@mark1russell7/rigor-statistics 0.1.25 → 0.1.26

package/README.md

@@ -291,8 +291,6 @@ 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") })` |
 | `normalQuantile` of lag (Acklam, relative error below 1.2e-9) | `normalQuantile(p)`. The values change by 1.2e-9 or less, because the new function is more exact. A `p` out of 0 to 1 throws. |
 | `signTestP` of packing | `signTest(better, worse)` |
 | `signTestPower` of highways | `signTestPower(n, level)` |

package/build/index.d.ts.map

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

@@ -2502,24 +2502,61 @@ function sobolIndices(record, measure, options = {}) {
 function whole$2(name, value) {
 	if (!Number.isSafeInteger(value) || value < 0) throw new RangeError(`${name}: ${value} is not a whole number of 0 or more.`);
 }
-/** The log of each binomial term C(n, k) / 2^n, for each k from 0 to n. */
-function halfBinomialLogs(n) {
-	const logs = [];
-	let logChoose = 0;
-	for (let i = 0; i <= n; i++) {
-		if (i > 0) logChoose += Math.log((n - i + 1) / i);
-		logs.push(logChoose - n * Math.LN2);
+const TWO_512 = 2 ** 512;
+/** C(n, k) / 2^n, as one product of min(k, n - k) ratios, with the powers of 2 kept apart so that no step overflows. */
+function halfBinomial(k, n) {
+	const m = Math.min(k, n - k);
+	let value = 1;
+	let exponent = -n;
+	for (let i = 1; i <= m; i++) {
+		value *= (n - m + i) / i;
+		if (value > TWO_512) {
+			value /= TWO_512;
+			exponent += 512;
+		}
 	}
-	return logs;
+	for (; exponent < -512; exponent += 512) value /= TWO_512;
+	return value * 2 ** exponent;
+}
+/** The largest n for which the tail is an exact sum of whole numbers. Above it, the sum is in floating point. */
+const SIGN_TEST_EXACT_LIMIT = 4096;
+/** num / 2^n as the nearest double: one rounding, also when num has more than 1024 bits. */
+function overPowerOfTwo(num, n) {
+	const shift = Math.max(0, num.toString(2).length - 1e3);
+	let value = Number(num >> BigInt(shift));
+	let exponent = shift - n;
+	for (; exponent < -512; exponent += 512) value /= TWO_512;
+	return value * 2 ** exponent;
 }
-/** P(X >= k) for X ~ Binomial(n, 1/2), summed from the largest term so that a small tail keeps its digits. */
+/**
+* P(X >= k) for X ~ Binomial(n, 1/2). For n up to SIGN_TEST_EXACT_LIMIT it adds C(n, i) as whole numbers (BigInt),
+* so the only error is the last rounding to a double. Above the limit and above the middle, it adds the terms as
+* ratios of term k in linear space. At or below the middle, it gives 1 - P(X >= n - k + 1), by symmetry. (An earlier form added
+* logs and called Math.exp, and its error grew with n: up to 2.5e-14 for n <= 80, rigor#158. The floating-point
+* form above the limit was at most 1.1e-14 relative at n = 4097 and 5000, above 2^-1000.)
+*/
 function upperTail(k, n) {
 	if (k <= 0) return 1;
 	if (k > n) return 0;
-	const logs = halfBinomialLogs(n).slice(k);
-	const top = Math.max(...logs);
-	const sum = logs.reduce((s, l) => s + Math.exp(l - top), 0);
-	return Math.min(1, Math.exp(top) * sum);
+	if (n <= SIGN_TEST_EXACT_LIMIT) {
+		const big = BigInt(n);
+		let term = 1n;
+		for (let i = 1n; i <= BigInt(k); i++) term = term * (big - i + 1n) / i;
+		let sum = 0n;
+		for (let i = BigInt(k); i <= big; i++) {
+			sum += term;
+			term = term * (big - i) / (i + 1n);
+		}
+		return Math.min(1, overPowerOfTwo(sum, n));
+	}
+	if (2 * k <= n) return 1 - upperTail(n - k + 1, n);
+	let ratio = 1;
+	let sum = 1;
+	for (let i = k; i < n && ratio > 0; i++) {
+		ratio *= (n - i) / (i + 1);
+		sum += ratio;
+	}
+	return Math.min(1, halfBinomial(k, n) * sum);
 }
 /**
 * The sign test of paired results: `better` inputs where the candidate wins and `worse` where it loses. The ties
@@ -2540,7 +2577,15 @@ function signTest(better, worse, sides = 1) {
 */
 function signTestPower(n, level = .05, sides = 2) {
 	whole$2("signTestPower", n);
-	for (let k = Math.ceil(n / 2); k <= n; k++) if (signTest(k, n - k, sides) < level) return k;
+	if (n === 0 || signTest(n, 0, sides) >= level) return void 0;
+	let low = Math.ceil(n / 2);
+	let high = n;
+	while (low < high) {
+		const middle = Math.floor((low + high) / 2);
+		if (signTest(middle, n - middle, sides) < level) high = middle;
+		else low = middle + 1;
+	}
+	return low;
 }
 /** The z of a two-sided 95% interval. */
 const Z95 = 1.959963984540054;