@numero-uno-jpn/rstats 0.0.0-stage → 0.5.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/CHANGELOG.md +43 -0
- package/LICENSE +21 -0
- package/README.ja.md +181 -0
- package/README.md +172 -2
- package/THIRD_PARTY_NOTICES.md +297 -0
- package/dist/distributions/beta.d.ts +62 -0
- package/dist/distributions/beta.js +246 -0
- package/dist/distributions/binomial.d.ts +41 -0
- package/dist/distributions/binomial.js +136 -0
- package/dist/distributions/cauchy.d.ts +34 -0
- package/dist/distributions/cauchy.js +139 -0
- package/dist/distributions/chisq.d.ts +42 -0
- package/dist/distributions/chisq.js +60 -0
- package/dist/distributions/exponential.d.ts +34 -0
- package/dist/distributions/exponential.js +93 -0
- package/dist/distributions/f.d.ts +47 -0
- package/dist/distributions/f.js +214 -0
- package/dist/distributions/gamma.d.ts +61 -0
- package/dist/distributions/gamma.js +188 -0
- package/dist/distributions/geometric.d.ts +38 -0
- package/dist/distributions/geometric.js +116 -0
- package/dist/distributions/hypergeometric.d.ts +38 -0
- package/dist/distributions/hypergeometric.js +234 -0
- package/dist/distributions/logistic.d.ts +36 -0
- package/dist/distributions/logistic.js +94 -0
- package/dist/distributions/lognormal.d.ts +39 -0
- package/dist/distributions/lognormal.js +158 -0
- package/dist/distributions/nbeta.d.ts +7 -0
- package/dist/distributions/nbeta.js +312 -0
- package/dist/distributions/nchisq.d.ts +3 -0
- package/dist/distributions/nchisq.js +217 -0
- package/dist/distributions/negbinomial.d.ts +54 -0
- package/dist/distributions/negbinomial.js +325 -0
- package/dist/distributions/normal.d.ts +66 -0
- package/dist/distributions/normal.js +184 -0
- package/dist/distributions/nt.d.ts +3 -0
- package/dist/distributions/nt.js +491 -0
- package/dist/distributions/poisson.d.ts +41 -0
- package/dist/distributions/poisson.js +104 -0
- package/dist/distributions/signrank.d.ts +38 -0
- package/dist/distributions/signrank.js +216 -0
- package/dist/distributions/t.d.ts +49 -0
- package/dist/distributions/t.js +235 -0
- package/dist/distributions/tukey.d.ts +43 -0
- package/dist/distributions/tukey.js +985 -0
- package/dist/distributions/uniform.d.ts +36 -0
- package/dist/distributions/uniform.js +90 -0
- package/dist/distributions/weibull.d.ts +37 -0
- package/dist/distributions/weibull.js +125 -0
- package/dist/distributions/wilcox.d.ts +47 -0
- package/dist/distributions/wilcox.js +270 -0
- package/dist/htest/chisqTest.d.ts +55 -0
- package/dist/htest/chisqTest.js +160 -0
- package/dist/htest/cor.d.ts +81 -0
- package/dist/htest/cor.js +436 -0
- package/dist/htest/fisherTest.d.ts +48 -0
- package/dist/htest/fisherTest.js +468 -0
- package/dist/htest/pAdjust.d.ts +34 -0
- package/dist/htest/pAdjust.js +147 -0
- package/dist/htest/tTest.d.ts +57 -0
- package/dist/htest/tTest.js +153 -0
- package/dist/htest/types.d.ts +49 -0
- package/dist/htest/types.js +20 -0
- package/dist/htest/wilcoxTest.d.ts +61 -0
- package/dist/htest/wilcoxTest.js +471 -0
- package/dist/index.d.ts +50 -0
- package/dist/index.js +50 -0
- package/dist/internal/ddexp.d.ts +19 -0
- package/dist/internal/ddexp.js +94 -0
- package/dist/internal/discrete.d.ts +14 -0
- package/dist/internal/discrete.js +85 -0
- package/dist/internal/dpq.d.ts +43 -0
- package/dist/internal/dpq.js +54 -0
- package/dist/internal/integer.d.ts +4 -0
- package/dist/internal/integer.js +17 -0
- package/dist/internal/invert.d.ts +36 -0
- package/dist/internal/invert.js +124 -0
- package/dist/internal/noncentral.d.ts +12 -0
- package/dist/internal/noncentral.js +2 -0
- package/dist/internal/poissonMixture.d.ts +31 -0
- package/dist/internal/poissonMixture.js +401 -0
- package/dist/internal/summary.d.ts +21 -0
- package/dist/internal/summary.js +125 -0
- package/dist/internal/uniroot.d.ts +11 -0
- package/dist/internal/uniroot.js +75 -0
- package/dist/internal/vectorize.d.ts +12 -0
- package/dist/internal/vectorize.js +7 -0
- package/dist/linalg/basic.d.ts +95 -0
- package/dist/linalg/basic.js +152 -0
- package/dist/linalg/chol.d.ts +83 -0
- package/dist/linalg/chol.js +200 -0
- package/dist/linalg/eigen.d.ts +52 -0
- package/dist/linalg/eigen.js +753 -0
- package/dist/linalg/kappa.d.ts +51 -0
- package/dist/linalg/kappa.js +199 -0
- package/dist/linalg/matrix.d.ts +29 -0
- package/dist/linalg/matrix.js +65 -0
- package/dist/linalg/norm.d.ts +32 -0
- package/dist/linalg/norm.js +92 -0
- package/dist/linalg/qr.d.ts +264 -0
- package/dist/linalg/qr.js +494 -0
- package/dist/linalg/solve.d.ts +123 -0
- package/dist/linalg/solve.js +380 -0
- package/dist/linalg/svd.d.ts +38 -0
- package/dist/linalg/svd.js +275 -0
- package/dist/random/as241.d.ts +2 -0
- package/dist/random/as241.js +58 -0
- package/dist/random/beta.d.ts +14 -0
- package/dist/random/beta.js +117 -0
- package/dist/random/binomial.d.ts +25 -0
- package/dist/random/binomial.js +224 -0
- package/dist/random/common.d.ts +4 -0
- package/dist/random/common.js +35 -0
- package/dist/random/continuous.d.ts +91 -0
- package/dist/random/continuous.js +138 -0
- package/dist/random/gamma.d.ts +52 -0
- package/dist/random/gamma.js +217 -0
- package/dist/random/hyper.d.ts +12 -0
- package/dist/random/hyper.js +240 -0
- package/dist/random/mt.d.ts +16 -0
- package/dist/random/mt.js +97 -0
- package/dist/random/poisson.d.ts +33 -0
- package/dist/random/poisson.js +204 -0
- package/dist/random/rank.d.ts +19 -0
- package/dist/random/rank.js +62 -0
- package/dist/random/rng.d.ts +46 -0
- package/dist/random/rng.js +148 -0
- package/dist/random/sample.d.ts +45 -0
- package/dist/random/sample.js +255 -0
- package/dist/rstats.js +2 -0
- package/dist/special/beta.d.ts +30 -0
- package/dist/special/beta.js +152 -0
- package/dist/special/constants.d.ts +16 -0
- package/dist/special/constants.js +19 -0
- package/dist/special/dd.d.ts +29 -0
- package/dist/special/dd.js +693 -0
- package/dist/special/erf.d.ts +9 -0
- package/dist/special/erf.js +85 -0
- package/dist/special/gamma.d.ts +32 -0
- package/dist/special/gamma.js +270 -0
- package/dist/special/igam.d.ts +11 -0
- package/dist/special/igam.js +291 -0
- package/dist/special/igamAsympCoeff.d.ts +4 -0
- package/dist/special/igamAsympCoeff.js +233 -0
- package/dist/special/igami.d.ts +2 -0
- package/dist/special/igami.js +135 -0
- package/dist/special/incbet.d.ts +25 -0
- package/dist/special/incbet.js +326 -0
- package/dist/special/lgammaDiff.d.ts +2 -0
- package/dist/special/lgammaDiff.js +34 -0
- package/dist/special/loader.d.ts +43 -0
- package/dist/special/loader.js +456 -0
- package/dist/special/log1pmx.d.ts +2 -0
- package/dist/special/log1pmx.js +20 -0
- package/dist/special/ndtri.d.ts +4 -0
- package/dist/special/ndtri.js +82 -0
- package/dist/special/polevl.d.ts +4 -0
- package/dist/special/polevl.js +17 -0
- package/package.json +68 -4
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// Ported from xsf include/xsf/cephes/igam_asymp_coeff.h (xsf commit c6a3afe).
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// The table was generated by SciPy's _precomp/gammainc.py.
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// xsf Copyright (c) 2024, SciPy. BSD-3-Clause. See THIRD_PARTY_NOTICES.md.
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/** Coefficients d[k][n] of Temme's uniform asymptotic expansion (DLMF 8.12.3/8.12.4) */
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export const IGAM_ASYMP_COEFF_K = 25;
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export const IGAM_ASYMP_COEFF_N = 25;
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export const IGAM_ASYMP_COEFF_D = [
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|
230
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|
231
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232
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233
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];
|
|
@@ -0,0 +1,135 @@
|
|
|
1
|
+
// Ported from xsf include/xsf/cephes/igami.h (find_inverse_gamma) (xsf commit c6a3afe).
|
|
2
|
+
// Cephes Math Library Release 2.8, Copyright 1984, 1995, 2000 by Stephen L. Moshier.
|
|
3
|
+
// xsf Copyright (c) 2024, SciPy. BSD-3-Clause. See THIRD_PARTY_NOTICES.md.
|
|
4
|
+
//
|
|
5
|
+
// Starting value for the inverse of the incomplete gamma function (DiDonato & Morris 1986, ACM TOMS 12(4)).
|
|
6
|
+
// xsf follows this with three Halley steps, but this library finishes with Newton's method in
|
|
7
|
+
// src/internal/invert.ts, so only the starting value is returned here.
|
|
8
|
+
import { EULER } from "./constants.js";
|
|
9
|
+
import { gamma, lgamma } from "./gamma.js";
|
|
10
|
+
import { polevl } from "./polevl.js";
|
|
11
|
+
function findInverseS(p, q) {
|
|
12
|
+
/* DiDonato & Morris Eq 32 */
|
|
13
|
+
const a = [0.213623493715853, 4.28342155967104, 11.6616720288968, 3.31125922108741];
|
|
14
|
+
const b = [0.3611708101884203e-1, 1.27364489782223, 6.40691597760039, 6.61053765625462, 1];
|
|
15
|
+
const t = p < 0.5 ? Math.sqrt(-2 * Math.log(p)) : Math.sqrt(-2 * Math.log(q));
|
|
16
|
+
const s = t - polevl(t, a) / polevl(t, b);
|
|
17
|
+
return p < 0.5 ? -s : s;
|
|
18
|
+
}
|
|
19
|
+
function didonatoSN(a, x, N, tolerance) {
|
|
20
|
+
/* DiDonato & Morris Eq 34 */
|
|
21
|
+
let sum = 1;
|
|
22
|
+
if (N >= 1) {
|
|
23
|
+
let partial = x / (a + 1);
|
|
24
|
+
sum += partial;
|
|
25
|
+
for (let i = 2; i <= N; ++i) {
|
|
26
|
+
partial *= x / (a + i);
|
|
27
|
+
sum += partial;
|
|
28
|
+
if (partial < tolerance)
|
|
29
|
+
break;
|
|
30
|
+
}
|
|
31
|
+
}
|
|
32
|
+
return sum;
|
|
33
|
+
}
|
|
34
|
+
/* DiDonato & Morris Eq 25 */
|
|
35
|
+
function eq25(a, y) {
|
|
36
|
+
const c1 = (a - 1) * Math.log(y);
|
|
37
|
+
const c1_2 = c1 * c1;
|
|
38
|
+
const c1_3 = c1_2 * c1;
|
|
39
|
+
const c1_4 = c1_2 * c1_2;
|
|
40
|
+
const a_2 = a * a;
|
|
41
|
+
const a_3 = a_2 * a;
|
|
42
|
+
const c2 = (a - 1) * (1 + c1);
|
|
43
|
+
const c3 = (a - 1) * (-(c1_2 / 2) + (a - 2) * c1 + (3 * a - 5) / 2);
|
|
44
|
+
const c4 = (a - 1) * (c1_3 / 3 - ((3 * a - 5) * c1_2) / 2 + (a_2 - 6 * a + 7) * c1 + (11 * a_2 - 46 * a + 47) / 6);
|
|
45
|
+
const c5 = (a - 1) *
|
|
46
|
+
(-(c1_4 / 4) +
|
|
47
|
+
((11 * a - 17) * c1_3) / 6 +
|
|
48
|
+
(-3 * a_2 + 13 * a - 13) * c1_2 +
|
|
49
|
+
((2 * a_3 - 25 * a_2 + 72 * a - 61) * c1) / 2 +
|
|
50
|
+
(25 * a_3 - 195 * a_2 + 477 * a - 379) / 12);
|
|
51
|
+
const y_2 = y * y;
|
|
52
|
+
const y_3 = y_2 * y;
|
|
53
|
+
const y_4 = y_2 * y_2;
|
|
54
|
+
return y + c1 + c2 / y + c3 / y_2 + c4 / y_3 + c5 / y_4;
|
|
55
|
+
}
|
|
56
|
+
/** Approximate x with P(a, x) = p (Q = q = 1 - p) */
|
|
57
|
+
export function findInverseGamma(a, p, q) {
|
|
58
|
+
if (a === 1)
|
|
59
|
+
return q > 0.9 ? -Math.log1p(-p) : -Math.log(q);
|
|
60
|
+
if (a < 1) {
|
|
61
|
+
const g = gamma(a);
|
|
62
|
+
const b = q * g;
|
|
63
|
+
if (b > 0.6 || (b >= 0.45 && a >= 0.3)) {
|
|
64
|
+
/* DiDonato & Morris Eq 21 */
|
|
65
|
+
const u = b * q > 1e-8 && q > 1e-5 ? Math.pow(p * g * a, 1 / a) : Math.exp(-q / a - EULER);
|
|
66
|
+
return u / (1 - u / (a + 1));
|
|
67
|
+
}
|
|
68
|
+
if (a < 0.3 && b >= 0.35) {
|
|
69
|
+
/* DiDonato & Morris Eq 22 */
|
|
70
|
+
const t = Math.exp(-EULER - b);
|
|
71
|
+
const u = t * Math.exp(t);
|
|
72
|
+
return t * Math.exp(u);
|
|
73
|
+
}
|
|
74
|
+
if (b > 0.15 || a >= 0.3) {
|
|
75
|
+
/* DiDonato & Morris Eq 23 */
|
|
76
|
+
const y = -Math.log(b);
|
|
77
|
+
const u = y - (1 - a) * Math.log(y);
|
|
78
|
+
return y - (1 - a) * Math.log(u) - Math.log(1 + (1 - a) / (1 + u));
|
|
79
|
+
}
|
|
80
|
+
if (b > 0.1) {
|
|
81
|
+
/* DiDonato & Morris Eq 24 */
|
|
82
|
+
const y = -Math.log(b);
|
|
83
|
+
const u = y - (1 - a) * Math.log(y);
|
|
84
|
+
return (y -
|
|
85
|
+
(1 - a) * Math.log(u) -
|
|
86
|
+
Math.log((u * u + 2 * (3 - a) * u + (2 - a) * (3 - a)) / (u * u + (5 - a) * u + 2)));
|
|
87
|
+
}
|
|
88
|
+
return eq25(a, -Math.log(b));
|
|
89
|
+
}
|
|
90
|
+
/* DiDonato and Morris Eq 31 */
|
|
91
|
+
let s = findInverseS(p, q);
|
|
92
|
+
const s_2 = s * s;
|
|
93
|
+
const s_3 = s_2 * s;
|
|
94
|
+
const s_4 = s_2 * s_2;
|
|
95
|
+
const s_5 = s_4 * s;
|
|
96
|
+
const ra = Math.sqrt(a);
|
|
97
|
+
let w = a + s * ra + (s_2 - 1) / 3;
|
|
98
|
+
w += (s_3 - 7 * s) / (36 * ra);
|
|
99
|
+
w -= (3 * s_4 + 7 * s_2 - 16) / (810 * a);
|
|
100
|
+
w += (9 * s_5 + 256 * s_3 - 433 * s) / (38880 * a * ra);
|
|
101
|
+
if (a >= 500 && Math.abs(1 - w / a) < 1e-6)
|
|
102
|
+
return w;
|
|
103
|
+
if (p > 0.5) {
|
|
104
|
+
if (w < 3 * a)
|
|
105
|
+
return w;
|
|
106
|
+
const D = Math.max(2, a * (a - 1));
|
|
107
|
+
const lb = Math.log(q) + lgamma(a);
|
|
108
|
+
if (lb < -D * 2.3)
|
|
109
|
+
return eq25(a, -lb);
|
|
110
|
+
/* DiDonato and Morris Eq 33 */
|
|
111
|
+
const u = -lb + (a - 1) * Math.log(w) - Math.log(1 + (1 - a) / (1 + w));
|
|
112
|
+
return -lb + (a - 1) * Math.log(u) - Math.log(1 + (1 - a) / (1 + u));
|
|
113
|
+
}
|
|
114
|
+
let z = w;
|
|
115
|
+
const ap1 = a + 1;
|
|
116
|
+
const ap2 = a + 2;
|
|
117
|
+
if (w < 0.15 * ap1) {
|
|
118
|
+
/* DiDonato and Morris Eq 35 */
|
|
119
|
+
const v = Math.log(p) + lgamma(ap1);
|
|
120
|
+
z = Math.exp((v + w) / a);
|
|
121
|
+
s = Math.log1p((z / ap1) * (1 + z / ap2));
|
|
122
|
+
z = Math.exp((v + z - s) / a);
|
|
123
|
+
s = Math.log1p((z / ap1) * (1 + z / ap2));
|
|
124
|
+
z = Math.exp((v + z - s) / a);
|
|
125
|
+
s = Math.log1p((z / ap1) * (1 + (z / ap2) * (1 + z / (a + 3))));
|
|
126
|
+
z = Math.exp((v + z - s) / a);
|
|
127
|
+
}
|
|
128
|
+
if (z <= 0.01 * ap1 || z > 0.7 * ap1)
|
|
129
|
+
return z;
|
|
130
|
+
/* DiDonato and Morris Eq 36 */
|
|
131
|
+
const ls = Math.log(didonatoSN(a, z, 100, 1e-4));
|
|
132
|
+
const v = Math.log(p) + lgamma(ap1);
|
|
133
|
+
z = Math.exp((v + z - ls) / a);
|
|
134
|
+
return z * (1 - (a * Math.log(z) - z - v + ls) / (a - z));
|
|
135
|
+
}
|
|
@@ -0,0 +1,25 @@
|
|
|
1
|
+
import { type DD } from "./dd.js";
|
|
2
|
+
/**
|
|
3
|
+
* Regularized incomplete beta function: I_x(a, b) if lower, otherwise 1 - I_x(a, b).
|
|
4
|
+
* The caller passes xc = 1 - x accurately. Assumes a, b > 0 and 0 <= x <= 1.
|
|
5
|
+
*
|
|
6
|
+
* The requested tail is computed by the first applicable subtraction-free method in this order:
|
|
7
|
+
* 1. series in that tail's frame 2. complement of the series in the opposite frame (pseriesComplement)
|
|
8
|
+
* 3. continued fraction in that tail's frame 4. 1 - (other side) from the continued fraction in the opposite frame
|
|
9
|
+
* (the lower frame is (a, b, x); the upper is (b, a, 1-x) via 1 - I_x(a,b) = I_{1-x}(b, a))
|
|
10
|
+
*/
|
|
11
|
+
export declare function betaInc(a: number, b: number, x: number, xc: number, lower: boolean, log: boolean): number;
|
|
12
|
+
/**
|
|
13
|
+
* Version of betaInc taking x and 1 - x in double-double.
|
|
14
|
+
* When x is itself computed, as in n/(n + t^2) for the t distribution, its rounding (0.5 ulp) is amplified
|
|
15
|
+
* a times (3e-14 at a = 500), so the caller builds it in double-double and passes it as is.
|
|
16
|
+
*/
|
|
17
|
+
export declare function betaIncDD(a: number, b: number, xd: DD, xcd: DD, lower: boolean, log: boolean): number;
|
|
18
|
+
/**
|
|
19
|
+
* Return both the log and the linear value of betaIncDD from a single core computation ([log, linear]).
|
|
20
|
+
* Used by the Newton iteration for quantiles, which needs both the log and linear distribution function at the same x.
|
|
21
|
+
* The values are bit-identical to betaIncDD(..., true) and betaIncDD(..., false) respectively
|
|
22
|
+
*/
|
|
23
|
+
export declare function betaIncBothDD(a: number, b: number, xd: DD, xcd: DD, lower: boolean): [number, number];
|
|
24
|
+
/** Version of betaInc returning both (takes x and 1 - x in double precision, like betaInc) */
|
|
25
|
+
export declare function betaIncBoth(a: number, b: number, x: number, xc: number, lower: boolean): [number, number];
|