js").FactoryFunction<any, any>;
 export {};
 //# sourceMappingURL=solveODE.d.ts.map

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

@@ -1 +1 @@
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package/dist/stats/mvn.d.ts

@@ -0,0 +1,33 @@
+/** A vector given either as a scalar (1-D case) or an array (k-D case). */
+export type MvnVector = number | readonly number[];
+/** A covariance given either as a scalar variance (1-D case) or a k×k matrix. */
+export type MvnCov = number | readonly (readonly number[])[];
+/**
+ * Multivariate-normal probability density, handling both the 1-D case
+ * (`x`/`mean` scalars, `cov` a scalar variance) and the general k-D case
+ * (`x`/`mean` length-k arrays, `cov` a k×k matrix). Reduces to the ordinary
+ * normal PDF when k=1.
+ *
+ * @example
+ * mvnPdf([0, 0], [0, 0], [[1, 0], [0, 1]]); // ~0.15915494 (scipy multivariate_normal.pdf)
+ * mvnPdf(0, 0, 1); // ~0.3989422804 (standard normal density at 0)
+ */
+export declare function mvnPdf(x: MvnVector, mean: MvnVector, cov: MvnCov): number;
+/** Options for {@link mvnSample}. */
+export interface MvnSampleOptions {
+    /** Seed for the deterministic RNG (reproducible draws). Omit for a
+     * time-seeded, non-reproducible generator. */
+    seed?: string | number;
+}
+/**
+ * Draw `n` samples from a multivariate normal `N(mean, cov)` via `x = mean +
+ * L·z`, where `Σ = LLᵀ` (Cholesky) and `z` is a vector of independent standard
+ * normals (Box-Muller). Handles the 1-D case the same as {@link mvnPdf}.
+ * Returns an `n`-length array of length-k row vectors.
+ *
+ * @example
+ * mvnSample([1, 2], [[2, 0.5], [0.5, 1]], 20000, { seed: 42 });
+ * // empirical mean ~= [1, 2], empirical covariance ~= [[2, 0.5], [0.5, 1]]
+ */
+export declare function mvnSample(mean: MvnVector, cov: MvnCov, n: number, opts?: MvnSampleOptions): number[][];
+//# sourceMappingURL=mvn.d.ts.map

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

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package/dist/stats/power-analysis.d.ts

@@ -0,0 +1,32 @@
+/** Alternative hypothesis direction. */
+export type TTestPowerAlternative = 'two-sided' | 'larger' | 'smaller';
+export interface TTestPowerOptions {
+    /**
+     * `'power'` (default): the second positional argument is `nobs` (per-group
+     * sample size) and the function returns the power.
+     *
+     * `'nobs'`: the second positional argument is instead read as the *target
+     * power*, and the function solves (by bisection) for the per-group `nobs`
+     * (continuous, matching statsmodels' own continuous solver) needed to reach
+     * it.
+     */
+    solveFor?: 'power' | 'nobs';
+    /** Default `'two-sided'`. */
+    alternative?: TTestPowerAlternative;
+}
+/**
+ * Statistical power of a two-sample t-test with equal group sizes.
+ *
+ * @param effectSize - Standardized effect size (Cohen's d)
+ * @param nobsOrPower - Per-group sample size (`solveFor: 'power'`, the
+ *   default) or the target power to solve for (`solveFor: 'nobs'`)
+ * @param alpha - Significance level
+ * @param opts - `solveFor` (default `'power'`), `alternative` (default `'two-sided'`)
+ * @returns The power (default) or the required per-group `nobs` (`solveFor: 'nobs'`)
+ *
+ * @example
+ * tTestPower(0.5, 64, 0.05); // ~0.80146 (statsmodels tt_ind_solve_power)
+ * tTestPower(0.5, 0.8, 0.05, { solveFor: 'nobs' }); // ~63.77 (per-group nobs for 80% power)
+ */
+export declare function tTestPower(effectSize: number, nobsOrPower: number, alpha: number, opts?: TTestPowerOptions): number;
+//# sourceMappingURL=power-analysis.d.ts.map

package/dist/stats/power-analysis.d.ts.map

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

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@danielsimonjr/mathts-functions",
-  "version": "0.40.1",
+  "version": "0.41.0",
   "description": "Mathematical functions for MathTS - arithmetic, algebra, trigonometry, statistics, and more",
   "author": "Daniel Simon Jr.",
   "license": "MIT",