@mark1russell7/rigor-statistics 0.1.14 → 0.1.16

package/README.md

@@ -106,7 +106,8 @@ The default expansion has one product for each pair of levels of two dimensions.
 | --- | --- |
 | `mean`, `sd`, `median`, `summarize` | The descriptive statistics. `sd` is the sample standard deviation. |
 | `quantile(values, p, method)`, `quantileSorted` | The `p` quantile, with the `"linear"` method (type 7, the default), the `"nearest-rank"` method (type 1) or the `"higher"` method (`sorted[Math.ceil(p * (n - 1))]`, as NumPy). |
-| `bootstrap(data, statistic, options)` | A percentile bootstrap interval of any statistic. The options are `runs`, `level` or `ends`, `seed` and `method`. |
+| `bootstrap(data, statistic, options)` | A percentile bootstrap interval of any statistic. The options are `runs`, `level` or `ends`, `seed`, `method` and `against`. |
+| The option `against` | The interval also gives `pAbove` and `pBelow`, the bootstrap p of each side of the value, from the same draws. The smallest p is 1 / (`finite` + 1). Give `holm` enough runs: with m tests at level a, `runs` is more than m / a. |
 | `bootstrapMedian`, `bootstrapClusters` | The interval of the median, and a bootstrap that draws whole clusters (boards, seeds, sites). |
 | `bootstrapTwo(a, b, statistic, options)` | A bootstrap interval of a statistic of two independent samples, for example two arms of a benchmark. Each run draws all of `a`, then all of `b`. |
 | `bootstrapMedianRatio(numerator, denominator, options)` | The interval of `median(numerator) / median(denominator)`. It is the uncertainty of the ratio, not the spread of the samples. |

package/build/index.d.ts

@@ -93,8 +93,22 @@ interface BootstrapOptions {
    * not 0.025, so a copy that writes 0.025 needs this option to give the same numbers.
    */
   readonly ends?: readonly [number, number];
+  /**
+   * The value of a claim to test, for example 0 for "no difference". With this option, the interval also gives `pAbove`
+   * and `pBelow` from the same draws, so the ends do not change. The default is no value and no p.
+   */
+  readonly against?: number;
+}
+/** The two bootstrap p of the option `against`. The smallest p is 1 / (finite + 1), so a family correction needs enough runs. */
+interface SideP {
+  /** The value of the option `against`. */
+  readonly against: number;
+  /** The p of the claim "the statistic is above `against`": (1 + the finite runs at or below `against`) / (finite + 1). */
+  readonly pAbove: number;
+  /** The p of the claim "the statistic is below `against`": (1 + the finite runs at or above `against`) / (finite + 1). */
+  readonly pBelow: number;
 }
-interface Interval {
+interface Interval extends Partial<SideP> {
   /** The statistic of all the data. */
   readonly estimate: number;
   readonly low: number;
@@ -1024,11 +1038,14 @@ interface OptionFloorOptions {
  * with `df = 2 n - 2`. The count is on both sides of that form, so the function takes the first count that meets it.
  *
  * The function assumes independent values, unpaired groups of equal size, equal `sigma`, and a Bonferroni family.
+ * Holm gives each test a level of `alpha / tests` or more. Thus for a Holm family the count is an upper bound, not the exact count.
+ * The tests read the power by simulation: 2,000 draws at the floor for 1, 5 and 67 tests, from the fixed seeds `rigor-statistics/optionFloor/at/<tests>`.
+ * Each read gives 0.78 or more, and one count below the floor gives less.
  * A value of `sigma` from an older run gives a count for that run. Read `sigma` again on the new values.
  *
  * @param options - The spread, the difference, the family and the targets.
  * @returns A whole number of 2 or more.
  */
 export declare function optionFloor(options: OptionFloorOptions): number;
-export type { BootstrapOptions, CalibrationLevel, CategoricalDimension, CompareOptions, Comparison, ContinuousDimension, Corrected, CountInterval, Effect, Forecast, Interval, LeastSquaresFit, LeastSquaresOptions, MedianInterval, ModeOptions, NoiseOptions, NoiseState, NoiseVerdict, OptionFloorOptions, OrdinalDimension, ParsedResponseRecord, PermutationOptions, PermutationResult, Proportion, QuantileInterval, QuantileMethod, ResponseAbsentPoint, ResponseBand, ResponseCurvePoint, ResponseData, ResponseDimension, ResponseDimensionBase, ResponseFactor, ResponseFault, ResponseFitOptions, ResponseFold, ResponseFoldError, ResponseHeldOutError, ResponseInputValue, ResponseMeasure, ResponseModel, ResponseModelBase, ResponsePoint, ResponseReason, ResponseRecord, ResponseSlice, ResponseSliceOptions, ResponseSlicePoint, ResponseSurface, ResponseSurfaceAbsentPoint, ResponseSurfaceOptions, ResponseSurfacePoint, ResponseTableCell, ResponseValue, ResponseViewOptions, ResponseWhen, RidgeInput, RidgeInputBase, RidgeLevelInput, RidgeNumberInput, RidgeOptions, RidgeRankInput, RidgeResponseModel, RidgeTerm, SmoothLaw, SmoothLawScore, Summary, TableResponseModel, TwoSamplePermutationOptions, TwoSamplePermutationResult };
+export type { BootstrapOptions, CalibrationLevel, CategoricalDimension, CompareOptions, Comparison, ContinuousDimension, Corrected, CountInterval, Effect, Forecast, Interval, LeastSquaresFit, LeastSquaresOptions, MedianInterval, ModeOptions, NoiseOptions, NoiseState, NoiseVerdict, OptionFloorOptions, OrdinalDimension, ParsedResponseRecord, PermutationOptions, PermutationResult, Proportion, QuantileInterval, QuantileMethod, ResponseAbsentPoint, ResponseBand, ResponseCurvePoint, ResponseData, ResponseDimension, ResponseDimensionBase, ResponseFactor, ResponseFault, ResponseFitOptions, ResponseFold, ResponseFoldError, ResponseHeldOutError, ResponseInputValue, ResponseMeasure, ResponseModel, ResponseModelBase, ResponsePoint, ResponseReason, ResponseRecord, ResponseSlice, ResponseSliceOptions, ResponseSlicePoint, ResponseSurface, ResponseSurfaceAbsentPoint, ResponseSurfaceOptions, ResponseSurfacePoint, ResponseTableCell, ResponseValue, ResponseViewOptions, ResponseWhen, RidgeInput, RidgeInputBase, RidgeLevelInput, RidgeNumberInput, RidgeOptions, RidgeRankInput, RidgeResponseModel, RidgeTerm, SideP, SmoothLaw, SmoothLawScore, Summary, TableResponseModel, TwoSamplePermutationOptions, TwoSamplePermutationResult };
 //# sourceMappingURL=index.d.ts.map

package/build/index.d.ts.map

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

@@ -273,17 +273,37 @@ function settings(name, options) {
 	if (!(lowEnd >= 0 && lowEnd < highEnd && highEnd <= 1)) throw new RangeError(`${name}: the ends are 0 <= low < high <= 1, not ${lowEnd} and ${highEnd}.`);
 	const level = options.ends ? highEnd - lowEnd : options.level ?? .95;
 	if (!(level > 0 && level < 1)) throw new RangeError(`${name}: level is more than 0 and less than 1, not ${level}.`);
+	const against = options.against;
+	if (against !== void 0 && !Number.isFinite(against)) throw new RangeError(`${name}: against is a finite number, not ${against}.`);
 	return {
 		runs,
 		lowEnd,
 		highEnd,
 		level,
-		method: options.method ?? "linear"
+		method: options.method ?? "linear",
+		against
+	};
+}
+/** This function gives the two p of the option `against`, or nothing without the option. With no finite run, each p is 1. */
+function sides(values, against) {
+	if (against === void 0) return {};
+	let atOrBelow = 0;
+	let atOrAbove = 0;
+	for (const v of values) {
+		if (v <= against) atOrBelow++;
+		if (v >= against) atOrAbove++;
+	}
+	const n = values.length + 1;
+	return {
+		against,
+		pAbove: (1 + atOrBelow) / n,
+		pBelow: (1 + atOrAbove) / n
 	};
 }
 /** The interval of the finite statistics of the runs. When no run is finite, low and high are equal to the estimate. */
 function ends(values, estimate, s, seed) {
 	const { runs, level } = s;
+	const p = sides(values, s.against);
 	if (values.length === 0) return {
 		estimate,
 		low: estimate,
@@ -291,7 +311,8 @@ function ends(values, estimate, s, seed) {
 		level,
 		runs,
 		finite: 0,
-		seed
+		seed,
+		...p
 	};
 	const v = sorted(values);
 	return {
@@ -301,7 +322,8 @@ function ends(values, estimate, s, seed) {
 		level,
 		runs,
 		finite: v.length,
-		seed
+		seed,
+		...p
 	};
 }
 /**
@@ -2851,6 +2873,9 @@ function tQuantile(p, df) {
 * with `df = 2 n - 2`. The count is on both sides of that form, so the function takes the first count that meets it.
 *
 * The function assumes independent values, unpaired groups of equal size, equal `sigma`, and a Bonferroni family.
+* Holm gives each test a level of `alpha / tests` or more. Thus for a Holm family the count is an upper bound, not the exact count.
+* The tests read the power by simulation: 2,000 draws at the floor for 1, 5 and 67 tests, from the fixed seeds `rigor-statistics/optionFloor/at/<tests>`.
+* Each read gives 0.78 or more, and one count below the floor gives less.
 * A value of `sigma` from an older run gives a count for that run. Read `sigma` again on the new values.
 *
 * @param options - The spread, the difference, the family and the targets.