@danielsimonjr/mathts-functions 0.7.0 → 0.8.0

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

@@ -1 +1 @@
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+{"version":3,"file":"cas-integration.d.ts","sourceRoot":"","sources":["../src/cas-integration.ts"],"names":[],"mappings":"AA2KA;;;;;;;GAOG;AACH,wBAAgB,gBAAgB,CAAC,IAAI,EAAE,MAAM,EAAE,QAAQ,SAAM,GAAG,MAAM,CAOrE"}

package/dist/clustering-extra.d.ts

@@ -2,6 +2,10 @@ export interface KMeansResult {
     labels: number[];
     centroids: number[][];
     inertia: number;
+    /** Number of Lloyd iterations actually run. */
+    iterations: number;
+    /** True if the assignment stabilized before `maxIter` (false = hit the cap). */
+    converged: boolean;
 }
 /**
  * k-means clustering (Lloyd's algorithm) of row-vectors `data` into `k` clusters.

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

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

@@ -6,7 +6,7 @@ type Vec = readonly number[] | Float64Array;
 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)`. */
+/** Harmonic mean: `n / Σ(1/xᵢ)`. All entries must be > 0. */
 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;

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

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

@@ -1 +1 @@
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package/dist/hypothesis-extra.d.ts.map

@@ -1 +1 @@
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package/dist/index.js

@@ -45154,11 +45154,13 @@ function rankdata(x) {
 function gmean(x) {
   const a = arr(x);
   if (a.length === 0) return NaN;
+  if (a.some((v) => v <= 0)) throw new Error("gmean: all entries must be > 0");
   return Math.exp(mean2(a.map(Math.log)));
 }
 function hmean(x) {
   const a = arr(x);
   if (a.length === 0) return NaN;
+  if (a.some((v) => v <= 0)) throw new Error("hmean: all entries must be > 0");
   return a.length / sum2(a.map((v) => 1 / v));
 }
 function moment(x, k, central = true) {
@@ -45173,9 +45175,11 @@ function skewness(x, opts = {}) {
   const a = arr(x);
   const n = a.length;
   const m2 = centralMoment(a, 2);
+  if (m2 === 0) throw new Error("skewness: variance is zero (constant input); skewness undefined");
   const m3 = centralMoment(a, 3);
   const g1 = m3 / Math.pow(m2, 1.5);
-  if (opts.bias === false && n > 2) {
+  if (opts.bias === false) {
+    if (n <= 2) return NaN;
     return Math.sqrt(n * (n - 1)) / (n - 2) * g1;
   }
   return g1;
@@ -45184,9 +45188,11 @@ function kurtosis(x, opts = {}) {
   const a = arr(x);
   const n = a.length;
   const m2 = centralMoment(a, 2);
+  if (m2 === 0) throw new Error("kurtosis: variance is zero (constant input); kurtosis undefined");
   const m4 = centralMoment(a, 4);
   let g2 = m4 / (m2 * m2);
-  if (opts.bias === false && n > 3) {
+  if (opts.bias === false) {
+    if (n <= 3) return NaN;
     g2 = (n - 1) / ((n - 2) * (n - 3)) * ((n + 1) * g2 - 3 * (n - 1)) + 3;
   }
   return opts.fisher === false ? g2 : g2 - 3;
@@ -45202,8 +45208,10 @@ function sem(x) {
 }
 function zscore(x) {
   const a = arr(x);
+  if (a.length === 0) return [];
   const m = mean2(a);
   const s = stdPop(a);
+  if (s === 0) throw new Error("zscore: standard deviation is zero (constant input)");
   return a.map((v) => (v - m) / s);
 }
 function cov(x, y, ddof = 1) {
@@ -45211,6 +45219,8 @@ function cov(x, y, ddof = 1) {
     const a = arr(x);
     const b = arr(y);
     if (a.length !== b.length) throw new Error(`cov: length mismatch ${a.length} vs ${b.length}`);
+    if (a.length <= ddof)
+      throw new Error(`cov: need more than ddof=${ddof} observations (got n=${a.length})`);
     const ma = mean2(a);
     const mb = mean2(b);
     let acc = 0;
@@ -45219,7 +45229,9 @@ function cov(x, y, ddof = 1) {
   }
   const M = x.map((r) => Array.from(r));
   const nObs = M.length;
-  const nVar = nObs > 0 ? M[0].length : 0;
+  if (nObs <= ddof)
+    throw new Error(`cov: need more than ddof=${ddof} observations (got n=${nObs})`);
+  const nVar = M[0].length;
   const cols = Array.from({ length: nVar }, (_, j) => M.map((r) => r[j]));
   const means = cols.map(mean2);
   const out = Array.from({ length: nVar }, () => new Array(nVar).fill(0));
@@ -45246,6 +45258,11 @@ function corrcoef(matrix2) {
 
 // src/numeric-extra.ts
 var toArr = (x) => Array.isArray(x) ? x : Array.from(x);
+var maxOf = (a) => {
+  let m = -Infinity;
+  for (let i = 0; i < a.length; i++) if (a[i] > m) m = a[i];
+  return m;
+};
 function clamp(x, lo, hi) {
   const c = (v) => v < lo ? lo : v > hi ? hi : v;
   return Array.isArray(x) ? x.map(c) : c(x);
@@ -45257,7 +45274,7 @@ function sigmoid(x) {
 function logsumexp(x) {
   const a = toArr(x);
   if (a.length === 0) return -Infinity;
-  const m = max(a);
+  const m = maxOf(a);
   if (!Number.isFinite(m)) return m;
   let acc = 0;
   for (let i = 0; i < a.length; i++) acc += Math.exp(a[i] - m);
@@ -45266,7 +45283,7 @@ function logsumexp(x) {
 function softmax(x) {
   const a = toArr(x);
   if (a.length === 0) return [];
-  const m = max(a);
+  const m = maxOf(a);
   const e = a.map((v) => Math.exp(v - m));
   const z = sum(e);
   return e.map((v) => v / z);
@@ -45304,7 +45321,17 @@ function cummin(x) {
 function cumtrapz(y, x) {
   const a = toArr(y);
   const out = new Array(a.length).fill(0);
-  const dxAt = typeof x === "number" ? (_i) => x : x !== void 0 ? /* @__PURE__ */ ((xs) => (i) => xs[i + 1] - xs[i])(toArr(x)) : (_i) => 1;
+  let dxAt;
+  if (typeof x === "number") {
+    dxAt = () => x;
+  } else if (x !== void 0) {
+    const xs = toArr(x);
+    if (xs.length < a.length)
+      throw new Error(`cumtrapz: abscissa x (length ${xs.length}) is shorter than y (length ${a.length})`);
+    dxAt = (i) => xs[i + 1] - xs[i];
+  } else {
+    dxAt = () => 1;
+  }
   let acc = 0;
   for (let i = 1; i < a.length; i++) {
     acc += (a[i] + a[i - 1]) / 2 * dxAt(i - 1);
@@ -45367,9 +45394,13 @@ function tieTerm(values) {
 function fTest(x, y) {
   const a = arr2(x);
   const b = arr2(y);
+  if (a.length < 2 || b.length < 2)
+    throw new Error("fTest: each sample needs at least 2 observations");
   const df1 = a.length - 1;
   const df2 = b.length - 1;
-  const statistic = sampleVar(a) / sampleVar(b);
+  const vb = sampleVar(b);
+  if (vb === 0) throw new Error("fTest: denominator sample has zero variance");
+  const statistic = sampleVar(a) / vb;
   const lower = fCDF(statistic, df1, df2);
   const pValue = 2 * Math.min(lower, 1 - lower);
   return { statistic, pValue, df1, df2 };
@@ -45377,6 +45408,7 @@ function fTest(x, y) {
 function jarqueBera(x) {
   const a = arr2(x);
   const n = a.length;
+  if (n < 2) throw new Error("jarqueBera: need at least 2 observations");
   const s = skewness(a);
   const k = kurtosis(a);
   const statistic = n / 6 * (s * s + k * k / 4);
@@ -45385,6 +45417,7 @@ function jarqueBera(x) {
 }
 function kruskalWallis(...groups) {
   const arrs = groups.map(arr2).filter((g) => g.length > 0);
+  if (arrs.length < 2) throw new Error("kruskalWallis: need at least 2 non-empty groups");
   const pooled = arrs.flat();
   const N = pooled.length;
   const ranks = rankdata(pooled);
@@ -45404,9 +45437,13 @@ function kruskalWallis(...groups) {
 }
 function wilcoxon(x, y) {
   const a = arr2(x);
-  const diffs = (y !== void 0 ? arr2(y) : null) ? a.map((v, i) => v - arr2(y)[i]) : a;
+  const yy = y !== void 0 ? arr2(y) : void 0;
+  if (yy !== void 0 && yy.length !== a.length)
+    throw new Error(`wilcoxon: paired samples must have equal length (${a.length} vs ${yy.length})`);
+  const diffs = yy !== void 0 ? a.map((v, i) => v - yy[i]) : a;
   const d = diffs.filter((v) => v !== 0);
   const n = d.length;
+  if (n === 0) throw new Error("wilcoxon: all differences are zero (test undefined)");
   const ranks = rankdata(d.map(Math.abs));
   let wPlus = 0;
   let wMinus = 0;
@@ -45449,18 +45486,27 @@ function rangeProb(w, k) {
   return Math.min(1, Math.max(0, simpson2(integrand, -8.5, 8.5, 240)));
 }
 function studentizedRangeCDF(q, k, df) {
+  if (!(k >= 2)) throw new Error("studentizedRangeCDF: k (number of groups) must be >= 2");
   if (q <= 0) return 0;
   if (!Number.isFinite(df)) return rangeProb(q, k);
+  if (!(df > 0)) throw new Error("studentizedRangeCDF: df must be > 0");
   const nu = df;
   const logc = nu / 2 * Math.log(nu) - (nu / 2 - 1) * Math.log(2) - lgamma3(nu / 2);
   const fU = (u) => Math.exp(logc + (nu - 1) * Math.log(u) - nu * u * u / 2);
-  const umax = 1 + 12 / Math.sqrt(nu);
+  let umax = 1 + 12 / Math.sqrt(nu);
+  for (let iter = 0; iter < 20 && simpson2(fU, 1e-5, umax, 120) < 1 - 1e-6; iter++) umax *= 1.5;
   return Math.min(1, Math.max(0, simpson2((u) => fU(u) * rangeProb(q * u, k), 1e-5, umax, 120)));
 }
 function studentizedRangeQuantile(p, k, df) {
+  if (!(p > 0 && p < 1)) throw new Error("studentizedRangeQuantile: p must be in (0, 1)");
   let lo = 0;
-  let hi = 100;
-  for (let i = 0; i < 50; i++) {
+  let hi = 1;
+  for (let iter = 0; studentizedRangeCDF(hi, k, df) < p; iter++) {
+    if (iter >= 60)
+      throw new Error(`studentizedRangeQuantile: failed to bracket p=${p} (CDF plateaued below p)`);
+    hi *= 2;
+  }
+  for (let i = 0; i < 45; i++) {
     const mid = (lo + hi) / 2;
     if (studentizedRangeCDF(mid, k, df) < p) lo = mid;
     else hi = mid;
@@ -45470,9 +45516,12 @@ function studentizedRangeQuantile(p, k, df) {
 function tukeyHSD(groups, alpha = 0.05) {
   const gs = groups.map(arr2);
   const k = gs.length;
+  if (k < 2) throw new Error("tukeyHSD: need at least 2 groups");
   const means = gs.map(mean3);
   const N = gs.reduce((s, g) => s + g.length, 0);
   const dfErr = N - k;
+  if (dfErr <= 0)
+    throw new Error("tukeyHSD: residual df must be > 0 (groups must hold more observations than groups)");
   const sse = gs.reduce((s, g) => s + sampleVar(g) * (g.length - 1), 0);
   const mse = sse / dfErr;
   const qCrit = studentizedRangeQuantile(1 - alpha, k, dfErr);
@@ -45526,6 +45575,13 @@ function realSchur(M) {
     A = _multiply(R, Q2).map((r, i) => r.map((v, j) => v + (i === j ? s : 0)));
     U = _multiply(U, Q2);
   }
+  for (let i = 2; i < n; i++) {
+    for (let j = 0; j < i - 1; j++) {
+      if (Math.abs(A[i][j]) > 1e-8 * (1 + Math.abs(A[i][i]) + Math.abs(A[j][j]))) {
+        throw new Error("realSchur: QR iteration failed to converge to (quasi-)triangular form");
+      }
+    }
+  }
   return { U, S: A };
 }
 var arr3 = (x) => Array.isArray(x) ? x : Array.from(x);
@@ -45569,6 +45625,7 @@ function companion(coeffs) {
   const a = arr3(coeffs);
   const n = a.length - 1;
   if (n < 1) throw new Error("companion: need at least 2 coefficients");
+  if (a[0] === 0) throw new Error("companion: leading coefficient must be nonzero");
   const C = Array.from({ length: n }, () => new Array(n).fill(0));
   for (let j = 0; j < n; j++) C[0][j] = -a[j + 1] / a[0];
   for (let i = 1; i < n; i++) C[i][i - 1] = 1;
@@ -45692,6 +45749,7 @@ function movingAverage(x, w) {
 function ewma(x, alpha) {
   const a = arr4(x);
   if (alpha <= 0 || alpha > 1) throw new Error("ewma: alpha must be in (0, 1]");
+  if (a.length === 0) throw new Error("ewma: input series is empty");
   const out = new Array(a.length);
   let prev = a[0];
   out[0] = prev;
@@ -45708,6 +45766,7 @@ function detrend(x, type = "linear") {
     const m = mean4(a);
     return a.map((v) => v - m);
   }
+  if (n < 2) return a.map(() => 0);
   const t = Array.from({ length: n }, (_, i) => i);
   const mt = mean4(t);
   const my = mean4(a);
@@ -45724,10 +45783,13 @@ function detrend(x, type = "linear") {
 function acf(x, nlags) {
   const a = arr4(x);
   const n = a.length;
+  if (nlags < 0 || nlags >= n)
+    throw new Error(`acf: nlags ${nlags} out of range for series length ${n}`);
   const m = mean4(a);
   const dev = a.map((v) => v - m);
   let c0 = 0;
   for (let i = 0; i < n; i++) c0 += dev[i] * dev[i];
+  if (c0 === 0) throw new Error("acf: series has zero variance");
   const out = new Array(nlags + 1);
   for (let k = 0; k <= nlags; k++) {
     let ck = 0;
@@ -45745,6 +45807,8 @@ function linearRegression(x, y) {
   const b = arr5(y);
   const n = a.length;
   if (b.length !== n) throw new Error(`linearRegression: length mismatch ${n} vs ${b.length}`);
+  if (n < 3)
+    throw new Error("linearRegression: need at least 3 points for a slope significance test");
   const mx = mean5(a);
   const my = mean5(b);
   let sxx = 0;
@@ -45757,6 +45821,7 @@ function linearRegression(x, y) {
     syy += dy * dy;
     sxy += dx * dy;
   }
+  if (sxx === 0) throw new Error("linearRegression: predictor x has zero variance");
   const slope = sxy / sxx;
   const intercept = my - slope * mx;
   const rValue = sxy / Math.sqrt(sxx * syy);
@@ -45899,9 +45964,12 @@ function levenbergMarquardt(residual, x0, opts = {}) {
     try {
       const Ainv = _inv2(A);
       delta = Ainv.map((row2) => row2.reduce((s, v, k) => s - v * Jtr[k], 0));
-    } catch {
-      lambda *= 10;
-      continue;
+    } catch (e) {
+      if (e instanceof Error && /determinant is zero|singular|zero pivot/i.test(e.message)) {
+        lambda *= 10;
+        continue;
+      }
+      throw e;
     }
     const xNew = x.map((v, i) => v + delta[i]);
     const rNew = residual(xNew);
@@ -45928,6 +45996,8 @@ var dist2 = (a, b) => a.reduce((s, v, i) => s + (v - b[i]) * (v - b[i]), 0);
 function kmeans(data, k, opts = {}) {
   const { maxIter = 100 } = opts;
   const n = data.length;
+  if (n === 0) throw new Error("kmeans: data is empty");
+  if (!Number.isInteger(k) || k < 1) throw new Error("kmeans: k must be a positive integer");
   const d = data[0].length;
   if (k > n) throw new Error("kmeans: k exceeds number of points");
   const mean6 = new Array(d).fill(0);
@@ -45948,7 +46018,10 @@ function kmeans(data, k, opts = {}) {
     centroids.push(data[best].slice());
   }
   const labels = new Array(n).fill(0);
+  let iterations = 0;
+  let converged = false;
   for (let iter = 0; iter < maxIter; iter++) {
+    iterations = iter + 1;
     let changed = false;
     for (let i = 0; i < n; i++) {
       let best = 0;
@@ -45971,10 +46044,13 @@ function kmeans(data, k, opts = {}) {
       for (let j = 0; j < d; j++)
         centroids[c][j] = members.reduce((s, p) => s + p[j], 0) / members.length;
     }
-    if (!changed) break;
+    if (!changed) {
+      converged = true;
+      break;
+    }
   }
   const inertia = data.reduce((s, p, i) => s + dist2(p, centroids[labels[i]]), 0);
-  return { labels, centroids, inertia };
+  return { labels, centroids, inertia, iterations, converged };
 }
 function spectralClustering(adjacency, k, opts = {}) {
   const L = laplacianMatrix(adjacency, { normalized: true });
@@ -45992,6 +46068,16 @@ var parse2 = parse;
 var evaluate2 = evaluate;
 var NotIntegrable = class extends Error {
 };
+function evalConst(s) {
+  let v;
+  try {
+    v = evaluate2(s);
+  } catch {
+    throw new NotIntegrable(`non-numeric constant ${s}`);
+  }
+  if (!Number.isFinite(v)) throw new NotIntegrable(`non-finite constant ${s}`);
+  return v;
+}
 var unwrap = (n) => n.type === "ParenthesisNode" && n.content ? unwrap(n.content) : n;
 function isConst(n, x) {
   const node = unwrap(n);
@@ -46008,8 +46094,9 @@ function linearSlope(u, x) {
     const a2 = evaluate2(u, { [x]: 5 }) - evaluate2(u, { [x]: 4 });
     if (Math.abs(a1 - a2) < 1e-9 && Math.abs(a1) > 1e-12) return a1;
     return null;
-  } catch {
-    return null;
+  } catch (e) {
+    if (e instanceof Error && /undefined symbol/i.test(e.message)) return null;
+    throw e;
   }
 }
 function integrateNode(raw, x) {
@@ -46040,7 +46127,7 @@ function integrateNode(raw, x) {
         if (isConst(args[0], x)) {
           const a = linearSlope(args[1].toString(), x);
           if (a !== null) {
-            const k = evaluate2(args[0].toString()) / a;
+            const k = evalConst(args[0].toString()) / a;
             return `${num(k)} * log(abs(${args[1].toString()}))`;
           }
         }
@@ -46050,7 +46137,7 @@ function integrateNode(raw, x) {
         const base = args[0];
         const exp2 = args[1];
         if (!isConst(exp2, x)) throw new NotIntegrable("variable exponent");
-        const n = evaluate2(exp2.toString());
+        const n = evalConst(exp2.toString());
         const a = linearSlope(base.toString(), x);
         if (a === null) throw new NotIntegrable("non-linear base");
         const b = `(${base.toString()})`;
@@ -46107,6 +46194,8 @@ var _inv3 = inv;
 var arr6 = (x) => Array.isArray(x) ? x : Array.from(x);
 var sinc = (x) => x === 0 ? 1 : Math.sin(Math.PI * x) / (Math.PI * x);
 function firwin(numtaps, cutoff) {
+  if (!Number.isInteger(numtaps) || numtaps < 2)
+    throw new Error("firwin: numtaps must be an integer >= 2");
   const M = numtaps - 1;
   const h = new Array(numtaps);
   for (let n = 0; n <= M; n++) {
@@ -46114,6 +46203,8 @@ function firwin(numtaps, cutoff) {
     h[n] = cutoff * sinc(cutoff * (n - M / 2)) * w;
   }
   const s = h.reduce((a, b) => a + b, 0);
+  if (Math.abs(s) < 1e-12)
+    throw new Error("firwin: degenerate design \u2014 taps sum to ~0 (cutoff at/near 0)");
   return h.map((v) => v / s);
 }
 function padCoeffs(b, a) {
@@ -46148,8 +46239,16 @@ function lfilterZi(b, a) {
     (_, i) => Array.from({ length: n - 1 }, (_2, j) => (i === j ? 1 : 0) - C[j][i])
   );
   const B = Array.from({ length: n - 1 }, (_, i) => bb[i + 1] - aa[i + 1] * bb[0]);
-  const Minv = _inv3(M);
-  return Minv.map((row2) => row2.reduce((s, v, k) => s + v * B[k], 0));
+  let Minv;
+  try {
+    Minv = _inv3(M);
+  } catch {
+    throw new Error("lfilterZi: filter has a pole at z=1 (singular I \u2212 A\u1D40); steady-state zi is undefined");
+  }
+  const zi = Minv.map((row2) => row2.reduce((s, v, k) => s + v * B[k], 0));
+  if (zi.some((v) => !Number.isFinite(v)))
+    throw new Error("lfilterZi: non-finite steady state (unstable or marginally-stable filter)");
+  return zi;
 }
 function filtfilt(b, a, x) {
   const bb = arr6(b);
@@ -46187,6 +46286,9 @@ function polyFromRoots(roots) {
   return c.map((z) => z.re);
 }
 function butter(N, Wn) {
+  if (!Number.isInteger(N) || N < 1) throw new Error("butter: order N must be a positive integer");
+  if (!(Wn > 0 && Wn < 1))
+    throw new Error("butter: Wn must satisfy 0 < Wn < 1 (normalized to Nyquist)");
   const ap = [];
   for (let k = 0; k < N; k++) {
     const m = -N + 1 + 2 * k;
@@ -46224,6 +46326,7 @@ var norm3 = (a) => Math.sqrt(dot2(a, a));
 function slerp(v0, v1, t) {
   const n0 = norm3(v0);
   const n16 = norm3(v1);
+  if (n0 === 0 || n16 === 0) throw new Error("slerp: input vectors must be non-zero");
   const u0 = v0.map((v) => v / n0);
   const u1 = v1.map((v) => v / n16);
   let cos2 = dot2(u0, u1);
@@ -46231,6 +46334,8 @@ function slerp(v0, v1, t) {
   const omega = Math.acos(cos2);
   const mag = n0 + (n16 - n0) * t;
   if (omega < 1e-9) return u0.map((v, i) => (v + (u1[i] - v) * t) * mag);
+  if (Math.PI - omega < 1e-9)
+    throw new Error("slerp: antipodal directions have no unique interpolation path");
   const s = Math.sin(omega);
   const a = Math.sin((1 - t) * omega) / s;
   const b = Math.sin(t * omega) / s;
@@ -46251,6 +46356,7 @@ function quaternionConjugate(q) {
 }
 function quaternionNormalize(q) {
   const m = norm3(q);
+  if (m === 0) throw new Error("quaternionNormalize: zero-magnitude quaternion");
   return q.map((v) => v / m);
 }
 function quaternionFromAxisAngle(axis, angle) {

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

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

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

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

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

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@danielsimonjr/mathts-functions",
-  "version": "0.7.0",
+  "version": "0.8.0",
   "description": "Mathematical functions for MathTS - arithmetic, algebra, trigonometry, statistics, and more",
   "author": "Daniel Simon Jr.",
   "license": "MIT",