@mark1russell7/rigor-statistics 0.1.24 → 0.1.25

package/README.md

@@ -160,6 +160,7 @@ logLoss([{ p: p.a, hit: true }]);                // the probability of the obser
 | Function | What it gives |
 | --- | --- |
 | `mean`, `sd`, `median`, `summarize` | The descriptive statistics. `sd` is the sample standard deviation. |
+| `runningOf`, `addToRunning`, `mergeRunning`, `runningMean`, `runningSd` | A running summary of a stream: the count, the sum, the extremes and the spread, one value at a time. `mergeRunning` joins the summaries of two parts. `runningMean` gives exactly `mean` of the values. |
 | `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`, `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. |
@@ -299,6 +300,7 @@ The tests prove that these functions give the same numbers as the copies in the
 | `spearman` of the highways backtest, `kendallTau` of highways | `spearman`, `kendallTau` |
 | `medianInterval` of the harness and kind of systems | `medianInterval(sortedValues)`, with `low` and `high` |
 | The binomial band of `targetConnections` and `negativeBinomial` of the cells of systems | `binomialInterval(n, p, cover)` and `negativeBinomialInterval(successes, p, cover)` |
+| `summarizingNumber` of collections (`count`, `sum`, `min`, `max`, `average`) | `addToRunning` in the accumulator, then `n`, `sum`, `min`, `max` and `runningMean`. The average was `sum / count`, so the bits stay. |
 
 A copy that gives NaN, 0 or `undefined` for an empty list must test the list at the call, because these functions throw.
 

package/build/index.d.ts

@@ -45,6 +45,48 @@ interface Summary {
   readonly iqr: number;
 }
 export declare function summarize(values: readonly number[]): Summary;
+/**
+ * The running summary: the count, the sum, the extremes and the spread of a stream of values, one value at a time.
+ * A collector, a reducer or a parallel job adds each value, or merges two summaries. The summary agrees with the
+ * functions of a list: `runningMean` gives exactly `mean` of the values, and `runningSd` gives `sd` to a tolerance.
+ */
+/**
+ * A running summary of the values that were added. The record is immutable, so a fold can keep each step. The empty
+ * summary is `EMPTY_RUNNING`.
+ */
+interface RunningSummary {
+  /** The count of the values. */
+  readonly n: number;
+  /** The sum of the values, added in their order. */
+  readonly sum: number;
+  /** The smallest value, or `Infinity` for no value. */
+  readonly min: number;
+  /** The largest value, or `-Infinity` for no value. */
+  readonly max: number;
+  /** The sum of the squares of the differences from the mean (Welford). `runningSd` reads it. */
+  readonly m2: number;
+}
+/** The summary of no value. It is the unit of `mergeRunning`. */
+export declare const EMPTY_RUNNING: RunningSummary;
+/**
+ * This function gives the summary with one more value. It throws a RangeError for NaN, as the functions of a list do.
+ * The mean of each step is `sum / n`, so the mean of the fold is the mean of the list.
+ */
+export declare function addToRunning(s: RunningSummary, value: number): RunningSummary;
+/** This function gives the summary of the values of a list or another iterable, in their order. */
+export declare function runningOf(values: Iterable<number>): RunningSummary;
+/**
+ * This function gives the summary of the values of two summaries (Chan, Golub and LeVeque, 1979). Thus parallel jobs
+ * can each summarize a part. The sum of the merge adds the two sums, so it can differ from the fold in the last bits.
+ */
+export declare function mergeRunning(a: RunningSummary, b: RunningSummary): RunningSummary;
+/** This function gives the mean of the values: `sum / n`. It throws a RangeError for the empty summary. */
+export declare function runningMean(s: RunningSummary): number;
+/**
+ * This function gives the sample standard deviation of the values (the divisor is n - 1). It needs 2 values or more.
+ * Equal values give exactly 0, as `sd` gives. A rounding error cannot make the result NaN.
+ */
+export declare function runningSd(s: RunningSummary): number;
 /**
  * Ordinary least squares with a Householder QR decomposition. The QR decomposition does not square the condition
  * number of the design, as the normal equations do. A design without full rank gives NaN coefficients and does not
@@ -1610,5 +1652,5 @@ 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, SignFlipOptions, SignFlipResult, 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, RunningSummary, 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

@@ -84,6 +84,76 @@ function summarize(values) {
 		iqr: q3 - q1
 	};
 }
+// src/running.ts
+/** The summary of no value. It is the unit of `mergeRunning`. */
+const EMPTY_RUNNING = Object.freeze({
+	n: 0,
+	sum: 0,
+	min: Infinity,
+	max: -Infinity,
+	m2: 0
+});
+/**
+* This function gives the summary with one more value. It throws a RangeError for NaN, as the functions of a list do.
+* The mean of each step is `sum / n`, so the mean of the fold is the mean of the list.
+*/
+function addToRunning(s, value) {
+	if (Number.isNaN(value)) throw new RangeError("addToRunning: the value is NaN.");
+	const sum = s.sum + value;
+	if (s.n === 0) return {
+		n: 1,
+		sum,
+		min: value,
+		max: value,
+		m2: 0
+	};
+	const n = s.n + 1;
+	const m2 = s.m2 + (value - s.sum / s.n) * (value - sum / n);
+	return {
+		n,
+		sum,
+		min: Math.min(s.min, value),
+		max: Math.max(s.max, value),
+		m2
+	};
+}
+/** This function gives the summary of the values of a list or another iterable, in their order. */
+function runningOf(values) {
+	let s = EMPTY_RUNNING;
+	for (const v of values) s = addToRunning(s, v);
+	return s;
+}
+/**
+* This function gives the summary of the values of two summaries (Chan, Golub and LeVeque, 1979). Thus parallel jobs
+* can each summarize a part. The sum of the merge adds the two sums, so it can differ from the fold in the last bits.
+*/
+function mergeRunning(a, b) {
+	if (a.n === 0) return b;
+	if (b.n === 0) return a;
+	const n = a.n + b.n;
+	const delta = b.sum / b.n - a.sum / a.n;
+	return {
+		n,
+		sum: a.sum + b.sum,
+		min: Math.min(a.min, b.min),
+		max: Math.max(a.max, b.max),
+		m2: a.m2 + b.m2 + delta * delta * a.n / n * b.n
+	};
+}
+/** This function gives the mean of the values: `sum / n`. It throws a RangeError for the empty summary. */
+function runningMean(s) {
+	if (s.n === 0) throw new RangeError("runningMean: the summary is empty.");
+	return s.sum / s.n;
+}
+/**
+* This function gives the sample standard deviation of the values (the divisor is n - 1). It needs 2 values or more.
+* Equal values give exactly 0, as `sd` gives. A rounding error cannot make the result NaN.
+*/
+function runningSd(s) {
+	if (s.n < 2) throw new RangeError("runningSd: the summary needs 2 values or more.");
+	if (s.min === s.max) return 0;
+	return Math.sqrt(Math.max(0, s.m2) / (s.n - 1));
+}
 // src/regression.ts
 /**
 * The relative tolerance of the rank test. A column is dependent when the part of it that is orthogonal to the
@@ -4097,6 +4167,6 @@ function inverseDiagonal(hessian, k) {
 	}
 	return out;
 }
-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, normalCdf, normalQuantile, 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 };
+export { EMPTY_RUNNING, 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, addToRunning, 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, mergeRunning, modeCount, negativeBinomialInterval, noiseFloor, noiseVerdict, normalCdf, normalQuantile, optionFloor, pairProbabilities, pairedPermutation, parseResponseRecord, partialConjunction, predictResponse, quantile, quantileInterval, quantileSamples, quantileSorted, ranks, ratingToStrength, responseCells, ridgeSolve, runningMean, runningOf, runningSd, sampleTotalInterval, sd, signFlipTest, signTest, signTestPower, sliceResponse, smoothLawScores, sobolIndices, sorted, spearman, strengthToRating, summarize, surfaceResponse, tQuantile, twoSamplePermutation, uStatisticInterval, whenHolds, wilson, wilsonSampleSize };
 
 //# sourceMappingURL=index.js.map