@numero-uno-jpn/rstats 0.5.0 → 0.6.1

package/CHANGELOG.md

@@ -7,6 +7,107 @@ While the version is 0.x, a minor release (0.y.0) may contain breaking changes;
 they are listed under **Breaking** for each release. From 1.0.0 the project follows
 [Semantic Versioning](https://semver.org/).
 
+## 0.6.1 - 2026-10-24
+
+The first release of the 0.6 series on npm. A `v0.6.0` tag was pushed to GitHub earlier the same
+day but never published to npm and has been withdrawn; use 0.6.1.
+
+### Added
+
+- Everything jStat offers, with R's names and defaults, and a migration guide
+  ([docs/migrating-from-jstat.md](docs/migrating-from-jstat.md)) whose replacements are checked
+  against jStat itself (`test/jstat-replacement.test.ts`):
+  - descriptive statistics (`@numero-uno-jpn/rstats/descriptive`): `sum`, `prod`, `mean` (with `trim`),
+    `weightedMean`, `variance` (R's `var`), `sd`, `median`, `range`, `cumsum`, `cumprod`, `cummax`,
+    `cummin`, `diff`, `quantile` (all nine types), `IQR`, `fivenum`, `mad`, `rank`, `cov` and `cor`
+    for vectors and matrices (Pearson, Kendall, Spearman, with `use`), `tabulate`, `table`, `unique`,
+    `cut`, `findInterval`, `pretty`, `hist`, `ecdf`, `scale`, and `skewness`, `kurtosis` (e1071),
+    `geometricMean`, `modes`, `meanAD`, `cv` (DescTools); sums in double-double;
+  - matrix arithmetic: `matMul`, `add`, `subtract`, `multiply`, `divide`, `outer`, `t`, `diag`,
+    `cbind`, `rbind`, `matrix`, `kronecker`, `seq`, and `lu` (`Matrix::lu`) and `prcomp`;
+  - hypothesis tests: `binomTest`, `poissonTest`, `propTest`, `mcnemarTest`, `varTest`,
+    `bartlettTest`, `kruskalTest`, `friedmanTest`, `quadeTest`, `flignerTest`, `moodTest`,
+    `onewayTest`, `shapiroTest`, `mantelhaenTest`, `ansariTest`, `ksTest`, `pairwiseTTest`,
+    `pairwiseWilcoxTest`, `pairwisePropTest`, `aov` (one way), `TukeyHSD` and `zTest` (BSDA);
+  - linear models: `lm` with a matrix interface and the quantities of `summary.lm`, `confint`,
+    `predict`;
+  - numerical methods (`@numero-uno-jpn/rstats/numerics`): `integrate`, `optimize`, `uniroot` (with
+    `extendInt`), `approx`, `spline`, `splinefun`, `splinefunH`, `barylag` (pracma),
+    `hermiteInterp`, `ode` (fixed-step, deSolve), `grad`, `jacobian`, `hessian` (numDeriv);
+  - distributions outside base R with extraDistr's names: `invgamma`, `kumar`, `pareto`, `triang`,
+    `laplace`, and `arcsine` (d/p/q/r), and `distSummary` (mean, variance, sd, median, mode,
+    skewness, kurtosis) for 23 distributions (all but signrank, wilcox and tukey);
+  - special functions: `gammainc`, `erfinv`, `erfcinv`, `perm`.
+- Subpath exports and per-area CDN files: `@numero-uno-jpn/rstats/distributions`, `/tests`, `/linalg`,
+  `/descriptive`, `/numerics`, `/special` (`dist/<area>.js`, with shared code split out).
+- `choose`, `lchoose`, `factorial` and `lfactorial`, for any real `n` (and `x`).
+- `digamma`, `trigamma` and `psigamma` (derivatives up to 100, negative arguments by
+  reflection; unlike R, also for x < 0 with deriv ≥ 6).
+- `besselI`, `besselK` (with `exponScaled`, R's `expon.scaled`), `besselJ` and `besselY` for any
+  real order, ported from Boost.Math.
+- The option `rCompatible` of `choose`, `lchoose`, `trigamma` and `psigamma` (type
+  `RCompatibleOptions`): by default they follow R at its edge cases (n near an integer in
+  `choose`, infinite arguments); `rCompatible: false` returns the mathematical values there.
+- `erf` and `erfc`, which R lacks (checked against mpmath). `erfc` is now accurate in the far tail:
+  it forms exp(-x^2) from an exact x^2 and no longer flushes subnormal results to 0.
+- `dmultinom`, as a product of binomial probabilities (accurate for large counts).
+- The new functions are checked against R 4.5.2, and against mpmath (100 to 800 digits) where R
+  is inaccurate or fails (docs/differences-from-r.md).
+
+### Changed
+
+- Code that followed the GPL sources of R (and of BSDA, for `zTest`) too closely was re-implemented independently, so that the
+  package stays MIT licensed: `propTest`, the two-sided p-values of `poissonTest` and `binomTest`,
+  the exact 2 × 2 parts of `mantelhaenTest` and `fisherTest`, the intervals of `wilcoxTest`,
+  `zTest`, `approx`, `spline`, `splinefun`, `splinefunH`, `uniroot`, `seq`, `pretty`, `hist` and
+  `quantile`.
+- `uniroot`'s zero finder is now a port of netlib's `zeroin.f` (public domain).
+- **Type change:** `fStatistic` and `fPValue` of `lm`'s result are optional; they are absent for a
+  model with nothing beyond the intercept, as `summary.lm` has no `fstatistic` there.
+- The error messages of `grad`, `jacobian`, `hessian` and `zTest` are worded differently.
+
+### Fixed
+
+- `lbeta` and `beta` with an argument of 2^52 or more: `lbeta(1e17, 31)` was off by 20 and
+  `lbeta(1e100, 31)` returned 0.92 instead of -7063.
+
+- Accuracy of the incomplete beta function behind `pbeta`, `pt`, `pf`, `pbinom` and `pnbinom`
+  (checked against mpmath). The 15 `pnbinom` cases that were excluded as known accuracy
+  problems now pass:
+  - results near 1e-308 kept their exponent only to double precision (up to 1.2e-13 relative);
+  - the continued fraction rounded a + b, losing the digits of a small b (up to 6e-11 relative,
+    e.g. `pnbinom(1e8, 0.01, mu = 1e4)`).
+- With parameters of 2^52 or more the continued fraction stopped advancing its coefficients, and
+  a result could pass through a subnormal intermediate: `pnbinom` with q around 1e17 was off by
+  up to 1e-3 relative, and returned NaN in some cases.
+- `pgamma` and `ppois` with a shape (or lambda) above about 1e6, 5 to 40 standard deviations below
+  the mean (lower tail of `pgamma`, upper tail of `ppois`): off by up to 2e-14 relative, now 2.7e-15.
+  The series is summed in double-double there, which makes those calls about 9 times slower.
+- `pchisq` and `pbeta` with `ncp` around 1000 in the far tails: off by up to 1.4e-13 relative, now
+  below 5e-15 (the terms of the Poisson mixture are corrected to the exact shape a + j).
+- Fixed since the withdrawn `v0.6.0` tag:
+  - `propTest` with missing groups and with `p`; `pairwisePropTest` with missing groups (dropped and
+    the rest renumbered, as in R);
+  - `uniroot` when `f` returns a non-finite value;
+  - default number of points and range of `spline`, now taken from the regularized x;
+  - the third derivative of `splinefunH` and of `splinefun` with `method: "monoH.FC"` is now the
+    exact one; R returns h times it on an interval of width h (see docs/differences-from-r.md);
+  - `lm` with weights of 0 (those rows are left out of the fit, all zero is an error) and with an
+    intercept-only model (R² = 0 and no F test, as in R);
+  - `optimize` with `lower >= upper` is now an error, as in R;
+  - a non-integer `deriv` (`splinefun`, `splinefunH`) is truncated and non-integer lengths (`n`)
+    are rounded up, as in R;
+  - `barylag` with duplicate nodes; `lu` forms its multipliers as LAPACK does;
+  - `TukeyHSD` comparison names (labels, or positions in the list; groups without data left out);
+  - `kruskalTest` and `flignerTest` with an empty group, `mcnemarTest` with different numbers of
+    levels in x and y, `bartlettTest` with infinite values, `poissonTest` with zero counts and
+    zero `T` or `r`, all now as in R;
+  - accuracy of `besselK` and `besselI` for orders near 2.5, the arcsine distribution near its
+    upper end, `gammainc` for large a, `perm` (overflow and non-integer k), the `distSummary` kurtosis of
+    `lnorm` for small sdlog, `psigamma` for large x, `beta` for huge a, and `choose` for
+    non-integer n;
+  - `pretty` no longer overflows for huge ranges.
+
 ## 0.5.0 - 2026-10-21
 
 First public version.

package/README.ja.md

@@ -5,6 +5,7 @@
 > この文書は [英語版](README.md) の訳です。内容が食い違うときは英語版が正です。
 
 JavaScript とブラウザで使える、R と互換の統計関数のライブラリです。TypeScript で書いています。
+[ブラウザで試す](https://numero-uno-jpn.github.io/rStats.js/demo/) (すべての関数を、R が出す値と並べて試せます)。
 
 - **R と同じ数値を返します。** 関数名・既定値・結果は R に合わせています。すべての関数を R 4.5.2 と
   比べてテストしています (分布関数は相対誤差 1e-14)。R 自身が不正確なところでは、高精度の参照値と
@@ -15,9 +16,9 @@ JavaScript とブラウザで使える、R と互換の統計関数のライブ
 - **どこでも動きます。** ESM のみで、依存パッケージはなく、Node 専用の API も使っていません。
   tree-shaking が効きます (`pnorm` だけなら gzip で 1.2 KB)。
 
-状態: **0.5.0。** R の stats パッケージの数値計算の中心
-(分布・検定・特殊関数・線形代数の基本) を、R と同じ結果でカバーすることを目指しています。残っている作業は
-[ROADMAP.md](ROADMAP.md) (英語)、変更履歴は [CHANGELOG.md](CHANGELOG.md) (英語) にあります。
+状態: **0.6.1。** R の stats パッケージの数値計算の中心
+(分布・記述統計・検定・線形モデル・特殊関数・数値計算・線形代数の基本) を、R と同じ結果でカバーすることを目指しています。残っている作業は
+[ROADMAP.ja.md](ROADMAP.ja.md)、変更履歴は [CHANGELOG.md](CHANGELOG.md) (英語) にあります。
 
 ## インストール
 
@@ -90,11 +91,16 @@ eigen([[2, 1], [1, 3]]).values;     // [3.618033988749895, 1.381966011250105]
 
 | 分野 | 関数 (R と名前が違うものは括弧内が R の名前) |
 |---|---|
-| 特殊関数 | `gamma`, `lgamma`, `beta`, `lbeta` |
-| 分布 (d/p/q) | 正規、t、カイ二乗、F、ベータ、ガンマ、二項、ポアソン、一様、指数、対数正規、ロジスティック、コーシー、ワイブル、幾何、負の二項、超幾何、Wilcoxon の符号付き順位と順位和、スチューデント化された範囲 (`ptukey`, `qtukey`)、非心カイ二乗・t・F・ベータ (`ncp`) |
-| 乱数 | `setSeed` (`set.seed`), `getRandomSeed`/`setRandomSeed` (`.Random.seed`), 20 個の `r*` 関数, `sample`, `sampleInt` (`sample.int`) |
-| 検定 | `tTest`, `chisqTest`, `fisherTest`, `wilcoxTest`, `cor`, `corTest`, `pAdjust` (`p.adjust`) |
-| 線形代数 | `crossprod`, `tcrossprod`, `norm`, `backsolve`, `forwardsolve`, `chol`, `chol2inv`, `qr` と `qrQ`, `qrR`, `qrX`, `qrCoef`, `qrQy`, `qrQty`, `qrResid`, `qrFitted`, `qrSolve` (`qr.Q` …), `solve`, `det`, `determinant`, `rcond`, `kappa`, `svd`, `eigen`, `ginv` (MASS) |
+| 特殊関数 | `gamma`, `lgamma`, `beta`, `lbeta`, `choose`, `lchoose`, `factorial`, `lfactorial`, `digamma`, `trigamma`, `psigamma`, `besselI`, `besselK`, `besselJ`, `besselY`。R にはない `erf`, `erfc`, `erfinv`, `erfcinv`, `gammainc`, `perm` も |
+| 分布 (d/p/q) | 正規、t、カイ二乗、F、ベータ、ガンマ、二項、ポアソン、一様、指数、対数正規、ロジスティック、コーシー、ワイブル、幾何、負の二項、超幾何、Wilcoxon の符号付き順位と順位和、スチューデント化された範囲 (`ptukey`, `qtukey`)、非心カイ二乗・t・F・ベータ (`ncp`)。多項分布の確率 (`dmultinom`)。逆ガンマ、Kumaraswamy、Pareto、三角、Laplace (extraDistr) と逆正弦。`distSummary` (平均・分散・標準偏差・中央値・最頻値・歪度・尖度) |
+| 乱数 | `setSeed` (`set.seed`), `getRandomSeed`/`setRandomSeed` (`.Random.seed`), 26 個の `r*` 関数, `sample`, `sampleInt` (`sample.int`) |
+| 記述統計 | `sum`, `prod`, `mean`, `weightedMean` (`weighted.mean`), `variance` (`var`), `sd`, `median`, `range`, `cumsum`, `cumprod`, `cummax`, `cummin`, `diff`, `quantile`, `IQR`, `fivenum`, `mad`, `rank`, `cov`, `cor`, `tabulate`, `table`, `unique`, `cut`, `findInterval`, `pretty`, `hist`, `ecdf`, `scale`, `skewness`, `kurtosis`, `geometricMean`, `modes`, `meanAD`, `cv` |
+| 検定 | `tTest`, `chisqTest`, `fisherTest`, `wilcoxTest`, `corTest`, `binomTest`, `poissonTest`, `propTest`, `mcnemarTest`, `varTest`, `bartlettTest`, `kruskalTest`, `friedmanTest`, `quadeTest`, `flignerTest`, `moodTest`, `onewayTest`, `shapiroTest`, `mantelhaenTest`, `ansariTest`, `ksTest`, `pairwiseTTest`, `pairwiseWilcoxTest`, `pairwisePropTest`, `aov`, `TukeyHSD`, `zTest`, `pAdjust` (`p.adjust`) |
+| 線形モデル | `lm` (行列で渡す形。`summary` の値も返す), `confint`, `predict` |
+| 線形代数 | `matMul` (`%*%`), `add`, `subtract`, `multiply`, `divide`, `outer`, `t`, `diag`, `cbind`, `rbind`, `matrix`, `kronecker`, `seq`, `crossprod`, `tcrossprod`, `norm`, `backsolve`, `forwardsolve`, `chol`, `chol2inv`, `qr` と `qrQ`, `qrR`, `qrX`, `qrCoef`, `qrQy`, `qrQty`, `qrResid`, `qrFitted`, `qrSolve` (`qr.Q` …), `solve`, `det`, `determinant`, `rcond`, `kappa`, `svd`, `eigen`, `lu`, `prcomp`, `ginv` (MASS) |
+| 数値計算 | `integrate`, `optimize`, `uniroot`, `approx`, `spline`, `splinefun`, `splinefunH`, `barylag`, `hermiteInterp`, `ode`, `grad`, `jacobian`, `hessian` |
+
+jStat から移るときは [docs/ja/migrating-from-jstat.md](docs/ja/migrating-from-jstat.md) に jStat の全関数の置き換えがあります。
 
 API リファレンスは `npm run docs` (TypeDoc) で作れます (英語)。
 
@@ -130,32 +136,42 @@ double-double 演算で計算しているためです。詳しくは [docs/ja/ac
 | `pnorm` | 1.2 KB |
 | `setSeed`, `rnorm` | 1.7 KB |
 | `solve` / `svd` / `eigen` | 1.7 / 2.0 / 3.7 KB |
-| `wilcoxTest` / `fisherTest` / `tTest` | 7.9 / 13.2 / 16.3 KB |
-| `qbeta` / `pt` と `qt` | 17.3 / 25.0 KB |
-| すべて | 72.2 KB |
+| `wilcoxTest` / `fisherTest` / `tTest` | 8.6 / 13.8 / 16.7 KB |
+| `qbeta` / `pt` と `qt` | 18.5 / 25.5 KB |
+| すべて | 112.4 KB |
 
 (`npm run size` で測れます。)
 
+分野ごとにサブパスからも export しているので、1 つの分野だけを import することもできます。
+`@numero-uno-jpn/rstats/distributions`、`/tests` (検定と、`lm`・`confint`・`predict`)、`/linalg`、
+`/descriptive`、`/numerics`、`/special` です。
+
 バンドラを使わない場合は、1 ファイルにまとめたビルド `dist/rstats.js` (すべての関数を含む minify 済みの
-ES モジュール、gzip で 72 KB) を jsDelivr から読み込めます。jsDelivr は、このリポジトリのリリースの
+ES モジュール、gzip で 112 KB) を jsDelivr から読み込めます。jsDelivr は、このリポジトリのリリースの
 タグをそのまま配信します。
 
 ```html
 <script type="module">
-  import { pnorm } from "https://cdn.jsdelivr.net/gh/numero-uno-jpn/rStats.js@v0.5.0/dist/rstats.js";
+  import { pnorm } from "https://cdn.jsdelivr.net/gh/numero-uno-jpn/rStats.js@v0.6.1/dist/rstats.js";
   console.log(pnorm(1.96)); // 0.9750021048517795
 </script>
 ```
 
+一部の分野だけを使うページでは、代わりに分野ごとのバンドルを読み込めます。`dist/distributions.js`、
+`dist/tests.js`、`dist/linalg.js`、`dist/descriptive.js`、`dist/numerics.js`、`dist/special.js` は
+上のサブパスと同じ関数を export し、共通のコードを `dist/chunks/` で共有します。そのため、2 つの分野を
+読み込んでも共通部分は 1 回しか読み込まれません。chunk を含めた 1 分野の転送量は、gzip で 18 KB
+(`numerics`) から 80 KB (`tests`) です。
+
 ビルド結果 (`dist/`) は main ブランチにはなく、リリースのタグにだけ入っています。npm を元にした CDN も
 使えます。たとえば
-`https://cdn.jsdelivr.net/npm/@numero-uno-jpn/rstats@0.5.0/dist/rstats.js` や
+`https://cdn.jsdelivr.net/npm/@numero-uno-jpn/rstats@0.6.1/dist/rstats.js` や
 `https://esm.sh/@numero-uno-jpn/rstats` です。
 
 ブラウザ向けのビルドは、headless Chromium でテストしています。バンドラでまとめた場合と、
 `dist/rstats.js` を ES モジュールとして読み込んだ場合の両方です (`npm run test:browser`)。
 
-**デモ。** [`demo/`](demo) は、`dist/rstats.js` を jsDelivr から読み込んで、すべての関数を試せる
+**デモ:** <https://numero-uno-jpn.github.io/rStats.js/demo/>。[`demo/`](demo) は、`dist/rstats.js` を jsDelivr から読み込んで、すべての関数を試せる
 静的なページです。確率分布 (グラフ付き)・特殊関数・乱数・検定・線形代数を扱います。各フォームには、
 入力に対応する R と JavaScript のコードが表示されます。「R との比較」のタブでは、例題の値を R が
 出力した値と照らし合わせます (`source("examples.R")` で、すべての例題を R で実行できます)。CDN の
@@ -170,12 +186,12 @@ ES モジュール、gzip で 72 KB) を jsDelivr から読み込めます。jsD
 ## 貢献
 
 R との答え合わせの仕組みと、ライセンスの決まり (R や GPL のパッケージのコードは使わない) は
-[CONTRIBUTING.md](CONTRIBUTING.md) (英語) にあります。速さと double-double 演算については
-[docs/performance.md](docs/performance.md) (英語) にあります。
+[CONTRIBUTING.ja.md](CONTRIBUTING.ja.md) にあります。速さと double-double 演算については
+[docs/ja/performance.md](docs/ja/performance.md) にあります。
 
 ## ライセンス
 
-MIT です。数値計算の部品は、SciPy の xsf と scipy.stats (BSD-3)、Boost.Math (BSL-1.0)、
-statsmodels (BSD-3)、LAPACK の参照実装 (修正 BSD) から移植しています。パブリックドメインの
-LINPACK・EISPACK・Cephes のコードも使っています。詳しくは
+MIT です。数値計算の部品は、SciPy の xsf・scipy.stats・QUADPACK の C 訳 (BSD-3)、Boost.Math
+(BSL-1.0)、statsmodels (BSD-3)、LAPACK の参照実装 (修正 BSD) から移植しています。パブリックドメインの
+LINPACK・EISPACK・Cephes・QUADPACK・netlib のコードも使っています。詳しくは
 [THIRD_PARTY_NOTICES.md](THIRD_PARTY_NOTICES.md) (英語) を見てください。

package/README.md

@@ -3,6 +3,7 @@
 English | [日本語](README.ja.md)
 
 R-compatible statistical functions for JavaScript and the browser, written in TypeScript.
+[Try it in the browser](https://numero-uno-jpn.github.io/rStats.js/demo/) (every function, with the values R gives).
 
 - **Same numbers as R.** Function names, defaults and results follow R. Every function is
   tested against R 4.5.2 (relative error 1e-14 for distributions), and where R itself is
@@ -13,9 +14,9 @@ R-compatible statistical functions for JavaScript and the browser, written in Ty
 - **Runs anywhere.** ESM only, no dependencies, no Node-specific APIs, tree-shakable
   (`pnorm` alone is 1.2 KB gzipped).
 
-Status: **0.5.0.** The goal is to cover the numerical core of R's
-`stats` package (distributions, hypothesis tests, special functions and the basics of linear
-algebra) with R-compatible results; see [ROADMAP.md](ROADMAP.md) for what remains. See [CHANGELOG.md](CHANGELOG.md).
+Status: **0.6.1.** The goal is to cover the numerical core of R's
+`stats` package (distributions, descriptive statistics, hypothesis tests, linear models, special
+functions, numerical methods and the basics of linear algebra) with R-compatible results; see [ROADMAP.md](ROADMAP.md) for what remains. See [CHANGELOG.md](CHANGELOG.md).
 
 ## Install
 
@@ -85,11 +86,16 @@ eigen([[2, 1], [1, 3]]).values;     // [3.618033988749895, 1.381966011250105]
 
 | Area | Functions (R names in parentheses where they differ) |
 |---|---|
-| Special functions | `gamma`, `lgamma`, `beta`, `lbeta` |
-| Distributions (d/p/q) | normal, t, chi-squared, F, beta, gamma, binomial, Poisson, uniform, exponential, log-normal, logistic, Cauchy, Weibull, geometric, negative binomial, hypergeometric, Wilcoxon signed rank and rank sum, studentized range (`ptukey`, `qtukey`), non-central chi-squared, t, F and beta (`ncp`) |
-| Random numbers | `setSeed` (`set.seed`), `getRandomSeed`/`setRandomSeed` (`.Random.seed`), 20 `r*` functions, `sample`, `sampleInt` (`sample.int`) |
-| Hypothesis tests | `tTest`, `chisqTest`, `fisherTest`, `wilcoxTest`, `cor`, `corTest`, `pAdjust` (`p.adjust`) |
-| Linear algebra | `crossprod`, `tcrossprod`, `norm`, `backsolve`, `forwardsolve`, `chol`, `chol2inv`, `qr` with `qrQ`, `qrR`, `qrX`, `qrCoef`, `qrQy`, `qrQty`, `qrResid`, `qrFitted`, `qrSolve` (`qr.Q` …), `solve`, `det`, `determinant`, `rcond`, `kappa`, `svd`, `eigen`, `ginv` (MASS) |
+| Special functions | `gamma`, `lgamma`, `beta`, `lbeta`, `choose`, `lchoose`, `factorial`, `lfactorial`, `digamma`, `trigamma`, `psigamma`, `besselI`, `besselK`, `besselJ`, `besselY`; also `erf`, `erfc`, `erfinv`, `erfcinv`, `gammainc` and `perm`, which R lacks |
+| Distributions (d/p/q) | normal, t, chi-squared, F, beta, gamma, binomial, Poisson, uniform, exponential, log-normal, logistic, Cauchy, Weibull, geometric, negative binomial, hypergeometric, Wilcoxon signed rank and rank sum, studentized range (`ptukey`, `qtukey`), non-central chi-squared, t, F and beta (`ncp`); the multinomial probability (`dmultinom`); inverse gamma, Kumaraswamy, Pareto, triangular, Laplace (extraDistr) and arcsine; `distSummary` (mean, variance, sd, median, mode, skewness, kurtosis) |
+| Random numbers | `setSeed` (`set.seed`), `getRandomSeed`/`setRandomSeed` (`.Random.seed`), 26 `r*` functions, `sample`, `sampleInt` (`sample.int`) |
+| Descriptive statistics | `sum`, `prod`, `mean`, `weightedMean` (`weighted.mean`), `variance` (`var`), `sd`, `median`, `range`, `cumsum`, `cumprod`, `cummax`, `cummin`, `diff`, `quantile`, `IQR`, `fivenum`, `mad`, `rank`, `cov`, `cor`, `tabulate`, `table`, `unique`, `cut`, `findInterval`, `pretty`, `hist`, `ecdf`, `scale`, `skewness`, `kurtosis`, `geometricMean`, `modes`, `meanAD`, `cv` |
+| Hypothesis tests | `tTest`, `chisqTest`, `fisherTest`, `wilcoxTest`, `corTest`, `binomTest`, `poissonTest`, `propTest`, `mcnemarTest`, `varTest`, `bartlettTest`, `kruskalTest`, `friedmanTest`, `quadeTest`, `flignerTest`, `moodTest`, `onewayTest`, `shapiroTest`, `mantelhaenTest`, `ansariTest`, `ksTest`, `pairwiseTTest`, `pairwiseWilcoxTest`, `pairwisePropTest`, `aov`, `TukeyHSD`, `zTest`, `pAdjust` (`p.adjust`) |
+| Linear models | `lm` (matrix interface, with the `summary` quantities), `confint`, `predict` |
+| Linear algebra | `matMul` (`%*%`), `add`, `subtract`, `multiply`, `divide`, `outer`, `t`, `diag`, `cbind`, `rbind`, `matrix`, `kronecker`, `seq`, `crossprod`, `tcrossprod`, `norm`, `backsolve`, `forwardsolve`, `chol`, `chol2inv`, `qr` with `qrQ`, `qrR`, `qrX`, `qrCoef`, `qrQy`, `qrQty`, `qrResid`, `qrFitted`, `qrSolve` (`qr.Q` …), `solve`, `det`, `determinant`, `rcond`, `kappa`, `svd`, `eigen`, `lu`, `prcomp`, `ginv` (MASS) |
+| Numerical methods | `integrate`, `optimize`, `uniroot`, `approx`, `spline`, `splinefun`, `splinefunH`, `barylag`, `hermiteInterp`, `ode`, `grad`, `jacobian`, `hessian` |
+
+Coming from jStat? [docs/migrating-from-jstat.md](docs/migrating-from-jstat.md) lists the replacement for every jStat function.
 
 An API reference can be generated with `npm run docs` (TypeDoc).
 
@@ -124,31 +130,41 @@ removed. Approximate sizes after minification and gzip:
 | `pnorm` | 1.2 KB |
 | `setSeed`, `rnorm` | 1.7 KB |
 | `solve` / `svd` / `eigen` | 1.7 / 2.0 / 3.7 KB |
-| `wilcoxTest` / `fisherTest` / `tTest` | 7.9 / 13.2 / 16.3 KB |
-| `qbeta` / `pt` and `qt` | 17.3 / 25.0 KB |
-| everything | 72.2 KB |
+| `wilcoxTest` / `fisherTest` / `tTest` | 8.6 / 13.8 / 16.7 KB |
+| `qbeta` / `pt` and `qt` | 18.5 / 25.5 KB |
+| everything | 112.4 KB |
 
 (`npm run size` measures these.)
 
+Each area is also a subpath export, for importing one area without the rest:
+`@numero-uno-jpn/rstats/distributions`, `/tests` (hypothesis tests, and `lm`, `confint` and
+`predict`), `/linalg`, `/descriptive`, `/numerics` and `/special`.
+
 Without a bundler, load the single-file build `dist/rstats.js` (one minified ES module with every
-function, 72 KB gzipped) from jsDelivr, which serves each release tag of this repository:
+function, 112 KB gzipped) from jsDelivr, which serves each release tag of this repository:
 
 ```html
 <script type="module">
-  import { pnorm } from "https://cdn.jsdelivr.net/gh/numero-uno-jpn/rStats.js@v0.5.0/dist/rstats.js";
+  import { pnorm } from "https://cdn.jsdelivr.net/gh/numero-uno-jpn/rStats.js@v0.6.1/dist/rstats.js";
   console.log(pnorm(1.96)); // 0.9750021048517795
 </script>
 ```
 
+A page that needs only some areas can load the per-area bundles instead: `dist/distributions.js`,
+`dist/tests.js`, `dist/linalg.js`, `dist/descriptive.js`, `dist/numerics.js` and `dist/special.js`
+export the same functions as the subpaths above, and share their common code through
+`dist/chunks/`, so loading two areas does not load that code twice. With its chunks, one area
+transfers 18 KB (`numerics`) to 80 KB (`tests`) gzipped.
+
 Release tags contain the build output (`dist/`), which is not on the main branch. npm-based CDNs
 work as well, for example
-`https://cdn.jsdelivr.net/npm/@numero-uno-jpn/rstats@0.5.0/dist/rstats.js` or
+`https://cdn.jsdelivr.net/npm/@numero-uno-jpn/rstats@0.6.1/dist/rstats.js` or
 `https://esm.sh/@numero-uno-jpn/rstats`.
 
 The browser build is tested in headless Chromium, both bundled and as `dist/rstats.js` loaded as
 an ES module (`npm run test:browser`).
 
-**Demo.** [`demo/`](demo) is a static page that loads `dist/rstats.js` from jsDelivr and exercises
+**Demo:** <https://numero-uno-jpn.github.io/rStats.js/demo/>. [`demo/`](demo) is a static page that loads `dist/rstats.js` from jsDelivr and exercises
 every function: distributions with plots, special functions, random numbers, hypothesis tests and
 linear algebra. Each form shows the equivalent R and JavaScript code for its inputs, and a "Compare
 with R" tab checks curated examples against values printed by R (`source("examples.R")` runs them
@@ -168,6 +184,6 @@ rules (no code from R or GPL packages). Notes on speed and the double-double ari
 
 ## License
 
-MIT. Numerical kernels are ported from SciPy's xsf and scipy.stats (BSD-3), Boost.Math
-(BSL-1.0), statsmodels (BSD-3) and the LAPACK reference implementation (modified BSD), plus
-public-domain LINPACK, EISPACK and Cephes code. See [THIRD_PARTY_NOTICES.md](THIRD_PARTY_NOTICES.md).
+MIT. Numerical kernels are ported from SciPy's xsf, scipy.stats and C translation of QUADPACK
+(BSD-3), Boost.Math (BSL-1.0), statsmodels (BSD-3) and the LAPACK reference implementation
+(modified BSD), plus public-domain LINPACK, EISPACK, Cephes, QUADPACK and netlib code. See [THIRD_PARTY_NOTICES.md](THIRD_PARTY_NOTICES.md).

package/THIRD_PARTY_NOTICES.md

@@ -8,7 +8,7 @@ listed below. Each ported file names its source at the top.
 ## xsf
 
 - Source: https://github.com/scipy/xsf (commit c6a3afe)
-- Used in: `src/special/beta.ts`, `src/special/constants.ts`, `src/special/erf.ts`, `src/special/gamma.ts`, `src/special/igam.ts`, `src/special/igamAsympCoeff.ts`, `src/special/igami.ts`, `src/special/incbet.ts`, `src/special/log1pmx.ts`, `src/special/ndtri.ts`, `src/special/polevl.ts`
+- Used in: `src/special/beta.ts`, `src/special/constants.ts`, `src/special/erf.ts`, `src/special/gamma.ts`, `src/special/igam.ts`, `src/special/igamAsympCoeff.ts`, `src/special/igami.ts`, `src/special/incbet.ts`, `src/special/log1pmx.ts`, `src/special/ndtri.ts`, `src/special/polevl.ts`, `src/special/psigamma.ts`
 - License: BSD-3-Clause
 - `include/xsf/ndtri_exp.h` (used in `src/special/ndtri.ts`): Copyright Albert Steppi,
   distributed under the same license as SciPy (BSD-3-Clause)
@@ -100,6 +100,12 @@ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
   algorithms — Poisson-mixture summation starting near the mode, and the integral
   P[T <= t] = E[Φ(tS - δ)] for the non-central t; the TypeScript code was written independently)
 - License: Boost Software License 1.0
+- Also: the rational approximation of digamma on [1, 2] in `src/special/psigamma.ts`, which xsf's
+  `include/xsf/cephes/psi.h` takes from Boost ((C) Copyright John Maddock 2006)
+- Ported (Boost.Math commit 0a0fb4e): `include/boost/math/special_functions/detail/bessel_ik.hpp`,
+  `detail/bessel_jy.hpp`, `detail/bessel_jy_series.hpp`, `detail/bessel_jy_asym.hpp` and the
+  dispatch in `bessel.hpp`, in `src/special/besselIK.ts` and `src/special/besselJY.ts`
+  (Copyright (c) 2006 Xiaogang Zhang, (c) 2007 John Maddock, (c) 2024 Matt Borland)
 
 ```
 Boost Software License - Version 1.0 - August 17th, 2003
@@ -131,16 +137,18 @@ Boost.Math: Copyright John Maddock 2008, Matt Borland 2024 (and other contributo
 
 ---
 
-## SciPy (scipy.stats)
+## SciPy (scipy.stats, scipy.integrate)
 
 - Source: https://github.com/scipy/scipy (commit a087e61)
-  - `scipy/stats/_stats_py.py` (ttest_1samp / ttest_ind / ttest_rel, chisquare, fisher_exact, pearsonr)
+  - `scipy/stats/_stats_py.py` (ttest_1samp / ttest_ind / ttest_rel, chisquare, pearsonr)
   - `scipy/stats/contingency.py` (chi2_contingency, expected_freq)
-  - `scipy/stats/_odds_ratio.py` (conditional odds ratio and its confidence interval)
   - `scipy/stats/_wilcoxon.py`, `scipy/stats/_mannwhitneyu.py`
   - `scipy/stats/_mstats_basic.py` (kendalltau, `_kendall_p_exact`)
-- Used in: `src/htest/tTest.ts`, `src/htest/chisqTest.ts`, `src/htest/fisherTest.ts`, `src/htest/wilcoxTest.ts`, `src/htest/cor.ts`
+- Used in: `src/htest/tTest.ts`, `src/htest/chisqTest.ts`, `src/htest/wilcoxTest.ts`, `src/htest/cor.ts`
 - License: BSD-3-Clause
+- Ported (SciPy commit 5ccd743): `scipy/integrate/__quadpack.c`, SciPy's C translation of QUADPACK
+  (`dqagse`, `dqagie` and their rules), in `src/integrate/quadpack.ts` (Copyright (C) 2024 SciPy
+  developers, BSD-3-Clause; QUADPACK itself is in the public domain, see below)
 
 ```
 Copyright (c) 2001-2002 Enthought, Inc. 2003, SciPy Developers.
@@ -295,3 +303,15 @@ they are listed so that readers can find the originals.
   `src/linalg/qr.ts`, `src/linalg/kappa.ts`
 - EISPACK / JAMA (NIST and The MathWorks): `svd` (Golub–Reinsch), `tred2`, `tql2`, `orthes`, `hqr2` —
   `src/linalg/svd.ts`, `src/linalg/eigen.ts`
+- FMM (Forsythe, Malcolm, Moler, "Computer Methods for Mathematical Computations", 1977; netlib
+  https://netlib.org/fmm/spline.f): `spline` (cubic spline coefficients with end third derivatives from
+  divided differences), the "fmm" method — `src/numerics/interp.ts`
+- netlib go (https://netlib.org/go/zeroin.f; Brent, "Algorithms for Minimization without Derivatives",
+  1973, chapter 4): `zeroin` (Brent's root finder by bisection, secant and inverse quadratic
+  interpolation), the zero finder of `uniroot` — `src/numerics/integrate.ts`
+- netlib fmm (https://netlib.org/fmm/fmin.f; Brent, "Algorithms for Minimization without Derivatives",
+  1973, chapter 5): `fmin` (Brent's localmin, golden-section search with parabolic interpolation),
+  the minimiser of `optimize` — `src/optim/localmin.ts`
+- QUADPACK (Piessens, de Doncker-Kapenga, Überhuber, Kahaner 1983): `dqagse` and `dqagie` (adaptive
+  Gauss–Kronrod quadrature with extrapolation), behind `integrate` — `src/integrate/quadpack.ts`,
+  ported from SciPy's C translation (see SciPy above)

package/dist/chunks/chunk-2JCIB5H2.js

@@ -0,0 +1,2 @@
+/*! rStats.js 0.6.1 | MIT License | includes code ported from SciPy, Boost.Math, statsmodels, LAPACK and others: see THIRD_PARTY_NOTICES.md at https://github.com/numero-uno-jpn/rStats.js */
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package/dist/chunks/chunk-7JVSDGQQ.js

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+/*! rStats.js 0.6.1 | MIT License | includes code ported from SciPy, Boost.Math, statsmodels, LAPACK and others: see THIRD_PARTY_NOTICES.md at https://github.com/numero-uno-jpn/rStats.js */
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package/dist/chunks/chunk-7NK4SA6B.js

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+/*! rStats.js 0.6.1 | MIT License | includes code ported from SciPy, Boost.Math, statsmodels, LAPACK and others: see THIRD_PARTY_NOTICES.md at https://github.com/numero-uno-jpn/rStats.js */
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package/dist/chunks/chunk-AJYQNFXK.js

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+/*! rStats.js 0.6.1 | MIT License | includes code ported from SciPy, Boost.Math, statsmodels, LAPACK and others: see THIRD_PARTY_NOTICES.md at https://github.com/numero-uno-jpn/rStats.js */
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package/dist/chunks/chunk-DRNMIEYH.js

@@ -0,0 +1,2 @@
+/*! rStats.js 0.6.1 | MIT License | includes code ported from SciPy, Boost.Math, statsmodels, LAPACK and others: see THIRD_PARTY_NOTICES.md at https://github.com/numero-uno-jpn/rStats.js */
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package/dist/chunks/chunk-NAYDS7CL.js

@@ -0,0 +1,2 @@
+/*! rStats.js 0.6.1 | MIT License | includes code ported from SciPy, Boost.Math, statsmodels, LAPACK and others: see THIRD_PARTY_NOTICES.md at https://github.com/numero-uno-jpn/rStats.js */
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package/dist/chunks/chunk-NOCEAM44.js

@@ -0,0 +1,2 @@
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