@numero-uno-jpn/rstats 0.5.0 → 0.6.1

package/dist/linalg/lu.js

@@ -0,0 +1,88 @@
+// LU decomposition with partial pivoting (Matrix::lu / LAPACK's dgetrf) and principal components (R's prcomp).
+//
+// Written for rStats.js (no ported code). lu: Gaussian elimination by columns; the pivot of each column is the first
+// entry of largest absolute value at or below the diagonal (LAPACK's idamax rule), so the row exchanges are the same
+// as dgetrf's, and the multipliers are formed as LAPACK does, a_ij * (1 / pivot); rectangular matrices are allowed
+// (L is m x min(m, n), U is min(m, n) x n), and a zero pivot leaves a 0 on the diagonal of U. prcomp: centre and scale
+// the columns as R's scale, then the singular value decomposition:
+// sdev = d / sqrt(max(1, n - 1)), rotation = V, scores = X V.
+import { scale as scaleColumns } from "../descriptive/moments.js";
+import { svd } from "./svd.js";
+import { matMul } from "./ops.js";
+/** Smallest normal double (LAPACK's dlamch("S")): below it, 1 / pivot would overflow. */
+const SFMIN = 2.2250738585072014e-308;
+/**
+ * LU decomposition with partial (row) pivoting, `x = P L U`. Equivalent to `Matrix::expand(Matrix::lu(x))`
+ * (LAPACK's dgetrf).
+ *
+ * @example
+ * ```ts
+ * const { P, L, U } = lu([[1, 2], [3, 4]]); // P = [[0, 1], [1, 0]], L = [[1, 0], [1/3, 1]], U = [[3, 4], [0, 2/3]]
+ * ```
+ */
+export function lu(x) {
+    const m = x.length;
+    const n = m === 0 ? 0 : x[0].length;
+    const a = x.map((r) => {
+        if (r.length !== n)
+            throw new TypeError("all rows of the matrix must have the same length");
+        return Array.from(r);
+    });
+    const perm = Array.from({ length: m }, (_, i) => i);
+    const k = Math.min(m, n);
+    for (let j = 0; j < k; j++) {
+        let p = j;
+        let best = Math.abs(a[j][j]);
+        for (let i = j + 1; i < m; i++) {
+            const v = Math.abs(a[i][j]);
+            if (v > best || Number.isNaN(best)) {
+                best = v;
+                p = i;
+            }
+        }
+        if (p !== j) {
+            [a[p], a[j]] = [a[j], a[p]];
+            [perm[p], perm[j]] = [perm[j], perm[p]];
+        }
+        const piv = a[j][j];
+        if (piv === 0)
+            continue;
+        // the multipliers as LAPACK forms them: times the reciprocal of the pivot, unless that would overflow
+        const inv = Math.abs(piv) >= SFMIN ? 1 / piv : NaN;
+        for (let i = j + 1; i < m; i++) {
+            const f = Number.isNaN(inv) ? a[i][j] / piv : a[i][j] * inv;
+            a[i][j] = f;
+            for (let c = j + 1; c < n; c++)
+                a[i][c] = a[i][c] - f * a[j][c];
+        }
+    }
+    const L = Array.from({ length: m }, (_, i) => Array.from({ length: k }, (_, j) => (i === j ? 1 : i > j ? a[i][j] : 0)));
+    const U = Array.from({ length: k }, (_, i) => Array.from({ length: n }, (_, j) => (j >= i ? a[i][j] : 0)));
+    // row i of P L U is row perm[i] of x: P has a 1 at (perm[i], i)
+    const P = Array.from({ length: m }, () => new Array(m).fill(0));
+    perm.forEach((r, i) => (P[r][i] = 1));
+    return { P, L, U };
+}
+/**
+ * Principal components of the columns of `x` (observations as rows). Equivalent to R's `prcomp()`. The sign of each
+ * component is arbitrary, as in R.
+ */
+export function prcomp(x, options = {}) {
+    const rows = x.map((r) => Array.from(r));
+    const s = scaleColumns(rows, { center: options.center ?? true, scale: options.scale ?? false });
+    if (s.scale?.some((v) => v === 0))
+        throw new RangeError("cannot rescale a constant/zero column to unit variance");
+    const dec = svd(s.scaled, { nu: 0 });
+    const n = rows.length;
+    const rotation = dec.v;
+    const out = {
+        sdev: dec.d.map((d) => d / Math.sqrt(Math.max(1, n - 1))),
+        rotation,
+        x: matMul(s.scaled, rotation),
+    };
+    if (s.center !== undefined)
+        out.center = s.center;
+    if (s.scale !== undefined)
+        out.scale = s.scale;
+    return out;
+}

package/dist/linalg/ops.d.ts

@@ -0,0 +1,90 @@
+import type { Sample } from "../htest/types.js";
+/** A vector (plain array) or a matrix (array of rows). */
+export type Operand = number | Sample | readonly (readonly number[])[];
+type Matrix = number[][];
+/**
+ * Matrix product. Equivalent to R's `x %*% y`: a vector is taken as a row or a column so that the product is
+ * defined (two vectors give their inner product as a 1 x 1 matrix).
+ *
+ * @example
+ * ```ts
+ * matMul([[1, 2], [3, 4]], [[5], [6]]); // [[17], [39]]
+ * ```
+ */
+export declare function matMul(x: Operand, y: Operand): Matrix;
+/** Element-wise sum with R's recycling (R's `x + y`). */
+export declare function add(x: Operand, y: Operand): number[] | Matrix;
+/** Element-wise difference with R's recycling (R's `x - y`). */
+export declare function subtract(x: Operand, y: Operand): number[] | Matrix;
+/** Element-wise product with R's recycling (R's `x * y`); the matrix product is {@link matMul}. */
+export declare function multiply(x: Operand, y: Operand): number[] | Matrix;
+/** Element-wise quotient with R's recycling (R's `x / y`). */
+export declare function divide(x: Operand, y: Operand): number[] | Matrix;
+/**
+ * Outer product of two vectors: the matrix of `fun(x[i], y[j])`. Equivalent to R's `outer()`; `fun` is `"*"`
+ * (default), `"+"`, `"-"`, `"/"`, `"^"` or a function of two numbers.
+ */
+export declare function outer(x: Sample, y: Sample, fun?: "*" | "+" | "-" | "/" | "^" | ((a: number, b: number) => number)): Matrix;
+/** Transpose. Equivalent to R's `t()`: a vector becomes a 1-row matrix. */
+export declare function t(x: Operand): Matrix;
+/** Options for {@link diag}. */
+export interface DiagOptions {
+    nrow?: number;
+    ncol?: number;
+}
+/**
+ * R's `diag()`, with its three meanings: the diagonal of a matrix (as a vector); the diagonal matrix of a vector of
+ * length 2 or more (its values recycled along the diagonal of an `nrow` x `ncol` matrix when given); and for a single
+ * number n, the n x n identity matrix (with `nrow`/`ncol`, a matrix with that number on the diagonal).
+ *
+ * @example
+ * ```ts
+ * diag([[1, 2], [3, 4]]); // [1, 4]
+ * diag([2, 3]);           // [[2, 0], [0, 3]]
+ * diag(3);                // 3 x 3 identity
+ * ```
+ */
+export declare function diag(x: Operand, options?: DiagOptions): number[] | Matrix;
+/** Combine vectors and matrices as columns. Equivalent to R's `cbind()` (vectors recycled to the number of rows). */
+export declare function cbind(...args: Operand[]): Matrix;
+/** Combine vectors and matrices as rows. Equivalent to R's `rbind()`. */
+export declare function rbind(...args: Operand[]): Matrix;
+/** Options for {@link matrix}. */
+export interface MatrixOptions {
+    nrow?: number;
+    ncol?: number;
+    /** Fill by rows instead of by columns (R's default). Default `false`. */
+    byrow?: boolean;
+}
+/**
+ * Build a matrix from data, recycled to fill it. Equivalent to R's `matrix()`: filled by columns unless `byrow`.
+ *
+ * @example
+ * ```ts
+ * matrix([1, 2, 3, 4, 5, 6], { nrow: 2 }); // [[1, 3, 5], [2, 4, 6]]
+ * matrix(0, { nrow: 2, ncol: 3 });         // zeros
+ * ```
+ */
+export declare function matrix(data: number | Sample, options?: MatrixOptions): Matrix;
+/** Kronecker product. Equivalent to R's `kronecker()` (two vectors give a vector). */
+export declare function kronecker(x: Operand, y: Operand): number[] | Matrix;
+/** Options for {@link seq}. */
+export interface SeqOptions {
+    /** Increment. */
+    by?: number;
+    /** Desired length. */
+    lengthOut?: number;
+}
+/**
+ * Regular sequences. Equivalent to R's `seq()`: `seq(from, to)` steps by ±1; `by` steps by the increment, up to
+ * `to`; `lengthOut` gives that many values, both ends exact. `from` or `to` may be omitted (`undefined`) when the
+ * other two are given; `seq(n)` alone is `1, 2, ..., n`.
+ *
+ * @example
+ * ```ts
+ * seq(0, 1, { by: 0.25 });     // [0, 0.25, 0.5, 0.75, 1]
+ * seq(0, 1, { lengthOut: 3 }); // [0, 0.5, 1]
+ * ```
+ */
+export declare function seq(from?: number, to?: number, options?: SeqOptions): number[];
+export {};

package/dist/linalg/ops.js

@@ -0,0 +1,320 @@
+// Matrix arithmetic and construction: R's %*% (matMul), element-wise +, -, *, / with R's recycling (add, subtract,
+// multiply, divide), outer, t, diag, cbind, rbind, matrix, kronecker and seq.
+//
+// Written for rStats.js (no ported code). Matrices are arrays of rows, as everywhere in rStats.js; a plain array is a
+// vector, which R treats as a row or a column as the operation needs. Element-wise operations recycle a shorter
+// vector over a matrix in column-major order (R's storage order), as R does.
+function isMatrix(x) {
+    return typeof x !== "number" && x.length > 0 && Array.isArray(x[0]);
+}
+function asVector(x) {
+    return typeof x === "number" ? [x] : Array.from(x);
+}
+function checkRows(x) {
+    const nc = x[0].length;
+    if (x.some((r) => r.length !== nc))
+        throw new TypeError("all rows of the matrix must have the same length");
+    return nc;
+}
+/**
+ * Matrix product. Equivalent to R's `x %*% y`: a vector is taken as a row or a column so that the product is
+ * defined (two vectors give their inner product as a 1 x 1 matrix).
+ *
+ * @example
+ * ```ts
+ * matMul([[1, 2], [3, 4]], [[5], [6]]); // [[17], [39]]
+ * ```
+ */
+export function matMul(x, y) {
+    let a;
+    let b;
+    if (isMatrix(x) && isMatrix(y)) {
+        a = x.map((r) => [...r]);
+        b = y.map((r) => [...r]);
+    }
+    else if (isMatrix(x)) {
+        const v = asVector(y);
+        const nc = checkRows(x);
+        a = x.map((r) => [...r]);
+        b = nc === v.length ? v.map((t) => [t]) : nc === 1 ? [v] : [];
+    }
+    else if (isMatrix(y)) {
+        const v = asVector(x);
+        b = y.map((r) => [...r]);
+        a = y.length === v.length ? [v] : y.length === 1 ? v.map((t) => [t]) : [];
+    }
+    else {
+        const u = asVector(x);
+        const v = asVector(y);
+        if (u.length === v.length) {
+            a = [u];
+            b = v.map((t) => [t]);
+        }
+        else if (u.length === 1) {
+            a = [u];
+            b = [v];
+        }
+        else if (v.length === 1) {
+            a = u.map((t) => [t]);
+            b = [v];
+        }
+        else
+            throw new RangeError("non-conformable arguments");
+    }
+    const n = a[0]?.length ?? 0;
+    if (a.length === 0 || b.length !== n)
+        throw new RangeError("non-conformable arguments");
+    checkRows(a);
+    const p = checkRows(b);
+    return a.map((row) => {
+        const out = new Array(p).fill(0);
+        for (let j = 0; j < p; j++) {
+            let s = 0;
+            for (let k = 0; k < n; k++)
+                s += row[k] * b[k][j];
+            out[j] = s;
+        }
+        return out;
+    });
+}
+/** Element-wise operation with R's recycling */
+function elementwise(x, y, f) {
+    const mx = isMatrix(x);
+    const my = isMatrix(y);
+    if (mx && my) {
+        const nc = checkRows(x);
+        if (x.length !== y.length || nc !== checkRows(y))
+            throw new RangeError("non-conformable arrays");
+        return x.map((r, i) => r.map((v, j) => f(v, y[i][j])));
+    }
+    if (mx || my) {
+        const m = (mx ? x : y);
+        const v = asVector(mx ? y : x);
+        const nr = m.length;
+        const nc = checkRows(m);
+        if (v.length === 0)
+            return m.map((r) => r.map(() => NaN));
+        if (v.length > nr * nc)
+            throw new RangeError("dims [product " + nr * nc + "] do not match the length of object [" + v.length + "]");
+        // element (i, j) is number i + j nr in column-major order
+        return m.map((r, i) => r.map((t, j) => (mx ? f(t, v[(i + j * nr) % v.length]) : f(v[(i + j * nr) % v.length], t))));
+    }
+    const u = asVector(x);
+    const v = asVector(y);
+    if (u.length === 0 || v.length === 0)
+        return [];
+    const n = Math.max(u.length, v.length);
+    return Array.from({ length: n }, (_, i) => f(u[i % u.length], v[i % v.length]));
+}
+/** Element-wise sum with R's recycling (R's `x + y`). */
+export function add(x, y) {
+    return elementwise(x, y, (a, b) => a + b);
+}
+/** Element-wise difference with R's recycling (R's `x - y`). */
+export function subtract(x, y) {
+    return elementwise(x, y, (a, b) => a - b);
+}
+/** Element-wise product with R's recycling (R's `x * y`); the matrix product is {@link matMul}. */
+export function multiply(x, y) {
+    return elementwise(x, y, (a, b) => a * b);
+}
+/** Element-wise quotient with R's recycling (R's `x / y`). */
+export function divide(x, y) {
+    return elementwise(x, y, (a, b) => a / b);
+}
+const OUTER_OPS = {
+    "*": (a, b) => a * b,
+    "+": (a, b) => a + b,
+    "-": (a, b) => a - b,
+    "/": (a, b) => a / b,
+    "^": (a, b) => a ** b,
+};
+/**
+ * Outer product of two vectors: the matrix of `fun(x[i], y[j])`. Equivalent to R's `outer()`; `fun` is `"*"`
+ * (default), `"+"`, `"-"`, `"/"`, `"^"` or a function of two numbers.
+ */
+export function outer(x, y, fun = "*") {
+    const f = typeof fun === "function" ? fun : OUTER_OPS[fun];
+    if (f === undefined)
+        throw new RangeError(`invalid fun "${String(fun)}"`);
+    const u = Array.from(x);
+    const v = Array.from(y);
+    return u.map((a) => v.map((b) => f(a, b)));
+}
+/** Transpose. Equivalent to R's `t()`: a vector becomes a 1-row matrix. */
+export function t(x) {
+    if (!isMatrix(x))
+        return [asVector(x)];
+    const nc = checkRows(x);
+    return Array.from({ length: nc }, (_, j) => x.map((r) => r[j]));
+}
+/**
+ * R's `diag()`, with its three meanings: the diagonal of a matrix (as a vector); the diagonal matrix of a vector of
+ * length 2 or more (its values recycled along the diagonal of an `nrow` x `ncol` matrix when given); and for a single
+ * number n, the n x n identity matrix (with `nrow`/`ncol`, a matrix with that number on the diagonal).
+ *
+ * @example
+ * ```ts
+ * diag([[1, 2], [3, 4]]); // [1, 4]
+ * diag([2, 3]);           // [[2, 0], [0, 3]]
+ * diag(3);                // 3 x 3 identity
+ * ```
+ */
+export function diag(x, options = {}) {
+    if (isMatrix(x)) {
+        const nc = checkRows(x);
+        return Array.from({ length: Math.min(x.length, nc) }, (_, i) => x[i][i]);
+    }
+    const v = asVector(x);
+    let values;
+    let nrow;
+    if (v.length === 1 && options.nrow === undefined && options.ncol === undefined) {
+        nrow = Math.trunc(v[0]);
+        if (!(nrow >= 0))
+            throw new RangeError("invalid 'nrow' value (< 0)");
+        values = [1];
+    }
+    else {
+        values = v;
+        nrow = options.nrow ?? v.length;
+    }
+    const ncol = options.ncol ?? nrow;
+    const out = Array.from({ length: nrow }, () => new Array(ncol).fill(0));
+    for (let i = 0; i < Math.min(nrow, ncol); i++)
+        out[i][i] = values[i % values.length];
+    return nrow === 0 ? [] : out;
+}
+/** Columns of an operand for binding: a matrix's columns, or a vector (scalar) as one column of `n` values */
+function bindParts(args, byColumn) {
+    const parts = args.map((a) => (isMatrix(a) ? (byColumn ? t(a) : a.map((r) => [...r])) : [asVector(a)]));
+    // the common length: the matrices' rows (cbind) or columns (rbind), else the longest vector
+    const mats = args.filter(isMatrix);
+    const len = mats.length > 0 ? (byColumn ? mats[0].length : checkRows(mats[0])) : Math.max(...parts.map((p) => p[0].length));
+    mats.forEach((m, k) => {
+        const l = byColumn ? m.length : checkRows(m);
+        if (l !== len) {
+            throw new RangeError(`number of ${byColumn ? "rows" : "columns"} of matrices must match (see arg ${k + 2})`);
+        }
+    });
+    return parts.flatMap((p) => p.map((v) => Array.from({ length: len }, (_, i) => v[i % v.length])));
+}
+/** Combine vectors and matrices as columns. Equivalent to R's `cbind()` (vectors recycled to the number of rows). */
+export function cbind(...args) {
+    return t(bindParts(args, true));
+}
+/** Combine vectors and matrices as rows. Equivalent to R's `rbind()`. */
+export function rbind(...args) {
+    return bindParts(args, false);
+}
+/**
+ * Build a matrix from data, recycled to fill it. Equivalent to R's `matrix()`: filled by columns unless `byrow`.
+ *
+ * @example
+ * ```ts
+ * matrix([1, 2, 3, 4, 5, 6], { nrow: 2 }); // [[1, 3, 5], [2, 4, 6]]
+ * matrix(0, { nrow: 2, ncol: 3 });         // zeros
+ * ```
+ */
+export function matrix(data, options = {}) {
+    const v = asVector(data);
+    const len = v.length;
+    let { nrow, ncol } = options;
+    if (nrow === undefined && ncol === undefined) {
+        nrow = len;
+        ncol = 1;
+    }
+    else if (nrow === undefined)
+        nrow = Math.ceil(len / ncol);
+    else if (ncol === undefined)
+        ncol = Math.ceil(len / nrow);
+    const byrow = options.byrow ?? false;
+    return Array.from({ length: nrow }, (_, i) => Array.from({ length: ncol }, (_, j) => (len === 0 ? NaN : v[(byrow ? i * ncol + j : i + j * nrow) % len])));
+}
+/** Kronecker product. Equivalent to R's `kronecker()` (two vectors give a vector). */
+export function kronecker(x, y) {
+    if (!isMatrix(x) && !isMatrix(y)) {
+        const u = asVector(x);
+        const v = asVector(y);
+        return u.flatMap((a) => v.map((b) => a * b));
+    }
+    const a = isMatrix(x) ? x : asVector(x).map((v) => [v]);
+    const b = isMatrix(y) ? y : asVector(y).map((v) => [v]);
+    const out = [];
+    for (const ra of a)
+        for (const rb of b)
+            out.push(ra.flatMap((va) => rb.map((vb) => va * vb)));
+    return out;
+}
+/**
+ * Regular sequences. Equivalent to R's `seq()`: `seq(from, to)` steps by ±1; `by` steps by the increment, up to
+ * `to`; `lengthOut` gives that many values, both ends exact. `from` or `to` may be omitted (`undefined`) when the
+ * other two are given; `seq(n)` alone is `1, 2, ..., n`.
+ *
+ * @example
+ * ```ts
+ * seq(0, 1, { by: 0.25 });     // [0, 0.25, 0.5, 0.75, 1]
+ * seq(0, 1, { lengthOut: 3 }); // [0, 0.5, 1]
+ * ```
+ */
+export function seq(from, to, options = {}) {
+    const { by, lengthOut } = options;
+    if (to === undefined && by === undefined && lengthOut === undefined && from !== undefined) {
+        if (!Number.isFinite(from))
+            throw new RangeError("'from' must be a finite number");
+        return colon(1, from);
+    }
+    if (from !== undefined && !Number.isFinite(from))
+        throw new RangeError("'from' must be a finite number");
+    if (to !== undefined && !Number.isFinite(to))
+        throw new RangeError("'to' must be a finite number");
+    if (lengthOut === undefined) {
+        if (by === undefined)
+            return colon(from ?? 1, to ?? 1);
+        const a = from ?? 1;
+        const b = to ?? 1;
+        const del = b - a;
+        if (del === 0 && b === 0)
+            return [b];
+        const n = del / by;
+        if (!Number.isFinite(n)) {
+            if (by === 0 && del === 0)
+                return [a];
+            throw new RangeError("invalid '(to - from)/by'");
+        }
+        if (n < 0)
+            throw new RangeError("wrong sign in 'by' argument");
+        if (Math.abs(del) / Math.max(Math.abs(b), Math.abs(a)) < 100 * Number.EPSILON)
+            return [a];
+        const k = Math.trunc(n + 1e-10);
+        // the last value may overshoot `to` by rounding: hold it at `to`
+        return Array.from({ length: k + 1 }, (_, i) => (by > 0 ? Math.min(a + i * by, b) : Math.max(a + i * by, b)));
+    }
+    if (!Number.isFinite(lengthOut) || lengthOut < 0)
+        throw new RangeError("'length.out' must be a non-negative number");
+    const len = Math.ceil(lengthOut);
+    if (len === 0)
+        return [];
+    if (by === undefined) {
+        const b = to ?? (from ?? 1) + (len - 1);
+        const a = from ?? b - (len - 1);
+        if (len <= 2)
+            return [a, b].slice(0, len);
+        if (a === b)
+            return new Array(len).fill(a);
+        const step = (b - a) / (len - 1);
+        return Array.from({ length: len }, (_, i) => (i === 0 ? a : i === len - 1 ? b : a + i * step));
+    }
+    if (to === undefined) {
+        const a = from ?? 1;
+        return Array.from({ length: len }, (_, i) => a + i * by);
+    }
+    if (from === undefined)
+        return Array.from({ length: len }, (_, i) => to - (len - 1 - i) * by);
+    throw new RangeError("too many arguments");
+}
+/** R's from:to */
+function colon(from, to) {
+    const n = Math.trunc(Math.abs(to - from) + 1 + 1.1920928955078125e-7);
+    const s = from <= to ? 1 : -1;
+    return Array.from({ length: n }, (_, i) => from + s * i);
+}

package/dist/linalg.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 */
+import{a as x,b as K,c as $,d as P,e as I,f as T,g as W,h as Q,i as ot,j as at,k as st,l as lt,m as ft,n as it,o as C,p as ct,q as ht,r as L,s as U,t as X,u as ut,v as mt,w as D,x as bt,y as wt}from"./chunks/chunk-ZWJ42QN6.js";import{u as Y}from"./chunks/chunk-Y4IZV7XK.js";import"./chunks/chunk-7NK4SA6B.js";import"./chunks/chunk-UGUQYWRQ.js";function dt(i,s){let e=P(i),l=s===void 0?e:P(s);if(e.nrow!==l.nrow)throw new TypeError(`non-conformable arguments (${e.nrow} and ${l.nrow} rows)`);let c=e.nrow,n=x(e.ncol,l.ncol);for(let a=0;a<l.ncol;a++)for(let r=0;r<e.ncol;r++){if(s===void 0&&r>a)continue;let t=0;for(let o=0;o<c;o++)t+=e.data[o+r*c]*l.data[o+a*c];n.data[r+a*e.ncol]=t}return s===void 0&&Z(n),I(n)}function Mt(i,s){let e=P(i),l=s===void 0?e:P(s);if(e.ncol!==l.ncol)throw new TypeError(`non-conformable arguments (${e.ncol} and ${l.ncol} columns)`);let c=x(e.nrow,l.nrow);for(let n=0;n<l.nrow;n++)for(let a=0;a<e.nrow;a++){if(s===void 0&&a>n)continue;let r=0;for(let t=0;t<e.ncol;t++)r+=e.data[a+t*e.nrow]*l.data[n+t*l.nrow];c.data[a+n*e.nrow]=r}return s===void 0&&Z(c),I(c)}function Z(i){let s=i.nrow;for(let e=0;e<s;e++)for(let l=e+1;l<s;l++)i.data[l+e*s]=i.data[e+l*s]}function gt(i,s,e={}){return B(i,s,e.k,e.upperTri??!0,e.transpose??!1)}function pt(i,s,e={}){return B(i,s,e.k,e.upperTri??!1,e.transpose??!1)}function B(i,s,e,l,c){let n=$(i),a=P(s),r=e??n.ncol;if(!Number.isInteger(r)||r<1||r>n.nrow||r>n.ncol||r>a.nrow)throw new RangeError(`invalid k (got ${r})`);for(let o=0;o<r;o++)if(n.data[o+o*n.nrow]===0)throw new Error(`singular matrix: diagonal element ${o+1} is zero`);let t=x(r,a.ncol);for(let o=0;o<a.ncol;o++)for(let u=0;u<r;u++)t.data[u+o*r]=a.data[u+o*a.nrow];return vt(n,r,t,l,c),K(s)?I(t):Array.from(t.data)}function vt(i,s,e,l,c){let n=i.nrow,a=i.data,r=e.nrow,t=e.data;for(let o=0;o<e.ncol;o++){let u=o*r;if(!c&&l){for(let w=s-1;w>=0;w--)if(t[u+w]!==0){t[u+w]/=a[w+w*n];let h=t[u+w];for(let f=0;f<w;f++)t[u+f]-=h*a[f+w*n]}}else if(c)if(l)for(let w=0;w<s;w++){let h=t[u+w];for(let f=0;f<w;f++)h-=a[f+w*n]*t[u+f];t[u+w]=h/a[w+w*n]}else for(let w=s-1;w>=0;w--){let h=t[u+w];for(let f=w+1;f<s;f++)h-=a[f+w*n]*t[u+f];t[u+w]=h/a[w+w*n]}else for(let w=0;w<s;w++)if(t[u+w]!==0){t[u+w]/=a[w+w*n];let h=t[u+w];for(let f=w+1;f<s;f++)t[u+f]-=h*a[f+w*n]}}}function kt(i,s={}){let e=s.norm===void 0?s.exact?"2":"O":yt(s.norm);if(s.exact){if(e==="2"){let n=L(i,{nu:0,nv:0}).d,a=Math.min(...n);return a===0?1/0:Math.max(...n)/a}return U(i,{type:e})*U(X(i),{type:e})}if(e!=="O"&&e!=="I")throw new RangeError(`norm must be "1", "O" or "I" when exact is false (got "${s.norm}")`);if((s.method??"qr")==="direct")return s.triangular?1/tt($(i),(s.uplo??"U")==="U",e):1/D(i,{norm:e});let l=$(i),c=l.nrow<l.ncol?I(T(l)):i;return 1/tt($(C(Q(c))),!0,e)}function tt(i,s,e){return Et(e==="I"?T(i):i,s)}function yt(i){let s=i.toUpperCase();if(s==="1"||s==="O")return"O";if(s==="E")return"F";if(s==="I"||s==="F"||s==="M"||s==="2")return s;throw new RangeError(`invalid norm "${i}"`)}function Et(i,s){let e=Math.min(i.nrow,i.ncol),l=i.nrow,c=(h,f)=>i.data[h+f*l],n=!s,a=0;for(let h=0;h<e;h++){let[f,d]=n?[h,e-h]:[0,h+1],b=0;for(let M=f;M<f+d;M++)b+=Math.abs(c(M,h));a=Math.max(a,b)}let r=1,t=new Float64Array(e),o=h=>{for(let f=0;f<e;f++)t[f]*=h};for(let h=0;h<e;h++){let f=n?e-1-h:h,d=c(f,f);if(t[f]!==0&&(r=t[f]>0?-Math.abs(r):Math.abs(r)),Math.abs(r-t[f])>Math.abs(d)){let j=Math.abs(d)/Math.abs(r-t[f]);o(j),r*=j}let b=r-t[f],M=-r-t[f],p=Math.abs(b),A=Math.abs(M);if(d!==0?(b/=d,M/=d):(b=1,M=1),h!==e-1){let[j,k]=n?[0,f-1]:[f+1,e-1];for(let y=j;y<=k;y++)A+=Math.abs(t[y]+M*c(f,y)),t[y]+=b*c(f,y),p+=Math.abs(t[y]);if(p<A){let y=M-b;b=M;for(let _=j;_<=k;_++)t[_]+=y*c(f,_)}}t[f]=b}o(1/nt(t));let u=1;for(let h=0;h<e;h++){let f=n?h:e-1-h,d=c(f,f);if(Math.abs(t[f])>Math.abs(d)){let b=Math.abs(d)/Math.abs(t[f]);o(b),u*=b}if(d!==0?t[f]/=d:t[f]=1,h<e-1){let b=-t[f];if(n)for(let M=f+1;M<e;M++)t[M]+=b*c(M,f);else for(let M=0;M<f;M++)t[M]+=b*c(M,f)}}let w=1/nt(t);return o(w),u*=w,a!==0?u/a:0}function nt(i){let s=0;for(let e of i)s+=Math.abs(e);return s}function jt(i,s={}){let e=s.tol??Math.sqrt(Number.EPSILON),l=$(i),{d:c,u:n,v:a}=L(i),r=l.nrow,t=l.ncol,o=x(t,r),u=Math.max(e*(c[0]??0),0);for(let w=0;w<c.length;w++){if(!(c[w]>u))continue;let h=1/c[w];for(let f=0;f<r;f++){let d=n[f][w]*h;for(let b=0;b<t;b++)o.data[b+f*t]+=a[b][w]*d}}return I(o)}function At(i,s={}){let e=$(i);if(W(e),e.nrow===0)throw new RangeError("the matrix has zero dimension");for(let n of e.data)if(!Number.isFinite(n))throw new RangeError("the matrix contains NaN or infinite values");let l=s.symmetric??Nt(e),c=!(s.onlyValues??!1);return l?qt(e,c):_t(e,c)}function Nt(i){let s=i.nrow,e=0,l=0;for(let t=0;t<s;t++)for(let o=0;o<s;o++)e+=Math.abs(i.data[o+t*s]-i.data[t+o*s]),l+=Math.abs(i.data[o+t*s]);let c=100*Number.EPSILON,n=s*s,a=l/n,r=e/n;return(Number.isFinite(a)&&a>c?r/a:r)<=c}function qt(i,s){let e=i.nrow,l=x(e,e);for(let t=0;t<e;t++)for(let o=t;o<e;o++)l.data[o+t*e]=i.data[o+t*e],l.data[t+o*e]=i.data[o+t*e];let c=new Float64Array(e),n=new Float64Array(e);xt(l,c,n),Rt(l,c,n);let a=Array.from(c).reverse();if(!s)return{values:a};let r=x(e,e);for(let t=0;t<e;t++)r.data.set(l.data.subarray((e-1-t)*e,(e-t)*e),t*e);return{values:a,vectors:I(r)}}function xt(i,s,e){let l=i.nrow,c=i.data,n=(a,r)=>a+r*l;for(let a=0;a<l;a++)s[a]=c[n(l-1,a)];for(let a=l-1;a>0;a--){let r=0,t=0;for(let o=0;o<a;o++)r+=Math.abs(s[o]);if(r===0){e[a]=s[a-1];for(let o=0;o<a;o++)s[o]=c[n(a-1,o)],c[n(a,o)]=0,c[n(o,a)]=0}else{for(let h=0;h<a;h++)s[h]/=r,t+=s[h]*s[h];let o=s[a-1],u=Math.sqrt(t);o>0&&(u=-u),e[a]=r*u,t-=o*u,s[a-1]=o-u;for(let h=0;h<a;h++)e[h]=0;for(let h=0;h<a;h++){o=s[h],c[n(h,a)]=o,u=e[h]+c[n(h,h)]*o;for(let f=h+1;f<=a-1;f++)u+=c[n(f,h)]*s[f],e[f]+=c[n(f,h)]*o;e[h]=u}o=0;for(let h=0;h<a;h++)e[h]/=t,o+=e[h]*s[h];let w=o/(t+t);for(let h=0;h<a;h++)e[h]-=w*s[h];for(let h=0;h<a;h++){o=s[h],u=e[h];for(let 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N=u-1;N>=o;N--){j=A,A=p,_=y,h=p*e[N],M=p*f,d=Math.hypot(f,e[N]),e[N+1]=y*d,y=e[N]/d,p=f/d,f=p*s[N]-y*h,s[N+1]=M+y*(p*h+y*s[N]);for(let S=0;S<l;S++)M=c[n(S,N+1)],c[n(S,N+1)]=y*c[n(S,N)]+p*M,c[n(S,N)]=p*c[n(S,N)]-y*M}f=-y*_*j*k*e[o]/b,e[o]=y*f,s[o]=p*f}while(Math.abs(e[o])>t*r)}s[o]=s[o]+a,e[o]=0}for(let o=0;o<l-1;o++){let u=o,w=s[o];for(let h=o+1;h<l;h++)s[h]<w&&(u=h,w=s[h]);if(u!==o){s[u]=s[o],s[o]=w;for(let h=0;h<l;h++){let f=c[n(h,o)];c[n(h,o)]=c[n(h,u)],c[n(h,u)]=f}}}}function _t(i,s){let e=i.nrow,l={nrow:e,ncol:e,data:i.data.slice()},c=x(e,e),n=new Float64Array(e),a=new Float64Array(e);It(l,c),Ot(l,c,n,a);let r=Array.from(n,(b,M)=>Math.hypot(b,a[M])),t=Array.from({length:e},(b,M)=>M).sort((b,M)=>r[M]-r[b]||b-M),o=a.some(b=>b!==0),u={values:t.map(b=>n[b])};if(o&&(u.valuesIm=t.map(b=>a[b])),!s)return u;let w=x(e,e),h=x(e,e);for(let b=0;b<e;b++){let M=c.data.subarray(b*e,(b+1)*e);if(a[b]===0)w.data.set(M,b*e);else if(a[b]>0){let p=c.data.subarray((b+1)*e,(b+2)*e);w.data.set(M,b*e),h.data.set(p,b*e),w.data.set(M,(b+1)*e);for(let A=0;A<e;A++)h.data[A+(b+1)*e]=-p[A]}}Ft(w,h);let f=x(e,e),d=x(e,e);return t.forEach((b,M)=>{f.data.set(w.data.subarray(b*e,(b+1)*e),M*e),d.data.set(h.data.subarray(b*e,(b+1)*e),M*e)}),u.vectors=I(f),o&&(u.vectorsIm=I(d)),u}function Ft(i,s){let e=i.nrow;for(let l=0;l<e;l++){let c=l*e,n=0,a=0,r=-1;for(let w=0;w<e;w++){let h=Math.hypot(i.data[c+w],s.data[c+w]);n+=h*h,h>r&&(r=h,a=w)}let t=Math.sqrt(n);if(t===0)continue;let o=i.data[c+a]/r/t,u=-s.data[c+a]/r/t;for(let w=0;w<e;w++){let h=i.data[c+w],f=s.data[c+w];i.data[c+w]=h*o-f*u,s.data[c+w]=h*u+f*o}s.data[c+a]=0}}function It(i,s){let e=i.nrow,l=i.data,c=s.data,n=(o,u)=>o+u*e,a=new Float64Array(e),r=0,t=e-1;for(let o=r+1;o<=t-1;o++){let u=0;for(let f=o;f<=t;f++)u+=Math.abs(l[n(f,o-1)]);if(u===0)continue;let w=0;for(let f=t;f>=o;f--)a[f]=l[n(f,o-1)]/u,w+=a[f]*a[f];let h=Math.sqrt(w);a[o]>0&&(h=-h),w-=a[o]*h,a[o]=a[o]-h;for(let f=o;f<e;f++){let d=0;for(let b=t;b>=o;b--)d+=a[b]*l[n(b,f)];d/=w;for(let b=o;b<=t;b++)l[n(b,f)]-=d*a[b]}for(let f=0;f<=t;f++){let d=0;for(let b=t;b>=o;b--)d+=a[b]*l[n(f,b)];d/=w;for(let b=o;b<=t;b++)l[n(f,b)]-=d*a[b]}a[o]=u*a[o],l[n(o,o-1)]=u*h}for(let o=0;o<e;o++)for(let u=0;u<e;u++)c[n(o,u)]=o===u?1:0;for(let o=t-1;o>=r+1;o--)if(l[n(o,o-1)]!==0){for(let u=o+1;u<=t;u++)a[u]=l[n(u,o-1)];for(let u=o;u<=t;u++){let w=0;for(let h=o;h<=t;h++)w+=a[h]*c[n(h,u)];w=w/a[o]/l[n(o,o-1)];for(let h=o;h<=t;h++)c[n(h,u)]+=w*a[h]}}}function z(i,s,e,l){if(Math.abs(e)>Math.abs(l)){let a=l/e,r=e+a*l;return[(i+a*s)/r,(s-a*i)/r]}let c=e/l,n=l+c*e;return[(c*i+s)/n,(c*s-i)/n]}function Ot(i,s,e,l){let c=i.nrow,n=i.data,a=s.data,r=(E,m)=>E+m*c,t=c-1,o=0,u=c-1,w=Number.EPSILON,h=0,f=0,d=0,b=0,M=0,p=0,A,j,k,y,_=0;for(let E=0;E<c;E++)for(let m=Math.max(E-1,0);m<c;m++)_+=Math.abs(n[r(E,m)]);let N=0,S=0;for(;t>=o;){let E=t;for(;E>o&&(M=Math.abs(n[r(E-1,E-1)])+Math.abs(n[r(E,E)]),M===0&&(M=_),!(Math.abs(n[r(E,E-1)])<w*M));)E--;if(E===t)n[r(t,t)]=n[r(t,t)]+h,e[t]=n[r(t,t)],l[t]=0,t--,N=0;else if(E===t-1){if(j=n[r(t,t-1)]*n[r(t-1,t)],f=(n[r(t-1,t-1)]-n[r(t,t)])/2,d=f*f+j,p=Math.sqrt(Math.abs(d)),n[r(t,t)]=n[r(t,t)]+h,n[r(t-1,t-1)]=n[r(t-1,t-1)]+h,k=n[r(t,t)],d>=0){p=f>=0?f+p:f-p,e[t-1]=k+p,e[t]=e[t-1],p!==0&&(e[t]=k-j/p),l[t-1]=0,l[t]=0,k=n[r(t,t-1)],M=Math.abs(k)+Math.abs(p),f=k/M,d=p/M,b=Math.sqrt(f*f+d*d),f/=b,d/=b;for(let m=t-1;m<c;m++)p=n[r(t-1,m)],n[r(t-1,m)]=d*p+f*n[r(t,m)],n[r(t,m)]=d*n[r(t,m)]-f*p;for(let m=0;m<=t;m++)p=n[r(m,t-1)],n[r(m,t-1)]=d*p+f*n[r(m,t)],n[r(m,t)]=d*n[r(m,t)]-f*p;for(let m=o;m<=u;m++)p=a[r(m,t-1)],a[r(m,t-1)]=d*p+f*a[r(m,t)],a[r(m,t)]=d*a[r(m,t)]-f*p}else e[t-1]=k+f,e[t]=k+f,l[t-1]=p,l[t]=-p;t-=2,N=0}else{if(k=n[r(t,t)],y=0,j=0,E<t&&(y=n[r(t-1,t-1)],j=n[r(t,t-1)]*n[r(t-1,t)]),N===10){h+=k;for(let g=o;g<=t;g++)n[r(g,g)]-=k;M=Math.abs(n[r(t,t-1)])+Math.abs(n[r(t-1,t-2)]),k=y=.75*M,j=-.4375*M*M}if(N===30&&(M=(y-k)/2,M=M*M+j,M>0)){M=Math.sqrt(M),y<k&&(M=-M),M=k-j/((y-k)/2+M);for(let g=o;g<=t;g++)n[r(g,g)]-=M;h+=M,k=y=j=.964}if(N++,++S>100*c)throw new Error("the eigendecomposition did not converge");let m=t-2;for(;m>=E&&(p=n[r(m,m)],b=k-p,M=y-p,f=(b*M-j)/n[r(m+1,m)]+n[r(m,m+1)],d=n[r(m+1,m+1)]-p-b-M,b=n[r(m+2,m+1)],M=Math.abs(f)+Math.abs(d)+Math.abs(b),f/=M,d/=M,b/=M,!(m===E||Math.abs(n[r(m,m-1)])*(Math.abs(d)+Math.abs(b))<w*(Math.abs(f)*(Math.abs(n[r(m-1,m-1)])+Math.abs(p)+Math.abs(n[r(m+1,m+1)])))));)m--;for(let g=m+2;g<=t;g++)n[r(g,g-2)]=0,g>m+2&&(n[r(g,g-3)]=0);for(let g=m;g<=t-1;g++){let F=g!==t-1;if(g!==m){if(f=n[r(g,g-1)],d=n[r(g+1,g-1)],b=F?n[r(g+2,g-1)]:0,k=Math.abs(f)+Math.abs(d)+Math.abs(b),k===0)continue;f/=k,d/=k,b/=k}if(M=Math.sqrt(f*f+d*d+b*b),f<0&&(M=-M),M!==0){g!==m?n[r(g,g-1)]=-M*k:E!==m&&(n[r(g,g-1)]=-n[r(g,g-1)]),f+=M,k=f/M,y=d/M,p=b/M,d/=f,b/=f;for(let 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c.forEach((o,u)=>t[o][u]=1),{P:t,L:a,U:r}}function Jt(i,s={}){let e=i.map(t=>Array.from(t)),l=Y(e,{center:s.center??!0,scale:s.scale??!1});if(l.scale?.some(t=>t===0))throw new RangeError("cannot rescale a constant/zero column to unit variance");let c=L(l.scaled,{nu:0}),n=e.length,a=c.v,r={sdev:c.d.map(t=>t/Math.sqrt(Math.max(1,n-1))),rotation:a,x:G(l.scaled,a)};return l.center!==void 0&&(r.center=l.center),l.scale!==void 0&&(r.scale=l.scale),r}export{St as add,gt as backsolve,Tt as cbind,bt as chol,wt as chol2inv,dt as crossprod,mt as det,ut as determinant,Vt as diag,Lt as divide,At as eigen,pt as forwardsolve,jt as ginv,kt as kappa,Xt as kronecker,Ht as lu,G as matMul,Ct as matrix,Pt as multiply,U as norm,zt as outer,Jt as prcomp,Q as qr,st as qrCoef,ft as qrFitted,it as qrQ,ot as qrQty,at as qrQy,C as qrR,lt as qrResid,ht as qrSolve,ct as qrX,Qt as rbind,D as rcond,Dt as seq,X as solve,$t as subtract,L as svd,H as t,Mt as tcrossprod};

package/dist/models/lm.d.ts

@@ -0,0 +1,98 @@
+import type { MatrixInput } from "../linalg/matrix.js";
+import { type QR } from "../linalg/qr.js";
+import type { Sample } from "../htest/types.js";
+/** Options for {@link lm}. */
+export interface LmOptions {
+    /** Include an intercept (a column of ones before the columns of `x`). Default `true`. */
+    intercept?: boolean;
+    /** Weights for weighted least squares (non-negative; rows of weight 0 are left out of the fit). */
+    weights?: Sample;
+}
+/** Result of {@link lm}: the fit and the quantities of R's `summary(lm)`. */
+export interface LmResult {
+    /** Coefficients (intercept first); NaN for aliased columns. */
+    coefficients: number[];
+    /** Residuals y - fitted (rows with a missing value dropped; rows of weight 0 included). */
+    residuals: number[];
+    fittedValues: number[];
+    /** Numerical rank of the model matrix. */
+    rank: number;
+    /** Residual degrees of freedom, n - rank (n counts the rows of non-zero weight). */
+    dfResidual: number;
+    /** The coefficient table of the columns that are not aliased, in their order. */
+    coefTable: {
+        estimate: number[];
+        stdError: number[];
+        tValue: number[];
+        pValue: number[];
+    };
+    /** Residual standard error. */
+    sigma: number;
+    /** R^2; 0 for a model with nothing beyond the intercept, as in R. */
+    rSquared: number;
+    /** Adjusted R^2; 0 for a model with nothing beyond the intercept, as in R. */
+    adjRSquared: number;
+    /**
+     * Overall F statistic with its degrees of freedom. Absent (as is `fPValue`) when the model has nothing beyond the
+     * intercept, where R's `summary(lm)` has no `fstatistic`.
+     */
+    fStatistic?: {
+        value: number;
+        numdf: number;
+        dendf: number;
+    };
+    /** p-value of the overall F test; absent with `fStatistic`. */
+    fPValue?: number;
+    /** Whether the model has an intercept. */
+    intercept: boolean;
+    /** The QR decomposition of the (weighted) model matrix. */
+    qr: QR;
+}
+/**
+ * Fit a linear model by least squares. Equivalent to R's `lm(y ~ x)` (or `y ~ x - 1` without intercept, with
+ * `weights` for weighted least squares) together with `summary()`; the predictors are given as a matrix instead of a
+ * formula. Rows with a missing value in `x`, `y` or the weights are dropped.
+ *
+ * @param x Predictors: a matrix (array of rows, one column per predictor) or a vector (one predictor).
+ * @param y Response.
+ *
+ * @example
+ * ```ts
+ * const fit = lm([1, 2, 3, 4, 5], [2.1, 3.9, 6.2, 7.8, 10.1]);
+ * fit.coefficients; // [intercept, slope]
+ * fit.rSquared;
+ * ```
+ */
+export declare function lm(x: MatrixInput | Sample, y: Sample, options?: LmOptions): LmResult;
+/** Options for {@link confint}. */
+export interface ConfintOptions {
+    /** Confidence level. Default `0.95`. */
+    level?: number;
+}
+/**
+ * Confidence intervals for the coefficients of a linear model (NaN for aliased columns). Equivalent to R's
+ * `confint()` for an `lm` fit.
+ */
+export declare function confint(fit: LmResult, options?: ConfintOptions): {
+    lower: number[];
+    upper: number[];
+};
+/** Options for {@link predict}. */
+export interface PredictOptions {
+    /** `"none"` (default), `"confidence"` (for the mean response) or `"prediction"` (for a new observation). */
+    interval?: "none" | "confidence" | "prediction";
+    /** Confidence level of the interval. Default `0.95`. */
+    level?: number;
+}
+/**
+ * Predictions of a linear model at new values of the predictors, with standard errors and optionally intervals.
+ * Equivalent to R's `predict()` for an `lm` fit (`se.fit = TRUE`). Aliased columns are left out, as R does.
+ *
+ * @param newdata New predictor values, with the columns of `x` (no column of ones).
+ */
+export declare function predict(fit: LmResult, newdata: MatrixInput | Sample, options?: PredictOptions): {
+    fit: number[];
+    seFit: number[];
+    lwr?: number[];
+    upr?: number[];
+};