@mark1russell7/rigor-statistics 0.1.16 → 0.1.17

package/README.md

@@ -118,6 +118,8 @@ The default expansion has one product for each pair of levels of two dimensions.
 | `pairedPermutation(candidate, baseline, options)` | The paired permutation test (random sign flips). It uses the size of each difference. |
 | `twoSamplePermutation(a, b, options)` | The two-sample permutation test (a split of the pooled values). It reads each split when their count is `runs` or less, so the p is exact. It compares groups of different sizes, and its default statistic is the difference of the medians. |
 | `wilson(k, n, z)` | The Wilson interval of a proportion. |
+| `wilsonSampleSize(target, expected, z, max)` | The smallest number of trials at which the Wilson lower end reaches the target, at the expected proportion. |
+| `cohenKappa(a, b)` | The agreement of two raters beyond chance (Cohen's kappa), with the observed and the chance agreement. |
 | `medianInterval(values, level)` | The distribution-free interval of a median, from two order statistics. It gives `low`, `high`, the `rank` of `low` and the `coverage`. |
 | `quantileInterval(values, p, level)` | The distribution-free interval of a quantile, from two order statistics. A side with no rank is infinite. The values must be independent draws. |
 | `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. |

package/build/index.d.ts

@@ -822,6 +822,28 @@ interface TwoSamplePermutationResult extends PermutationResult {
  * random splits. A drawn p has noise: a level of 0.001 is 10 counts at 10 000 runs. So give enough runs for a small level.
  */
 export declare function twoSamplePermutation(a: readonly number[], b: readonly number[], options?: TwoSamplePermutationOptions): TwoSamplePermutationResult;
+/**
+ * The smallest number of trials `n` at which the Wilson lower end reaches `target`, when the true proportion is
+ * `expected`. Each `n` takes `round(expected × n)` successes. The function gives `undefined` when `expected` is not
+ * above `target`, or when no `n` up to `max` reaches it. An audit of an agreement uses it to fix its size.
+ */
+export declare function wilsonSampleSize(target: number, expected: number, z?: number, max?: number): number | undefined;
+/** The agreement of two raters that give one category to each item. */
+interface Kappa {
+  /** The number of items. */
+  readonly n: number;
+  /** The part of the items where the two raters give the same category. */
+  readonly observed: number;
+  /** The part of agreement that two independent raters with the same frequencies of categories give. */
+  readonly chance: number;
+  /** Cohen's kappa: `(observed − chance) / (1 − chance)`. It is `undefined` when `chance` is 1. */
+  readonly kappa: number | undefined;
+}
+/**
+ * Cohen's kappa of two raters (Cohen, 1960). Item `i` has the category `a[i]` from one rater and `b[i]` from the
+ * other. Two categories are the same when they are `===`. A kappa of 1 is full agreement, and 0 is the agreement of chance.
+ */
+export declare function cohenKappa<T>(a: readonly T[], b: readonly T[]): Kappa;
 /** The ranks of the values, from 1. Equal values get the mean of their ranks. */
 export declare function ranks(values: readonly number[]): number[];
 /**
@@ -1047,5 +1069,5 @@ interface OptionFloorOptions {
  * @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, SideP, SmoothLaw, SmoothLawScore, Summary, TableResponseModel, TwoSamplePermutationOptions, TwoSamplePermutationResult };
+export type { BootstrapOptions, CalibrationLevel, CategoricalDimension, CompareOptions, Comparison, ContinuousDimension, Corrected, CountInterval, Effect, Forecast, Interval, Kappa, 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

@@ -2405,6 +2405,46 @@ function twoSamplePermutation(a, b, options = {}) {
 		exact: false
 	};
 }
+/**
+* The smallest number of trials `n` at which the Wilson lower end reaches `target`, when the true proportion is
+* `expected`. Each `n` takes `round(expected × n)` successes. The function gives `undefined` when `expected` is not
+* above `target`, or when no `n` up to `max` reaches it. An audit of an agreement uses it to fix its size.
+*/
+function wilsonSampleSize(target, expected, z = Z95, max = 1e6) {
+	if (!(target >= 0 && target <= 1 && expected >= 0 && expected <= 1)) throw new RangeError(`wilsonSampleSize: target ${target} and expected ${expected} must be from 0 to 1.`);
+	whole$1("wilsonSampleSize", max);
+	if (expected <= target) return void 0;
+	for (let n = 1; n <= max; n++) if (wilson(Math.round(expected * n), n, z).low >= target) return n;
+}
+// src/agreement.ts
+/**
+* Cohen's kappa of two raters (Cohen, 1960). Item `i` has the category `a[i]` from one rater and `b[i]` from the
+* other. Two categories are the same when they are `===`. A kappa of 1 is full agreement, and 0 is the agreement of chance.
+*/
+function cohenKappa(a, b) {
+	if (a.length !== b.length) throw new RangeError(`cohenKappa: the raters have ${a.length} and ${b.length} items.`);
+	const n = a.length;
+	if (n === 0) throw new RangeError("cohenKappa: there are no items.");
+	const countA = /* @__PURE__ */ new Map();
+	const countB = /* @__PURE__ */ new Map();
+	let same = 0;
+	for (let i = 0; i < n; i++) {
+		const x = a[i];
+		const y = b[i];
+		if (x === y) same++;
+		countA.set(x, (countA.get(x) ?? 0) + 1);
+		countB.set(y, (countB.get(y) ?? 0) + 1);
+	}
+	let chance = 0;
+	for (const [category, count] of countA) chance += count / n * ((countB.get(category) ?? 0) / n);
+	const observed = same / n;
+	return {
+		n,
+		observed,
+		chance,
+		kappa: chance === 1 ? void 0 : (observed - chance) / (1 - chance)
+	};
+}
 // src/rank.ts
 /**
 * Rank correlation: do two measures put the same items in the same order? Use it to test that a cheap proxy (a
@@ -2896,6 +2936,6 @@ function optionFloor(options) {
 	}
 	throw new RangeError(`optionFloor: no count under 10,000,000 for sigma ${sigma} and delta ${delta}.`);
 }
-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, optionFloor, pairedPermutation, parseResponseRecord, partialConjunction, predictResponse, quantile, quantileInterval, quantileSamples, quantileSorted, ranks, responseCells, ridgeSolve, sd, signTest, signTestPower, sliceResponse, smoothLawScores, sorted, spearman, summarize, surfaceResponse, tQuantile, twoSamplePermutation, 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, cohenKappa, compareRatios, fitResponse, heldOutError, heldOutErrorAt, holm, kendallTau, leastSquares, mean, median, medianInterval, modeCount, negativeBinomialInterval, noiseFloor, noiseVerdict, optionFloor, pairedPermutation, parseResponseRecord, partialConjunction, predictResponse, quantile, quantileInterval, quantileSamples, quantileSorted, ranks, responseCells, ridgeSolve, sd, signTest, signTestPower, sliceResponse, smoothLawScores, sorted, spearman, summarize, surfaceResponse, tQuantile, twoSamplePermutation, whenHolds, wilson, wilsonSampleSize };
 
 //# sourceMappingURL=index.js.map