@danielsimonjr/mathts-functions 0.5.0 → 0.7.0

package/dist/calculus-extra.d.ts

@@ -0,0 +1,25 @@
+/**
+ * Calculus connectors (Wave C / bridge C3).
+ *
+ * `hessian` is the missing second-order object between calculus, optimization, and
+ * linear algebra — second-order optimizers and Laplace approximations need it.
+ * Numeric central differences over any `f: ℝⁿ → ℝ` (no AD-compatibility required);
+ * complements the symbolic `jacobian`/`gradientSymbolic` and the AD `gradientAt`.
+ */
+type Vec = readonly number[] | Float64Array;
+type ScalarField = (x: number[]) => number;
+/**
+ * Numeric gradient of sampled data `y` over abscissae `x` (unit spacing, a scalar
+ * `dx`, or an explicit grid). Central differences in the interior, one-sided at the
+ * edges — matches `numpy.gradient`. Distinct from the AD `gradientAt` (this works on
+ * sampled values, not a differentiable function).
+ */
+export declare function gradient(y: Vec, x?: Vec | number): number[];
+/**
+ * Numeric Hessian (matrix of second partials) of `f` at `x` via central
+ * differences. Symmetric by construction. `h` is the step (default 1e-4, a good
+ * tradeoff between truncation and round-off for double precision).
+ */
+export declare function hessian(f: ScalarField, x: readonly number[], h?: number): number[][];
+export {};
+//# sourceMappingURL=calculus-extra.d.ts.map

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

@@ -0,0 +1 @@
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package/dist/cas-integration.d.ts

@@ -0,0 +1,10 @@
+/**
+ * Symbolic indefinite integral of `expr` with respect to `variable` (default `'x'`),
+ * returned as an expression string (without the constant of integration). If the
+ * integrand is outside the supported subset, returns `integral(expr, variable)`.
+ *
+ * @example symbolicIntegral('x^3')          // 'x^4 / 4'
+ * @example symbolicIntegral('cos(3*x + 1)') // 'sin(3 * x + 1) / 3'
+ */
+export declare function symbolicIntegral(expr: string, variable?: string): string;
+//# sourceMappingURL=cas-integration.d.ts.map

package/dist/cas-integration.d.ts.map

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

@@ -0,0 +1,23 @@
+export interface KMeansResult {
+    labels: number[];
+    centroids: number[][];
+    inertia: number;
+}
+/**
+ * k-means clustering (Lloyd's algorithm) of row-vectors `data` into `k` clusters.
+ * Deterministic maximin seeding (farthest-point), so repeated runs agree. Returns
+ * cluster `labels`, `centroids`, and the total within-cluster sum of squares (`inertia`).
+ */
+export declare function kmeans(data: readonly number[][], k: number, opts?: {
+    maxIter?: number;
+}): KMeansResult;
+/**
+ * Spectral clustering of a weighted graph given by its adjacency matrix into `k`
+ * clusters. Embeds nodes via the `k` smallest eigenvectors of the symmetric
+ * normalized Laplacian (reusing `laplacianMatrix` + `eigs`), then k-means on the
+ * embedding. Returns a label per node.
+ */
+export declare function spectralClustering(adjacency: readonly number[][], k: number, opts?: {
+    maxIter?: number;
+}): number[];
+//# sourceMappingURL=clustering-extra.d.ts.map

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

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

@@ -0,0 +1,51 @@
+type Vec = readonly number[] | Float64Array;
+/**
+ * Ranks of the data with tie handling (SciPy `rankdata`, default `'average'`):
+ * tied values receive the mean of the ranks they span. Ranks are 1-based.
+ */
+export declare function rankdata(x: Vec): number[];
+/** Geometric mean: `exp(mean(ln x))` (stable form). All entries must be > 0. */
+export declare function gmean(x: Vec): number;
+/** Harmonic mean: `n / Σ(1/xᵢ)`. */
+export declare function hmean(x: Vec): number;
+/** Raw or central k-th moment. `central` (default true) subtracts the mean first. */
+export declare function moment(x: Vec, k: number, central?: boolean): number;
+/**
+ * Skewness (third standardized moment). Population estimator by default
+ * (SciPy `bias=true`); pass `{ bias: false }` for the sample-corrected G₁.
+ */
+export declare function skewness(x: Vec, opts?: {
+    bias?: boolean;
+}): number;
+/**
+ * Kurtosis. Excess kurtosis by default (SciPy `fisher=true`, subtracts 3);
+ * pass `{ fisher: false }` for Pearson's kurtosis. Population estimator by
+ * default; `{ bias: false }` applies the sample correction.
+ */
+export declare function kurtosis(x: Vec, opts?: {
+    fisher?: boolean;
+    bias?: boolean;
+}): number;
+/** Interquartile range: `Q3 − Q1` via `quantileSeq`. */
+export declare function iqr(x: Vec): number;
+/** Standard error of the mean: `sampleStd / √n`. */
+export declare function sem(x: Vec): number;
+/**
+ * Z-scores: `(xᵢ − mean) / std`, using population std (SciPy `zscore` default,
+ * `ddof=0`). Returns an array the same length as the input.
+ */
+export declare function zscore(x: Vec): number[];
+/**
+ * Covariance.
+ *   - `cov(x, y)` → scalar sample covariance of two equal-length vectors.
+ *   - `cov(matrix)` → covariance matrix; rows are observations, columns are
+ *     variables (NumPy `rowvar=false`). `ddof` defaults to 1 (sample).
+ */
+export declare function cov(x: Vec | number[][], y?: Vec, ddof?: number): number | number[][];
+/**
+ * Correlation-coefficient matrix from {@link cov} (rows = observations,
+ * columns = variables). Diagonal is 1; off-diagonals are Pearson r.
+ */
+export declare function corrcoef(matrix: number[][]): number[][];
+export {};
+//# sourceMappingURL=descriptive-stats.d.ts.map

package/dist/descriptive-stats.d.ts.map

@@ -0,0 +1 @@
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package/dist/distribution-functions.d.ts

@@ -0,0 +1,30 @@
+/** Standard (or general) normal quantile (inverse CDF). */
+export declare const normalQuantile: (p: number, mu?: number, sigma?: number) => number;
+/** Student-t CDF and quantile with `df` degrees of freedom. */
+export declare const studentTCDF: (x: number, df: number) => number;
+export declare const studentTQuantile: (p: number, df: number) => number;
+/** Chi-squared PDF / CDF / quantile with `df` degrees of freedom. */
+export declare const chiSquaredCDF: (x: number, df: number) => number;
+export declare const chiSquaredQuantile: (p: number, df: number) => number;
+/** F-distribution CDF / quantile with `d1`, `d2` degrees of freedom. */
+export declare const fCDF: (x: number, d1: number, d2: number) => number;
+export declare const fQuantile: (p: number, d1: number, d2: number) => number;
+/** Gamma CDF / quantile (shape `k`, rate `θ⁻¹`). */
+export declare const gammaCDF: (x: number, shape: number, rate?: number) => number;
+export declare const gammaQuantile: (p: number, shape: number, rate?: number) => number;
+/** Beta CDF / quantile with shape parameters `a`, `b`. */
+export declare const betaCDF: (x: number, a: number, b: number) => number;
+export declare const betaQuantile: (p: number, a: number, b: number) => number;
+/** Cauchy (Lorentz) PDF / CDF / quantile — location `x0`, scale `gamma`. */
+export declare const cauchyPDF: (x: number, x0?: number, gamma?: number) => number;
+export declare const cauchyCDF: (x: number, x0?: number, gamma?: number) => number;
+export declare const cauchyQuantile: (p: number, x0?: number, gamma?: number) => number;
+/** Laplace (double-exponential) PDF / CDF / quantile — location `mu`, scale `b`. */
+export declare const laplacePDF: (x: number, mu?: number, b?: number) => number;
+export declare const laplaceCDF: (x: number, mu?: number, b?: number) => number;
+export declare const laplaceQuantile: (p: number, mu?: number, b?: number) => number;
+/** Logistic PDF / CDF / quantile — location `mu`, scale `s`. */
+export declare const logisticPDF: (x: number, mu?: number, s?: number) => number;
+export declare const logisticCDF: (x: number, mu?: number, s?: number) => number;
+export declare const logisticQuantile: (p: number, mu?: number, s?: number) => number;
+//# sourceMappingURL=distribution-functions.d.ts.map

package/dist/distribution-functions.d.ts.map

@@ -0,0 +1 @@
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package/dist/factories/index.d.ts

@@ -240,7 +240,8 @@ export declare const polynomialRoot: unknown;
 export declare const solveODE: any;
 export declare const zeta: unknown;
 export declare const indexFn: unknown;
-export declare const eigs: number | import("complex.js").Complex | BigNumber;
+declare const factoryEigs: number | import("complex.js").Complex | BigNumber;
+export declare const eigs: typeof factoryEigs;
 export declare const lusolve: unknown;
 export declare const corr: unknown;
 export declare const mad: unknown;

package/dist/factories/index.d.ts.map

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

@@ -0,0 +1,30 @@
+/** Mean Earth radius in kilometres (the `haversine` default). */
+export declare const EARTH_RADIUS_KM = 6371.0088;
+/**
+ * Great-circle (haversine) distance between two latitude/longitude points given
+ * in **degrees**. Returns the distance in the units of `radius` (default: km on
+ * mean-Earth-radius).
+ */
+export declare function haversine(lat1: number, lon1: number, lat2: number, lon2: number, radius?: number): number;
+type Vec3 = readonly [number, number, number] | readonly number[];
+type Quat = readonly [number, number, number, number] | readonly number[];
+/**
+ * Spherical linear interpolation between two vectors (treated as directions on a
+ * sphere). `t ∈ [0,1]`; result has interpolated direction and magnitude. Falls back
+ * to linear interpolation when the vectors are nearly parallel.
+ */
+export declare function slerp(v0: readonly number[], v1: readonly number[], t: number): number[];
+/** Hamilton product of two quaternions `[w, x, y, z]`. */
+export declare function quaternionMultiply(q1: Quat, q2: Quat): number[];
+/** Quaternion conjugate `[w, −x, −y, −z]`. */
+export declare function quaternionConjugate(q: Quat): number[];
+/** Unit-normalize a quaternion. */
+export declare function quaternionNormalize(q: Quat): number[];
+/** Unit quaternion for a rotation of `angle` radians about (unit-normalized) `axis`. */
+export declare function quaternionFromAxisAngle(axis: Vec3, angle: number): number[];
+/** Rotate a 3-vector by a (unit) quaternion: `q · [0,v] · q⁻¹`. */
+export declare function quaternionRotate(q: Quat, v: Vec3): number[];
+/** 3×3 rotation matrix for a (unit) quaternion `[w, x, y, z]`. */
+export declare function quaternionToRotationMatrix(q: Quat): number[][];
+export {};
+//# sourceMappingURL=geometry-extra.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"geometry-extra.d.ts","sourceRoot":"","sources":["../src/geometry-extra.ts"],"names":[],"mappings":"AAQA,iEAAiE;AACjE,eAAO,MAAM,eAAe,YAAY,CAAC;AAEzC;;;;GAIG;AACH,wBAAgB,SAAS,CACvB,IAAI,EAAE,MAAM,EACZ,IAAI,EAAE,MAAM,EACZ,IAAI,EAAE,MAAM,EACZ,IAAI,EAAE,MAAM,EACZ,MAAM,SAAkB,GACvB,MAAM,CAQR;AAED,KAAK,IAAI,GAAG,SAAS,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,GAAG,SAAS,MAAM,EAAE,CAAC;AAClE,KAAK,IAAI,GAAG,SAAS,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,GAAG,SAAS,MAAM,EAAE,CAAC;AAM1E;;;;GAIG;AACH,wBAAgB,KAAK,CAAC,EAAE,EAAE,SAAS,MAAM,EAAE,EAAE,EAAE,EAAE,SAAS,MAAM,EAAE,EAAE,CAAC,EAAE,MAAM,GAAG,MAAM,EAAE,CAcvF;AAED,0DAA0D;AAC1D,wBAAgB,kBAAkB,CAAC,EAAE,EAAE,IAAI,EAAE,EAAE,EAAE,IAAI,GAAG,MAAM,EAAE,CAS/D;AAED,8CAA8C;AAC9C,wBAAgB,mBAAmB,CAAC,CAAC,EAAE,IAAI,GAAG,MAAM,EAAE,CAErD;AAED,mCAAmC;AACnC,wBAAgB,mBAAmB,CAAC,CAAC,EAAE,IAAI,GAAG,MAAM,EAAE,CAGrD;AAED,wFAAwF;AACxF,wBAAgB,uBAAuB,CAAC,IAAI,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM,EAAE,CAI3E;AAED,mEAAmE;AACnE,wBAAgB,gBAAgB,CAAC,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,GAAG,MAAM,EAAE,CAG3D;AAED,kEAAkE;AAClE,wBAAgB,0BAA0B,CAAC,CAAC,EAAE,IAAI,GAAG,MAAM,EAAE,EAAE,CAO9D"}

package/dist/hypothesis-extra.d.ts

@@ -0,0 +1,79 @@
+type Vec = readonly number[] | Float64Array;
+export interface FTestResult {
+    statistic: number;
+    pValue: number;
+    df1: number;
+    df2: number;
+}
+/**
+ * Two-sample F-test for equality of variances. `F = s²₁ / s²₂` on sample
+ * variances; two-sided p-value `2·min(F_cdf, 1−F_cdf)`.
+ */
+export declare function fTest(x: Vec, y: Vec): FTestResult;
+export interface JarqueBeraResult {
+    statistic: number;
+    pValue: number;
+    skewness: number;
+    kurtosis: number;
+}
+/**
+ * Jarque–Bera test of normality from sample skewness `S` and excess kurtosis `K`:
+ * `JB = n/6·(S² + K²/4)`, asymptotically χ²(2). Bridges descriptive stats ↔ tests.
+ */
+export declare function jarqueBera(x: Vec): JarqueBeraResult;
+export interface KruskalResult {
+    statistic: number;
+    pValue: number;
+    df: number;
+}
+/**
+ * Kruskal–Wallis H-test (nonparametric one-way ANOVA on ranks). Pools all groups,
+ * ranks via {@link rankdata}, and corrects for ties; H is asymptotically χ²(k−1).
+ */
+export declare function kruskalWallis(...groups: Vec[]): KruskalResult;
+export interface WilcoxonResult {
+    statistic: number;
+    pValue: number;
+    zStatistic: number;
+}
+/**
+ * Wilcoxon signed-rank test (paired, or one-sample vs 0). Drops zero differences,
+ * ranks |d|, and uses the normal approximation with continuity correction
+ * (matching `scipy.stats.wilcoxon(mode='approx', correction=True)`). Statistic is
+ * `min(W⁺, W⁻)`.
+ */
+export declare function wilcoxon(x: Vec, y?: Vec): WilcoxonResult;
+export interface FisherExactResult {
+    oddsRatio: number;
+    pValue: number;
+}
+/**
+ * Fisher's exact test on a 2×2 table `[[a, b], [c, d]]`. Two-sided p-value by the
+ * total-probability method (sum of hypergeometric probabilities no greater than the
+ * observed table's), matching `scipy.stats.fisher_exact`. `oddsRatio` is the sample
+ * ratio `ad/bc` (SciPy reports the conditional-MLE estimate; the p-value matches).
+ */
+export declare function fisherExact(table: readonly [readonly number[], readonly number[]]): FisherExactResult;
+/**
+ * CDF of the studentized range distribution with `k` groups and `df` degrees of
+ * freedom — `scipy.stats.studentized_range.cdf`. Integrates the range probability
+ * against the χ-scaled denominator density (synchronous Simpson + normalCDF/normalPDF).
+ */
+export declare function studentizedRangeCDF(q: number, k: number, df: number): number;
+/** Quantile (inverse CDF) of the studentized range distribution, via bisection. */
+export declare function studentizedRangeQuantile(p: number, k: number, df: number): number;
+export interface TukeyComparison {
+    groups: [number, number];
+    meanDifference: number;
+    qStatistic: number;
+    pValue: number;
+    reject: boolean;
+}
+/**
+ * Tukey's HSD (honestly significant difference) post-hoc test across `groups`.
+ * Pooled within-group variance, Tukey–Kramer standard errors for unbalanced groups;
+ * p-values from the studentized range distribution. Mirrors `scipy.stats.tukey_hsd`.
+ */
+export declare function tukeyHSD(groups: Vec[], alpha?: number): TukeyComparison[];
+export {};
+//# sourceMappingURL=hypothesis-extra.d.ts.map

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package/dist/index.d.ts

@@ -16,4 +16,21 @@ export { evaluate, compileExpr, parse, parser, reviver, replacer } from './facto
 export { help } from './help.js';
 export { derivativeAt, valueAndDerivativeAt, gradientAt } from './grad-forward.js';
 export type { DualFn } from './grad-forward.js';
+export { gmean, hmean, moment, skewness, kurtosis, iqr, sem, zscore, cov, corrcoef, rankdata, } from './descriptive-stats.js';
+export { clamp, sigmoid, logsumexp, softmax, cumprod, cummax, cummin, cumtrapz, } from './numeric-extra.js';
+export { normalQuantile, studentTCDF, studentTQuantile, chiSquaredCDF, chiSquaredQuantile, fCDF, fQuantile, gammaCDF, gammaQuantile, betaCDF, betaQuantile, cauchyPDF, cauchyCDF, cauchyQuantile, laplacePDF, laplaceCDF, laplaceQuantile, logisticPDF, logisticCDF, logisticQuantile, } from './distribution-functions.js';
+export { fTest, jarqueBera, kruskalWallis, wilcoxon, fisherExact, studentizedRangeCDF, studentizedRangeQuantile, tukeyHSD, } from './hypothesis-extra.js';
+export type { FTestResult, JarqueBeraResult, KruskalResult, WilcoxonResult, FisherExactResult, TukeyComparison, } from './hypothesis-extra.js';
+export { tril, triu, vander, toeplitz, circulant, companion, logdet, laplacianMatrix, generalizedEig, qz, } from './linalg-extra.js';
+export { hessian, gradient } from './calculus-extra.js';
+export { movingAverage, ewma, detrend, acf } from './timeseries-extra.js';
+export { linearRegression } from './regression-extra.js';
+export type { LinregressResult } from './regression-extra.js';
+export { nelderMead, gradientDescent, levenbergMarquardt } from './optimization-extra.js';
+export type { OptimizeResult, LMResult } from './optimization-extra.js';
+export { kmeans, spectralClustering } from './clustering-extra.js';
+export type { KMeansResult } from './clustering-extra.js';
+export { symbolicIntegral } from './cas-integration.js';
+export { firwin, butter, lfilter, lfilterZi, filtfilt } from './signal-filter-extra.js';
+export { haversine, EARTH_RADIUS_KM, slerp, quaternionMultiply, quaternionConjugate, quaternionNormalize, quaternionFromAxisAngle, quaternionRotate, quaternionToRotationMatrix, } from './geometry-extra.js';
 //# sourceMappingURL=index.d.ts.map

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