@iyulab/u-numflow 0.14.0 → 0.14.1

package/README.md

@@ -140,8 +140,8 @@ MIT License — see [LICENSE](LICENSE).
 dotnet add package UNumflow
 ```
 
-The distributions (CDF, quantile, moments, seeded sampling) and interval sets,
-backed by this crate through its C ABI (the `ffi` feature) — see
+The distributions (CDF, quantile, moments, seeded sampling), sample statistics
+(median, R-7 quantiles), interval sets and units, backed by this crate through its C ABI (the `ffi` feature) — see
 [bindings/csharp/README.md](bindings/csharp/README.md). Refusals carry the same
 `code` and fields as the WebAssembly binding's.
 
@@ -163,7 +163,7 @@ file with an ES module import, which browsers refuse (`application/wasm` is not
 module script type), so `<script type="module">` from a CDN fails, and CDN
 re-bundling services fail on the same import. Use a bundler or Node.
 
-Exported functions: `mean`, `std_dev`, `variance`, `normal_cdf`, `normal_sf` (upper tail `P(Z > x)`, computed directly so tail probabilities keep ~15 significant digits), `box_cox`, `estimate_lambda` (returns `{ lambda, at_bound }` — `at_bound` is `true` when the likelihood was still rising at an end of the search range, so `lambda` is that limit), and
+Exported functions: `mean`, `std_dev`, `variance`, `median`, `quantiles(data, probabilities) -> Float64Array` (sample quantiles in the order asked, R-7 linear interpolation — the default of R, NumPy and Excel — with one sort for all of them), `normal_cdf`, `normal_sf` (upper tail `P(Z > x)`, computed directly so tail probabilities keep ~15 significant digits), `box_cox`, `estimate_lambda` (returns `{ lambda, at_bound }` — `at_bound` is `true` when the likelihood was still rising at an end of the search range, so `lambda` is that limit), and
 `rfft(data) -> Float64Array` — the DFT of a real sequence of any length, interleaved as
 `[re0, im0, re1, im1, …]` (bins `k` and `n − k` are conjugates, so `0..=n/2` describes the spectrum).
 
@@ -172,6 +172,8 @@ element that is not a number (`null`, `undefined`, a string) throws `malformed_i
 and a NaN or ±Infinity throws `value_not_finite`, each with the element's `index` —
 `mean([1, null, 3])` throws rather than averaging the `null` as 0. `mean` of no values
 throws `empty_input`; `std_dev` and `variance` of fewer than 2 throw `insufficient_data`.
+`median` and `quantiles` of no values throw `empty_input`; a probability outside `[0, 1]`
+throws `parameter_out_of_range` with `parameter` `probabilities[i]`, `min` 0 and `max` 1.
 
 Distribution functions for critical values and p-values — each returns a `number` and
 **throws** (an `Error` naming the argument — see *Errors* below) when an argument is outside the domain,

package/node/u_numflow.cjs

@@ -362,6 +362,23 @@ function mean(data) {
 }
 exports.mean = mean;
 
+/**
+ * Median of the sample `data` (even length: the mean of the middle two).
+ *
+ * # Errors
+ * Throws `empty_input` when `data` is empty.
+ * @param {number[] | Float64Array} data
+ * @returns {number}
+ */
+function median(data) {
+    const ret = wasm.median(data);
+    if (ret[2]) {
+        throw takeFromExternrefTable0(ret[1]);
+    }
+    return ret[0];
+}
+exports.median = median;
+
 /**
  * Standard normal CDF Φ(x) = P(Z ≤ x) for Z ~ N(0, 1).
  *
@@ -393,6 +410,30 @@ function normal_sf(x) {
 }
 exports.normal_sf = normal_sf;
 
+/**
+ * Sample quantiles of `data` at each of `probabilities`, in the order asked
+ * — R-7 linear interpolation (Hyndman & Fan 1996; the default of R, NumPy
+ * and Excel), sorting the sample once.
+ *
+ * # Errors
+ * Throws `empty_input` when `data` is empty, and `parameter_out_of_range`
+ * (`parameter` `probabilities[i]`, `min` 0, `max` 1) for a probability
+ * outside `[0, 1]`.
+ * @param {number[] | Float64Array} data
+ * @param {number[] | Float64Array} probabilities
+ * @returns {Float64Array}
+ */
+function quantiles(data, probabilities) {
+    const ret = wasm.quantiles(data, probabilities);
+    if (ret[3]) {
+        throw takeFromExternrefTable0(ret[2]);
+    }
+    var v1 = getArrayF64FromWasm0(ret[0], ret[1]).slice();
+    wasm.__wbindgen_free(ret[0], ret[1] * 8, 8);
+    return v1;
+}
+exports.quantiles = quantiles;
+
 /**
  * Forward DFT of a real sequence of any length.
  *

package/node/u_numflow.d.cts

@@ -276,6 +276,14 @@ export function inverse_normal_cdf(p: number): number;
  */
 export function mean(data: number[] | Float64Array): number;
 
+/**
+ * Median of the sample `data` (even length: the mean of the middle two).
+ *
+ * # Errors
+ * Throws `empty_input` when `data` is empty.
+ */
+export function median(data: number[] | Float64Array): number;
+
 /**
  * Standard normal CDF Φ(x) = P(Z ≤ x) for Z ~ N(0, 1).
  *
@@ -295,6 +303,18 @@ export function normal_cdf(x: number): number;
  */
 export function normal_sf(x: number): number;
 
+/**
+ * Sample quantiles of `data` at each of `probabilities`, in the order asked
+ * — R-7 linear interpolation (Hyndman & Fan 1996; the default of R, NumPy
+ * and Excel), sorting the sample once.
+ *
+ * # Errors
+ * Throws `empty_input` when `data` is empty, and `parameter_out_of_range`
+ * (`parameter` `probabilities[i]`, `min` 0, `max` 1) for a probability
+ * outside `[0, 1]`.
+ */
+export function quantiles(data: number[] | Float64Array, probabilities: number[] | Float64Array): Float64Array;
+
 /**
  * Forward DFT of a real sequence of any length.
  *

package/package.json

@@ -5,7 +5,7 @@
     "iyulab"
   ],
   "description": "Foundational mathematical primitives: statistics, probability distributions, random sampling, and collections.",
-  "version": "0.14.0",
+  "version": "0.14.1",
   "license": "MIT",
   "repository": {
     "type": "git",

package/u_numflow.d.ts

@@ -276,6 +276,14 @@ export function inverse_normal_cdf(p: number): number;
  */
 export function mean(data: number[] | Float64Array): number;
 
+/**
+ * Median of the sample `data` (even length: the mean of the middle two).
+ *
+ * # Errors
+ * Throws `empty_input` when `data` is empty.
+ */
+export function median(data: number[] | Float64Array): number;
+
 /**
  * Standard normal CDF Φ(x) = P(Z ≤ x) for Z ~ N(0, 1).
  *
@@ -295,6 +303,18 @@ export function normal_cdf(x: number): number;
  */
 export function normal_sf(x: number): number;
 
+/**
+ * Sample quantiles of `data` at each of `probabilities`, in the order asked
+ * — R-7 linear interpolation (Hyndman & Fan 1996; the default of R, NumPy
+ * and Excel), sorting the sample once.
+ *
+ * # Errors
+ * Throws `empty_input` when `data` is empty, and `parameter_out_of_range`
+ * (`parameter` `probabilities[i]`, `min` 0, `max` 1) for a probability
+ * outside `[0, 1]`.
+ */
+export function quantiles(data: number[] | Float64Array, probabilities: number[] | Float64Array): Float64Array;
+
 /**
  * Forward DFT of a real sequence of any length.
  *

package/u_numflow.js

@@ -5,5 +5,5 @@ import { __wbg_set_wasm } from "./u_numflow_bg.js";
 __wbg_set_wasm(wasm);
 wasm.__wbindgen_start();
 export {
-    box_cox, chi_squared_cdf, chi_squared_quantile, codes, distribution_cdf, distribution_moments, distribution_quantile, distribution_sample, estimate_lambda, f_distribution_cdf, f_distribution_quantile, interval_difference, interval_intersection, interval_measure, interval_normalize, interval_union, inverse_normal_cdf, mean, normal_cdf, normal_sf, rfft, std_dev, t_distribution_cdf, t_distribution_quantile, unit_convert, unit_convert_difference, unit_info, variance
+    box_cox, chi_squared_cdf, chi_squared_quantile, codes, distribution_cdf, distribution_moments, distribution_quantile, distribution_sample, estimate_lambda, f_distribution_cdf, f_distribution_quantile, interval_difference, interval_intersection, interval_measure, interval_normalize, interval_union, inverse_normal_cdf, mean, median, normal_cdf, normal_sf, quantiles, rfft, std_dev, t_distribution_cdf, t_distribution_quantile, unit_convert, unit_convert_difference, unit_info, variance
 } from "./u_numflow_bg.js";

package/u_numflow_bg.js

@@ -342,6 +342,22 @@ export function mean(data) {
     return ret[0];
 }
 
+/**
+ * Median of the sample `data` (even length: the mean of the middle two).
+ *
+ * # Errors
+ * Throws `empty_input` when `data` is empty.
+ * @param {number[] | Float64Array} data
+ * @returns {number}
+ */
+export function median(data) {
+    const ret = wasm.median(data);
+    if (ret[2]) {
+        throw takeFromExternrefTable0(ret[1]);
+    }
+    return ret[0];
+}
+
 /**
  * Standard normal CDF Φ(x) = P(Z ≤ x) for Z ~ N(0, 1).
  *
@@ -371,6 +387,29 @@ export function normal_sf(x) {
     return ret;
 }
 
+/**
+ * Sample quantiles of `data` at each of `probabilities`, in the order asked
+ * — R-7 linear interpolation (Hyndman & Fan 1996; the default of R, NumPy
+ * and Excel), sorting the sample once.
+ *
+ * # Errors
+ * Throws `empty_input` when `data` is empty, and `parameter_out_of_range`
+ * (`parameter` `probabilities[i]`, `min` 0, `max` 1) for a probability
+ * outside `[0, 1]`.
+ * @param {number[] | Float64Array} data
+ * @param {number[] | Float64Array} probabilities
+ * @returns {Float64Array}
+ */
+export function quantiles(data, probabilities) {
+    const ret = wasm.quantiles(data, probabilities);
+    if (ret[3]) {
+        throw takeFromExternrefTable0(ret[2]);
+    }
+    var v1 = getArrayF64FromWasm0(ret[0], ret[1]).slice();
+    wasm.__wbindgen_free(ret[0], ret[1] * 8, 8);
+    return v1;
+}
+
 /**
  * Forward DFT of a real sequence of any length.
  *