@mark1russell7/rigor-statistics 0.1.17 → 0.1.18

package/README.md

@@ -111,6 +111,7 @@ The default expansion has one product for each pair of levels of two dimensions.
 | `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. |
+| `sampleTotalInterval(values, { population, scale })` | The interval of the total of a population from a uniform sample of `m` of its `n` items without replacement. The deviations get the finite population correction `sqrt(1 - m / n)`. `scale` is `n / m` by default. When `m` is `n`, the interval is the estimate. For a small `m`, the interval is too narrow: at `m = 8` of `n = 40`, the coverage is 0.865. |
 | `leastSquares(x, y, { intercept })` | The ordinary least-squares fit of `y` on the rows of `x`, with a QR decomposition. It gives the coefficients, `residualSd`, `r2`, `n` and `k`. A singular design gives NaN coefficients. |
 | `bootstrapLeastSquares(x, y, options)` | One bootstrap interval for each coefficient of `leastSquares`, from the same draws of whole rows. A singular draw does not count. |
 | `ridgeSolve(gram, moment, lambda, { free })` | The ridge coefficients from the normal equations `X'X` and `X'y`, with a Cholesky factorization. The `free` coefficients have no penalty. A matrix that is not positive definite gives NaN coefficients. |

package/build/index.d.ts

@@ -154,6 +154,27 @@ export declare function bootstrapMedian(values: readonly number[], options?: Boo
  * are in the order of their first row.
  */
 export declare function bootstrapClusters<T>(rows: readonly T[], cluster: (row: T) => string, statistic: (rows: readonly T[]) => number, options?: BootstrapOptions): Interval;
+interface SampleTotalOptions extends BootstrapOptions {
+  /** The number of items in the whole population, `n`. It is a whole number, and it is not less than the sample. */
+  readonly population: number;
+  /** The factor from the sum of the sample to the total of the population. The default is `population / values.length`. */
+  readonly scale?: number;
+}
+/**
+ * A bootstrap interval of the total of a population from a uniform sample of `m` of its `n` items, drawn without
+ * replacement. The estimate is `scale * sum(values)`. Each run draws `m` values with replacement, as `bootstrap`
+ * does. The deviation of each run from the sum of the sample gets the factor `scale * sqrt(1 - m / n)`, the finite
+ * population correction. When `m` is `n`, the interval is the estimate.
+ *
+ * The sample has 2 values or more, and each value is finite. With the same seed, the result is equal to the
+ * `bootstrap` of the same statistic, to the bit.
+ *
+ * The interval is narrow for a small sample. The draws give the variance of the sample with the divisor `m`, not
+ * `m - 1`, so the width gets the factor `sqrt((m - 1) / m)`. The skew of the values adds to the miss. In the tests,
+ * 400 samples of `m = 8` of `n = 40` hold the total 346 times (Wilson 0.828 to 0.895). At `m = 100` of `n = 200`,
+ * the coverage agrees with 95%.
+ */
+export declare function sampleTotalInterval(values: readonly number[], options: SampleTotalOptions): Interval;
 /** The smooth laws that `smoothLawScores` compares. Each law has 2 fitted numbers. */
 type SmoothLaw = "uniform" | "normal" | "exponential" | "log-normal" | "pareto";
 /** The value of one law at its fit. */
@@ -1069,5 +1090,5 @@ 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, 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 };
+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, SampleTotalOptions, SideP, SmoothLaw, SmoothLawScore, Summary, TableResponseModel, TwoSamplePermutationOptions, TwoSamplePermutationResult };
 //# sourceMappingURL=index.d.ts.map

package/build/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","names":[],"sources":["../src/describe.ts","../src/regression.ts","../src/bootstrap.ts","../src/distribution.ts","../src/ridge.ts","../src/response.ts","../src/response-parse.ts","../src/response-fit.ts","../src/tests.ts","../src/agreement.ts","../src/rank.ts","../src/discrete.ts","../src/compare.ts","../src/power.ts"],"mappings":";;;;;;KAOY;;wBAmBI,OAAO;wBAIP,KAAK;;;;;wBAgBL,GAAG;;;;;;;wBAgBH,eAAe,iCAAiC,WAAW,SAAQ;;wBAkBnE,SAAS,2BAA2B,WAAW,SAAQ;;;;;wBASvD,OAAO;;UAQN;WACN;WACA;;WAEA;WACA;;WAEA;WACA;;WAEA;WACA;;WAEA;;wBAGK,UAAU,4BAA4B;;;;;;UC3GrC;;WAEN;;UAGM;;WAEN;;WAEA;;;;;WAKA;;WAEA;;WAEA;;;;;;;;;;;wBAkBK,aAAa,mCAAmC,sBAAsB,UAAS,sBAA2B;UC7BzG;;WAEN;;WAEA;;WAEA;;WAEA,SAAS;;;;;;WAMT;;;;;WAKA;;;UAIM;;WAEN;;WAEA;;WAEA;;UAGM,iBAAiB,QAAQ;;WAE/B;WACA;WACA;WACA;WACA;;WAEA;;WAEA;;;;;;wBAOK,UAAU,GAAG,eAAe,KAAK,YAAY,iBAAiB,gBAAgB,UAAS,mBAAwB;;;;;;;;wBAsB/G,aAAa,GAAG,GAC9B,YAAY,KACZ,YAAY,KACZ,YAAY,YAAY,KAAK,YAAY,gBACzC,UAAS,mBACR;;;;;;wBAwBa,qBAAqB,8BAA8B,gCAAgC,UAAS,mBAAwB;;;;;;;wBAUpH,sBACd,mCACA,sBACA,UAAS,mBAAmB,sBAC3B;;wBAoGa,gBAAgB,2BAA2B,UAAS,mBAAwB;;;;;;wBAS5E,kBAAkB,GAChC,eAAe,KACf,UAAU,KAAK,cACf,YAAY,eAAe,gBAC3B,UAAS,mBACR;UAec,2BAA2B;;WAEjC;;WAEA;;;;;;;;;;;;;;;;wBAiBK,oBAAoB,2BAA2B,SAAS,qBAAqB;;KC9QjF;;UAGK;WACN,KAAK;;WAEL;;;UAIM;;;;;WAKN;;WAEA;;;;;;;;;;;;;;;;;;;wBA0MK,UAAU,2BAA2B,UAAS;;;;;;;;wBAqB9C,gBAAgB,qCAAqC;;;;;;wBAwBrD,cAAc,4BAA4B;;;;;;;UCxQzC;;WAEN;;;;;;;;;;;;wBAoBK,WAAW,MAAM,mBAAmB,QAAQ,mBAAmB,gBAAgB,UAAS;;qBCd3F;;KAGD;;KAGA,qBAAqB;;UAGhB;;WAEN;WACA,iBAAiB;;;UAIX;;WAEN;;WAEA;;WAEA;;WAEA,OAAO;;;UAID,4BAA4B;WAClC;;WAEA;;WAEA;;;UAIM,yBAAyB;WAC/B;WACA;;WAEA;;;UAIM,6BAA6B;WACnC;WACA;;;KAIC,oBAAoB,sBAAsB,mBAAmB;;UAGxD;;WAEN;WACA;;WAEA;;WAEA;;;;;WAKA;;;UAIM;;WAEN;;WAEA;;;UAIM;WACN;;WAEA,QAAQ,SAAS,eAAe;;WAEhC,UAAU,SAAS;;WAEnB;;WAEA,SAAS,SAAS;;;KAIjB;WAA4B;WAA4B;;WAA6B;WAA4B,OAAO;;;UAGnH;WACN;;WAEA;;;UAIM,yBAAyB;WAC/B;WACA;WACA;WACA;;;UAIM,uBAAuB;WAC7B;WACA;WACA;WACA;;;UAIM,wBAAwB;WAC9B;WACA;;;KAIC,aAAa,mBAAmB,iBAAiB;;UAG5C;WACN,kBAAkB;WAClB;;;UAIM;;WAEN;;WAEA;;WAEA;;;UAIM,2BAA2B;WACjC;;WAEA;WACA,iBAAiB;WACjB;WACA,gBAAgB;;;UAIV;;WAEN,aAAa;;WAEb;;WAEA;;;UAIM,2BAA2B;WACjC;WACA;;WAEA;WACA,gBAAgB;;WAEhB;;;KAIC,gBAAgB,qBAAqB;;UAGhC;;WAEN;;WAEA;;WAEA;;WAEA;;;UAIM;;WAEN;;WAEA,QAAQ,SAAS,eAAe;;;;;WAKhC,cAAc,SAAS,eAAe,SAAS;;;UAIzC;WACN,eAAe;WACf;WACA,qBAAqB;WACrB,mBAAmB;;WAEnB,mBAAmB;WACnB,iBAAiB;;;UAIX,uBAAuB;WAC7B,iBAAiB;WACjB,gBAAgB;;;UAIV;;WAEN;;WAEA;;WAEA;;WAEA;;WAEA;;WAEA;;;UAIM;;WAEN,OAAO,SAAS,eAAe;;WAE/B;;;;;WAKA;;WAEA;;;UAIM,6BAA6B;;WAEnC;;;UAIM,+BAA+B;;WAErC;;;;;;UAOM;WACN;WACA;WACA;;;;;;;WAOA;;WAEA;;;UAIM,2BAA2B;;WAEjC,IAAI;;;UAIE;WACN;;WAEA,IAAI;WACJ;WACA;;;UAIM;WACN;;WAEA,IAAI;;WAEJ;WACA;;;UAIM;WACN;WACA;;WAEA,MAAM,SAAS,eAAe;WAC9B,gBAAgB;WAChB,iBAAiB;;WAEjB,iBAAiB;WACjB,OAAO;;WAEP;;;UAIM;WACN;;WAEA,cAAc,eAAe;WAC7B;WACA;;;UAIM;WACN;;WAEA,cAAc,eAAe;;WAE7B;WACA;;;UAIM;WACN;WACA;;WAEA,MAAM,SAAS,eAAe;WAC9B,YAAY;WACZ,YAAY;;WAEZ,0BAA0B;WAC1B,iBAAiB;;WAEjB,iBAAiB;WACjB,OAAO;;WAEP;;;wBAuBK,UAAU,WAAW,mBAAmB,QAAQ,SAAS;;;;;;;;;;;wBA4FzD,gBAAgB,OAAO,eAAe,QAAQ,SAAS,eAAe;;;;;wBAQtE,aAAa,QAAQ,KAAK,0BAA0B,kBAAkB;;;;;;;;;;;;wBAqCtE,eAAe,QAAQ,gBAAgB,iBAAiB,yBAAyB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;wBAgPjF,cAAc,QAAQ,gBAAgB,iBAAiB,SAAS,uBAAuB;;;;;;;wBAsBvF,gBAAgB,QAAQ,gBAAgB,iBAAiB,SAAS,yBAAyB;;;;;;;;wBA4B3F,cAAc,QAAQ,KAAK,+BAA+B,0CAA0C;;qBC3yBvG;;UAGI;;WAEN;;WAEA;;;KAIC;WAAkC;WAAmB,QAAQ;;WAA8B;WAAoB,iBAAiB;;;;;;;;;;;;;;;;;;;;;;;;;;wBAgf5H,oBAAoB,iBAAiB;;UC/dpC;;WAEN;;WAEA;;WAEA;;WAEA;;;;;;;;;WASA;;WAEA,2BAA2B;;WAE3B;;WAEA;;WAEA;;;;;WAKA;;;qBAIE;;qBAGA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;wBAoTG,YAAY,MAAM,cAAc,UAAS,qBAA0B;;;;;;wBCvVnE,SAAS,gBAAgB,eAAe;;;;;wBAaxC,cAAc,WAAW,gBAAc;;qBAO1C;;UAGI;WACN;WACA;;;;;;wBAOK,OAAO,WAAW,WAAW,aAAkB;;UAc9C;;WAEN;;WAEA;;WAEA;;;;;;;wBAQK,KAAK,4BAA4B,iBAAe;;;;;;wBAkBhD,mBAAmB,4BAA4B;UAS9C;;WAEN;;WAEA;;WAEA,aAAa;;UAGP;;WAEN;;WAEA;WACA;;;;;;wBAOK,kBAAkB,8BAA8B,6BAA6B,UAAS,qBAA0B;;UAmB/G;;WAEN;;WAEA;;WAEA,aAAa,sBAAsB;;;UAI7B,mCAAmC;;WAEzC;;;;;;;;;wBAuCK,qBAAqB,sBAAsB,sBAAsB,UAAS,8BAAmC;;;;;;wBA+B7G,iBAAiB,gBAAgB,kBAAkB,YAAiB;;UCrPnE;;WAEN;;WAEA;;WAEA;;WAEA;;;;;;wBAOK,WAAW,GAAG,YAAY,KAAK,YAAY,MAAM;;wBCHjD,MAAM;;;;;wBAgBN,SAAS,sBAAsB;;qBAmBlC;;;;;;wBAQG,WAAW,sBAAsB,sBAAsB;;UC1BtD;WACN;WACA;;WAEA;;WAEA;;;;;;;;;;wBAWK,eAAe,2BAA2B,iBAAe;;UAqBxD;;WAEN;;WAEA;;WAEA;;WAEA;;WAEA;;;;;;;;;wBAUK,iBAAiB,2BAA2B,WAAW,iBAAe;;;;;;wBAsCtE,gBAAgB,WAAW;;UAW1B;WACN;WACA;;WAEA;;;;;;;wBAQK,iBAAiB,WAAW,WAAW,iBAAe;;;;;;wBA2BtD,yBAAyB,mBAAmB,WAAW,iBAAe;UCvKrE;;WAEN;;WAEA;;;;;;WAMA;;;;;;wBAgBK,WAAW,2BAA2B,UAAS;;;;;KASnD;;UAGK;;WAEN;WACA;;WAEA;;WAEA;WACA;;WAEA;WACA,OAAO;;;;;;;;wBASF,aAAa,2BAA2B,UAAS;WAA0B;IAAqC;UAW/G;;WAEN;;WAEA;;WAEA;;;UAIM;WACN;WACA;;WAEA;;WAEA;;UAGM;;WAEN;WACA;;WAEA;;WAEA;;WAEA;;WAEA,QAAQ;;WAER;;WAEA;;WAEA;WACA,cAAc;;WAEd;WACA,cAAc;;;;;;;;wBAST,cAAc,2BAA2B,UAAS,iBAAsB;;UA6CvE;WACN;WACA;;;wBASK,MAAM,oBAAoB;;UAQzB;WACN;WACA;WACA;;WAEA;;WAEA,UAAU;;;wBAIL,YAAY,oBAAoB,aAAa;;;;;;;wBChJ7C,UAAU,WAAW;;UAgBpB;;WAEN;;WAEA;;WAEA;;WAEA;;WAEA;;;;;;;;;;;;;;;;wBAiBK,YAAY,SAAS"}

package/build/index.js

@@ -201,6 +201,8 @@ function fitRows(x, y, intercept, k) {
 * With the same seed, the draws are equal to the draws of the copies in highways, packing and layout-contract.
 * `bootstrapTwo` draws two independent samples in each run: first the items of `a`, then the items of `b`.
 * `bootstrapLeastSquares` draws whole rows, and gives one interval for each coefficient from the same draws.
+*
+* `sampleTotalInterval` gives the interval of a population total from a sample without replacement.
 */
 /**
 * A percentile bootstrap interval of `statistic` over `data`. A run whose statistic is not finite (NaN or an
@@ -385,6 +387,40 @@ function bootstrapClusters(rows, cluster, statistic, options = {}) {
 		estimate
 	};
 }
+/**
+* A bootstrap interval of the total of a population from a uniform sample of `m` of its `n` items, drawn without
+* replacement. The estimate is `scale * sum(values)`. Each run draws `m` values with replacement, as `bootstrap`
+* does. The deviation of each run from the sum of the sample gets the factor `scale * sqrt(1 - m / n)`, the finite
+* population correction. When `m` is `n`, the interval is the estimate.
+*
+* The sample has 2 values or more, and each value is finite. With the same seed, the result is equal to the
+* `bootstrap` of the same statistic, to the bit.
+*
+* The interval is narrow for a small sample. The draws give the variance of the sample with the divisor `m`, not
+* `m - 1`, so the width gets the factor `sqrt((m - 1) / m)`. The skew of the values adds to the miss. In the tests,
+* 400 samples of `m = 8` of `n = 40` hold the total 346 times (Wilson 0.828 to 0.895). At `m = 100` of `n = 200`,
+* the coverage agrees with 95%.
+*/
+function sampleTotalInterval(values, options) {
+	const name = "sampleTotalInterval";
+	const m = values.length;
+	const n = options.population;
+	if (m < 2) throw new RangeError(`${name}: the sample has 2 values or more, not ${m}.`);
+	if (!Number.isSafeInteger(n) || n < m) throw new RangeError(`${name}: population is a whole number of ${m} (the sample) or more, not ${n}.`);
+	for (const v of values) if (!Number.isFinite(v)) throw new RangeError(`${name}: each value is a finite number, not ${v}.`);
+	const scale = options.scale ?? n / m;
+	if (!(Number.isFinite(scale) && scale > 0)) throw new RangeError(`${name}: scale is a finite number more than 0, not ${scale}.`);
+	const all = sum(values);
+	const estimate = scale * all;
+	const spread = Math.sqrt(1 - m / n) * scale;
+	return bootstrap(values, (drawn) => estimate + spread * (sum(drawn) - all), options);
+}
+/** The sum of the values from the first to the last, as `values.reduce((s, t) => s + t, 0)`. */
+function sum(values) {
+	let s = 0;
+	for (const v of values) s += v;
+	return s;
+}
 // src/distribution.ts
 /**
 * The shape of a sample: the count of its modes, and the smooth law with the highest likelihood. Use them to read the
@@ -2936,6 +2972,6 @@ 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, 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 };
+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, sampleTotalInterval, sd, signTest, signTestPower, sliceResponse, smoothLawScores, sorted, spearman, summarize, surfaceResponse, tQuantile, twoSamplePermutation, whenHolds, wilson, wilsonSampleSize };
 
 //# sourceMappingURL=index.js.map