@danielsimonjr/mathts-functions 0.40.1 → 0.42.0

package/dist/index.d.ts

@@ -51,6 +51,10 @@ export { quad } from './numeric/adaptive-quad.js';
 export type { QuadOptions, QuadResult } from './numeric/adaptive-quad.js';
 export { interpn } from './numeric/interpn.js';
 export type { NDArrayInput } from './numeric/interpn.js';
+export { bsplineFit, bsplineEval } from './numeric/bspline.js';
+export type { BSplineFitOptions, BSplineTuple } from './numeric/bspline.js';
+export { monteCarloIntegrate } from './numeric/monte-carlo.js';
+export type { Bound, MonteCarloOptions, MonteCarloResult } from './numeric/monte-carlo.js';
 export { movingAverage, ewma, detrend, acf } from './timeseries-extra.js';
 export { pacf, ljungBox, durbinWatson, adfuller } from './stats/timeseries.js';
 export type { LjungBoxResult, AdfullerResult } from './stats/timeseries.js';
@@ -98,10 +102,17 @@ export { polygamma, trigamma, jacobiP, gegenbauerC } from './special/polygamma-o
 export { jacobiSN, jacobiCN, jacobiDN } from './special/jacobi-elliptic.js';
 export { rootsLegendre } from './numeric/gauss-nodes.js';
 export type { RootsLegendreResult } from './numeric/gauss-nodes.js';
+export { polylog, struveH, struveL, kelvinBer, kelvinBei, barnesG } from './special/niche.js';
 export { bfs, dfs, floydWarshall, bellmanFord, closenessCentrality, harmonicCentrality, } from './graph/traversal-centrality.js';
 export type { BellmanFordResult } from './graph/traversal-centrality.js';
 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

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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;AAOzD,OAAO,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AAC/D,YAAY,EAAE,iBAAiB,EAAE,YAAY,EAAE,MAAM,sBAAsB,CAAC;AAM5E,OAAO,EAAE,mBAAmB,EAAE,MAAM,0BAA0B,CAAC;AAC/D,YAAY,EAAE,KAAK,EAAE,iBAAiB,EAAE,gBAAgB,EAAE,MAAM,0BAA0B,CAAC;AAG3F,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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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 };
@@ -47472,6 +47631,228 @@ function interpn(grids, values, query) {
   });
 }
 
+// src/numeric/bspline.ts
+function findSpan(n, p, u, U) {
+  if (u >= U[n + 1]) return n;
+  if (u <= U[p]) return p;
+  let low = p;
+  let high = n + 1;
+  let mid = Math.floor((low + high) / 2);
+  while (u < U[mid] || u >= U[mid + 1]) {
+    if (u < U[mid]) high = mid;
+    else low = mid;
+    mid = Math.floor((low + high) / 2);
+  }
+  return mid;
+}
+function basisFuns(span, u, p, U) {
+  const N = new Array(p + 1);
+  N[0] = 1;
+  const left = new Array(p + 1);
+  const right = new Array(p + 1);
+  for (let j = 1; j <= p; j++) {
+    left[j] = u - U[span + 1 - j];
+    right[j] = U[span + j] - u;
+    let saved = 0;
+    for (let r = 0; r < j; r++) {
+      const temp = N[r] / (right[r + 1] + left[j - r]);
+      N[r] = saved + right[r + 1] * temp;
+      saved = left[j - r] * temp;
+    }
+    N[j] = saved;
+  }
+  return N;
+}
+function validateXY(x, y) {
+  if (x.length !== y.length) throw new Error("bsplineFit: x and y must have the same length");
+  for (let i = 1; i < x.length; i++) {
+    if (!(x[i] > x[i - 1])) throw new Error("bsplineFit: x must be strictly increasing");
+  }
+}
+function buildDesignMatrix(x, t, k, numCoef) {
+  const n = x.length;
+  const A = Array.from({ length: n }, () => new Array(numCoef).fill(0));
+  for (let i = 0; i < n; i++) {
+    const span = findSpan(numCoef - 1, k, x[i], t);
+    const N = basisFuns(span, x[i], k, t);
+    for (let j = 0; j <= k; j++) A[i][span - k + j] = N[j];
+  }
+  return A;
+}
+function bsplineFit(x, y, opts = {}) {
+  validateXY(x, y);
+  const k = opts.k ?? 3;
+  const n = x.length;
+  if (n <= k) {
+    throw new Error(`bsplineFit: need more than ${k} data points for a degree-${k} fit`);
+  }
+  const s = opts.s ?? 0;
+  const x0 = x[0];
+  const xN = x[n - 1];
+  if (s <= 0 && opts.nknots === void 0) {
+    const m2 = n + k + 1;
+    const t2 = new Array(m2);
+    for (let i = 0; i <= k; i++) t2[i] = x0;
+    for (let i = 0; i <= k; i++) t2[m2 - 1 - i] = xN;
+    for (let j = 1; j <= n - k - 1; j++) {
+      let sum3 = 0;
+      for (let i = j; i <= j + k - 1; i++) sum3 += x[i];
+      t2[k + j] = sum3 / k;
+    }
+    const A2 = buildDesignMatrix(x, t2, k, n);
+    const c2 = linsolve(A2, [...y]);
+    return { t: t2, c: c2, k };
+  }
+  const maxInterior = Math.max(0, n - k - 2);
+  const heuristicInterior = Math.round((n - k - 1) / (1 + Math.max(0, s)));
+  let numInterior = opts.nknots ?? heuristicInterior;
+  numInterior = Math.min(Math.max(0, numInterior), maxInterior);
+  const numCoef = numInterior + k + 1;
+  const m = numCoef + k + 1;
+  const t = new Array(m);
+  for (let i = 0; i <= k; i++) t[i] = x0;
+  for (let i = 0; i <= k; i++) t[m - 1 - i] = xN;
+  for (let j = 1; j <= numInterior; j++) {
+    t[k + j] = x0 + j * (xN - x0) / (numInterior + 1);
+  }
+  const A = buildDesignMatrix(x, t, k, numCoef);
+  const c = leastSquares(A, [...y]);
+  return { t, c, k };
+}
+function bsplineEval(spline, xnew) {
+  const { t, c, k } = spline;
+  const nLast = c.length - 1;
+  const evalOne = (x) => {
+    const span = findSpan(nLast, k, x, t);
+    const N = basisFuns(span, x, k, t);
+    let val = 0;
+    for (let j = 0; j <= k; j++) val += N[j] * c[span - k + j];
+    return val;
+  };
+  return Array.isArray(xnew) ? xnew.map(evalOne) : evalOne(xnew);
+}
+
+// src/numeric/monte-carlo.ts
+function isPrime2(x) {
+  if (x < 2) return false;
+  for (let i = 2; i * i <= x; i++) {
+    if (x % i === 0) return false;
+  }
+  return true;
+}
+function nthPrime(k) {
+  let count2 = 0;
+  let candidate = 1;
+  while (count2 < k) {
+    candidate++;
+    if (isPrime2(candidate)) count2++;
+  }
+  return candidate;
+}
+function vanDerCorput(idx, base) {
+  let f = 1;
+  let r = 0;
+  let i = idx;
+  while (i > 0) {
+    f /= base;
+    r += f * (i % base);
+    i = Math.floor(i / base);
+  }
+  return r;
+}
+function haltonSequence(n, dims) {
+  const bases = Array.from({ length: dims }, (_, d) => nthPrime(d + 1));
+  const points = [];
+  for (let idx = 1; idx <= n; idx++) {
+    points.push(bases.map((b) => vanDerCorput(idx, b)));
+  }
+  return points;
+}
+var SOBOL_BITS = 30;
+function sobolDirectionNumbers(dim, bits) {
+  const M = new Array(bits + 1).fill(0);
+  if (dim === 0) {
+    for (let i = 1; i <= bits; i++) M[i] = 1;
+    return M;
+  }
+  M[1] = 1;
+  for (let i = 2; i <= bits; i++) {
+    M[i] = 2 * M[i - 1] ^ M[i - 1];
+  }
+  return M;
+}
+function sobolSequence(n, dims) {
+  if (dims < 1 || dims > 2) {
+    throw new Error(
+      "monteCarloIntegrate: method 'sobol' supports only 1-2 dimensions here (only the first two Sobol direction-number sets are forced by the recurrence with no external lookup table); use method: 'halton' for higher-dimensional integrals"
+    );
+  }
+  const bits = SOBOL_BITS;
+  const scale4 = Math.pow(2, bits);
+  const scaledDir = Array.from({ length: dims }, (_, d) => {
+    const M = sobolDirectionNumbers(d, bits);
+    return M.map((m, i) => i === 0 ? 0 : m * Math.pow(2, bits - i));
+  });
+  const points = [];
+  for (let idx = 1; idx <= n; idx++) {
+    const gray = idx ^ idx >>> 1;
+    const pt = new Array(dims).fill(0);
+    for (let d = 0; d < dims; d++) {
+      let acc = 0;
+      let k = gray;
+      let bitPos = 1;
+      while (k > 0) {
+        if (k & 1) acc ^= scaledDir[d][bitPos];
+        k >>>= 1;
+        bitPos++;
+      }
+      pt[d] = acc / scale4;
+    }
+    points.push(pt);
+  }
+  return points;
+}
+function monteCarloIntegrate(f, bounds, opts = {}) {
+  const dims = bounds.length;
+  if (dims === 0) {
+    throw new Error("monteCarloIntegrate: bounds must have at least one dimension");
+  }
+  for (const [lo, hi] of bounds) {
+    if (!(hi > lo)) throw new Error("monteCarloIntegrate: each bound must have hi > lo");
+  }
+  const n = Math.floor(opts.n ?? 1e5);
+  if (n < 1) throw new Error("monteCarloIntegrate: n must be >= 1");
+  const method = opts.method ?? "uniform";
+  const volume = bounds.reduce((v, [lo, hi]) => v * (hi - lo), 1);
+  let unitPoints;
+  if (method === "uniform") {
+    const rng = createRng(opts.seed ?? null);
+    unitPoints = Array.from({ length: n }, () => Array.from({ length: dims }, () => rng()));
+  } else if (method === "halton") {
+    unitPoints = haltonSequence(n, dims);
+  } else if (method === "sobol") {
+    unitPoints = sobolSequence(n, dims);
+  } else {
+    throw new Error(`monteCarloIntegrate: unknown method '${String(method)}'`);
+  }
+  let sum3 = 0;
+  let sumSq = 0;
+  for (const u of unitPoints) {
+    const x = u.map((ui, d) => bounds[d][0] + ui * (bounds[d][1] - bounds[d][0]));
+    const fx = f(x);
+    sum3 += fx;
+    sumSq += fx * fx;
+  }
+  const mean7 = sum3 / n;
+  const estimate = volume * mean7;
+  if (method !== "uniform") {
+    return { estimate, stderr: 0 };
+  }
+  const variance2 = n > 1 ? Math.max(0, sumSq - n * mean7 * mean7) / (n - 1) : 0;
+  const stderr = volume * Math.sqrt(variance2 / n);
+  return { estimate, stderr };
+}
+
 // src/timeseries-extra.ts
 var arr4 = (x) => Array.isArray(x) ? x : Array.from(x);
 var mean4 = (x) => mean(x);
@@ -50698,6 +51079,111 @@ function rootsLegendre(n) {
   return { nodes, weights };
 }
 
+// src/special/niche.ts
+var MAX_TERMS2 = 1e4;
+var RELTOL2 = 1e-16;
+function polylog(s, z) {
+  if (Math.abs(z) >= 1) {
+    throw new Error("polylog: only |z| < 1 is supported (analytic continuation not implemented)");
+  }
+  if (z === 0) return 0;
+  let sum3 = 0;
+  let zk = 1;
+  for (let k = 1; k <= MAX_TERMS2; k++) {
+    zk *= z;
+    const term = zk / Math.pow(k, s);
+    sum3 += term;
+    if (k > 1 && Math.abs(term) < Math.abs(sum3) * RELTOL2) break;
+  }
+  return sum3;
+}
+function struveH(v, z) {
+  if (z < 0) {
+    throw new Error("struveH: z must be >= 0");
+  }
+  if (z === 0) return 0;
+  const halfZ = z / 2;
+  const logHalfZ = Math.log(halfZ);
+  let term = Math.exp((v + 1) * logHalfZ - _lgamma(1.5) - _lgamma(v + 1.5));
+  let sum3 = term;
+  for (let k = 0; k < MAX_TERMS2; k++) {
+    const ratio = -(halfZ * halfZ) / ((k + 1.5) * (k + v + 1.5));
+    term *= ratio;
+    sum3 += term;
+    if (Math.abs(term) < Math.abs(sum3) * RELTOL2) break;
+  }
+  return sum3;
+}
+function struveL(v, z) {
+  if (z < 0) {
+    throw new Error("struveL: z must be >= 0");
+  }
+  if (z === 0) return 0;
+  const halfZ = z / 2;
+  const logHalfZ = Math.log(halfZ);
+  let term = Math.exp((v + 1) * logHalfZ - _lgamma(1.5) - _lgamma(v + 1.5));
+  let sum3 = term;
+  for (let k = 0; k < MAX_TERMS2; k++) {
+    const ratio = halfZ * halfZ / ((k + 1.5) * (k + v + 1.5));
+    term *= ratio;
+    sum3 += term;
+    if (Math.abs(term) < Math.abs(sum3) * RELTOL2) break;
+  }
+  return sum3;
+}
+function kelvinBer(x) {
+  const halfX = x / 2;
+  const halfX4 = halfX * halfX * halfX * halfX;
+  let term = 1;
+  let sum3 = term;
+  for (let k = 0; k < MAX_TERMS2; k++) {
+    const denom = (2 * k + 1) * (2 * k + 2);
+    term *= -halfX4 / (denom * denom);
+    sum3 += term;
+    if (k > 0 && Math.abs(term) < Math.abs(sum3) * RELTOL2) break;
+  }
+  return sum3;
+}
+function kelvinBei(x) {
+  const halfX = x / 2;
+  const halfX4 = halfX * halfX * halfX * halfX;
+  let term = halfX * halfX;
+  let sum3 = term;
+  for (let k = 0; k < MAX_TERMS2; k++) {
+    const denom = (2 * k + 2) * (2 * k + 3);
+    term *= -halfX4 / (denom * denom);
+    sum3 += term;
+    if (k > 0 && Math.abs(term) < Math.abs(sum3) * RELTOL2) break;
+  }
+  return sum3;
+}
+var LN_GLAISHER_A = 0.2487544770337842;
+var BERNOULLI_TAIL = [-1 / 30, 1 / 42, -1 / 30, 5 / 66];
+var BARNES_SHIFT_THRESHOLD = 16;
+function lnBarnesGAsymptotic(y) {
+  let sum3 = y * y * Math.log(y) / 2 - 3 * y * y / 4 + y / 2 * Math.log(2 * Math.PI) - Math.log(y) / 12 + (1 / 12 - LN_GLAISHER_A);
+  let y2k = y * y;
+  for (let k = 1; k <= BERNOULLI_TAIL.length; k++) {
+    sum3 += BERNOULLI_TAIL[k - 1] / (4 * k * (k + 1) * y2k);
+    y2k *= y * y;
+  }
+  return sum3;
+}
+function barnesG(z) {
+  if (z <= 0) {
+    throw new Error("barnesG: only z > 0 is supported");
+  }
+  let shifted = z;
+  let sumLgamma = 0;
+  while (shifted < BARNES_SHIFT_THRESHOLD) {
+    sumLgamma += _lgamma(shifted);
+    shifted += 1;
+  }
+  const y = shifted - 1;
+  const lnG = lnBarnesGAsymptotic(y) - sumLgamma;
+  return Math.exp(lnG);
+}
+
 // src/graph/traversal-centrality.ts
 function bfs(adj, start) {
   const n = adj.length;
@@ -51430,6 +51916,222 @@ 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,
@@ -51481,6 +52183,7 @@ export {
   autoCorrelation,
   avogadro,
   bandpassFilter,
+  barnesG,
   bartlettPSD,
   bartlettTest,
   bellNumbers,
@@ -51524,6 +52227,8 @@ export {
   bootstrapCI,
   boundingBox,
   bspline,
+  bsplineEval,
+  bsplineFit,
   butter,
   buttord,
   cancel,
@@ -51857,6 +52562,7 @@ export {
   getAssumptions,
   getComputePool,
   getMatrixDataType,
+  glm,
   globalMinimize,
   gmean,
   gmres,
@@ -51959,6 +52665,8 @@ export {
   kdTreeKNN,
   kdTreeNearest,
   kdTreeRadius,
+  kelvinBei,
+  kelvinBer,
   kendallTau,
   kendallTauTest,
   kendalltau,
@@ -52078,6 +52786,7 @@ export {
   molarPlanckConstant,
   molarVolume,
   moment,
+  monteCarloIntegrate,
   movingAverage,
   multiTaperPSD,
   multinomial,
@@ -52088,6 +52797,8 @@ export {
   multiplyScalar,
   multivariateNormal,
   multivariateTaylor,
+  mvnPdf,
+  mvnSample,
   nearestNeighbor,
   negativeBinomialDist,
   nelderMead,
@@ -52190,6 +52901,7 @@ export {
   polygamma,
   polygonArea,
   polygonPerimeter,
+  polylog,
   polymul,
   polynomialGCD,
   polynomialLCM,
@@ -52350,6 +53062,8 @@ export {
   stirlingS2,
   string,
   stronglyConnectedComponents,
+  struveH,
+  struveL,
   studentTCDF,
   studentTPDF,
   studentTQuantile,
@@ -52371,6 +53085,7 @@ 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 @@
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package/dist/numeric/bspline.d.ts

@@ -0,0 +1,47 @@
+type f64 = number;
+type i32 = number;
+/** Options for {@link bsplineFit}. */
+export interface BSplineFitOptions {
+    /** Spline degree (default 3, cubic). */
+    k?: i32;
+    /** Smoothing factor. `0` (default) fits an interpolating spline that
+     * passes through every data point exactly. `s > 0` requests a
+     * least-squares smoothing spline with fewer basis functions than data
+     * points — the number of interior knots shrinks roughly in proportion to
+     * `s`. Use `nknots` to control the knot count directly instead. */
+    s?: f64;
+    /** Explicit number of interior knots for a smoothing fit (used whenever
+     * `s > 0`, or set this directly with `s` left at 0). Overrides the
+     * `s`-derived heuristic. */
+    nknots?: i32;
+}
+/** A fitted B-spline in scipy's `tck` tuple shape: knot vector `t`,
+ * coefficients `c`, and degree `k`. */
+export interface BSplineTuple {
+    t: f64[];
+    c: f64[];
+    k: i32;
+}
+/**
+ * Fit a B-spline of degree `k` (default cubic) to data `(x, y)`, returned
+ * in scipy's `tck` tuple shape `{ t, c, k }`.
+ *
+ * @example
+ * const xs = Array.from({ length: 15 }, (_, i) => (i * 2 * Math.PI) / 14);
+ * const ys = xs.map(Math.sin);
+ * const tck = bsplineFit(xs, ys); // cubic interpolating spline (s=0)
+ * bsplineEval(tck, xs[3]); // === ys[3] exactly (interpolation)
+ */
+export declare function bsplineFit(x: readonly f64[], y: readonly f64[], opts?: BSplineFitOptions): BSplineTuple;
+/**
+ * Evaluate a fitted B-spline (de Boor's algorithm) at one point or an array
+ * of points.
+ *
+ * @example
+ * bsplineEval(bsplineFit(xs, ys), 1.0); // spline value at x=1
+ * bsplineEval(bsplineFit(xs, ys), [1, 2, 3]); // vectorized
+ */
+export declare function bsplineEval(spline: BSplineTuple, xnew: f64): f64;
+export declare function bsplineEval(spline: BSplineTuple, xnew: readonly f64[]): f64[];
+export {};
+//# sourceMappingURL=bspline.d.ts.map

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

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

@@ -0,0 +1,40 @@
+type f64 = number;
+type i32 = number;
+/** An axis-aligned integration bound `[lo, hi]`. */
+export type Bound = readonly [f64, f64];
+/** Options for {@link monteCarloIntegrate}. */
+export interface MonteCarloOptions {
+    /** Number of sample points (default 1e5). */
+    n?: i32;
+    /** Sampling method (default `'uniform'`). */
+    method?: 'uniform' | 'halton' | 'sobol';
+    /** Seed for the deterministic RNG, `method: 'uniform'` only (reproducible
+     * draws). Omit for a time-seeded, non-reproducible generator. */
+    seed?: string | number;
+}
+/** Result of {@link monteCarloIntegrate}. */
+export interface MonteCarloResult {
+    /** The estimated integral. */
+    estimate: f64;
+    /** Standard error of `estimate` (uniform MC only; 0 for QMC methods —
+     * see the module doc). */
+    stderr: f64;
+}
+/**
+ * Estimate `∫ f` over the axis-aligned box `bounds` (one `[lo, hi]` pair
+ * per dimension) by Monte-Carlo or quasi-Monte-Carlo sampling.
+ *
+ * @example
+ * monteCarloIntegrate((x) => x[0] ** 2, [[0, 1]], { n: 1e5, seed: 42 });
+ * // estimate ~ 1/3, stderr ~ 6e-4
+ *
+ * @example
+ * // unit-disk area via the indicator function, ~ pi
+ * monteCarloIntegrate((x) => (x[0] ** 2 + x[1] ** 2 <= 1 ? 1 : 0), [
+ *   [-1, 1],
+ *   [-1, 1],
+ * ]);
+ */
+export declare function monteCarloIntegrate(f: (x: f64[]) => f64, bounds: readonly Bound[], opts?: MonteCarloOptions): MonteCarloResult;
+export {};
+//# sourceMappingURL=monte-carlo.d.ts.map

package/dist/numeric/monte-carlo.d.ts.map

@@ -0,0 +1 @@
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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

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package/dist/special/niche.d.ts

@@ -0,0 +1,139 @@
+/**
+ * Niche special functions: polylogarithm, Struve H/L, Kelvin ber/bei (order
+ * 0), and the Barnes G-function.
+ *
+ * These are lower-traffic special functions with narrower validity domains
+ * than the Bessel/Airy/elliptic families in `typed/special.ts`. They follow
+ * the same plain-exported-function pattern as `hypergeometric.ts` and
+ * `polygamma-orthopoly.ts` — pure `number -> number` (or `number, number ->
+ * number`) math, no typed-function array/WASM dispatch overloads.
+ *
+ * @packageDocumentation
+ */
+/** 64-bit float (default for decimals) */
+type f64 = number;
+/**
+ * Polylogarithm Li_s(z), computed via its defining series (DLMF 25.12.10):
+ *
+ *   Li_s(z) = sum_{k=1}^inf z^k / k^s
+ *
+ * which converges for `|z| < 1` (any real `s`). Analytic continuation to
+ * `|z| >= 1` (needed for e.g. the dilogarithm's reflection formulas) is
+ * **out of scope** — this throws rather than silently returning a wrong or
+ * divergent value.
+ *
+ * Special value: `Li_1(z) = -ln(1 - z)`.
+ *
+ * @param s - Order (any real number)
+ * @param z - Argument, must satisfy `|z| < 1`
+ * @returns Li_s(z)
+ * @throws {Error} If `|z| >= 1`
+ *
+ * @example
+ * polylog(2, 0.5) // ~0.5822405265 (dilogarithm)
+ * polylog(1, 0.5) // ~0.6931471806 (= -ln(0.5) = ln 2)
+ */
+export declare function polylog(s: f64, z: f64): f64;
+/**
+ * Struve function H_v(z), via its power series (DLMF 11.2.1):
+ *
+ *   H_v(z) = sum_{k=0}^inf (-1)^k / (Gamma(k+3/2) Gamma(k+v+3/2)) * (z/2)^(2k+v+1)
+ *
+ * Evaluated by the standard term-recurrence ratio
+ * `term_{k+1}/term_k = -(z/2)^2 / ((k+3/2)(k+v+3/2))`, seeded by a single
+ * pair of `lgamma` evaluations (avoids recomputing Gamma at every order and
+ * avoids overflow from large individual Gamma values).
+ *
+ * Valid for `z >= 0` and `v > -3/2` (so that `Gamma(v+3/2)` has no pole).
+ *
+ * @param v - Order (real, `v > -3/2`)
+ * @param z - Argument (real, `z >= 0`)
+ * @returns H_v(z)
+ *
+ * @example
+ * struveH(0, 1) // ~0.5686566270
+ * struveH(1, 2) // ~0.6467637283
+ */
+export declare function struveH(v: f64, z: f64): f64;
+/**
+ * Modified Struve function L_v(z), via its power series (DLMF 11.2.1):
+ *
+ *   L_v(z) = sum_{k=0}^inf 1 / (Gamma(k+3/2) Gamma(k+v+3/2)) * (z/2)^(2k+v+1)
+ *
+ * Same as `struveH` but without the alternating `(-1)^k` sign, so every term
+ * is positive and the series grows monotonically for `z > 0` (like a
+ * modified Bessel function).
+ *
+ * Valid for `z >= 0` and `v > -3/2`.
+ *
+ * @param v - Order (real, `v > -3/2`)
+ * @param z - Argument (real, `z >= 0`)
+ * @returns L_v(z)
+ *
+ * @example
+ * struveL(0, 1) // ~0.7102431859
+ */
+export declare function struveL(v: f64, z: f64): f64;
+/**
+ * Kelvin function ber(x) (order 0), via its power series (DLMF 10.65.1):
+ *
+ *   ber(x) = sum_{k=0}^inf (-1)^k (x/2)^(4k) / ((2k)!)^2
+ *
+ * Evaluated by the term-recurrence ratio
+ * `term_{k+1}/term_k = -(x/2)^4 / ((2k+1)(2k+2))^2`.
+ *
+ * @param x - Argument (real)
+ * @returns ber(x)
+ *
+ * @example
+ * kelvinBer(0) // 1
+ * kelvinBer(2) // ~0.7517341827
+ */
+export declare function kelvinBer(x: f64): f64;
+/**
+ * Kelvin function bei(x) (order 0), via its power series (DLMF 10.65.1):
+ *
+ *   bei(x) = sum_{k=0}^inf (-1)^k (x/2)^(4k+2) / ((2k+1)!)^2
+ *
+ * Evaluated by the term-recurrence ratio
+ * `term_{k+1}/term_k = -(x/2)^4 / ((2k+2)(2k+3))^2`.
+ *
+ * @param x - Argument (real)
+ * @returns bei(x)
+ *
+ * @example
+ * kelvinBei(0) // 0
+ * kelvinBei(2) // ~0.9722916273
+ */
+export declare function kelvinBei(x: f64): f64;
+/**
+ * Barnes G-function G(z), for real `z > 0`.
+ *
+ * Uses the functional equation `G(z+1) = Gamma(z) * G(z)` to shift `z` up
+ * until it is large enough for the asymptotic expansion of `ln G` (DLMF
+ * 5.17.5) to converge to machine precision, then unwinds the shift:
+ *
+ *   ln G(z) = ln G(z + n) - sum_{k=0}^{n-1} lgamma(z + k)
+ *
+ * Verified against `mpmath.barnesg` (dps=25) to relative error ~1e-14 across
+ * the anchored integer/half-integer test values. Not extended to `z <= 0`
+ * (Barnes G has zeros/sign changes on the non-positive real axis that this
+ * shift-and-asymptotic approach does not handle) — that domain is out of
+ * scope.
+ *
+ * Known integer values: `G(1) = G(2) = 1`, and in general
+ * `G(n+3) = prod_{k=1}^{n} k!` for nonnegative integers `n`
+ * (e.g. `G(4) = 2`, `G(5) = 12`, `G(6) = 288`).
+ *
+ * @param z - Argument (real, `z > 0`)
+ * @returns G(z)
+ * @throws {Error} If `z <= 0`
+ *
+ * @example
+ * barnesG(4) // 2 (= 1!)
+ * barnesG(5) // 12 (= 1! * 2!)
+ * barnesG(4.5) // ~4.1862532590
+ */
+export declare function barnesG(z: f64): f64;
+export {};
+//# sourceMappingURL=niche.d.ts.map

package/dist/special/niche.d.ts.map

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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/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@danielsimonjr/mathts-functions",
-  "version": "0.40.1",
+  "version": "0.42.0",
   "description": "Mathematical functions for MathTS - arithmetic, algebra, trigonometry, statistics, and more",
   "author": "Daniel Simon Jr.",
   "license": "MIT",