@datagrok-libraries/statistics 0.1.3 → 0.1.6

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Files changed (15) hide show
  1. package/.eslintrc.json +28 -28
  2. package/README.md +2 -2
  3. package/package.json +36 -32
  4. package/src/correlation-coefficient.d.ts +15 -0
  5. package/src/correlation-coefficient.d.ts.map +1 -0
  6. package/src/correlation-coefficient.js +100 -0
  7. package/src/multiple-tests.d.ts +34 -34
  8. package/src/multiple-tests.d.ts.map +1 -1
  9. package/src/multiple-tests.js +202 -206
  10. package/src/tests.d.ts +11 -10
  11. package/src/tests.d.ts.map +1 -1
  12. package/src/tests.js +77 -77
  13. package/tsconfig.json +71 -71
  14. package/src/multiple-tests.ts +0 -234
  15. package/src/tests.ts +0 -101
package/src/tests.ts DELETED
@@ -1,101 +0,0 @@
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- //@ts-ignore: no types
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- import * as jStat from 'jstat';
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-
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- type testStats = {
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- 'p-value': number,
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- 'Mean difference'?: number,
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- 'Median difference'?: number,
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- 'p-value more': number,
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- 'p-value less': number,
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- };
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-
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- export function tTest(arr1: number[], arr2: number[], devKnown=false, devEqual=false): testStats {
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- const m1: number = jStat.mean(arr1);
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- const m2: number = jStat.mean(arr2);
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- const v1: number = jStat.variance(arr1);
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- const v2: number = jStat.variance(arr2);
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- const n1 = arr1.length;
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- const n2 = arr2.length;
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-
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- let wv1;
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- let wv2;
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- let wv;
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- let Z;
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- let K;
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- let pMore;
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- let pLess;
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- let pTot;
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-
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- if (!devKnown) {
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- if (!devEqual) {
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- wv1 = v1 / n1;
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- wv2 = v2 / n2;
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- Z = (m1 - m2) / Math.sqrt(wv1 + wv2);
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- K = Math.pow((wv1 + wv2), 2) / (wv1 * wv1 / (n1 - 1) + wv2 * wv2 / (n2 - 1));
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-
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- pLess = jStat.studentt.cdf(Z, K);
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- pMore = 1 - pLess;
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- pTot = 2 * (pLess < pMore ? pLess : pMore);
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- } else {
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- K = n1 + n2 - 2;
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- wv = (v1 * (n1 - 1) + v2 * (n2 - 1)) / K;
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- Z = Math.sqrt(n1 * n2 / (n1 + n2)) * (m1 - m2) / wv;
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-
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- pMore = 1 - jStat.studentt.cdf(Z, K);
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- pLess = jStat.studentt.cdf(Z, K);
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- pTot = 2 * (pLess < pMore ? pLess : pMore);
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- }
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- } else {
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- wv1 = v1 / n1;
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- wv2 = v2 / n2;
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- Z = (m1 - m2) / Math.sqrt(wv1 + wv2);
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-
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- pLess = jStat.normal.pdf(Z, 0, 1);
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- pMore = 1 - pLess;
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- pTot = 2 * (pLess < pMore ? pLess : pMore);
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- }
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- return {'p-value': pTot, 'Mean difference': m1 - m2, 'p-value more': pMore, 'p-value less': pLess};
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- }
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-
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- export function uTest(x: number[], y: number[], continuity=true): testStats {
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- const xy = x.concat(y);
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- const n1 = x.length;
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- const n2 = y.length;
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- const med1 = jStat.median(x);
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- const med2 = jStat.median(y);
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-
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- const ranks = jStat.rank(xy);
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-
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- const R1 = jStat.sum(ranks.slice(0, n1));
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- const U1 = R1 - n1 * (n1 + 1) / 2;
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- const U2 = n1 * n2 - U1;
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- const U = U1 > U2 ? U1 : U2;
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-
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- const mu = n1 * n2 / 2;
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- const n = n1 + n2;
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-
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- const tieTerm = _tieTerm(ranks);
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- const s = Math.sqrt(n1 * n2 / 12 * ((n + 1) - tieTerm / (n* (n - 1))));
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-
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- let numerator = U - mu;
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-
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- if (continuity) {
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- numerator -= 0.5;
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- }
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-
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- const z = numerator / s;
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-
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- const p = 2 * (1 - jStat.normal.cdf(z, 0, 1));
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-
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- return {'p-value': p, 'Median difference': med1 - med2, 'p-value more': p, 'p-value less': p};
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- }
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-
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- function _tieTerm(ranks: number[]): number {
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- const ties: {[key: number]: number} = {};
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-
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- ranks.forEach((num) => {
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- ties[num] = (ties[num] || 0) + 1;
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- });
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-
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- return jStat.sum(Object.values(ties));
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- }