@mindpeeker/negentropy 0.1.0

package/dist/internal/special.d.ts

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+/**
+ * Special-functions core. Everything downstream (p-values, envelopes, probit
+ * mapping) keys off these. Accuracy target: relative error ≤ 1e-12 for the
+ * incomplete gamma over df up to ~10^4 — tail p-values must be trustworthy,
+ * which rules out the Abramowitz–Stegun/Wilson–Hilferty shortcuts used for
+ * coarse pass/fail elsewhere in the SDK.
+ */
+/** Natural log of the gamma function. Domain: x > 0 (reflection handles (0, 0.5)). */
+export declare function lnGamma(x: number): number;
+/** Regularized lower incomplete gamma P(a, x) = γ(a, x)/Γ(a). */
+export declare function gammaP(a: number, x: number): number;
+/** Regularized upper incomplete gamma Q(a, x) = 1 − P(a, x). */
+export declare function gammaQ(a: number, x: number): number;
+/** Complementary error function, via erfc(x) = Q(½, x²) — accurate deep into the tail. */
+export declare function erfc(x: number): number;
+/** Standard normal CDF Φ(z). */
+export declare function normCdf(z: number): number;
+/** Standard normal survival function 1 − Φ(z), accurate for large z. */
+export declare function normSf(z: number): number;
+/**
+ * Inverse standard normal CDF (probit). Wichura's algorithm AS 241 (PPND16),
+ * ~1e-15 relative accuracy — the algorithm behind R's qnorm.
+ */
+export declare function normPpf(p: number): number;
+/** Chi-square survival function P(X > x) for df k. */
+export declare function chi2Sf(x: number, k: number): number;
+/** Chi-square CDF P(X ≤ x) for df k. */
+export declare function chi2Cdf(x: number, k: number): number;
+/**
+ * Chi-square quantile (inverse CDF): the x with P(X ≤ x) = p. Newton's method
+ * on ln(CDF) — which stays quadratically convergent on the exponentially
+ * decaying tail where plain-space Newton overshoots and crawls — seeded with
+ * Wilson–Hilferty and safeguarded by a maintained bisection bracket.
+ */
+export declare function chi2Ppf(p: number, k: number): number;
+//# sourceMappingURL=special.d.ts.map

package/dist/internal/special.d.ts.map

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package/dist/internal/special.js

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+/**
+ * Special-functions core. Everything downstream (p-values, envelopes, probit
+ * mapping) keys off these. Accuracy target: relative error ≤ 1e-12 for the
+ * incomplete gamma over df up to ~10^4 — tail p-values must be trustworthy,
+ * which rules out the Abramowitz–Stegun/Wilson–Hilferty shortcuts used for
+ * coarse pass/fail elsewhere in the SDK.
+ */
+const EPS = 1e-15;
+const FPMIN = 1e-300;
+const MAX_ITER = 10_000;
+const LN_SQRT_2PI = 0.9189385332046727; // ln(√(2π))
+// Lanczos g=7, n=9 (Godfrey coefficients — ~1e-15 relative error)
+const LANCZOS_G = 7;
+const LANCZOS = [
+    0.99999999999980993, 676.5203681218851, -1259.1392167224028, 771.3234287776531,
+    -176.6150291621406, 12.507343278686905, -0.13857109526572012, 9.984369578019572e-6,
+    1.5056327351493116e-7,
+];
+/** Natural log of the gamma function. Domain: x > 0 (reflection handles (0, 0.5)). */
+export function lnGamma(x) {
+    if (!Number.isFinite(x) || x <= 0)
+        throw new RangeError(`lnGamma: x must be > 0, got ${x}`);
+    if (x < 0.5)
+        return Math.log(Math.PI / Math.sin(Math.PI * x)) - lnGamma(1 - x);
+    const xm1 = x - 1;
+    let a = LANCZOS[0];
+    for (let i = 1; i < LANCZOS.length; i++)
+        a += LANCZOS[i] / (xm1 + i);
+    const t = xm1 + LANCZOS_G + 0.5;
+    return LN_SQRT_2PI + (xm1 + 0.5) * Math.log(t) - t + Math.log(a);
+}
+/** exp(−x + a·ln x − lnΓ(a)) — the prefactor shared by both gamma branches. */
+function gammaPrefactor(a, x) {
+    return Math.exp(-x + a * Math.log(x) - lnGamma(a));
+}
+/** Series expansion for P(a, x), valid (fast) for x < a + 1. */
+function gammaPSeries(a, x) {
+    let ap = a;
+    let del = 1 / a;
+    let sum = del;
+    for (let i = 0; i < MAX_ITER; i++) {
+        ap += 1;
+        del *= x / ap;
+        sum += del;
+        if (Math.abs(del) < Math.abs(sum) * EPS)
+            return sum * gammaPrefactor(a, x);
+    }
+    throw new Error(`gammaP: series did not converge for a=${a}, x=${x}`);
+}
+/** Lentz modified continued fraction for Q(a, x), valid (fast) for x ≥ a + 1. */
+function gammaQContinuedFraction(a, x) {
+    let b = x + 1 - a;
+    let c = 1 / FPMIN;
+    let d = 1 / b;
+    let h = d;
+    for (let i = 1; i <= MAX_ITER; i++) {
+        const an = -i * (i - a);
+        b += 2;
+        d = an * d + b;
+        if (Math.abs(d) < FPMIN)
+            d = FPMIN;
+        c = b + an / c;
+        if (Math.abs(c) < FPMIN)
+            c = FPMIN;
+        d = 1 / d;
+        const del = d * c;
+        h *= del;
+        if (Math.abs(del - 1) < EPS)
+            return h * gammaPrefactor(a, x);
+    }
+    throw new Error(`gammaQ: continued fraction did not converge for a=${a}, x=${x}`);
+}
+/** Regularized lower incomplete gamma P(a, x) = γ(a, x)/Γ(a). */
+export function gammaP(a, x) {
+    if (!(a > 0) || !(x >= 0))
+        throw new RangeError(`gammaP: need a > 0, x ≥ 0; got a=${a}, x=${x}`);
+    if (x === 0)
+        return 0;
+    return x < a + 1 ? gammaPSeries(a, x) : 1 - gammaQContinuedFraction(a, x);
+}
+/** Regularized upper incomplete gamma Q(a, x) = 1 − P(a, x). */
+export function gammaQ(a, x) {
+    if (!(a > 0) || !(x >= 0))
+        throw new RangeError(`gammaQ: need a > 0, x ≥ 0; got a=${a}, x=${x}`);
+    if (x === 0)
+        return 1;
+    return x < a + 1 ? 1 - gammaPSeries(a, x) : gammaQContinuedFraction(a, x);
+}
+/** Complementary error function, via erfc(x) = Q(½, x²) — accurate deep into the tail. */
+export function erfc(x) {
+    if (x < 0)
+        return 2 - erfc(-x);
+    if (x === 0)
+        return 1;
+    return gammaQ(0.5, x * x);
+}
+/** Standard normal CDF Φ(z). */
+export function normCdf(z) {
+    return 0.5 * erfc(-z / Math.SQRT2);
+}
+/** Standard normal survival function 1 − Φ(z), accurate for large z. */
+export function normSf(z) {
+    return 0.5 * erfc(z / Math.SQRT2);
+}
+/**
+ * Inverse standard normal CDF (probit). Wichura's algorithm AS 241 (PPND16),
+ * ~1e-15 relative accuracy — the algorithm behind R's qnorm.
+ */
+export function normPpf(p) {
+    if (!(p > 0 && p < 1))
+        throw new RangeError(`normPpf: p must be in (0, 1), got ${p}`);
+    const q = p - 0.5;
+    if (Math.abs(q) <= 0.425) {
+        const r = 0.180625 - q * q;
+        return ((q *
+            (((((((2509.0809287301227 * r + 33430.57558358813) * r + 67265.7709270087) * r +
+                45921.95393154987) *
+                r +
+                13731.69376550946) *
+                r +
+                1971.5909503065513) *
+                r +
+                133.14166789178438) *
+                r +
+                3.3871328727963665)) /
+            (((((((5226.495278852545 * r + 28729.085735721943) * r + 39307.89580009271) * r +
+                21213.794301586597) *
+                r +
+                5394.196021424751) *
+                r +
+                687.1870074920579) *
+                r +
+                42.31333070160091) *
+                r +
+                1));
+    }
+    let r = q < 0 ? p : 1 - p;
+    r = Math.sqrt(-Math.log(r));
+    let value;
+    if (r <= 5) {
+        r -= 1.6;
+        value =
+            (((((((0.0007745450142783414 * r + 0.022723844989269184) * r + 0.2417807251774506) * r +
+                1.2704582524523684) *
+                r +
+                3.6478483247632045) *
+                r +
+                5.769497221460691) *
+                r +
+                4.630337846156546) *
+                r +
+                1.4234371107496835) /
+                (((((((1.0507500716444169e-9 * r + 0.0005475938084995345) * r + 0.015198666563616457) * r +
+                    0.14810397642748008) *
+                    r +
+                    0.6897673349851) *
+                    r +
+                    1.6763848301838038) *
+                    r +
+                    2.053191626637759) *
+                    r +
+                    1);
+    }
+    else {
+        r -= 5;
+        value =
+            (((((((2.0103343992922881e-7 * r + 0.000027115555687434876) * r + 0.0012426609473880784) * r +
+                0.026532189526576124) *
+                r +
+                0.29656057182850487) *
+                r +
+                1.7848265399172913) *
+                r +
+                5.463784911164114) *
+                r +
+                6.657904643501103) /
+                (((((((2.0442631033899397e-15 * r + 1.421511758316446e-7) * r + 0.000018463183175100548) * r +
+                    0.0007868691311456133) *
+                    r +
+                    0.014875361290850615) *
+                    r +
+                    0.1369298809227358) *
+                    r +
+                    0.599832206555888) *
+                    r +
+                    1);
+    }
+    return q < 0 ? -value : value;
+}
+/** Chi-square survival function P(X > x) for df k. */
+export function chi2Sf(x, k) {
+    if (!(k > 0))
+        throw new RangeError(`chi2Sf: df must be > 0, got ${k}`);
+    if (x <= 0)
+        return 1;
+    return gammaQ(k / 2, x / 2);
+}
+/** Chi-square CDF P(X ≤ x) for df k. */
+export function chi2Cdf(x, k) {
+    if (!(k > 0))
+        throw new RangeError(`chi2Cdf: df must be > 0, got ${k}`);
+    if (x <= 0)
+        return 0;
+    return gammaP(k / 2, x / 2);
+}
+/** Chi-square density, computed in log space to survive large df. */
+function chi2Pdf(x, k) {
+    if (x <= 0)
+        return 0;
+    return Math.exp((k / 2 - 1) * Math.log(x / 2) - x / 2 - lnGamma(k / 2)) / 2;
+}
+/**
+ * Chi-square quantile (inverse CDF): the x with P(X ≤ x) = p. Newton's method
+ * on ln(CDF) — which stays quadratically convergent on the exponentially
+ * decaying tail where plain-space Newton overshoots and crawls — seeded with
+ * Wilson–Hilferty and safeguarded by a maintained bisection bracket.
+ */
+export function chi2Ppf(p, k) {
+    if (!(k > 0))
+        throw new RangeError(`chi2Ppf: df must be > 0, got ${k}`);
+    if (!(p > 0 && p < 1))
+        throw new RangeError(`chi2Ppf: p must be in (0, 1), got ${p}`);
+    // Wilson–Hilferty seed: k(1 − 2/(9k) + z√(2/(9k)))³
+    const z = normPpf(p);
+    const h = 2 / (9 * k);
+    const cube = 1 - h + z * Math.sqrt(h);
+    let x = cube > 0 ? k * cube ** 3 : k / 2;
+    const lnP = Math.log(p);
+    // establish a bracket [lo, hi] with cdf(lo) < p < cdf(hi)
+    let lo = 0;
+    let hi = Math.max(2 * x, k + 10);
+    while (chi2Cdf(hi, k) < p) {
+        lo = hi;
+        hi *= 2;
+        if (hi > 1e308)
+            throw new Error(`chi2Ppf: bracket overflow for p=${p}, k=${k}`);
+    }
+    if (x <= lo || x >= hi)
+        x = (lo + hi) / 2;
+    for (let i = 0; i < 200; i++) {
+        const cdf = chi2Cdf(x, k);
+        if (cdf > p)
+            hi = x;
+        else
+            lo = x;
+        const pdf = chi2Pdf(x, k);
+        // Newton on g(x) = ln(cdf) − ln(p), with g' = pdf/cdf
+        let next = cdf > 0 && pdf > 0 ? x - ((Math.log(cdf) - lnP) * cdf) / pdf : Number.NaN;
+        if (!(next > lo && next < hi))
+            next = (lo + hi) / 2; // Newton left the bracket → bisect
+        const dx = Math.abs(next - x);
+        x = next;
+        if (dx < 1e-13 * Math.max(1, x))
+            break;
+    }
+    return x;
+}
+//# sourceMappingURL=special.js.map

package/dist/internal/special.js.map

@@ -0,0 +1 @@
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package/dist/internal/welford.d.ts

@@ -0,0 +1,13 @@
+/** Welford's one-pass, numerically stable mean/variance accumulator. */
+export declare class Welford {
+    #private;
+    push(x: number): void;
+    get n(): number;
+    get mean(): number;
+    /** Sample variance (n − 1 denominator). NaN below two observations. */
+    get variance(): number;
+    /** Population variance (n denominator). NaN with no observations. */
+    get populationVariance(): number;
+    get sd(): number;
+}
+//# sourceMappingURL=welford.d.ts.map

package/dist/internal/welford.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"welford.d.ts","sourceRoot":"","sources":["../../src/internal/welford.ts"],"names":[],"mappings":"AAAA,wEAAwE;AACxE,qBAAa,OAAO;;IAKlB,IAAI,CAAC,CAAC,EAAE,MAAM,GAAG,IAAI;IAOrB,IAAI,CAAC,IAAI,MAAM,CAEd;IAED,IAAI,IAAI,IAAI,MAAM,CAEjB;IAED,uEAAuE;IACvE,IAAI,QAAQ,IAAI,MAAM,CAErB;IAED,qEAAqE;IACrE,IAAI,kBAAkB,IAAI,MAAM,CAE/B;IAED,IAAI,EAAE,IAAI,MAAM,CAEf;CACF"}

package/dist/internal/welford.js

@@ -0,0 +1,30 @@
+/** Welford's one-pass, numerically stable mean/variance accumulator. */
+export class Welford {
+    #n = 0;
+    #mean = 0;
+    #m2 = 0;
+    push(x) {
+        this.#n++;
+        const delta = x - this.#mean;
+        this.#mean += delta / this.#n;
+        this.#m2 += delta * (x - this.#mean);
+    }
+    get n() {
+        return this.#n;
+    }
+    get mean() {
+        return this.#mean;
+    }
+    /** Sample variance (n − 1 denominator). NaN below two observations. */
+    get variance() {
+        return this.#n < 2 ? Number.NaN : this.#m2 / (this.#n - 1);
+    }
+    /** Population variance (n denominator). NaN with no observations. */
+    get populationVariance() {
+        return this.#n < 1 ? Number.NaN : this.#m2 / this.#n;
+    }
+    get sd() {
+        return Math.sqrt(this.variance);
+    }
+}
+//# sourceMappingURL=welford.js.map

package/dist/internal/welford.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"welford.js","sourceRoot":"","sources":["../../src/internal/welford.ts"],"names":[],"mappings":"AAAA,wEAAwE;AACxE,MAAM,OAAO,OAAO;IAClB,EAAE,GAAG,CAAC,CAAA;IACN,KAAK,GAAG,CAAC,CAAA;IACT,GAAG,GAAG,CAAC,CAAA;IAEP,IAAI,CAAC,CAAS;QACZ,IAAI,CAAC,EAAE,EAAE,CAAA;QACT,MAAM,KAAK,GAAG,CAAC,GAAG,IAAI,CAAC,KAAK,CAAA;QAC5B,IAAI,CAAC,KAAK,IAAI,KAAK,GAAG,IAAI,CAAC,EAAE,CAAA;QAC7B,IAAI,CAAC,GAAG,IAAI,KAAK,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,CAAA;IACtC,CAAC;IAED,IAAI,CAAC;QACH,OAAO,IAAI,CAAC,EAAE,CAAA;IAChB,CAAC;IAED,IAAI,IAAI;QACN,OAAO,IAAI,CAAC,KAAK,CAAA;IACnB,CAAC;IAED,uEAAuE;IACvE,IAAI,QAAQ;QACV,OAAO,IAAI,CAAC,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,GAAG,CAAC,IAAI,CAAC,EAAE,GAAG,CAAC,CAAC,CAAA;IAC5D,CAAC;IAED,qEAAqE;IACrE,IAAI,kBAAkB;QACpB,OAAO,IAAI,CAAC,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,GAAG,IAAI,CAAC,EAAE,CAAA;IACtD,CAAC;IAED,IAAI,EAAE;QACJ,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAA;IACjC,CAAC;CACF"}

package/dist/numerics.d.ts

@@ -0,0 +1,32 @@
+/**
+ * Shared numerics for @mindpeeker sibling packages.
+ *
+ * Re-export barrel behind the `@mindpeeker/negentropy/numerics` subpath. It exposes
+ * the package's fixture-validated numerical core — special functions cross-checked
+ * against scipy/mpmath to 1e-9..1e-15 relative error (see test/fixtures/special.json
+ * and scripts/fixtures/generate.py) — so sibling packages (e.g. @mindpeeker/psi,
+ * @mindpeeker/flow) can reuse it instead of duplicating delicate tail-accurate code.
+ *
+ * What lives here:
+ * - Special functions (internal/special.ts): $\ln\Gamma(x)$ via a Lanczos
+ *   approximation (Godfrey $g=7$, $n=9$); the regularized incomplete gammas
+ *   $P(a,x)=\gamma(a,x)/\Gamma(a)$ and $Q(a,x)=1-P(a,x)$ (series + Lentz continued
+ *   fraction, per Numerical Recipes §6.2); $\mathrm{erfc}(x)=Q(\tfrac12,x^2)$;
+ *   the standard normal CDF $\Phi(z)$, survival $1-\Phi(z)$, and quantile
+ *   $\Phi^{-1}(p)$ (Wichura's AS 241 / PPND16); chi-square CDF/SF/quantile for
+ *   df $k$ via $P(k/2, x/2)$, $Q(k/2, x/2)$, and a bracketed log-space Newton.
+ * - Compensated accumulation: KahanSum (Kahan 1965 compensated summation, $O(\varepsilon)$
+ *   error on long sums) and Welford (Welford 1962 one-pass mean/variance).
+ * - Byte/bit utilities (internal/bytes.ts): toBits (MSB-first, the SDK-wide bit
+ *   order), concatBytes, and the POPCOUNT per-byte one-bits table.
+ *
+ * Stability: this is a secondary entry point of @mindpeeker/negentropy and carries
+ * the same semver guarantees as the root export — additions are minor, removals or
+ * signature changes are major. Deterministic and browser-safe: no I/O, no `node:`
+ * builtins, same inputs always produce the same outputs.
+ */
+export { concatBytes, POPCOUNT, toBits } from './internal/bytes.js';
+export { KahanSum } from './internal/kahan.js';
+export { chi2Cdf, chi2Ppf, chi2Sf, erfc, gammaP, gammaQ, lnGamma, normCdf, normPpf, normSf, } from './internal/special.js';
+export { Welford } from './internal/welford.js';
+//# sourceMappingURL=numerics.d.ts.map

package/dist/numerics.d.ts.map

@@ -0,0 +1 @@
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package/dist/numerics.js

@@ -0,0 +1,32 @@
+/**
+ * Shared numerics for @mindpeeker sibling packages.
+ *
+ * Re-export barrel behind the `@mindpeeker/negentropy/numerics` subpath. It exposes
+ * the package's fixture-validated numerical core — special functions cross-checked
+ * against scipy/mpmath to 1e-9..1e-15 relative error (see test/fixtures/special.json
+ * and scripts/fixtures/generate.py) — so sibling packages (e.g. @mindpeeker/psi,
+ * @mindpeeker/flow) can reuse it instead of duplicating delicate tail-accurate code.
+ *
+ * What lives here:
+ * - Special functions (internal/special.ts): $\ln\Gamma(x)$ via a Lanczos
+ *   approximation (Godfrey $g=7$, $n=9$); the regularized incomplete gammas
+ *   $P(a,x)=\gamma(a,x)/\Gamma(a)$ and $Q(a,x)=1-P(a,x)$ (series + Lentz continued
+ *   fraction, per Numerical Recipes §6.2); $\mathrm{erfc}(x)=Q(\tfrac12,x^2)$;
+ *   the standard normal CDF $\Phi(z)$, survival $1-\Phi(z)$, and quantile
+ *   $\Phi^{-1}(p)$ (Wichura's AS 241 / PPND16); chi-square CDF/SF/quantile for
+ *   df $k$ via $P(k/2, x/2)$, $Q(k/2, x/2)$, and a bracketed log-space Newton.
+ * - Compensated accumulation: KahanSum (Kahan 1965 compensated summation, $O(\varepsilon)$
+ *   error on long sums) and Welford (Welford 1962 one-pass mean/variance).
+ * - Byte/bit utilities (internal/bytes.ts): toBits (MSB-first, the SDK-wide bit
+ *   order), concatBytes, and the POPCOUNT per-byte one-bits table.
+ *
+ * Stability: this is a secondary entry point of @mindpeeker/negentropy and carries
+ * the same semver guarantees as the root export — additions are minor, removals or
+ * signature changes are major. Deterministic and browser-safe: no I/O, no `node:`
+ * builtins, same inputs always produce the same outputs.
+ */
+export { concatBytes, POPCOUNT, toBits } from './internal/bytes.js';
+export { KahanSum } from './internal/kahan.js';
+export { chi2Cdf, chi2Ppf, chi2Sf, erfc, gammaP, gammaQ, lnGamma, normCdf, normPpf, normSf, } from './internal/special.js';
+export { Welford } from './internal/welford.js';
+//# sourceMappingURL=numerics.js.map

package/dist/numerics.js.map

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package/dist/stats/calibration.d.ts

@@ -0,0 +1,14 @@
+import type { Calibration, TrialSeries } from '../types.js';
+/** Binomial(k, ½) null: mean k/2, sd √(k/4). The default when a source is trusted unbiased. */
+export declare function theoreticalCalibration(source: string, bitsPerTrial?: number): Calibration;
+export interface CalibrateOptions {
+    /** Minimum trials the fit demands. Default 500 — a noisy sd biases every downstream χ². */
+    minTrials?: number;
+}
+/**
+ * Fit empirical mean/sd on a recorded resting-state series. The calibration
+ * window must be disjoint from any window later analyzed — normalizing data
+ * with parameters fit on itself deflates every statistic.
+ */
+export declare function calibrate(series: TrialSeries, opts?: CalibrateOptions): Calibration;
+//# sourceMappingURL=calibration.d.ts.map

package/dist/stats/calibration.d.ts.map

@@ -0,0 +1 @@
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package/dist/stats/calibration.js

@@ -0,0 +1,41 @@
+import { NegentropyError } from '../errors.js';
+import { Welford } from '../internal/welford.js';
+import { DEFAULT_BITS_PER_TRIAL } from './trials.js';
+/** Binomial(k, ½) null: mean k/2, sd √(k/4). The default when a source is trusted unbiased. */
+export function theoreticalCalibration(source, bitsPerTrial = DEFAULT_BITS_PER_TRIAL) {
+    return {
+        source,
+        bitsPerTrial,
+        trials: 0,
+        mean: bitsPerTrial / 2,
+        sd: Math.sqrt(bitsPerTrial / 4),
+        basis: 'theoretical',
+    };
+}
+/**
+ * Fit empirical mean/sd on a recorded resting-state series. The calibration
+ * window must be disjoint from any window later analyzed — normalizing data
+ * with parameters fit on itself deflates every statistic.
+ */
+export function calibrate(series, opts = {}) {
+    const minTrials = opts.minTrials ?? 500;
+    if (series.sums.length < minTrials) {
+        throw new NegentropyError('insufficient_data', `calibration needs ≥ ${minTrials} trials, got ${series.sums.length}`, { source: series.source });
+    }
+    const acc = new Welford();
+    for (const sum of series.sums)
+        acc.push(sum);
+    const sd = acc.sd;
+    if (!(sd > 0)) {
+        throw new NegentropyError('insufficient_data', 'calibration series is constant — the source produced no variation to normalize against', { source: series.source });
+    }
+    return {
+        source: series.source,
+        bitsPerTrial: series.bitsPerTrial,
+        trials: acc.n,
+        mean: acc.mean,
+        sd,
+        basis: 'empirical',
+    };
+}
+//# sourceMappingURL=calibration.js.map

package/dist/stats/calibration.js.map

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package/dist/stats/cumdev.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Cumulative deviation series D(t) = Σ_{s≤t} (Z(s)² − 1) — the classic GCP
+ * plot. Flat under H0 (E[D] = 0, Var[D(t)] = 2t), drifting upward when
+ * structure is present.
+ */
+export declare function cumulativeDeviation(stoufferZs: ArrayLike<number>): Float64Array;
+/**
+ * Pointwise significance envelope for the cumulative-deviation plot: at step
+ * t (1-based) the curve χ²ppf(1 − p, t) − t. IMPORTANT: this is a POINTWISE
+ * p criterion. The probability that an H0 path crosses the envelope
+ * *somewhere* in [1, T] is much larger than p — only a pre-registered
+ * endpoint (or fixed time) carries the stated significance level.
+ */
+export declare function significanceEnvelope(steps: number, p?: number): Float64Array;
+//# sourceMappingURL=cumdev.d.ts.map

package/dist/stats/cumdev.d.ts.map

@@ -0,0 +1 @@
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package/dist/stats/cumdev.js

@@ -0,0 +1,38 @@
+import { NegentropyError } from '../errors.js';
+import { KahanSum } from '../internal/kahan.js';
+import { chi2Ppf } from '../internal/special.js';
+/**
+ * Cumulative deviation series D(t) = Σ_{s≤t} (Z(s)² − 1) — the classic GCP
+ * plot. Flat under H0 (E[D] = 0, Var[D(t)] = 2t), drifting upward when
+ * structure is present.
+ */
+export function cumulativeDeviation(stoufferZs) {
+    const out = new Float64Array(stoufferZs.length);
+    const acc = new KahanSum();
+    for (let t = 0; t < stoufferZs.length; t++) {
+        const z = stoufferZs[t];
+        acc.add(z * z - 1);
+        out[t] = acc.value;
+    }
+    return out;
+}
+/**
+ * Pointwise significance envelope for the cumulative-deviation plot: at step
+ * t (1-based) the curve χ²ppf(1 − p, t) − t. IMPORTANT: this is a POINTWISE
+ * p criterion. The probability that an H0 path crosses the envelope
+ * *somewhere* in [1, T] is much larger than p — only a pre-registered
+ * endpoint (or fixed time) carries the stated significance level.
+ */
+export function significanceEnvelope(steps, p = 0.05) {
+    if (!Number.isInteger(steps) || steps < 1) {
+        throw new NegentropyError('invalid_config', `steps must be a positive integer, got ${steps}`);
+    }
+    if (!(p > 0 && p < 1)) {
+        throw new NegentropyError('invalid_config', `envelope p must be in (0, 1), got ${p}`);
+    }
+    const out = new Float64Array(steps);
+    for (let t = 1; t <= steps; t++)
+        out[t - 1] = chi2Ppf(1 - p, t) - t;
+    return out;
+}
+//# sourceMappingURL=cumdev.js.map

package/dist/stats/cumdev.js.map

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package/dist/stats/network.d.ts

@@ -0,0 +1,29 @@
+import type { StatResult } from '../types.js';
+/**
+ * Network variance — the GCP standard event statistic: Σₜ Z_s(t)² where
+ * Z_s(t) is the per-step Stouffer Z across sources; ~ χ²(steps) under H0.
+ * Sensitive to a common signal shared across sources and to mean shifts.
+ */
+export declare function netvar(zBySource: readonly Float64Array[], sources: readonly string[]): StatResult;
+/**
+ * Device variance: Σₜ Σᵢ zᵢ(t)² ~ χ²(steps × sources) under H0. Sensitive to
+ * individual sources changing variance; blind to cross-source correlation.
+ */
+export declare function devvar(zBySource: readonly Float64Array[], sources: readonly string[]): StatResult;
+export interface PairCorrelation {
+    a: string;
+    b: string;
+    /** Mean per-step product of the pair's z-scores (≈ correlation, z's being standardized). */
+    r: number;
+}
+/**
+ * Inter-source correlation: per step S(t) = Σᵢ<ⱼ zᵢzⱼ = ((Σz)² − Σz²)/2;
+ * statistic = ΣₜS(t) / √(steps·N(N−1)/2), treated as N(0,1) by the CLT.
+ * Not valid for tiny steps×pairs — expect ≥ ~100 products before trusting
+ * the normal approximation. `df` reports that product count for context; the
+ * p-value comes from the normal tail (one-sided: excess correlation).
+ */
+export declare function interSourceCorrelation(zBySource: readonly Float64Array[], sources: readonly string[]): StatResult & {
+    pairs: readonly PairCorrelation[];
+};
+//# sourceMappingURL=network.d.ts.map

package/dist/stats/network.d.ts.map

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