@mark1russell7/rigor-statistics 0.1.11 → 0.1.12

package/README.md

@@ -121,6 +121,7 @@ The default expansion has one product for each pair of levels of two dimensions.
 | `quantileSamples(p, level)` | The fewest independent values that give a quantile an upper bound. At the level 0.95: 72 values for p95, 368 for p99 and 3,688 for p99.9. |
 | `binomialInterval(n, p, level)`, `negativeBinomialInterval(successes, p, level)` | The central interval of a binomial count, and of a count of failures before `successes` successes. Each tail outside holds `(1 - level) / 2` or less. |
 | `holm(pValues, level)` | The Holm correction of a family of tests. |
+| `partialConjunction(pValues, need)` | The p of the claim that at least `need` of these tests have a real effect. |
 | `spearman`, `kendallTau`, `ranks` | The rank correlations, with mean ranks for ties. |
 | `compareRatios`, `noiseFloor`, `noiseVerdict` | The comparison with a baseline, the noise floor of the 5-seed rule with a margin of practical effect, and the state of a difference over the seeds. |
 | `modeCount(values, { minShare, valleyRatio })` | The count of the modes of a sample, from a kernel density estimate. |

package/build/index.d.ts

@@ -760,6 +760,12 @@ interface Corrected {
  * order of the input.
  */
 export declare function holm(pValues: readonly number[], level?: number): Corrected[];
+/**
+ * The p of the claim "at least `need` of these tests have a real effect" (Benjamini and Heller, 2008). The value is
+ * `(m - need + 1)` times the `need`-th smallest p, at most 1. It has no condition on how the tests depend on each other.
+ * With 2 tests and `need` 2, the value is the larger p.
+ */
+export declare function partialConjunction(pValues: readonly number[], need: number): number;
 interface PermutationOptions {
   /** The number of random sign flips. The default is 10 000. */
   readonly runs?: number;

package/build/index.d.ts.map

@@ -1 +1 @@
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package/build/index.js

@@ -2281,6 +2281,19 @@ function holm(pValues, level = .05) {
 	}));
 }
 /**
+* The p of the claim "at least `need` of these tests have a real effect" (Benjamini and Heller, 2008). The value is
+* `(m - need + 1)` times the `need`-th smallest p, at most 1. It has no condition on how the tests depend on each other.
+* With 2 tests and `need` 2, the value is the larger p.
+*/
+function partialConjunction(pValues, need) {
+	for (const p of pValues) if (!(p >= 0 && p <= 1)) throw new RangeError(`partialConjunction: each p is from 0 to 1, not ${p}.`);
+	whole$1("partialConjunction", need);
+	const m = pValues.length;
+	if (need < 1 || need > m) throw new RangeError(`partialConjunction: need is from 1 to the count of tests ${m}, not ${need}.`);
+	const sorted = [...pValues].sort((a, b) => a - b);
+	return Math.min(1, (m - need + 1) * sorted[need - 1]);
+}
+/**
 * The paired permutation test (a random sign flip of each difference). It needs no normal distribution and uses
 * the size of each difference, which the sign test does not. A pair with a difference of 0 adds nothing.
 */
@@ -2691,6 +2704,6 @@ function calibration(forecasts) {
 		interval: wilson(hits, n)
 	}));
 }
-export { KENDALL_EXACT, RESPONSE_LAMBDAS, RESPONSE_MAX_POWER, RESPONSE_MAX_TERMS, RESPONSE_RECORDS_SCHEMA, Z95, bestSmoothLaw, binomialInterval, bootstrap, bootstrapClusters, bootstrapLeastSquares, bootstrapMedian, bootstrapMedianRatio, bootstrapTwo, brier, calibration, compareRatios, fitResponse, heldOutError, heldOutErrorAt, holm, kendallTau, leastSquares, mean, median, medianInterval, modeCount, negativeBinomialInterval, noiseFloor, noiseVerdict, pairedPermutation, parseResponseRecord, predictResponse, quantile, quantileInterval, quantileSamples, quantileSorted, ranks, responseCells, ridgeSolve, sd, signTest, signTestPower, sliceResponse, smoothLawScores, sorted, spearman, summarize, surfaceResponse, whenHolds, wilson };
+export { KENDALL_EXACT, RESPONSE_LAMBDAS, RESPONSE_MAX_POWER, RESPONSE_MAX_TERMS, RESPONSE_RECORDS_SCHEMA, Z95, bestSmoothLaw, binomialInterval, bootstrap, bootstrapClusters, bootstrapLeastSquares, bootstrapMedian, bootstrapMedianRatio, bootstrapTwo, brier, calibration, compareRatios, fitResponse, heldOutError, heldOutErrorAt, holm, kendallTau, leastSquares, mean, median, medianInterval, modeCount, negativeBinomialInterval, noiseFloor, noiseVerdict, pairedPermutation, parseResponseRecord, partialConjunction, predictResponse, quantile, quantileInterval, quantileSamples, quantileSorted, ranks, responseCells, ridgeSolve, sd, signTest, signTestPower, sliceResponse, smoothLawScores, sorted, spearman, summarize, surfaceResponse, whenHolds, wilson };
 
 //# sourceMappingURL=index.js.map