@johnhenry/math 0.1.0 → 0.3.0

package/dist/Distributions.js

@@ -1,4 +1,93 @@
 import { SpecialFunctions as SF } from "./SpecialFunctions.js";
+/** Build a continuous distribution; `ppf` is derived by bisection unless supplied. */
+function continuous(d) {
+    const ppf = d.ppf ??
+        ((p) => invertContinuous(d.cdf, d.sf, p, d.lower ?? Number.NEGATIVE_INFINITY, d.upper ?? Number.POSITIVE_INFINITY));
+    return {
+        pdf: d.pdf,
+        cdf: d.cdf,
+        sf: d.sf,
+        ppf,
+        quantile: ppf,
+        mean: d.mean,
+        variance: d.variance,
+        std: () => Math.sqrt(d.variance()),
+        sample: d.sample,
+        rvs: (n) => Array.from({ length: n }, () => d.sample()),
+    };
+}
+function discrete(d) {
+    const ppf = (p) => {
+        if (Number.isNaN(p) || p < 0 || p > 1)
+            return Number.NaN;
+        if (p === 0)
+            return -1;
+        const max = d.max ?? Number.POSITIVE_INFINITY;
+        if (p === 1)
+            return max;
+        let hi = Math.max(1, Math.ceil(d.mean() + 4 * Math.sqrt(d.variance())));
+        while (hi < max && d.cdf(hi) < p)
+            hi *= 2;
+        hi = Math.min(hi, max);
+        let lo = -1; // cdf(-1) = 0 < p
+        while (hi - lo > 1) {
+            const mid = Math.floor((lo + hi) / 2);
+            if (d.cdf(mid) >= p)
+                hi = mid;
+            else
+                lo = mid;
+        }
+        return hi;
+    };
+    return {
+        pmf: d.pmf,
+        cdf: d.cdf,
+        sf: d.sf,
+        ppf,
+        quantile: ppf,
+        mean: d.mean,
+        variance: d.variance,
+        std: () => Math.sqrt(d.variance()),
+        sample: d.sample,
+        rvs: (n) => Array.from({ length: n }, () => d.sample()),
+    };
+}
+/**
+ * Invert a continuous CDF by bracketing + bisection. Uses `cdf` for the lower
+ * half and `sf` for the upper half so tail quantiles keep full precision.
+ */
+function invertContinuous(cdf, sf, p, lower, upper) {
+    if (Number.isNaN(p) || p < 0 || p > 1)
+        return Number.NaN;
+    if (p === 0)
+        return lower;
+    if (p === 1)
+        return upper;
+    const below = p <= 0.5 ? (x) => cdf(x) < p : (x) => sf(x) > 1 - p;
+    let lo = lower;
+    if (!Number.isFinite(lo)) {
+        lo = -1;
+        for (let step = 1; !below(lo); step *= 2)
+            lo -= step;
+    }
+    let hi = Number.isFinite(upper) ? upper : lo + 1;
+    if (!Number.isFinite(upper)) {
+        for (let step = 1; below(hi); step *= 2) {
+            lo = hi;
+            hi += step;
+        }
+    }
+    for (let i = 0; i < 400; i++) {
+        const mid = lo + (hi - lo) / 2;
+        if (mid === lo || mid === hi)
+            break;
+        if (below(mid))
+            lo = mid;
+        else
+            hi = mid;
+    }
+    return hi;
+}
 /** The inverse standard-normal CDF (Acklam's rational approximation). */
 function normInv(p) {
     if (p <= 0)
@@ -34,81 +123,157 @@ function normInv(p) {
     return (-(((((c[0] * q + c[1]) * q + c[2]) * q + c[3]) * q + c[4]) * q + c[5]) /
         ((((d[0] * q + d[1]) * q + d[2]) * q + d[3]) * q + 1));
 }
+const SQRT_2PI = Math.sqrt(2 * Math.PI);
 export class Distributions {
-    /** The inverse standard-normal CDF (quantile / probit function). */
+    /** The inverse standard-normal CDF (quantile / probit function), to ~1e-15 after one Halley refinement. */
     static normalQuantile(p, mean = 0, sd = 1) {
-        return mean + sd * normInv(p);
+        if (Number.isNaN(p) || p < 0 || p > 1)
+            return Number.NaN;
+        let x = normInv(p);
+        if (Number.isFinite(x)) {
+            const e = 0.5 * SF.erfc(-x / Math.SQRT2) - p;
+            const u = e * SQRT_2PI * Math.exp((x * x) / 2);
+            x -= u / (1 + (x * u) / 2);
+        }
+        return mean + sd * x;
     }
+    /** Normal(`mean`, `sd`) -- `scipy.stats.norm(loc=mean, scale=sd)`. */
     static normal(mean = 0, sd = 1, rng = Math.random) {
-        return {
-            pdf: (x) => Math.exp(-0.5 * ((x - mean) / sd) ** 2) / (sd * Math.sqrt(2 * Math.PI)),
+        return continuous({
+            pdf: (x) => Math.exp(-0.5 * ((x - mean) / sd) ** 2) / (sd * SQRT_2PI),
             cdf: (x) => 0.5 * SF.erfc(-(x - mean) / (sd * Math.SQRT2)),
+            sf: (x) => 0.5 * SF.erfc((x - mean) / (sd * Math.SQRT2)),
+            ppf: (p) => Distributions.normalQuantile(p, mean, sd),
             mean: () => mean,
             variance: () => sd * sd,
             sample: () => mean + sd * Math.sqrt(-2 * Math.log(1 - rng())) * Math.cos(2 * Math.PI * rng()),
-        };
+        });
     }
+    /** Exponential with the given `rate` -- `scipy.stats.expon(scale=1/rate)`. */
     static exponential(rate = 1, rng = Math.random) {
-        return {
+        return continuous({
             pdf: (x) => (x < 0 ? 0 : rate * Math.exp(-rate * x)),
-            cdf: (x) => (x < 0 ? 0 : 1 - Math.exp(-rate * x)),
+            cdf: (x) => (x < 0 ? 0 : -Math.expm1(-rate * x)),
+            sf: (x) => (x < 0 ? 1 : Math.exp(-rate * x)),
+            ppf: (p) => (p < 0 || p > 1 ? Number.NaN : -Math.log1p(-p) / rate),
             mean: () => 1 / rate,
             variance: () => 1 / (rate * rate),
             sample: () => -Math.log(1 - rng()) / rate,
-        };
+        });
     }
+    /** Uniform on `[a, b]` -- `scipy.stats.uniform(loc=a, scale=b-a)`. */
     static uniform(a = 0, b = 1, rng = Math.random) {
-        return {
+        return continuous({
             pdf: (x) => (x >= a && x <= b ? 1 / (b - a) : 0),
             cdf: (x) => (x < a ? 0 : x > b ? 1 : (x - a) / (b - a)),
+            sf: (x) => (x < a ? 1 : x > b ? 0 : (b - x) / (b - a)),
+            ppf: (p) => (p < 0 || p > 1 ? Number.NaN : a + p * (b - a)),
             mean: () => (a + b) / 2,
             variance: () => (b - a) ** 2 / 12,
             sample: () => a + rng() * (b - a),
-        };
+        });
     }
+    /** Gamma with `shape` and `scale` -- `scipy.stats.gamma(a=shape, scale=scale)`. */
     static gamma(shape, scale = 1, rng = Math.random) {
-        return {
-            pdf: (x) => (x <= 0 ? 0 : (x ** (shape - 1) * Math.exp(-x / scale)) / (SF.gamma(shape) * scale ** shape)),
+        return continuous({
+            pdf: (x) => {
+                if (x < 0)
+                    return 0;
+                if (x === 0)
+                    return shape < 1 ? Number.POSITIVE_INFINITY : shape === 1 ? 1 / scale : 0;
+                return Math.exp((shape - 1) * Math.log(x) - x / scale - SF.lnGamma(shape) - shape * Math.log(scale));
+            },
             cdf: (x) => (x <= 0 ? 0 : SF.regularizedGammaP(shape, x / scale)),
+            sf: (x) => (x <= 0 ? 1 : SF.regularizedGammaQ(shape, x / scale)),
+            lower: 0,
             mean: () => shape * scale,
             variance: () => shape * scale * scale,
             sample: () => Distributions.sampleGamma(shape, rng) * scale,
-        };
+        });
     }
+    /** Chi-square with `df` degrees of freedom -- `scipy.stats.chi2(df)`. */
     static chiSquare(df, rng = Math.random) {
         const g = Distributions.gamma(df / 2, 2, rng);
-        return { ...g, mean: () => df, variance: () => 2 * df };
+        return { ...g, mean: () => df, variance: () => 2 * df, std: () => Math.sqrt(2 * df) };
     }
+    /** Student's t with `df` degrees of freedom -- `scipy.stats.t(df)`. */
     static studentT(df, rng = Math.random) {
-        const c = SF.gamma((df + 1) / 2) / (Math.sqrt(df * Math.PI) * SF.gamma(df / 2));
-        return {
-            pdf: (x) => c * (1 + (x * x) / df) ** (-(df + 1) / 2),
-            cdf: (x) => {
-                const ib = SF.regularizedIncompleteBeta(df / (df + x * x), df / 2, 0.5);
-                return x >= 0 ? 1 - 0.5 * ib : 0.5 * ib;
-            },
+        const lc = SF.lnGamma((df + 1) / 2) - SF.lnGamma(df / 2) - 0.5 * Math.log(df * Math.PI);
+        const cdf = (x) => {
+            if (x === Number.POSITIVE_INFINITY)
+                return 1;
+            if (x === Number.NEGATIVE_INFINITY)
+                return 0;
+            const ib = SF.regularizedIncompleteBeta(df / (df + x * x), df / 2, 0.5);
+            return x >= 0 ? 1 - 0.5 * ib : 0.5 * ib;
+        };
+        return continuous({
+            pdf: (x) => Math.exp(lc - ((df + 1) / 2) * Math.log1p((x * x) / df)),
+            cdf,
+            sf: (x) => cdf(-x),
             mean: () => (df > 1 ? 0 : Number.NaN),
-            variance: () => (df > 2 ? df / (df - 2) : Number.POSITIVE_INFINITY),
+            variance: () => (df > 2 ? df / (df - 2) : df > 1 ? Number.POSITIVE_INFINITY : Number.NaN),
             sample: () => {
                 const z = Distributions.normal(0, 1, rng).sample();
                 const chi = Distributions.chiSquare(df, rng).sample();
                 return z / Math.sqrt(chi / df);
             },
-        };
+        });
+    }
+    /** Fisher-Snedecor F with numerator `d1` and denominator `d2` degrees of freedom -- `scipy.stats.f(d1, d2)`. */
+    static fisherF(d1, d2, rng = Math.random) {
+        const lbeta = SF.lnGamma(d1 / 2) + SF.lnGamma(d2 / 2) - SF.lnGamma((d1 + d2) / 2);
+        return continuous({
+            pdf: (x) => {
+                if (x < 0)
+                    return 0;
+                if (x === 0)
+                    return d1 < 2 ? Number.POSITIVE_INFINITY : d1 === 2 ? 1 : 0;
+                return Math.exp(0.5 * d1 * Math.log(d1) +
+                    0.5 * d2 * Math.log(d2) +
+                    (d1 / 2 - 1) * Math.log(x) -
+                    ((d1 + d2) / 2) * Math.log(d2 + d1 * x) -
+                    lbeta);
+            },
+            cdf: (x) => (x <= 0 ? 0 : SF.regularizedIncompleteBeta((d1 * x) / (d1 * x + d2), d1 / 2, d2 / 2)),
+            sf: (x) => (x <= 0 ? 1 : SF.regularizedIncompleteBeta(d2 / (d2 + d1 * x), d2 / 2, d1 / 2)),
+            lower: 0,
+            mean: () => (d2 > 2 ? d2 / (d2 - 2) : Number.NaN),
+            variance: () => d2 > 4
+                ? (2 * d2 * d2 * (d1 + d2 - 2)) / (d1 * (d2 - 2) ** 2 * (d2 - 4))
+                : d2 > 2
+                    ? Number.POSITIVE_INFINITY
+                    : Number.NaN,
+            sample: () => (Distributions.sampleGamma(d1 / 2, rng) * 2) / d1 / ((Distributions.sampleGamma(d2 / 2, rng) * 2) / d2),
+        });
     }
+    /** Binomial(`n`, `p`) -- `scipy.stats.binom(n, p)`. */
     static binomial(n, p, rng = Math.random) {
         const logChoose = (k) => SF.lnGamma(n + 1) - SF.lnGamma(k + 1) - SF.lnGamma(n - k + 1);
-        const pmf = (k) => k < 0 || k > n || !Number.isInteger(k) ? 0 : Math.exp(logChoose(k) + k * Math.log(p) + (n - k) * Math.log(1 - p));
-        return {
+        const pmf = (k) => {
+            if (k < 0 || k > n || !Number.isInteger(k))
+                return 0;
+            if (p === 0)
+                return k === 0 ? 1 : 0;
+            if (p === 1)
+                return k === n ? 1 : 0;
+            return Math.exp(logChoose(k) + k * Math.log(p) + (n - k) * Math.log1p(-p));
+        };
+        return discrete({
             pmf,
             cdf: (k) => {
-                // Reuse the single pmf closure above instead of rebuilding a whole new
-                // binomial distribution (and its logChoose closure) on every step.
-                let s = 0;
-                for (let i = 0; i <= Math.floor(k); i++)
-                    s += pmf(i);
-                return Math.min(1, s);
+                if (k < 0)
+                    return 0;
+                const f = Math.floor(k);
+                return f >= n ? 1 : SF.regularizedIncompleteBeta(1 - p, n - f, f + 1);
+            },
+            sf: (k) => {
+                if (k < 0)
+                    return 1;
+                const f = Math.floor(k);
+                return f >= n ? 0 : SF.regularizedIncompleteBeta(p, f + 1, n - f);
             },
+            max: n,
             mean: () => n * p,
             variance: () => n * p * (1 - p),
             sample: () => {
@@ -118,25 +283,36 @@ export class Distributions {
                         count++;
                 return count;
             },
-        };
+        });
     }
+    /** Poisson(`lambda`) -- `scipy.stats.poisson(mu=lambda)`. */
     static poisson(lambda, rng = Math.random) {
-        return {
+        return discrete({
             pmf: (k) => (k < 0 || !Number.isInteger(k) ? 0 : Math.exp(k * Math.log(lambda) - lambda - SF.lnGamma(k + 1))),
             cdf: (k) => (k < 0 ? 0 : SF.regularizedGammaQ(Math.floor(k) + 1, lambda)),
+            sf: (k) => (k < 0 ? 1 : SF.regularizedGammaP(Math.floor(k) + 1, lambda)),
             mean: () => lambda,
             variance: () => lambda,
             sample: () => {
-                const L = Math.exp(-lambda);
-                let k = 0;
-                let prod = 1;
-                do {
-                    k++;
-                    prod *= rng();
-                } while (prod > L);
-                return k - 1;
+                // Knuth's product method underflows exp(-lambda) past ~745, so split
+                // large rates into independent Poisson(<=500) pieces and add them.
+                let remaining = lambda;
+                let total = 0;
+                while (remaining > 0) {
+                    const part = Math.min(remaining, 500);
+                    remaining -= part;
+                    const L = Math.exp(-part);
+                    let k = 0;
+                    let prod = 1;
+                    do {
+                        k++;
+                        prod *= rng();
+                    } while (prod > L);
+                    total += k - 1;
+                }
+                return total;
             },
-        };
+        });
     }
     /** Marsaglia-Tsang gamma sampler (shape ≥ 0). */
     static sampleGamma(shape, rng = Math.random) {
@@ -160,63 +336,138 @@ export class Distributions {
         }
     }
 }
+const sumOf = (xs) => xs.reduce((a, b) => a + b, 0);
+const meanOf = (xs) => sumOf(xs) / xs.length;
+const sampleVar = (xs) => {
+    const m = meanOf(xs);
+    return xs.reduce((acc, x) => acc + (x - m) ** 2, 0) / (xs.length - 1);
+};
+/** p-value of a t statistic under the chosen alternative. */
+function tPValue(t, df, alternative = "two-sided") {
+    const dist = Distributions.studentT(df);
+    if (alternative === "less")
+        return dist.cdf(t);
+    if (alternative === "greater")
+        return dist.sf(t);
+    return Math.min(1, 2 * dist.sf(Math.abs(t)));
+}
 export class HypothesisTests {
-    /** One-sample two-tailed Student t-test against a hypothesised mean `mu0`. */
-    static tTestOneSample(sample, mu0 = 0) {
+    /** One-sample Student t-test against a hypothesised mean `mu0` -- `scipy.stats.ttest_1samp`. */
+    static tTestOneSample(sample, mu0 = 0, options = {}) {
         const n = sample.length;
-        const mean = sample.reduce((a, b) => a + b, 0) / n;
-        const variance = sample.reduce((acc, x) => acc + (x - mean) ** 2, 0) / (n - 1);
-        const se = Math.sqrt(variance / n);
-        const t = (mean - mu0) / se;
+        const se = Math.sqrt(sampleVar(sample) / n);
+        const t = (meanOf(sample) - mu0) / se;
         const df = n - 1;
-        const p = 2 * (1 - Distributions.studentT(df).cdf(Math.abs(t)));
-        return { statistic: t, df, pValue: p };
+        return { statistic: t, df, pValue: tPValue(t, df, options.alternative) };
     }
-    /** Welch's two-sample t-test (unequal variances). */
-    static tTestTwoSample(a, b) {
+    /**
+     * Welch's two-sample t-test (unequal variances) -- `scipy.stats.ttest_ind(a, b, equal_var=False)`.
+     * This is the mallory behaviour; for SciPy's pooled default see {@link tTestIndependent}.
+     */
+    static tTestTwoSample(a, b, options = {}) {
+        return HypothesisTests.tTestIndependent(a, b, { ...options, equalVar: false });
+    }
+    /** Alias of Welch's test (`tTestTwoSample`). */
+    static welch(a, b, options = {}) {
+        return HypothesisTests.tTestTwoSample(a, b, options);
+    }
+    /** Independent two-sample t-test -- `scipy.stats.ttest_ind`. Pooled-variance (`equalVar: true`) by default, like SciPy. */
+    static tTestIndependent(a, b, options = {}) {
+        const { equalVar = true, alternative } = options;
         const na = a.length;
         const nb = b.length;
-        const ma = a.reduce((s, x) => s + x, 0) / na;
-        const mb = b.reduce((s, x) => s + x, 0) / nb;
-        const va = a.reduce((s, x) => s + (x - ma) ** 2, 0) / (na - 1);
-        const vb = b.reduce((s, x) => s + (x - mb) ** 2, 0) / (nb - 1);
-        const se = Math.sqrt(va / na + vb / nb);
-        const t = (ma - mb) / se;
-        const df = (va / na + vb / nb) ** 2 / ((va / na) ** 2 / (na - 1) + (vb / nb) ** 2 / (nb - 1));
-        const p = 2 * (1 - Distributions.studentT(df).cdf(Math.abs(t)));
-        return { statistic: t, df, pValue: p };
-    }
-    /** Pearson chi-square goodness-of-fit test. */
-    static chiSquareGoodnessOfFit(observed, expected) {
-        const chi2 = observed.reduce((s, o, i) => s + (o - expected[i]) ** 2 / expected[i], 0);
-        const df = observed.length - 1;
-        const p = 1 - Distributions.chiSquare(df).cdf(chi2);
-        return { statistic: chi2, df, pValue: p };
-    }
-    /** Confidence interval for the mean of a sample at the given level (t-based). */
+        const va = sampleVar(a);
+        const vb = sampleVar(b);
+        let t;
+        let df;
+        if (equalVar) {
+            df = na + nb - 2;
+            const pooled = ((na - 1) * va + (nb - 1) * vb) / df;
+            t = (meanOf(a) - meanOf(b)) / Math.sqrt(pooled * (1 / na + 1 / nb));
+        }
+        else {
+            const sa = va / na;
+            const sb = vb / nb;
+            t = (meanOf(a) - meanOf(b)) / Math.sqrt(sa + sb);
+            df = (sa + sb) ** 2 / (sa ** 2 / (na - 1) + sb ** 2 / (nb - 1));
+        }
+        return { statistic: t, df, pValue: tPValue(t, df, alternative) };
+    }
+    /** Paired t-test on matched samples -- `scipy.stats.ttest_rel`. */
+    static tTestPaired(a, b, options = {}) {
+        if (a.length !== b.length)
+            throw new Error("tTestPaired requires samples of equal length.");
+        return HypothesisTests.tTestOneSample(a.map((x, i) => x - b[i]), 0, options);
+    }
+    /**
+     * Pearson chi-square goodness-of-fit test -- `scipy.stats.chisquare`.
+     * `expected` defaults to uniform; `ddof` is SciPy's delta degrees of freedom
+     * (the p-value uses `k - 1 - ddof`). Throws when the totals disagree.
+     */
+    static chiSquareGoodnessOfFit(observed, expected, ddof = 0) {
+        const k = observed.length;
+        const exp = expected ?? new Array(k).fill(sumOf(observed) / k);
+        if (exp.length !== k)
+            throw new Error("observed and expected must have the same length.");
+        const so = sumOf(observed);
+        const se = sumOf(exp);
+        if (Math.abs(so - se) > 1e-8 * Math.max(Math.abs(so), Math.abs(se))) {
+            throw new Error(`observed (${so}) and expected (${se}) frequencies must sum to the same total.`);
+        }
+        const chi2 = observed.reduce((s, o, i) => s + (o - exp[i]) ** 2 / exp[i], 0);
+        const df = k - 1 - ddof;
+        return { statistic: chi2, df, pValue: Distributions.chiSquare(df).sf(chi2) };
+    }
+    /**
+     * Chi-square test of independence on a contingency table --
+     * `scipy.stats.chi2_contingency`. Like SciPy, applies Yates' continuity
+     * correction by default when there is one degree of freedom.
+     */
+    static chiSquareIndependence(table, options = {}) {
+        const { correction = true } = options;
+        const r = table.length;
+        const c = table[0].length;
+        const rows = table.map(sumOf);
+        const cols = Array.from({ length: c }, (_, j) => sumOf(table.map((row) => row[j])));
+        const total = sumOf(rows);
+        const expected = table.map((_, i) => cols.map((cj) => (rows[i] * cj) / total));
+        const df = (r - 1) * (c - 1);
+        let stat = 0;
+        for (let i = 0; i < r; i++) {
+            for (let j = 0; j < c; j++) {
+                let diff = Math.abs(table[i][j] - expected[i][j]);
+                if (correction && df === 1)
+                    diff = Math.max(0, diff - 0.5);
+                stat += diff ** 2 / expected[i][j];
+            }
+        }
+        return { statistic: stat, df, pValue: df === 0 ? 1 : Distributions.chiSquare(df).sf(stat), expected };
+    }
+    /** t-based confidence interval for the mean of a sample. */
     static confidenceIntervalMean(sample, level = 0.95) {
         const n = sample.length;
-        const m = sample.reduce((a, b) => a + b, 0) / n;
-        const variance = sample.reduce((acc, x) => acc + (x - m) ** 2, 0) / (n - 1);
-        const se = Math.sqrt(variance / n);
-        const alpha = 1 - level;
-        const tCrit = tQuantile(1 - alpha / 2, n - 1);
+        const m = meanOf(sample);
+        const se = Math.sqrt(sampleVar(sample) / n);
+        const tCrit = Distributions.studentT(n - 1).ppf(1 - (1 - level) / 2);
         return [m - tCrit * se, m + tCrit * se];
     }
-}
-// -- small internal helpers -------------------------------------------------
-/** Quantile of Student-t via bisection on its CDF. */
-function tQuantile(p, df) {
-    const dist = Distributions.studentT(df);
-    let lo = -100;
-    let hi = 100;
-    for (let i = 0; i < 200; i++) {
-        const mid = (lo + hi) / 2;
-        if (dist.cdf(mid) < p)
-            lo = mid;
-        else
-            hi = mid;
+    /** Welch confidence interval for `mean(a) - mean(b)`. */
+    static confidenceIntervalDifference(a, b, level = 0.95) {
+        const sa = sampleVar(a) / a.length;
+        const sb = sampleVar(b) / b.length;
+        const df = (sa + sb) ** 2 / (sa ** 2 / (a.length - 1) + sb ** 2 / (b.length - 1));
+        const d = meanOf(a) - meanOf(b);
+        const half = Distributions.studentT(df).ppf(1 - (1 - level) / 2) * Math.sqrt(sa + sb);
+        return [d - half, d + half];
+    }
+    /** Wilson score interval for a binomial proportion (`scipy.stats.binomtest(...).proportion_ci(method="wilson", ...)` without continuity correction). */
+    static confidenceIntervalProportion(successes, n, level = 0.95) {
+        const z = Distributions.normalQuantile(1 - (1 - level) / 2);
+        const phat = successes / n;
+        const denom = 1 + (z * z) / n;
+        const centre = (phat + (z * z) / (2 * n)) / denom;
+        const half = (z * Math.sqrt((phat * (1 - phat)) / n + (z * z) / (4 * n * n))) / denom;
+        return [Math.max(0, centre - half), Math.min(1, centre + half)];
     }
-    return (lo + hi) / 2;
 }
 //# sourceMappingURL=Distributions.js.map

package/dist/Distributions.js.map

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package/dist/EigenGeneral.d.ts

@@ -0,0 +1,22 @@
+import { ComplexNumber } from "./ComplexNumber.ts";
+/**
+ * General (non-symmetric) eigen solver: Householder reduction to upper
+ * Hessenberg form, then single-shift QR iteration (Wilkinson shifts, Givens
+ * rotations, deflation) in complex arithmetic until the matrix is the complex
+ * Schur form `A = Z·T·Zᴴ`; eigenvectors come from back-substitution on the
+ * triangular `T`. Real input with conjugate eigenvalue pairs works without a
+ * separate real-Schur code path, at the cost of doing the arithmetic in ℂ.
+ *
+ * Mirrors `scipy.linalg.eig` / `numpy.linalg.eig` (right eigenvectors,
+ * columns of `vectors`, unit 2-norm). Eigenvalues are sorted by descending
+ * real part, then descending imaginary part; each eigenvector's largest
+ * component is real and positive (LAPACK leaves that sign arbitrary).
+ */
+export interface GeneralEigenResult {
+    /** Eigenvalues, `values[k]` pairs with column `k` of `vectors`. */
+    values: ComplexNumber[];
+    /** `n×n` matrix whose column `k` is the unit-norm eigenvector for `values[k]`. */
+    vectors: ComplexNumber[][];
+}
+export declare function eigenGeneral(input: ReadonlyArray<ReadonlyArray<number | ComplexNumber>>, maxIterations?: number): GeneralEigenResult;
+//# sourceMappingURL=EigenGeneral.d.ts.map

package/dist/EigenGeneral.d.ts.map

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