@mark1russell7/rigor-statistics 0.1.22 → 0.1.23

package/README.md

@@ -164,6 +164,7 @@ logLoss([{ p: p.a, hit: true }]);                // the probability of the obser
 | `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). |
+| `bootstrapStrata(strata, statistic, options)` | A stratified bootstrap. Each run draws inside each stratum, so each sample keeps the size of each stratum. |
 | `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. For a total over pairs, use `uStatisticInterval`. |
@@ -173,6 +174,7 @@ logLoss([{ p: p.a, hit: true }]);                // the probability of the obser
 | `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. |
 | `signTest(better, worse, sides)`, `signTestPower(n, level)` | The sign test, and the fewest wins out of `n` that the test calls significant. |
 | `pairedPermutation(candidate, baseline, options)` | The paired permutation test (random sign flips). It uses the size of each difference. |
+| `signFlipTest(terms, options)` | The sign-flip test of a sum of terms, for example a weighted mean of differences. Up to `exactMax` terms (16), it reads each sign set, so the p is exact. |
 | `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. |
@@ -287,6 +289,8 @@ The tests prove that these functions give the same numbers as the copies in the
 | `bootstrapMedian` of packing | `bootstrapMedian(sortedValues, { runs, level, seed })`. Give the values sorted, because packing draws from the sorted list. |
 | `bootstrapMedian` of highways | `bootstrap(values, (s) => quantile(s, 0.5), { runs, level, seed })` |
 | `bootstrap` of layout-contract | `bootstrapClusters(rows, (r) => r.cluster, statistic, { runs, seed, ends: [0.025, 0.975] })` |
+| The stratified bootstrap of `verdict` of layout-contract | `bootstrapStrata(families, meanOfMeans, { runs, seed: deriveSeed(seed, "verdict.stratified"), ends })` |
+| The permutation test of `verdict` of layout-contract | `signFlipTest(terms, { exactMax, runs, seed: deriveSeed(seed, "verdict.permutation") })` |
 | `signTestP` of packing | `signTest(better, worse)` |
 | `signTestPower` of highways | `signTestPower(n, level)` |
 | `wilson` of packing | `wilson(k, n, z)`. packing rounds the ends to 4 places at the call. |

package/build/index.d.ts

@@ -155,6 +155,14 @@ 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;
+/**
+ * A stratified bootstrap: each run draws, inside each stratum, as many items as the stratum has, with replacement.
+ * So each sample keeps the size of each stratum. Use it when the strata are fixed by the design, for example the
+ * families of the inputs of a benchmark. The draws of one run go through the strata in the order of the list. With one
+ * stratum, the draws are equal to the draws of `bootstrap` with the same seed. The estimate is the statistic of all
+ * the strata. A run whose statistic is not finite does not count.
+ */
+export declare function bootstrapStrata<T>(strata: readonly (readonly T[])[], statistic: (samples: readonly (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;
@@ -902,6 +910,40 @@ interface PermutationResult {
  * the size of each difference, which the sign test does not. A pair with a difference of 0 adds nothing.
  */
 export declare function pairedPermutation(candidate: readonly number[], baseline: readonly number[], options?: PermutationOptions): PermutationResult;
+/** The default of the option `exactMax` of `signFlipTest`. */
+export declare const SIGN_FLIP_EXACT_MAX = 16;
+/** The largest value of the option `exactMax` of `signFlipTest`: 2^24 sign sets. */
+export declare const SIGN_FLIP_EXACT_LIMIT = 24;
+/** The options of `signFlipTest`. */
+interface SignFlipOptions {
+  /** The largest count of terms for which the test reads each of the `2^n` sign sets. The default is 16. The most is 24. */
+  readonly exactMax?: number;
+  /** The count of random sign sets above `exactMax`. The default is 10 000. */
+  readonly runs?: number;
+  /** The default is 1. */
+  readonly seed?: number | string;
+}
+/** The result of `signFlipTest`. */
+interface SignFlipResult {
+  /** The absolute value of the sum of the terms. */
+  readonly observed: number;
+  /** The two-sided p. */
+  readonly p: number;
+  /** This field is true when the test read each sign set, so the p has no noise from the draws. */
+  readonly exact: boolean;
+  /** The count of the sign sets that the test read: `2^n` when it is exact, otherwise the count of the draws. */
+  readonly runs: number;
+}
+/**
+ * The sign-flip test of a sum of terms. Under the null, each term has the sign + or - with equal chance. The statistic
+ * is the absolute value of the sum. A weighted mean of paired differences is such a sum: give the terms `w[i] * d[i]`.
+ *
+ * Up to `exactMax` terms, the test reads each sign set. The p is the share of the sets that are as far from 0 or
+ * farther. The observed set is one of them. Above `exactMax`, the test draws `runs` sets, and the p is (1 + the extreme
+ * draws) / (1 + runs). A sum within `1e-12` of the sum of the absolute terms counts as extreme, so rounding does not
+ * hide a tie.
+ */
+export declare function signFlipTest(terms: readonly number[], options?: SignFlipOptions): SignFlipResult;
 /** The options of `twoSamplePermutation`. */
 interface TwoSamplePermutationOptions {
   /** The largest number of splits that the test reads. The default is 10 000. */
@@ -1554,5 +1596,5 @@ interface BradleyTerryFit {
  * outcome, a bad weight and a bad option.
  */
 export declare function bradleyTerry(items: number, comparisons: readonly PairComparison[], options?: BradleyTerryOptions): BradleyTerryFit;
-export type { BinomialSide, BootstrapOptions, BradleyTerryFit, BradleyTerryOptions, CalibrationLevel, CategoricalDimension, CompareOptions, Comparison, ContinuousDimension, Corrected, CountInterval, CoverageBar, CoverageCell, CoverageMinSample, CoverageReason, CoverageStep, Effect, EloOptions, EloUpdate, Forecast, Glicko2Game, Glicko2Options, Glicko2Rating, Interval, Kappa, LeastSquaresFit, LeastSquaresOptions, MedianInterval, ModeOptions, NoiseOptions, NoiseState, NoiseVerdict, OptionFloorOptions, OrdinalDimension, PairComparison, PairOutcome, PairProbabilities, ParsedResponseRecord, PermutationOptions, PermutationResult, Proportion, QuantileInterval, QuantileMethod, RatingScale, 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, SobolIndex, SobolIndices, SobolOptions, Summary, TableResponseModel, TieModel, TwoSamplePermutationOptions, TwoSamplePermutationResult, UStatisticInterval, UStatisticMean, UStatisticMethod, UStatisticOptions };
+export type { BinomialSide, BootstrapOptions, BradleyTerryFit, BradleyTerryOptions, CalibrationLevel, CategoricalDimension, CompareOptions, Comparison, ContinuousDimension, Corrected, CountInterval, CoverageBar, CoverageCell, CoverageMinSample, CoverageReason, CoverageStep, Effect, EloOptions, EloUpdate, Forecast, Glicko2Game, Glicko2Options, Glicko2Rating, Interval, Kappa, LeastSquaresFit, LeastSquaresOptions, MedianInterval, ModeOptions, NoiseOptions, NoiseState, NoiseVerdict, OptionFloorOptions, OrdinalDimension, PairComparison, PairOutcome, PairProbabilities, ParsedResponseRecord, PermutationOptions, PermutationResult, Proportion, QuantileInterval, QuantileMethod, RatingScale, 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, SignFlipOptions, SignFlipResult, SmoothLaw, SmoothLawScore, SobolIndex, SobolIndices, SobolOptions, Summary, TableResponseModel, TieModel, TwoSamplePermutationOptions, TwoSamplePermutationResult, UStatisticInterval, UStatisticMean, UStatisticMethod, UStatisticOptions };
 //# sourceMappingURL=index.d.ts.map

package/build/index.d.ts.map

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package/build/index.js

@@ -388,6 +388,26 @@ function bootstrapClusters(rows, cluster, statistic, options = {}) {
 	};
 }
 /**
+* A stratified bootstrap: each run draws, inside each stratum, as many items as the stratum has, with replacement.
+* So each sample keeps the size of each stratum. Use it when the strata are fixed by the design, for example the
+* families of the inputs of a benchmark. The draws of one run go through the strata in the order of the list. With one
+* stratum, the draws are equal to the draws of `bootstrap` with the same seed. The estimate is the statistic of all
+* the strata. A run whose statistic is not finite does not count.
+*/
+function bootstrapStrata(strata, statistic, options = {}) {
+	if (strata.length === 0) throw new RangeError("bootstrapStrata: there is no stratum.");
+	for (const [i, stratum] of strata.entries()) if (stratum.length === 0) throw new RangeError(`bootstrapStrata: the stratum ${i} is empty.`);
+	const samples = strata.map((stratum) => new Array(stratum.length));
+	return percentile("bootstrapStrata", options, (r) => {
+		for (const [k, stratum] of strata.entries()) {
+			const sample = samples[k];
+			const n = stratum.length;
+			for (let i = 0; i < n; i++) sample[i] = stratum[r.below(n)];
+		}
+		return statistic(samples);
+	}, () => statistic(strata));
+}
+/**
 * 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
@@ -2537,6 +2557,57 @@ function pairedPermutation(candidate, baseline, options = {}) {
 		runs
 	};
 }
+/** The default of the option `exactMax` of `signFlipTest`. */
+const SIGN_FLIP_EXACT_MAX = 16;
+/** The largest value of the option `exactMax` of `signFlipTest`: 2^24 sign sets. */
+const SIGN_FLIP_EXACT_LIMIT = 24;
+/**
+* The sign-flip test of a sum of terms. Under the null, each term has the sign + or - with equal chance. The statistic
+* is the absolute value of the sum. A weighted mean of paired differences is such a sum: give the terms `w[i] * d[i]`.
+*
+* Up to `exactMax` terms, the test reads each sign set. The p is the share of the sets that are as far from 0 or
+* farther. The observed set is one of them. Above `exactMax`, the test draws `runs` sets, and the p is (1 + the extreme
+* draws) / (1 + runs). A sum within `1e-12` of the sum of the absolute terms counts as extreme, so rounding does not
+* hide a tie.
+*/
+function signFlipTest(terms, options = {}) {
+	const exactMax = options.exactMax ?? 16;
+	if (!Number.isInteger(exactMax) || exactMax < 0 || exactMax > 24) throw new RangeError(`signFlipTest: exactMax is a whole number from 0 to 24, not ${exactMax}.`);
+	for (const [i, t] of terms.entries()) if (!Number.isFinite(t)) throw new RangeError(`signFlipTest: the term ${i} is ${t}, not a finite number.`);
+	const n = terms.length;
+	const observed = Math.abs(terms.reduce((sum, t) => sum + t, 0));
+	const slack = 1e-12 * terms.reduce((sum, t) => sum + Math.abs(t), 0);
+	if (n <= exactMax) {
+		const total = 2 ** n;
+		let hits = 0;
+		for (let mask = 0; mask < total; mask++) {
+			let sum = 0;
+			for (let i = 0; i < n; i++) sum += mask & 1 << i ? -terms[i] : terms[i];
+			if (Math.abs(sum) >= observed - slack) hits++;
+		}
+		return {
+			observed,
+			p: hits / total,
+			exact: true,
+			runs: total
+		};
+	}
+	const runs = options.runs ?? 1e4;
+	if (!Number.isSafeInteger(runs) || runs < 1) throw new RangeError(`signFlipTest: runs is a whole number of 1 or more, not ${runs}.`);
+	const r = random(options.seed ?? 1);
+	let hits = 0;
+	for (let run = 0; run < runs; run++) {
+		let sum = 0;
+		for (let i = 0; i < n; i++) sum += r.next() < .5 ? -terms[i] : terms[i];
+		if (Math.abs(sum) >= observed - slack) hits++;
+	}
+	return {
+		observed,
+		p: (1 + hits) / (1 + runs),
+		exact: false,
+		runs
+	};
+}
 /** This function gives the count of the ways to choose `k` of `n`, or Infinity when the count is over `limit`. */
 function choices(n, k, limit) {
 	const small = Math.min(k, n - k);
@@ -3870,6 +3941,6 @@ function inverseDiagonal(hessian, k) {
 	}
 	return out;
 }
-export { KENDALL_EXACT, RESPONSE_LAMBDAS, RESPONSE_MAX_POWER, RESPONSE_MAX_TERMS, RESPONSE_RECORDS_SCHEMA, U_STATISTIC_TIGHT_MIN_SAMPLE, Z95, bestSmoothLaw, binomialInterval, binomialTest, bootstrap, bootstrapClusters, bootstrapLeastSquares, bootstrapMedian, bootstrapMedianRatio, bootstrapTwo, bradleyTerry, brier, calibration, cohenKappa, compareRatios, coverageMinSample, eloExpected, eloUpdate, fitResponse, glicko2Idle, glicko2Update, heldOutError, heldOutErrorAt, holm, kendallTau, leastSquares, logLoss, mean, median, medianInterval, modeCount, negativeBinomialInterval, noiseFloor, noiseVerdict, optionFloor, pairProbabilities, pairedPermutation, parseResponseRecord, partialConjunction, predictResponse, quantile, quantileInterval, quantileSamples, quantileSorted, ranks, ratingToStrength, responseCells, ridgeSolve, sampleTotalInterval, sd, signTest, signTestPower, sliceResponse, smoothLawScores, sobolIndices, sorted, spearman, strengthToRating, summarize, surfaceResponse, tQuantile, twoSamplePermutation, uStatisticInterval, whenHolds, wilson, wilsonSampleSize };
+export { KENDALL_EXACT, RESPONSE_LAMBDAS, RESPONSE_MAX_POWER, RESPONSE_MAX_TERMS, RESPONSE_RECORDS_SCHEMA, SIGN_FLIP_EXACT_LIMIT, SIGN_FLIP_EXACT_MAX, U_STATISTIC_TIGHT_MIN_SAMPLE, Z95, bestSmoothLaw, binomialInterval, binomialTest, bootstrap, bootstrapClusters, bootstrapLeastSquares, bootstrapMedian, bootstrapMedianRatio, bootstrapStrata, bootstrapTwo, bradleyTerry, brier, calibration, cohenKappa, compareRatios, coverageMinSample, eloExpected, eloUpdate, fitResponse, glicko2Idle, glicko2Update, heldOutError, heldOutErrorAt, holm, kendallTau, leastSquares, logLoss, mean, median, medianInterval, modeCount, negativeBinomialInterval, noiseFloor, noiseVerdict, optionFloor, pairProbabilities, pairedPermutation, parseResponseRecord, partialConjunction, predictResponse, quantile, quantileInterval, quantileSamples, quantileSorted, ranks, ratingToStrength, responseCells, ridgeSolve, sampleTotalInterval, sd, signFlipTest, signTest, signTestPower, sliceResponse, smoothLawScores, sobolIndices, sorted, spearman, strengthToRating, summarize, surfaceResponse, tQuantile, twoSamplePermutation, uStatisticInterval, whenHolds, wilson, wilsonSampleSize };
 
 //# sourceMappingURL=index.js.map