@danielsimonjr/mathts-statistics 0.1.16 → 0.3.0

package/README.md

@@ -1,23 +1,64 @@
-# @danielsimonjr/mathts-statistics
-
-Standalone statistics for [MathTS](https://github.com/danielsimonjr/mathts).
-
-A focused entry point over the `statistics` typed-function domain in
-[`@danielsimonjr/mathts-functions`](https://www.npmjs.com/package/@danielsimonjr/mathts-functions).
-The implementation is re-exported, not duplicated. These are MathTS typed
-functions (polymorphic dispatch across number / Complex / Fraction / BigNumber /
-Matrix where supported).
-
-## Install
-
-```sh
-npm install @danielsimonjr/mathts-statistics
-```
-
-## What it exports
-
-`parallelStatSum`, `parallelStatMean`, `parallelStatVariance`, `parallelStatStd`, `parallelStatMin`, `parallelStatMax`, `parallelStatMinMax`, `parallelStatMedian`, `parallelStatMode`, `parallelStatProd`, `parallelStatNorm`, `parallelStatDistance`, `parallelStatCorr`, `parallelStatMAD`, `parallelStatCumsum`, `parallelStatQuantile`, `parallelStatPercentile`, `parallelStatHistogram`, `quickSelect`, `medianSelect`, `minSelect`, `maxSelect` (plus the `typedStatistics` bundle).
-
-## License
-
-MIT (c) Daniel Simon Jr.
+# @danielsimonjr/mathts-statistics
+
+**Statistics & probability** for [MathTS](https://github.com/danielsimonjr/mathts) — a focused,
+standalone library covering descriptive statistics, probability distributions, hypothesis tests,
+and combinatorics.
+
+The implementations live in
+[`@danielsimonjr/mathts-functions`](https://www.npmjs.com/package/@danielsimonjr/mathts-functions)
+and are **re-exported here, not duplicated** — this package is a curated entry point over the
+statistics/probability surface. Every function is **externally oracle-pinned** (SciPy / NumPy /
+mpmath / closed form) in the functions package's test suite, so the numbers are trustworthy, not
+just green.
+
+## Install
+
+```sh
+npm install @danielsimonjr/mathts-statistics
+```
+
+## What's included
+
+- **Descriptive statistics** — `mean`, `median`, `mode`, `variance`, `std`, `quantileSeq`, `mad`,
+  `iqr`, `sem`, `zscore`, `moment`, `skewness`, `kurtosis`, `gmean`, `hmean`, `cov`, `corr`,
+  `corrcoef`, `rankdata`, and the three correlation coefficients `corr` (Pearson), `spearman`,
+  `kendallTau` (τ_b).
+- **Parallel-first reductions** — worker-pool-accelerated `parallelStat*` (`Mean`, `Variance`,
+  `Std`, `Median`, `Quantile`, `Histogram`, `Corr`, …) plus `quickSelect`/`medianSelect`.
+- **Probability distributions** — 14 distribution objects with
+  `.pdf/.cdf/.quantile/.mean/.variance/.sample` (`normalDist`, `gammaDist`, `betaDist`,
+  `binomialDist`, `poissonDist`, `exponentialDist`, `chiSquaredDist`, `fDist`, `tDist`,
+  `logNormalDist`, `uniformDist`, `weibullDist`, `hypergeometricDist`, `negativeBinomialDist`),
+  plus free CDF/quantile functions and the `entropy`/`jsDivergence` divergences.
+- **Hypothesis tests** — `studentTTest` (one/two-sample), `studentTTestPaired`, `anova`,
+  `chiSquareTest`, `kolmogorovSmirnovTest` (one-sample) + `kolmogorovSmirnov2Test` (two-sample),
+  `mannWhitneyTest`, `shapiroWilkTest`, `leveneTest`, `bartlettTest`, `proportionZTest`,
+  `binomialTest`, `fTest`, `jarqueBera`, `kruskalWallis`, `wilcoxon`, `fisherExact`, `tukeyHSD`,
+  `principalComponentAnalysis`.
+- **Probability & combinatorics** — `combinations`, `permutations`, `multinomial`, `factorial`,
+  `doubleFactorial`, `risingFactorial`, `fallingFactorial`, `subfactorial`, `bernoulli`, `gamma`,
+  `lgamma`, `kldivergence`, and seedable RNG (`random`, `randomInt`, `pickRandom`,
+  `seedProbabilityRng`).
+
+## Example
+
+```ts
+import {
+  anova,
+  kendallTau,
+  hypergeometricDist,
+  kolmogorovSmirnov2Test,
+} from '@danielsimonjr/mathts-statistics';
+
+anova([
+  [8.1, 8.3, 7.9],
+  [9.1, 9.5, 8.9],
+]); // one-way ANOVA F + p
+kendallTau([1, 2, 3, 4, 5], [2, 1, 4, 3, 5]); // 0.6
+hypergeometricDist(50, 5, 10).pmf(1); // 0.4313371972
+kolmogorovSmirnov2Test([1, 2, 3], [2, 3, 4]); // { statistic, pValue }
+```
+
+## License
+
+MIT

package/dist/index.d.ts

@@ -1 +1 @@
-export { maxSelect, medianSelect, minSelect, parallelStatCorr, parallelStatCumsum, parallelStatDistance, parallelStatHistogram, parallelStatMAD, parallelStatMax, parallelStatMean, parallelStatMedian, parallelStatMin, parallelStatMinMax, parallelStatMode, parallelStatNorm, parallelStatPercentile, parallelStatProd, parallelStatQuantile, parallelStatStd, parallelStatSum, parallelStatVariance, quickSelect, typedStatistics } from '@danielsimonjr/mathts-functions';
+export { Anova2Effect, Anova2Result, BootstrapCIOptions, ConfidenceInterval, CorrelationTestResult, DIST_WORKER_THRESHOLD, DescribeResult, Distribution, HistogramResult, HotellingResult, LinRegressResult, MultivariateDistribution, NormalityTestResult, PermutationOptions, SampleNOptions, acf, andersonDarlingTest, anova, anova2, bartlettTest, bernoulli, bernoulliPMF, beta, betaCDF, betaDist, betaPDF, betaQuantile, binomialDist, binomialPMF, binomialTest, bootstrapCI, cauchyCDF, cauchyPDF, cauchyQuantile, chiSquareTest, chiSquaredCDF, chiSquaredDist, chiSquaredQuantile, combinations, combinationsWithRep, corr, corrcoef, cov, cummax, cummin, cumprod, cumsum, cumtrapz, dagostinoTest, describe, detrend, digamma, discreteUniformDist, doubleFactorial, entropy, ewma, exponentialCDF, exponentialDist, exponentialPDF, fCDF, fDist, fQuantile, fTest, factorial, fallingFactorial, fisherExact, friedmanTest, gamma, gammaCDF, gammaDist, gammaPDF, gammaQuantile, geometricPMF, gmean, gumbelDist, histogram, hmean, hotellingT2, hypergeometricDist, invGaussDist, iqr, jarqueBera, jsDivergence, kendallTau, kendalltau, kldivergence, kmeans, kolmogorovSmirnov2Test, kolmogorovSmirnovTest, kruskalWallis, kurtosis, laplaceCDF, laplacePDF, laplaceQuantile, leveneTest, lgamma, linearRegression, linregress, logNormalDist, logisticCDF, logisticPDF, logisticQuantile, logsumexp, mad, mahalanobis, mannWhitneyTest, max, maxSelect, mean, meanCI, median, medianSelect, min, minSelect, mode, moment, movingAverage, multinomial, multipleComparison, multivariateNormal, negativeBinomialDist, noncentralChi2PDF, normalCDF, normalDist, normalPDF, normalQuantile, parallelStatCorr, parallelStatCumsum, parallelStatDistance, parallelStatHistogram, parallelStatMAD, parallelStatMax, parallelStatMean, parallelStatMedian, parallelStatMin, parallelStatMinMax, parallelStatMode, parallelStatNorm, parallelStatPercentile, parallelStatProd, parallelStatQuantile, parallelStatStd, parallelStatSum, parallelStatVariance, paretoDist, pearsonr, permutationTest, permutations, pickRandom, poissonDist, poissonPMF, polyFit, principalComponentAnalysis, prod, proportionCI, proportionZTest, ptp, quantileSeq, quickSelect, random, randomInt, rankdata, rayleighDist, risingFactorial, seedProbabilityRng, sem, shapiroWilkTest, skewness, softmax, spearman, spearmanr, spectralClustering, std, studentTCDF, studentTPDF, studentTQuantile, studentTTest, studentTTestPaired, studentizedRangeCDF, studentizedRangeQuantile, subfactorial, sum, tDist, trapzF64, triangularDist, trimmedMean, tukeyHSD, typedDistributions, typedProbability, typedStatistics, uniformDist, variance, variation, weibullDist, wilcoxon, zscore } from '@danielsimonjr/mathts-functions';

package/dist/index.js

@@ -1,4 +1,32 @@
 // src/index.ts
+import {
+  mean,
+  median,
+  mode,
+  variance,
+  std,
+  quantileSeq,
+  mad,
+  corr,
+  cumsum,
+  sum,
+  prod,
+  min,
+  max,
+  rankdata,
+  spearman,
+  kendallTau,
+  gmean,
+  hmean,
+  moment,
+  skewness,
+  kurtosis,
+  iqr,
+  sem,
+  zscore,
+  cov,
+  corrcoef
+} from "@danielsimonjr/mathts-functions";
 import {
   parallelStatSum,
   parallelStatMean,
@@ -24,10 +52,268 @@ import {
   maxSelect,
   typedStatistics
 } from "@danielsimonjr/mathts-functions";
+import {
+  normalDist,
+  betaDist,
+  binomialDist,
+  chiSquaredDist,
+  exponentialDist,
+  fDist,
+  gammaDist,
+  logNormalDist,
+  poissonDist,
+  tDist,
+  uniformDist,
+  weibullDist,
+  hypergeometricDist,
+  negativeBinomialDist,
+  DIST_WORKER_THRESHOLD,
+  normalPDF,
+  normalCDF,
+  exponentialPDF,
+  exponentialCDF,
+  poissonPMF,
+  binomialPMF,
+  geometricPMF,
+  bernoulliPMF,
+  betaPDF,
+  gammaPDF,
+  studentTPDF,
+  noncentralChi2PDF,
+  entropy,
+  jsDivergence,
+  typedDistributions,
+  normalQuantile,
+  studentTCDF,
+  studentTQuantile,
+  chiSquaredCDF,
+  chiSquaredQuantile,
+  fCDF,
+  fQuantile,
+  gammaCDF,
+  gammaQuantile,
+  betaCDF,
+  betaQuantile,
+  cauchyPDF,
+  cauchyCDF,
+  cauchyQuantile,
+  laplacePDF,
+  laplaceCDF,
+  laplaceQuantile,
+  logisticPDF,
+  logisticCDF,
+  logisticQuantile
+} from "@danielsimonjr/mathts-functions";
+import {
+  studentTTest,
+  studentTTestPaired,
+  chiSquareTest,
+  anova,
+  kolmogorovSmirnovTest,
+  kolmogorovSmirnov2Test,
+  mannWhitneyTest,
+  shapiroWilkTest,
+  leveneTest,
+  bartlettTest,
+  proportionZTest,
+  binomialTest,
+  principalComponentAnalysis,
+  fTest,
+  jarqueBera,
+  kruskalWallis,
+  wilcoxon,
+  fisherExact,
+  studentizedRangeCDF,
+  studentizedRangeQuantile,
+  tukeyHSD
+} from "@danielsimonjr/mathts-functions";
+import {
+  combinations,
+  combinationsWithRep,
+  permutations,
+  multinomial,
+  factorial,
+  doubleFactorial,
+  risingFactorial,
+  fallingFactorial,
+  subfactorial,
+  bernoulli,
+  gamma,
+  lgamma,
+  kldivergence,
+  random,
+  randomInt,
+  pickRandom,
+  seedProbabilityRng,
+  typedProbability
+} from "@danielsimonjr/mathts-functions";
+import {
+  linearRegression,
+  polyFit,
+  cummax,
+  cummin,
+  cumprod,
+  cumtrapz,
+  trapzF64,
+  movingAverage,
+  ewma,
+  detrend,
+  acf,
+  logsumexp,
+  softmax,
+  kmeans,
+  spectralClustering,
+  beta,
+  digamma
+} from "@danielsimonjr/mathts-functions";
+import {
+  linregress,
+  pearsonr,
+  spearmanr,
+  kendalltau,
+  ptp,
+  variation,
+  trimmedMean,
+  describe,
+  histogram
+} from "@danielsimonjr/mathts-functions";
+import {
+  andersonDarlingTest,
+  dagostinoTest,
+  friedmanTest,
+  anova2,
+  multipleComparison
+} from "@danielsimonjr/mathts-functions";
+import {
+  paretoDist,
+  rayleighDist,
+  triangularDist,
+  discreteUniformDist,
+  gumbelDist,
+  invGaussDist,
+  multivariateNormal
+} from "@danielsimonjr/mathts-functions";
+import {
+  meanCI,
+  proportionCI,
+  bootstrapCI,
+  permutationTest,
+  mahalanobis,
+  hotellingT2
+} from "@danielsimonjr/mathts-functions";
 export {
+  DIST_WORKER_THRESHOLD,
+  acf,
+  andersonDarlingTest,
+  anova,
+  anova2,
+  bartlettTest,
+  bernoulli,
+  bernoulliPMF,
+  beta,
+  betaCDF,
+  betaDist,
+  betaPDF,
+  betaQuantile,
+  binomialDist,
+  binomialPMF,
+  binomialTest,
+  bootstrapCI,
+  cauchyCDF,
+  cauchyPDF,
+  cauchyQuantile,
+  chiSquareTest,
+  chiSquaredCDF,
+  chiSquaredDist,
+  chiSquaredQuantile,
+  combinations,
+  combinationsWithRep,
+  corr,
+  corrcoef,
+  cov,
+  cummax,
+  cummin,
+  cumprod,
+  cumsum,
+  cumtrapz,
+  dagostinoTest,
+  describe,
+  detrend,
+  digamma,
+  discreteUniformDist,
+  doubleFactorial,
+  entropy,
+  ewma,
+  exponentialCDF,
+  exponentialDist,
+  exponentialPDF,
+  fCDF,
+  fDist,
+  fQuantile,
+  fTest,
+  factorial,
+  fallingFactorial,
+  fisherExact,
+  friedmanTest,
+  gamma,
+  gammaCDF,
+  gammaDist,
+  gammaPDF,
+  gammaQuantile,
+  geometricPMF,
+  gmean,
+  gumbelDist,
+  histogram,
+  hmean,
+  hotellingT2,
+  hypergeometricDist,
+  invGaussDist,
+  iqr,
+  jarqueBera,
+  jsDivergence,
+  kendallTau,
+  kendalltau,
+  kldivergence,
+  kmeans,
+  kolmogorovSmirnov2Test,
+  kolmogorovSmirnovTest,
+  kruskalWallis,
+  kurtosis,
+  laplaceCDF,
+  laplacePDF,
+  laplaceQuantile,
+  leveneTest,
+  lgamma,
+  linearRegression,
+  linregress,
+  logNormalDist,
+  logisticCDF,
+  logisticPDF,
+  logisticQuantile,
+  logsumexp,
+  mad,
+  mahalanobis,
+  mannWhitneyTest,
+  max,
   maxSelect,
+  mean,
+  meanCI,
+  median,
   medianSelect,
+  min,
   minSelect,
+  mode,
+  moment,
+  movingAverage,
+  multinomial,
+  multipleComparison,
+  multivariateNormal,
+  negativeBinomialDist,
+  noncentralChi2PDF,
+  normalCDF,
+  normalDist,
+  normalPDF,
+  normalQuantile,
   parallelStatCorr,
   parallelStatCumsum,
   parallelStatDistance,
@@ -46,6 +332,56 @@ export {
   parallelStatStd,
   parallelStatSum,
   parallelStatVariance,
+  paretoDist,
+  pearsonr,
+  permutationTest,
+  permutations,
+  pickRandom,
+  poissonDist,
+  poissonPMF,
+  polyFit,
+  principalComponentAnalysis,
+  prod,
+  proportionCI,
+  proportionZTest,
+  ptp,
+  quantileSeq,
   quickSelect,
-  typedStatistics
+  random,
+  randomInt,
+  rankdata,
+  rayleighDist,
+  risingFactorial,
+  seedProbabilityRng,
+  sem,
+  shapiroWilkTest,
+  skewness,
+  softmax,
+  spearman,
+  spearmanr,
+  spectralClustering,
+  std,
+  studentTCDF,
+  studentTPDF,
+  studentTQuantile,
+  studentTTest,
+  studentTTestPaired,
+  studentizedRangeCDF,
+  studentizedRangeQuantile,
+  subfactorial,
+  sum,
+  tDist,
+  trapzF64,
+  triangularDist,
+  trimmedMean,
+  tukeyHSD,
+  typedDistributions,
+  typedProbability,
+  typedStatistics,
+  uniformDist,
+  variance,
+  variation,
+  weibullDist,
+  wilcoxon,
+  zscore
 };

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@danielsimonjr/mathts-statistics",
-  "version": "0.1.16",
-  "description": "Standalone statistics functions for MathTS, re-exported as a focused package",
+  "version": "0.3.0",
+  "description": "Statistics & probability for MathTS — descriptive stats, distributions, hypothesis tests, and combinatorics, every function externally oracle-pinned (SciPy/NumPy/closed-form)",
   "author": "Daniel Simon Jr.",
   "license": "MIT",
   "type": "module",
@@ -31,7 +31,7 @@
     "build:prod": "tsup src/index.ts --format esm --dts --clean --minify --treeshake"
   },
   "dependencies": {
-    "@danielsimonjr/mathts-functions": "^0.15.0",
+    "@danielsimonjr/mathts-functions": "^0.16.0",
     "typed-function": "^4.0.0"
   },
   "devDependencies": {
@@ -52,8 +52,21 @@
     "math",
     "typescript",
     "statistics",
-    "mean",
-    "variance",
-    "quantile"
+    "probability",
+    "distribution",
+    "hypothesis-test",
+    "anova",
+    "t-test",
+    "ks-test",
+    "levene",
+    "bartlett",
+    "kendall",
+    "spearman",
+    "normal",
+    "gamma",
+    "beta",
+    "binomial",
+    "poisson",
+    "scipy"
   ]
 }