@danielsimonjr/mathts-functions 0.46.0 → 0.47.0

package/dist/index.d.ts

@@ -118,4 +118,8 @@ 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';
+export { gaussianProcessRegression, gpRegression } from './stats/gaussian-process.js';
+export type { GPKernel, GPOptions, GPPrediction, GPModel } from './stats/gaussian-process.js';
+export { dirichletSample, dirichletPdf, wishartSample } from './stats/multivariate-sampling.js';
+export type { SampleSeedOptions } from './stats/multivariate-sampling.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,YAAY,EAAE,kBAAkB,EAAE,MAAM,qBAAqB,CAAC;AACpG,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;AAKxF,OAAO,EAAE,IAAI,EAAE,MAAM,mBAAmB,CAAC;AACzC,YAAY,EAAE,WAAW,EAAE,UAAU,EAAE,MAAM,mBAAmB,CAAC;AAOjE,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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package/dist/index.js

@@ -15178,6 +15178,34 @@ async function eigenvectorCentrality(adj, opts) {
 
 // src/typed/dist-objects.ts
 import { computePool as computePool9 } from "@danielsimonjr/mathts-parallel";
+
+// src/probability/util/gammaSample.ts
+function normalSampleRng(rng) {
+  const u1 = rng();
+  const u2 = rng();
+  return Math.sqrt(-2 * Math.log(u1 < 1e-300 ? 1e-300 : u1)) * Math.cos(2 * Math.PI * u2);
+}
+function gammaSampleRng(alpha, rng) {
+  if (alpha < 1) {
+    return gammaSampleRng(alpha + 1, rng) * Math.pow(rng(), 1 / alpha);
+  }
+  const d = alpha - 1 / 3;
+  const c = 1 / Math.sqrt(9 * d);
+  for (; ; ) {
+    let x;
+    let v;
+    do {
+      x = normalSampleRng(rng);
+      v = 1 + c * x;
+    } while (v <= 0);
+    v = v * v * v;
+    const u = rng();
+    if (u < 1 - 0.0331 * (x * x) * (x * x)) return d * v;
+    if (Math.log(u) < 0.5 * x * x + d * (1 - v + Math.log(v))) return d * v;
+  }
+}
+
+// src/typed/dist-objects.ts
 var DIST_WORKER_THRESHOLD = 1e5;
 var SQRT_2PI = Math.sqrt(2 * Math.PI);
 function _normalCdfStd(z) {
@@ -15425,49 +15453,13 @@ function betaDist(alpha, beta_) {
   };
 }
 function _gammaRandom(alpha) {
-  if (alpha < 1) {
-    return _gammaRandom(alpha + 1) * Math.pow(Math.random(), 1 / alpha);
-  }
-  const d = alpha - 1 / 3;
-  const c = 1 / Math.sqrt(9 * d);
-  while (true) {
-    let x;
-    let v;
-    do {
-      x = _normalRandom();
-      v = 1 + c * x;
-    } while (v <= 0);
-    v = v * v * v;
-    const u = Math.random();
-    if (u < 1 - 0.0331 * (x * x) * (x * x)) return d * v;
-    if (Math.log(u) < 0.5 * x * x + d * (1 - v + Math.log(v))) return d * v;
-  }
+  return gammaSampleRng(alpha, Math.random);
 }
 function _normalRandom() {
-  const u1 = Math.random();
-  const u2 = Math.random();
-  return Math.sqrt(-2 * Math.log(u1)) * Math.cos(2 * Math.PI * u2);
+  return normalSampleRng(Math.random);
 }
 function _gammaRandomRng(alpha, rng) {
-  if (alpha < 1) {
-    return _gammaRandomRng(alpha + 1, rng) * Math.pow(rng(), 1 / alpha);
-  }
-  const d = alpha - 1 / 3;
-  const c = 1 / Math.sqrt(9 * d);
-  while (true) {
-    let x;
-    let v;
-    do {
-      const u1 = rng();
-      const u2 = rng();
-      x = Math.sqrt(-2 * Math.log(u1 < 1e-300 ? 1e-300 : u1)) * Math.cos(2 * Math.PI * u2);
-      v = 1 + c * x;
-    } while (v <= 0);
-    v = v * v * v;
-    const u = rng();
-    if (u < 1 - 0.0331 * (x * x) * (x * x)) return d * v;
-    if (Math.log(u) < 0.5 * x * x + d * (1 - v + Math.log(v))) return d * v;
-  }
+  return gammaSampleRng(alpha, rng);
 }
 function binomialDist(n, p) {
   if (!Number.isInteger(n) || n < 0)
@@ -52034,6 +52026,261 @@ function tTestPower(effectSize, nobsOrPower, alpha, opts = {}) {
   if (!(nobs > 1)) throw new Error("tTestPower: nobs must be greater than 1");
   return powerAt(effectSize, nobs, alpha, alt);
 }
+
+// src/stats/gaussian-process.ts
+var SQRT3 = Math.sqrt(3);
+var SQRT5 = Math.sqrt(5);
+function euclidean2(a, b) {
+  let s = 0;
+  for (let i = 0; i < a.length; i++) {
+    const d = a[i] - b[i];
+    s += d * d;
+  }
+  return Math.sqrt(s);
+}
+function makeKernel(kernel, ell, sf2) {
+  switch (kernel) {
+    case "rbf":
+      return (a, b) => {
+        const r = euclidean2(a, b);
+        return sf2 * Math.exp(-(r * r) / (2 * ell * ell));
+      };
+    case "matern32":
+      return (a, b) => {
+        const u = SQRT3 * euclidean2(a, b) / ell;
+        return sf2 * (1 + u) * Math.exp(-u);
+      };
+    case "matern52":
+      return (a, b) => {
+        const r = euclidean2(a, b);
+        const u = SQRT5 * r / ell;
+        return sf2 * (1 + u + 5 * r * r / (3 * ell * ell)) * Math.exp(-u);
+      };
+    default:
+      throw new Error(`gaussianProcessRegression: unknown kernel '${String(kernel)}'`);
+  }
+}
+function forwardSolve(L, b) {
+  const n = b.length;
+  const x = new Array(n);
+  for (let i = 0; i < n; i++) {
+    let s = b[i];
+    for (let j = 0; j < i; j++) s -= L[i][j] * x[j];
+    x[i] = s / L[i][i];
+  }
+  return x;
+}
+function backSolveTranspose(L, b) {
+  const n = b.length;
+  const x = new Array(n);
+  for (let i = n - 1; i >= 0; i--) {
+    let s = b[i];
+    for (let j = i + 1; j < n; j++) s -= L[j][i] * x[j];
+    x[i] = s / L[i][i];
+  }
+  return x;
+}
+function normalizeTrainingInputs(X, y) {
+  if (!Array.isArray(X) || X.length === 0) {
+    throw new Error("gaussianProcessRegression: X must be a non-empty array of feature vectors");
+  }
+  if (y.length !== X.length) {
+    throw new Error(
+      `gaussianProcessRegression: y length ${y.length} must match number of rows ${X.length}`
+    );
+  }
+  const dim = X[0].length;
+  if (dim === 0) throw new Error("gaussianProcessRegression: feature vectors must be non-empty");
+  const Xa = X.map((row2) => {
+    if (row2.length !== dim) {
+      throw new Error("gaussianProcessRegression: all feature vectors must have the same length");
+    }
+    return [...row2];
+  });
+  return { Xa, ya: [...y], dim };
+}
+function gaussianProcessRegression(X, y, options = {}) {
+  const kernel = options.kernel ?? "rbf";
+  const ell = options.lengthScale ?? 1;
+  const sf2 = options.signalVariance ?? 1;
+  const noise = options.noise ?? 1e-10;
+  if (!(ell > 0)) throw new Error("gaussianProcessRegression: lengthScale must be positive");
+  if (!(sf2 > 0)) throw new Error("gaussianProcessRegression: signalVariance must be positive");
+  if (!(noise >= 0)) throw new Error("gaussianProcessRegression: noise must be non-negative");
+  const { Xa, ya } = normalizeTrainingInputs(X, y);
+  const n = Xa.length;
+  const k = makeKernel(kernel, ell, sf2);
+  const K = Array.from({ length: n }, () => new Array(n).fill(0));
+  for (let i = 0; i < n; i++) {
+    for (let j = i; j < n; j++) {
+      const kij = k(Xa[i], Xa[j]);
+      K[i][j] = kij;
+      K[j][i] = kij;
+    }
+    K[i][i] += noise;
+  }
+  const { L } = cholesky(K);
+  const Linvy = forwardSolve(L, ya);
+  const alphaBar = backSolveTranspose(L, Linvy);
+  let logDetHalf = 0;
+  for (let i = 0; i < n; i++) logDetHalf += Math.log(L[i][i]);
+  let yTa = 0;
+  for (let i = 0; i < n; i++) yTa += ya[i] * alphaBar[i];
+  const logMarginalLikelihood = -0.5 * yTa - logDetHalf - n / 2 * Math.log(2 * Math.PI);
+  return {
+    kernel,
+    logMarginalLikelihood,
+    predict(Xstar) {
+      const m = Xstar.length;
+      const mean7 = new Array(m);
+      const variance2 = new Array(m);
+      const std2 = new Array(m);
+      for (let t = 0; t < m; t++) {
+        const xt = Xstar[t];
+        if (xt.length !== Xa[0].length) {
+          throw new Error("gaussianProcessRegression.predict: test point dimensionality mismatch");
+        }
+        const ks = new Array(n);
+        for (let i = 0; i < n; i++) ks[i] = k(Xa[i], xt);
+        let mu = 0;
+        for (let i = 0; i < n; i++) mu += ks[i] * alphaBar[i];
+        const v = forwardSolve(L, ks);
+        let vtv = 0;
+        for (let i = 0; i < n; i++) vtv += v[i] * v[i];
+        const kss = k(xt, xt);
+        const varT = Math.max(kss - vtv, 0);
+        mean7[t] = mu;
+        variance2[t] = varT;
+        std2[t] = Math.sqrt(varT);
+      }
+      return { mean: mean7, variance: variance2, std: std2 };
+    }
+  };
+}
+var gpRegression = gaussianProcessRegression;
+
+// src/stats/multivariate-sampling.ts
+function validateAlpha(alpha, fn) {
+  if (!Array.isArray(alpha) || alpha.length < 2) {
+    throw new Error(`${fn}: alpha must be an array of at least 2 concentration parameters`);
+  }
+  for (const a of alpha) {
+    if (!(a > 0) || !Number.isFinite(a)) {
+      throw new Error(`${fn}: all concentration parameters must be positive and finite`);
+    }
+  }
+}
+function dirichletSample(alpha, n = 1, opts) {
+  validateAlpha(alpha, "dirichletSample");
+  if (!Number.isInteger(n) || n < 1) {
+    throw new Error("dirichletSample: n must be a positive integer");
+  }
+  const k = alpha.length;
+  const rng = createRng(opts?.seed ?? null);
+  const samples = new Array(n);
+  for (let s = 0; s < n; s++) {
+    const g = new Array(k);
+    let total = 0;
+    for (let i = 0; i < k; i++) {
+      const gi = gammaSampleRng(alpha[i], rng);
+      g[i] = gi;
+      total += gi;
+    }
+    const row2 = new Array(k);
+    for (let i = 0; i < k; i++) row2[i] = g[i] / total;
+    samples[s] = row2;
+  }
+  return samples;
+}
+function dirichletPdf(x, alpha) {
+  validateAlpha(alpha, "dirichletPdf");
+  if (x.length !== alpha.length) {
+    throw new Error(`dirichletPdf: x length ${x.length} must match alpha length ${alpha.length}`);
+  }
+  let sum3 = 0;
+  for (const xi of x) {
+    if (!(xi >= 0) || !(xi <= 1)) {
+      throw new Error("dirichletPdf: x must lie on the simplex (each component in [0, 1])");
+    }
+    sum3 += xi;
+  }
+  if (Math.abs(sum3 - 1) > 1e-8) {
+    throw new Error("dirichletPdf: x components must sum to 1");
+  }
+  let a0 = 0;
+  let logB = 0;
+  for (const a of alpha) {
+    logB += lgammaNumber(a);
+    a0 += a;
+  }
+  logB -= lgammaNumber(a0);
+  let logpdf = -logB;
+  for (let i = 0; i < x.length; i++) {
+    const xi = x[i];
+    const p = alpha[i] - 1;
+    if (p !== 0) {
+      logpdf += p * Math.log(xi);
+    }
+  }
+  return Math.exp(logpdf);
+}
+function validateScale(scale4, fn) {
+  if (!Array.isArray(scale4) || scale4.length === 0) {
+    throw new Error(`${fn}: scale must be a non-empty square matrix`);
+  }
+  const p = scale4.length;
+  for (const row2 of scale4) {
+    if (row2.length !== p) throw new Error(`${fn}: scale must be a ${p}x${p} square matrix`);
+  }
+  for (let i = 0; i < p; i++) {
+    for (let j = i + 1; j < p; j++) {
+      const tol = 1e-9 * (1 + Math.abs(scale4[i][j]));
+      if (Math.abs(scale4[i][j] - scale4[j][i]) > tol) {
+        throw new Error(`${fn}: scale must be symmetric`);
+      }
+    }
+  }
+  return p;
+}
+function wishartSample(df, scale4, n = 1, opts) {
+  const p = validateScale(scale4, "wishartSample");
+  if (!(df > p - 1)) {
+    throw new Error(`wishartSample: df must be greater than p\u22121 = ${p - 1}`);
+  }
+  if (!Number.isInteger(n) || n < 1) {
+    throw new Error("wishartSample: n must be a positive integer");
+  }
+  const { L } = cholesky(scale4.map((row2) => [...row2]));
+  const rng = createRng(opts?.seed ?? null);
+  const samples = new Array(n);
+  for (let s = 0; s < n; s++) {
+    const A = Array.from({ length: p }, () => new Array(p).fill(0));
+    for (let i = 0; i < p; i++) {
+      A[i][i] = Math.sqrt(2 * gammaSampleRng((df - i) / 2, rng));
+      for (let j = 0; j < i; j++) A[i][j] = normalSampleRng(rng);
+    }
+    const M = Array.from({ length: p }, () => new Array(p).fill(0));
+    for (let i = 0; i < p; i++) {
+      for (let j = 0; j <= i; j++) {
+        let sum3 = 0;
+        for (let m = j; m <= i; m++) sum3 += L[i][m] * A[m][j];
+        M[i][j] = sum3;
+      }
+    }
+    const W = Array.from({ length: p }, () => new Array(p).fill(0));
+    for (let i = 0; i < p; i++) {
+      for (let j = i; j < p; j++) {
+        let sum3 = 0;
+        const lim = Math.min(i, j);
+        for (let m = 0; m <= lim; m++) sum3 += M[i][m] * M[j][m];
+        W[i][j] = sum3;
+        W[j][i] = sum3;
+      }
+    }
+    samples[s] = W;
+  }
+  return samples;
+}
 export {
   ARRAY_WORKER_THRESHOLD,
   CAS_BATCH_THRESHOLD,
@@ -52268,6 +52515,8 @@ export {
   differences,
   digamma,
   directionalDerivative,
+  dirichletPdf,
+  dirichletSample,
   disableGpu,
   discreteLog,
   discreteUniformDist,
@@ -52457,6 +52706,7 @@ export {
   gasConstant,
   gaussQuad,
   gaussianKDE,
+  gaussianProcessRegression,
   gcd,
   gegenbauerC,
   generalizedEig,
@@ -52469,6 +52719,7 @@ export {
   gmean,
   gmres,
   goertzel,
+  gpRegression,
   gpuAdd,
   gpuMatmul,
   gpuScale,
@@ -53066,6 +53317,7 @@ export {
   wiener,
   wilcoxon,
   windowFunction,
+  wishartSample,
   xgcd,
   xor,
   zTransform,

package/dist/probability/util/gammaSample.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Shared RNG-driven Gamma / standard-normal variate generators.
+ *
+ * Extracted so the distribution objects (`typed/dist-objects.ts`) and the
+ * multivariate samplers (`stats/multivariate-sampling.ts`) share ONE
+ * Marsaglia & Tsang gamma implementation rather than each carrying a copy.
+ */
+/**
+ * Standard normal N(0,1) variate via Box-Muller, driven by a caller-supplied
+ * uniform PRNG (so seeded draws are reproducible). Guards `log(0)`.
+ */
+export declare function normalSampleRng(rng: () => number): number;
+/**
+ * Gamma(alpha, 1) variate (shape `alpha`, unit scale) via Marsaglia & Tsang's
+ * method, driven by a caller-supplied uniform PRNG. For `alpha < 1` it uses the
+ * boosting identity `Gamma(a) = Gamma(a+1)·U^(1/a)`.
+ */
+export declare function gammaSampleRng(alpha: number, rng: () => number): number;
+//# sourceMappingURL=gammaSample.d.ts.map

package/dist/probability/util/gammaSample.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"gammaSample.d.ts","sourceRoot":"","sources":["../../../src/probability/util/gammaSample.ts"],"names":[],"mappings":"AAAA;;;;;;GAMG;AAEH;;;GAGG;AACH,wBAAgB,eAAe,CAAC,GAAG,EAAE,MAAM,MAAM,GAAG,MAAM,CAIzD;AAED;;;;GAIG;AACH,wBAAgB,cAAc,CAAC,KAAK,EAAE,MAAM,EAAE,GAAG,EAAE,MAAM,MAAM,GAAG,MAAM,CAkBvE"}

package/dist/stats/gaussian-process.d.ts

@@ -0,0 +1,49 @@
+/** Supported covariance kernels. */
+export type GPKernel = 'rbf' | 'matern32' | 'matern52';
+/** Options for {@link gaussianProcessRegression}. */
+export interface GPOptions {
+    /** Covariance kernel. Default `'rbf'` (squared-exponential). */
+    kernel?: GPKernel;
+    /** Kernel length-scale ℓ (> 0). Default `1`. */
+    lengthScale?: number;
+    /** Signal variance σ_f² (kernel amplitude, > 0). Default `1`. */
+    signalVariance?: number;
+    /** I.i.d. Gaussian noise variance α added to the diagonal (≥ 0). Default `1e-10`. */
+    noise?: number;
+}
+/** Posterior prediction at a set of test points. */
+export interface GPPrediction {
+    /** Posterior mean at each test point. */
+    mean: number[];
+    /** Posterior variance at each test point (≥ 0). */
+    variance: number[];
+    /** Posterior standard deviation at each test point (= √variance). */
+    std: number[];
+}
+/** A fitted Gaussian-process regressor. */
+export interface GPModel {
+    /** Predict the posterior mean/variance/std at the given test points. */
+    predict(Xstar: readonly (readonly number[])[]): GPPrediction;
+    /** Log marginal likelihood log p(y | X) of the training data under the prior. */
+    logMarginalLikelihood: number;
+    /** The resolved kernel name. */
+    kernel: GPKernel;
+}
+/**
+ * Fit a Gaussian-process regressor to training points `X` (array of
+ * length-d feature vectors) and targets `y`, then return a model exposing
+ * `.predict(Xstar)` (posterior mean/variance/std) and the log marginal
+ * likelihood.
+ *
+ * @example
+ * const gp = gaussianProcessRegression(
+ *   [[-4], [-3], [-1], [0], [2]],
+ *   [-2, 0, 1, 2, -1],
+ *   { kernel: 'rbf', lengthScale: 1.2, signalVariance: 1.5, noise: 1e-2 }
+ * );
+ * gp.predict([[-0.5], [10]]); // mean ≈ [1.5872, ~0], std ≈ [0.1453, 1.2247]
+ */
+export declare function gaussianProcessRegression(X: readonly (readonly number[])[], y: readonly number[], options?: GPOptions): GPModel;
+/** Alias of {@link gaussianProcessRegression}. */
+export declare const gpRegression: typeof gaussianProcessRegression;
+//# sourceMappingURL=gaussian-process.d.ts.map

package/dist/stats/gaussian-process.d.ts.map

@@ -0,0 +1 @@
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package/dist/stats/multivariate-sampling.d.ts

@@ -0,0 +1,41 @@
+/** Options for the multivariate samplers (shared shape with mvnSample). */
+export interface SampleSeedOptions {
+    /** Seed for the deterministic RNG (reproducible draws). Omit for a
+     * time-seeded, non-reproducible generator. */
+    seed?: string | number;
+}
+/**
+ * Draw `n` samples from a Dirichlet(`alpha`) distribution via the
+ * Gamma-normalization method. Each sample is a length-k vector on the simplex
+ * (non-negative, summing to 1). Returns an `n`-length array of length-k vectors.
+ *
+ * @example
+ * dirichletSample([2, 3, 5], 10000, { seed: 42 });
+ * // empirical mean ≈ [0.2, 0.3, 0.5] = αᵢ / Σα
+ */
+export declare function dirichletSample(alpha: readonly number[], n?: number, opts?: SampleSeedOptions): number[][];
+/**
+ * Dirichlet(`alpha`) probability density at a point `x` on the simplex.
+ * `pdf(x) = (1 / B(α)) · Πᵢ xᵢ^(αᵢ−1)` with
+ * `B(α) = Πᵢ Γ(αᵢ) / Γ(Σαᵢ)`. Matches `scipy.stats.dirichlet.pdf`.
+ *
+ * @example
+ * dirichletPdf([0.2, 0.3, 0.5], [2, 3, 4]); // 7.56
+ */
+export declare function dirichletPdf(x: readonly number[], alpha: readonly number[]): number;
+/**
+ * Draw `n` samples from a Wishart(`df`, `scale`) distribution via the Bartlett
+ * decomposition: with `L = chol(scale)` and a lower-triangular `A` whose
+ * diagonal entries are `√χ²(df−i)` (0-indexed) and whose strictly-lower entries
+ * are N(0,1), each sample is `W = (L·A)(L·A)ᵀ` — a `p×p` symmetric
+ * positive-definite matrix. Returns an `n`-length array of `p×p` matrices.
+ *
+ * `df` must exceed `p − 1` (so every χ² degree-of-freedom is positive). The
+ * mean of the distribution is `df · scale`.
+ *
+ * @example
+ * wishartSample(6, [[2, 0.5], [0.5, 1]], 10000, { seed: 7 });
+ * // empirical mean ≈ [[12, 3], [3, 6]] = df · scale
+ */
+export declare function wishartSample(df: number, scale: readonly (readonly number[])[], n?: number, opts?: SampleSeedOptions): number[][][];
+//# sourceMappingURL=multivariate-sampling.d.ts.map

package/dist/stats/multivariate-sampling.d.ts.map

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

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

@@ -1,6 +1,6 @@
 {
   "name": "@danielsimonjr/mathts-functions",
-  "version": "0.46.0",
+  "version": "0.47.0",
   "description": "Mathematical functions for MathTS - arithmetic, algebra, trigonometry, statistics, and more",
   "author": "Daniel Simon Jr.",
   "license": "MIT",