@datagrok-libraries/statistics 0.1.3 → 0.1.6

package/.eslintrc.json

@@ -1,29 +1,29 @@
-{
-	"env": {
-		"browser": true,
-		"es2021": true
-	},
-	"extends": [
-		"google"
-	],
-	"parserOptions": {
-		"ecmaVersion": 12,
-		"sourceType": "module"
-	},
-	"rules": {
-		"indent": [
-			"error",
-			2
-		],
-		"max-len": [
-			"error",
-			120
-		],
-		"require-jsdoc": "off",
-		"spaced-comment": "off"
-	},
-	"parser": "@typescript-eslint/parser",
-	"plugins": [
-		"@typescript-eslint"
-	]
+{
+	"env": {
+		"browser": true,
+		"es2021": true
+	},
+	"extends": [
+		"google"
+	],
+	"parserOptions": {
+		"ecmaVersion": 12,
+		"sourceType": "module"
+	},
+	"rules": {
+		"indent": [
+			"error",
+			2
+		],
+		"max-len": [
+			"error",
+			120
+		],
+		"require-jsdoc": "off",
+		"spaced-comment": "off"
+	},
+	"parser": "@typescript-eslint/parser",
+	"plugins": [
+		"@typescript-eslint"
+	]
 }

package/README.md

@@ -1,3 +1,3 @@
-# statistics
-
+# statistics
+
 statistics is a [package](https://datagrok.ai/help/develop/develop#packages) for the [Datagrok](https://datagrok.ai) platform.

package/package.json

@@ -1,32 +1,36 @@
-{
-	"name": "@datagrok-libraries/statistics",
-	"publishConfig": {
-		"access": "public"
-	},
-	"friendlyName": "statistics",
-	"version": "0.1.3",
-	"description": "",
-	"dependencies": {
-		"datagrok-api": ">0.95.4",
-		"cash-dom": "latest",
-		"dayjs": "latest",
-		"jstat": "latest"
-	},
-	"devDependencies": {
-		"ts-loader": "^9.2.6",
-		"typescript": "^4.2.3",
-		"eslint": "latest",
-		"eslint-config-google": "latest",
-		"@typescript-eslint/eslint-plugin": "latest",
-		"@typescript-eslint/parser": "latest"
-	},
-	"scripts": {
-		"link": "npm link",
-		"debug-statistics": "grok publish --rebuild",
-		"release-statistics": "grok publish --rebuild --release",
-		"build-statistics": "tsc",
-		"build": "tsc",
-		"lint": "eslint src --ext .ts",
-		"lint-fix": "eslint src --ext .ts --fix"
-	}
-}
+{
+  "name": "@datagrok-libraries/statistics",
+  "publishConfig": {
+    "access": "public"
+  },
+  "friendlyName": "statistics",
+  "version": "0.1.6",
+  "description": "",
+  "dependencies": {
+    "datagrok-api": ">0.95.4",
+    "@datagrok-libraries/utils": ">=0.0.22",
+    "cash-dom": "latest",
+    "dayjs": "latest",
+    "jstat": "latest"
+  },
+  "devDependencies": {
+    "ts-loader": "^9.2.6",
+    "typescript": "^4.2.3",
+    "eslint": "latest",
+    "eslint-config-google": "latest",
+    "@typescript-eslint/eslint-plugin": "latest",
+    "@typescript-eslint/parser": "latest"
+  },
+  "scripts": {
+    "link": "npm link",
+    "link-api": "npm link datagrok-api",
+    "link-utils": "npm link @datagrok-libraries/utils",
+    "link-all": "npm link datagrok-api @datagrok-libraries/utils",
+    "debug-statistics": "grok publish --rebuild",
+    "release-statistics": "grok publish --rebuild --release",
+    "build-statistics": "tsc",
+    "build": "tsc",
+    "lint": "eslint src --ext .ts",
+    "lint-fix": "eslint src --ext .ts --fix"
+  }
+}

package/src/correlation-coefficient.d.ts

@@ -0,0 +1,15 @@
+import { Options } from '../../utils/src/type-declarations';
+/**
+ * Calculates Kendall's tau, a correlation measure for ordinal data, and an associated p-value.
+ * Returns: Kendall's tau, two-tailed p-value.
+ * Derived from older SciPy: http://web.mit.edu/6.863/spring2011/packages/scipy_src/scipy/stats/stats.py
+ *
+ * @export
+ * @param {number[]} x The first array.
+ * @param {number[]} y The second array.
+ * @return {Options} The result.
+ * @link https://github.com/pdfernhout/narrafirma/blob/
+ * c9c122d577a4b8868ce603badabbb7d10f45740c/webapp/source/statistics/kendallsTau.ts#L8
+ */
+export declare function kendallsTau(x: number[], y: number[]): Options;
+//# sourceMappingURL=correlation-coefficient.d.ts.map

package/src/correlation-coefficient.d.ts.map

@@ -0,0 +1 @@
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package/src/correlation-coefficient.js

@@ -0,0 +1,100 @@
+//import {Options} from '@datagrok-libraries/utils/src/type-declarations';
+/**
+ * Returns the error function erf(x).
+ *
+ * @param {number} x An argument.
+ * @return {number} The result.
+ * @link https://github.com/jstat/jstat/blob/65ce096a99f753d6a22482e5e74accbfc1c33767/dist/jstat.js#L1562
+ */
+function erf(x) {
+    const cof = [-1.3026537197817094, 6.4196979235649026e-1, 1.9476473204185836e-2,
+        -9.561514786808631e-3, -9.46595344482036e-4, 3.66839497852761e-4,
+        4.2523324806907e-5, -2.0278578112534e-5, -1.624290004647e-6,
+        1.303655835580e-6, 1.5626441722e-8, -8.5238095915e-8,
+        6.529054439e-9, 5.059343495e-9, -9.91364156e-10,
+        -2.27365122e-10, 9.6467911e-11, 2.394038e-12,
+        -6.886027e-12, 8.94487e-13, 3.13092e-13,
+        -1.12708e-13, 3.81e-16, 7.106e-15,
+        -1.523e-15, -9.4e-17, 1.21e-16,
+        -2.8e-17];
+    let j = cof.length - 1;
+    let isneg = false;
+    let d = 0;
+    let dd = 0;
+    let t = 0;
+    let ty = 0;
+    let tmp = 0;
+    let res = 0;
+    if (x < 0) {
+        x = -x;
+        isneg = true;
+    }
+    t = 2 / (2 + x);
+    ty = 4 * t - 2;
+    for (; j > 0; j--) {
+        tmp = d;
+        d = ty * d - dd + cof[j];
+        dd = tmp;
+    }
+    res = t * Math.exp(-x * x + 0.5 * (cof[0] + ty * d) - dd);
+    return isneg ? res - 1 : 1 - res;
+}
+/**
+ * Returns the complmentary error function erfc(x)
+ *
+ * @param {number} x An argument.
+ * @return {number} The result.
+ * @link https://github.com/jstat/jstat/blob/65ce096a99f753d6a22482e5e74accbfc1c33767/dist/jstat.js#L1599
+ */
+function erfc(x) {
+    return 1 - erf(x);
+}
+/**
+ * Calculates Kendall's tau, a correlation measure for ordinal data, and an associated p-value.
+ * Returns: Kendall's tau, two-tailed p-value.
+ * Derived from older SciPy: http://web.mit.edu/6.863/spring2011/packages/scipy_src/scipy/stats/stats.py
+ *
+ * @export
+ * @param {number[]} x The first array.
+ * @param {number[]} y The second array.
+ * @return {Options} The result.
+ * @link https://github.com/pdfernhout/narrafirma/blob/
+ * c9c122d577a4b8868ce603badabbb7d10f45740c/webapp/source/statistics/kendallsTau.ts#L8
+ */
+export function kendallsTau(x, y) {
+    let n1 = 0;
+    let n2 = 0;
+    let iss = 0;
+    for (let j = 0; j < x.length - 1; j++) {
+        for (let k = j + 1; k < y.length; k++) {
+            const a1 = x[j] - x[k];
+            const a2 = y[j] - y[k];
+            const aa = a1 * a2;
+            if (aa) {
+                // neither array has a tie
+                n1 = n1 + 1;
+                n2 = n2 + 1;
+                if (aa > 0) {
+                    iss = iss + 1;
+                }
+                else {
+                    iss = iss - 1;
+                }
+            }
+            else {
+                if (a1) {
+                    n1 = n1 + 1;
+                }
+                if (a2) {
+                    n2 = n2 + 1;
+                }
+            }
+        }
+    }
+    const tau = iss / Math.sqrt(n1 * n2);
+    const svar = (4.0 * x.length + 10.0) / (9.0 * x.length * (x.length - 1));
+    const z = tau / Math.sqrt(svar);
+    const prob = erfc(Math.abs(z) / 1.4142136);
+    return { test: tau, z: z, prob: prob };
+}
+//# sourceMappingURL=data:application/json;base64,{"version":3,"file":"correlation-coefficient.js","sourceRoot":"","sources":["correlation-coefficient.ts"],"names":[],"mappings":"AACA,0EAA0E;AAE1E;;;;;;GAMG;AACH,SAAS,GAAG,CAAC,CAAS;IACpB,MAAM,GAAG,GAAG,CAAC,CAAC,kBAAkB,EAAE,qBAAqB,EAAE,qBAAqB;QAC5E,CAAC,oBAAoB,EAAE,CAAC,mBAAmB,EAAE,mBAAmB;QAChE,kBAAkB,EAAE,CAAC,kBAAkB,EAAE,CAAC,iBAAiB;QAC3D,iBAAiB,EAAE,eAAe,EAAE,CAAC,eAAe;QACpD,cAAc,EAAE,cAAc,EAAE,CAAC,cAAc;QAC/C,CAAC,cAAc,EAAE,aAAa,EAAE,YAAY;QAC5C,CAAC,YAAY,EAAE,WAAW,EAAE,WAAW;QACvC,CAAC,WAAW,EAAE,QAAQ,EAAE,SAAS;QACjC,CAAC,SAAS,EAAE,CAAC,OAAO,EAAE,QAAQ;QAC9B,CAAC,OAAO,CAAC,CAAC;IACZ,IAAI,CAAC,GAAG,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC;IACvB,IAAI,KAAK,GAAG,KAAK,CAAC;IAClB,IAAI,CAAC,GAAG,CAAC,CAAC;IACV,IAAI,EAAE,GAAG,CAAC,CAAC;IACX,IAAI,CAAC,GAAW,CAAC,CAAC;IAAC,IAAI,EAAE,GAAW,CAAC,CAAC;IAAC,IAAI,GAAG,GAAW,CAAC,CAAC;IAAC,IAAI,GAAG,GAAW,CAAC,CAAC;IAEhF,IAAI,CAAC,GAAG,CAAC,EAAE;QACT,CAAC,GAAG,CAAC,CAAC,CAAC;QACP,KAAK,GAAG,IAAI,CAAC;KACd;IAED,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IAChB,EAAE,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IAEf,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE;QACjB,GAAG,GAAG,CAAC,CAAC;QACR,CAAC,GAAG,EAAE,GAAG,CAAC,GAAG,EAAE,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC;QACzB,EAAE,GAAG,GAAG,CAAC;KACV;IAED,GAAG,GAAG,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,EAAE,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC;IAC1D,OAAO,KAAK,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC;AACnC,CAAC;AAED;;;;;;GAMG;AACH,SAAS,IAAI,CAAC,CAAS;IACrB,OAAO,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC;AACpB,CAAC;AAED;;;;;;;;;;;GAWG;AACH,MAAM,UAAU,WAAW,CAAC,CAAW,EAAE,CAAW;IAClD,IAAI,EAAE,GAAG,CAAC,CAAC;IACX,IAAI,EAAE,GAAG,CAAC,CAAC;IACX,IAAI,GAAG,GAAG,CAAC,CAAC;IACZ,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE;QACrC,KAAK,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE;YACrC,MAAM,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;YACvB,MAAM,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;YACvB,MAAM,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC;YACnB,IAAI,EAAE,EAAE;gBACN,0BAA0B;gBAC1B,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC;gBACZ,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC;gBACZ,IAAI,EAAE,GAAG,CAAC,EAAE;oBACV,GAAG,GAAG,GAAG,GAAG,CAAC,CAAC;iBACf;qBAAM;oBACL,GAAG,GAAG,GAAG,GAAG,CAAC,CAAC;iBACf;aACF;iBAAM;gBACL,IAAI,EAAE,EAAE;oBACN,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC;iBACb;gBACD,IAAI,EAAE,EAAE;oBACN,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC;iBACb;aACF;SACF;KACF;IACD,MAAM,GAAG,GAAG,GAAG,GAAG,IAAI,CAAC,IAAI,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC;IACrC,MAAM,IAAI,GAAG,CAAC,GAAG,GAAG,CAAC,CAAC,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,GAAG,CAAC,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC;IACzE,MAAM,CAAC,GAAG,GAAG,GAAG,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;IAChC,MAAM,IAAI,GAAG,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,SAAS,CAAC,CAAC;IAC3C,OAAO,EAAC,IAAI,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,EAAE,IAAI,EAAC,CAAC;AACvC,CAAC","sourcesContent":["import {Options} from '../../utils/src/type-declarations';\n//import {Options} from '@datagrok-libraries/utils/src/type-declarations';\n\n/**\n * Returns the error function erf(x).\n *\n * @param {number} x An argument.\n * @return {number} The result.\n * @link https://github.com/jstat/jstat/blob/65ce096a99f753d6a22482e5e74accbfc1c33767/dist/jstat.js#L1562\n */\nfunction erf(x: number): number {\n  const cof = [-1.3026537197817094, 6.4196979235649026e-1, 1.9476473204185836e-2,\n    -9.561514786808631e-3, -9.46595344482036e-4, 3.66839497852761e-4,\n    4.2523324806907e-5, -2.0278578112534e-5, -1.624290004647e-6,\n    1.303655835580e-6, 1.5626441722e-8, -8.5238095915e-8,\n    6.529054439e-9, 5.059343495e-9, -9.91364156e-10,\n    -2.27365122e-10, 9.6467911e-11, 2.394038e-12,\n    -6.886027e-12, 8.94487e-13, 3.13092e-13,\n    -1.12708e-13, 3.81e-16, 7.106e-15,\n    -1.523e-15, -9.4e-17, 1.21e-16,\n    -2.8e-17];\n  let j = cof.length - 1;\n  let isneg = false;\n  let d = 0;\n  let dd = 0;\n  let t: number = 0; let ty: number = 0; let tmp: number = 0; let res: number = 0;\n\n  if (x < 0) {\n    x = -x;\n    isneg = true;\n  }\n\n  t = 2 / (2 + x);\n  ty = 4 * t - 2;\n\n  for (; j > 0; j--) {\n    tmp = d;\n    d = ty * d - dd + cof[j];\n    dd = tmp;\n  }\n\n  res = t * Math.exp(-x * x + 0.5 * (cof[0] + ty * d) - dd);\n  return isneg ? res - 1 : 1 - res;\n}\n\n/**\n * Returns the complmentary error function erfc(x)\n *\n * @param {number} x An argument.\n * @return {number} The result.\n * @link https://github.com/jstat/jstat/blob/65ce096a99f753d6a22482e5e74accbfc1c33767/dist/jstat.js#L1599\n */\nfunction erfc(x: number): number {\n  return 1 - erf(x);\n}\n\n/**\n * Calculates Kendall's tau, a correlation measure for ordinal data, and an associated p-value.\n * Returns: Kendall's tau, two-tailed p-value.\n * Derived from older SciPy: http://web.mit.edu/6.863/spring2011/packages/scipy_src/scipy/stats/stats.py\n *\n * @export\n * @param {number[]} x The first array.\n * @param {number[]} y The second array.\n * @return {Options} The result.\n * @link https://github.com/pdfernhout/narrafirma/blob/\n * c9c122d577a4b8868ce603badabbb7d10f45740c/webapp/source/statistics/kendallsTau.ts#L8\n */\nexport function kendallsTau(x: number[], y: number[]): Options {\n  let n1 = 0;\n  let n2 = 0;\n  let iss = 0;\n  for (let j = 0; j < x.length - 1; j++) {\n    for (let k = j + 1; k < y.length; k++) {\n      const a1 = x[j] - x[k];\n      const a2 = y[j] - y[k];\n      const aa = a1 * a2;\n      if (aa) {\n        // neither array has a tie\n        n1 = n1 + 1;\n        n2 = n2 + 1;\n        if (aa > 0) {\n          iss = iss + 1;\n        } else {\n          iss = iss - 1;\n        }\n      } else {\n        if (a1) {\n          n1 = n1 + 1;\n        }\n        if (a2) {\n          n2 = n2 + 1;\n        }\n      }\n    }\n  }\n  const tau = iss / Math.sqrt(n1 * n2);\n  const svar = (4.0 * x.length + 10.0) / (9.0 * x.length * (x.length - 1));\n  const z = tau / Math.sqrt(svar);\n  const prob = erfc(Math.abs(z) / 1.4142136);\n  return {test: tau, z: z, prob: prob};\n}\n"]}

package/src/multiple-tests.d.ts

@@ -1,35 +1,35 @@
-/**
- * pvalue correction for false discovery rate
- *
- * @export
- * @param {Float32Array} pvals Set of p-values of the individual tests.
- * @param {number} [alpha=0.05] Family-wise error rate. Defaults to 0.05.
- * @param {string} [method='n'] {'i', 'indep', 'p', 'poscorr', 'n', 'negcorr'}, optional
- * Which method to use for FDR correction.
- * ``{'i', 'indep', 'p', 'poscorr'}`` all refer to ``fdr_bh``
- * (Benjamini/Hochberg for independent or positively
- * correlated tests). ``{'n', 'negcorr'}`` both refer to ``fdr_by``
- * (Benjamini/Yekutieli for general or negatively correlated tests).
- * Defaults to 'n'.
- * @param {boolean} [isSorted=false] If False (default), the p_values will be sorted, but the corrected
- * pvalues are in the original order. If True, then it assumed that the
- * pvalues are already sorted in ascending order.
- * @return {[Array<boolean>, Float32Array]} rejected : ndarray, bool
- * True if a hypothesis is rejected, False if not
- * pvalue-corrected : ndarray
- * pvalues adjusted for multiple hypothesis testing to limit FDR
- * @see
- * If there is prior information on the fraction of true hypothesis, then alpha
- * should be set to ``alpha * m/m_0`` where m is the number of tests,
- * given by the p-values, and m_0 is an estimate of the true hypothesis.
- * (see Benjamini, Krieger and Yekuteli)
- *
- * The two-step method of Benjamini, Krieger and Yekutiel that estimates the number
- * of false hypotheses will be available (soon).
- *
- * Both methods exposed via this function (Benjamini/Hochberg, Benjamini/Yekutieli)
- * are also available in the function ``multipletests``, as ``method="fdr_bh"`` and
- * ``method="fdr_by"``, respectively.
- */
-export declare function fdrcorrection(pvals: Float32Array, alpha?: number, method?: string, isSorted?: boolean): [Array<boolean>, Float32Array];
+/**
+ * pvalue correction for false discovery rate
+ *
+ * @export
+ * @param {Float32Array} pvals Set of p-values of the individual tests.
+ * @param {number} [alpha=0.05] Family-wise error rate. Defaults to 0.05.
+ * @param {string} [method='n'] {'i', 'indep', 'p', 'poscorr', 'n', 'negcorr'}, optional
+ * Which method to use for FDR correction.
+ * ``{'i', 'indep', 'p', 'poscorr'}`` all refer to ``fdr_bh``
+ * (Benjamini/Hochberg for independent or positively
+ * correlated tests). ``{'n', 'negcorr'}`` both refer to ``fdr_by``
+ * (Benjamini/Yekutieli for general or negatively correlated tests).
+ * Defaults to 'n'.
+ * @param {boolean} [isSorted=false] If False (default), the p_values will be sorted, but the corrected
+ * pvalues are in the original order. If True, then it assumed that the
+ * pvalues are already sorted in ascending order.
+ * @return {[Array<boolean>, Float32Array]} rejected : ndarray, bool
+ * True if a hypothesis is rejected, False if not
+ * pvalue-corrected : ndarray
+ * pvalues adjusted for multiple hypothesis testing to limit FDR
+ * @see
+ * If there is prior information on the fraction of true hypothesis, then alpha
+ * should be set to ``alpha * m/m_0`` where m is the number of tests,
+ * given by the p-values, and m_0 is an estimate of the true hypothesis.
+ * (see Benjamini, Krieger and Yekuteli)
+ *
+ * The two-step method of Benjamini, Krieger and Yekutiel that estimates the number
+ * of false hypotheses will be available (soon).
+ *
+ * Both methods exposed via this function (Benjamini/Hochberg, Benjamini/Yekutieli)
+ * are also available in the function ``multipletests``, as ``method="fdr_bh"`` and
+ * ``method="fdr_by"``, respectively.
+ */
+export declare function fdrcorrection(pvals: Float32Array, alpha?: number, method?: string, isSorted?: boolean): [Array<boolean>, Float32Array];
 //# sourceMappingURL=multiple-tests.d.ts.map

package/src/multiple-tests.d.ts.map

@@ -1 +1 @@
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