@danielsimonjr/mathts-functions 0.9.0 → 0.10.0

package/dist/descriptive-stats.d.ts

@@ -4,6 +4,15 @@ type Vec = readonly number[] | Float64Array;
  * tied values receive the mean of the ranks they span. Ranks are 1-based.
  */
 export declare function rankdata(x: Vec): number[];
+/**
+ * Spearman rank correlation coefficient ρ — the Pearson correlation of the
+ * rank-transformed inputs (ties broken by average ranks via {@link rankdata}).
+ * Unlike Pearson, it measures any MONOTONIC relationship, so a monotonic
+ * non-linear pair (e.g. `y = x²` on positives) gives ρ = 1. Result is in [−1, 1].
+ *
+ * @throws if the inputs differ in length or a rank vector is constant.
+ */
+export declare function spearman(x: Vec, y: 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)`. All entries must be > 0. */

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

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package/dist/index.d.ts

@@ -16,7 +16,7 @@ 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 { gmean, hmean, moment, skewness, kurtosis, iqr, sem, zscore, cov, corrcoef, rankdata, spearman, } 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';

package/dist/index.d.ts.map

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package/dist/index.js

@@ -13481,6 +13481,11 @@ function anova(groups) {
 }
 async function kolmogorovSmirnovTest(sample, cdfFn, opts) {
   if (sample.length < 1) throw new Error("kolmogorovSmirnovTest: sample must be non-empty");
+  if (cdfFn !== void 0 && cdfFn !== null && typeof cdfFn !== "function") {
+    throw new TypeError(
+      "kolmogorovSmirnovTest: cdfFn must be a CDF function (this is a one-sample test)"
+    );
+  }
   const n = sample.length;
   const sorted = new Float64Array(n);
   for (let i = 0; i < n; i++) sorted[i] = sample[i];
@@ -42133,6 +42138,29 @@ function rankdata(x) {
   }
   return ranks;
 }
+function spearman(x, y) {
+  const rx = rankdata(x);
+  const ry = rankdata(y);
+  const n = rx.length;
+  if (n !== ry.length) throw new Error("spearman: inputs must have equal length");
+  if (n === 0) return NaN;
+  const mx = mean2(rx);
+  const my = mean2(ry);
+  let sxy = 0;
+  let sxx = 0;
+  let syy = 0;
+  for (let i = 0; i < n; i++) {
+    const dx = rx[i] - mx;
+    const dy = ry[i] - my;
+    sxy += dx * dy;
+    sxx += dx * dx;
+    syy += dy * dy;
+  }
+  if (sxx === 0 || syy === 0) {
+    throw new Error("spearman: a rank vector is constant; correlation undefined");
+  }
+  return sxy / Math.sqrt(sxx * syy);
+}
 function gmean(x) {
   const a = arr(x);
   if (a.length === 0) return NaN;
@@ -44082,6 +44110,7 @@ export {
   solvePDE,
   sort,
   sparse,
+  spearman,
   spectralClustering,
   spectrogram,
   speedOfLight,

package/dist/typed/hypothesis.d.ts.map

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@danielsimonjr/mathts-functions",
-  "version": "0.9.0",
+  "version": "0.10.0",
   "description": "Mathematical functions for MathTS - arithmetic, algebra, trigonometry, statistics, and more",
   "author": "Daniel Simon Jr.",
   "license": "MIT",