@numero-uno-jpn/rstats 0.5.0 → 0.6.1

package/dist/chunks/chunk-QNAIK4PY.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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c+=o*Math.exp(-.5*e*i*i)*f/Math.sqrt(2*Math.PI*e),c}function E0(e,t,n){if(t>1.1)return t<e?{lower:!0,value:U3(e,t,n)}:{lower:!1,value:m6(e,t,n)};if(t<=.5?-.4/Math.log(t)<e:t*1.1<e)return{lower:!0,value:U3(e,t,n)};let r=x3(e,t);return{lower:!1,value:n?Math.log(r):r}}function p6(e,t){if(t>1.1){let[r,s]=t<e?j3(e,t):N6(e,t);return{lower:t<e,log:r,lin:s}}if(t<=.5?-.4/Math.log(t)<e:t*1.1<e){let[r,s]=j3(e,t);return{lower:!0,log:r,lin:s}}let o=x3(e,t);return{lower:!1,log:Math.log(o),lin:o}}function _4(e,t,n){if(Number.isNaN(e)||Number.isNaN(t))return[NaN,NaN];if(t<0||e<0)return[NaN,NaN];if(e===0)return t>0?n?[0,1]:[-1/0,0]:[NaN,NaN];if(t===0)return n?[-1/0,0]:[0,1];if(e===1/0)return t===1/0?[NaN,NaN]:n?[-1/0,0]:[0,1];if(t===1/0)return n?[0,1]:[-1/0,0];if(t>1e15*Math.max(e,1)){let s=(e-1)*Math.log(t)-t-K(e)+Math.log1p((e-1)/t);return n?[Math.log1p(-Math.exp(s)),-Math.expm1(s)]:[s,Math.exp(s)]}let o=Math.abs(t-e)/e;if(e>K3&&e<R1&&o<Z3||e>R1&&o<J3/Math.sqrt(e)){let s=L1(e,t,n);return[s>.5?Math.log1p(-L1(e,t,!n)):Math.log(s),s]}let r=p6(e,t);return r.lower===n?[r.log,r.lin]:[r.lin>0?Math.log1p(-r.lin):-Math.exp(r.log),1-r.lin]}function P4(e,t,n,o){if(Number.isNaN(e)||Number.isNaN(t))return NaN;if(t<0||e<0)return NaN;let r=o?-1/0:0,s=o?0:1;if(e===0)return t>0?n?s:r:NaN;if(t===0)return n?r:s;if(e===1/0)return t===1/0?NaN:n?r:s;if(t===1/0)return n?s:r;if(t>1e15*Math.max(e,1)){let u=(e-1)*Math.log(t)-t-K(e)+Math.log1p((e-1)/t);return n?o?Math.log1p(-Math.exp(u)):-Math.expm1(u):o?u:Math.exp(u)}let i=Math.abs(t-e)/e;if(e>K3&&e<R1&&i<Z3||e>R1&&i<J3/Math.sqrt(e)){let u=L1(e,t,n);return o?u>.5?Math.log1p(-L1(e,t,!n)):Math.log(u):u}if(o){let u=E0(e,t,!0);if(u.lower===n)return u.value;let l=E0(e,t,!1).value;return l>0?Math.log1p(-l):-Math.exp(u.value)}let c=E0(e,t,!1);return c.lower===n?c.value:1-c.value}export{v as a,r1 as b,I1 as c,d1 as d,S1 as e,Y6 as f,U6 as g,j6 as h,G as i,v0 as j,E3 as k,k as l,T as m,K as n,V as o,A as p,C as q,i4 as r,c4 as s,u4 as 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package/dist/chunks/chunk-TPC6MTYC.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 U,b as O}from"./chunk-DRNMIEYH.js";var y=Math.pow(Number.EPSILON,.25);function q(a,s,o,N=y){let M=.5*(3-Math.sqrt(5)),x=Math.sqrt(Number.EPSILON),n=s,l=o,i=n+M*(l-n),e=i,t=i,r=0,f=0,c=a(t),b=c,m=c,u=1,E=N/3;for(;;){let d=.5*(n+l),h=x*Math.abs(t)+E,w=2*h;if(Math.abs(t-d)<=w-.5*(l-n))break;let g=!0;if(Math.abs(f)>h){let R=(t-e)*(c-b),v=(t-i)*(c-m),I=(t-i)*v-(t-e)*R;if(v=2*(v-R),v>0?I=-I:v=-v,R=f,f=r,Math.abs(I)<Math.abs(.5*v*R)&&I>v*(n-t)&&I<v*(l-t)){r=I/v;let S=t+r;(S-n<w||l-S<w)&&(r=t<=d?h:-h),g=!1}}g&&(f=t<d?l-t:n-t,r=M*f);let L=Math.abs(r)>=h?t+r:r>=0?t+h:t-h,A=a(L);u++,A<=c?(L<t?l=t:n=t,i=e,b=m,e=t,m=c,t=L,c=A):(L<t?n=L:l=L,A<=m||e===t?(i=e,b=m,e=L,m=A):(A<=b||i===t||i===e)&&(i=L,b=A))}return{x:t,fx:c,evaluations:u}}var T=["OK","maximum number of subdivisions reached","roundoff error was detected","extremely bad integrand behaviour","roundoff error is detected in the extrapolation table","the integral is probably divergent","the input is invalid"],F=Number.EPSILON**.25;function k(a,s,o,N={}){let M=N.subdivisions??100,x=N.relTol??F,n=N.absTol??x,l=N.stopOnError??!0;if(Number.isNaN(s)||Number.isNaN(o))throw new RangeError("a limit is NA or NaN");if(M<1||n<=0&&x<Math.max(50*Number.EPSILON,5e-29))throw new RangeError("invalid parameter values");let i=r=>{let f=a(r);if(!Number.isFinite(f))throw new RangeError("non-finite function value");return f},e=Number.isFinite(s)&&Number.isFinite(o)?U(i,s,o,n,x,M):Number.isFinite(s)?O(i,s,1,n,x,M):Number.isFinite(o)?O(i,o,-1,n,x,M):O(i,0,2,n,x,M),t=T[e.ier]??"unknown error";if(e.ier===6)throw new RangeError("the input is invalid");if(e.ier!==0&&l)throw new RangeError(t);return{value:e.result,absError:e.abserr,subdivisions:e.last,ier:e.ier,message:t}}function p(a,s,o,N={}){let M=N.maximum??!1,x=N.tol??F;if(!(s<o))throw new RangeError("'xmin' not less than 'xmax'");let n=q(M?l=>-a(l):a,s,o,x);return{optimum:n.x,objective:a(n.x)}}function j(a,s,o,N={}){let M=N.tol??F,x=N.maxiter??1e3,n=N.extendInt??"no";if(!(s<o))throw new RangeError("lower < upper  is not fulfilled");let l=N.fLower??a(s),i=N.fUpper??a(o);if(Number.isNaN(l))throw new RangeError("f.lower = f(lower) is NA");if(Number.isNaN(i))throw new RangeError("f.upper = f(upper) is NA");let e=u=>Math.max(-Number.MAX_VALUE,Math.min(Number.MAX_VALUE,u)),t=u=>.01*Math.max(1e-4,Math.abs(u)),r=n==="downX"?-1:n==="upX"?1:0,f=n==="yes"?e(l)*e(i)>0:r!==0&&(r*e(l)>0||r*e(i)<0),c=0,b=()=>{if(++c>x)throw new RangeError(`no sign change found in ${c-1} iterations`)};if(f&&n==="yes"){let u=t(s),E=t(o);for(;l*i>0&&(Number.isFinite(s)||Number.isFinite(o));){if(b(),Number.isFinite(s)){let d=s-u,h=a(d);Number.isNaN(h)?u/=4:[s,l]=[d,h]}if(Number.isFinite(o)){let d=o+E,h=a(d);Number.isNaN(h)?E/=4:[o,i]=[d,h]}u*=2,E*=2}}else if(f){let u=t(s);for(;r*l>0;)b(),s-=u,l=a(s),u*=2;for(u=t(o);r*i<0;)b(),o+=u,i=a(o),u*=2}if(!(Math.sign(l)*Math.sign(i)<=0))throw new RangeError(f?"did not succeed extending the interval endpoints for f(lower) * f(upper) <= 0":"f() values at end points not of opposite sign");let m=X(u=>P(a(u)),s,o,P(l),P(i),M,x);return{root:m.root,fRoot:a(m.root),iter:f?m.iter+c:m.iter,initIt:f?c:NaN,estimPrec:m.estimPrec}}function P(a){return a===-1/0?-Number.MAX_VALUE:a===1/0||Number.isNaN(a)?Number.MAX_VALUE:a}function X(a,s,o,N,M,x,n){if(N===0)return{root:s,iter:0,estimPrec:0};if(M===0)return{root:o,iter:0,estimPrec:0};let l=Number.EPSILON,i=s,e=o,t=N,r=M,f=i,c=t,b=e-i,m=b;for(let u=0;u<=n;u++){m=e-i,Math.abs(c)<Math.abs(r)&&(i=e,e=f,f=i,t=r,r=c,c=t);let E=2*l*Math.abs(e)+.5*x,d=.5*(f-e);if(Math.abs(d)<=E||r===0)return{root:e,iter:u,estimPrec:Math.abs(f-e)};if(Math.abs(m)>=E&&Math.abs(t)>Math.abs(r)){let h=r/t,w,g;if(i===f)w=2*d*h,g=1-h;else{g=t/c;let L=r/c;w=h*(2*d*g*(g-L)-(e-i)*(L-1)),g=(g-1)*(L-1)*(h-1)}w>0?g=-g:w=-w,h=m,m=b,2*w>=3*d*g-Math.abs(E*g)||w>=Math.abs(.5*h*g)?(b=d,m=b):b=w/g}else b=d,m=b;i=e,t=r,Math.abs(b)>E?e+=b:d>0?e+=E:e-=E,r=a(e),r*(c/Math.abs(c))>0&&(f=i,c=t,b=e-i,m=b)}return{root:e,iter:n,estimPrec:Math.abs(f-e)}}export{k as a,p as b,j as c};

package/dist/chunks/chunk-UGUQYWRQ.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 */
+var _=!0;function xt(){return _}function qt(t,s){if(!_)return[t+s,0];let n=t+s,o=n-t,u=t-(n-o)+(s-o);return[n,u]}function Mt(t,s){if(!_)return[t*s,0];let n=t*s,o=134217729*t,u=o-(o-t),T=t-u;o=134217729*s;let c=o-(o-s),e=s-c,l=u*c-n+u*e+T*c+T*e;return[n,l]}function Dt(t,s){if(!_)return[t[0]+s[0],0];let n=t[0]+s[0],o=n-t[0],u=t[0]-(n-o)+(s[0]-o),T=t[1]+s[1],c=T-t[1],e=t[1]-(T-c)+(s[1]-c),l=u+T,E=n+l,S=l-(E-n)+e,P=E+S,i=S-(P-E);return[P,i]}function mt(t){return[-t[0],-t[1]]}function gt(t,s){if(!_)return[t[0]-s[0],0];let n=-s[0],o=-s[1],u=t[0]+n,T=u-t[0],c=t[0]-(u-T)+(n-T),e=t[1]+o,l=e-t[1],E=t[1]-(e-l)+(o-l),L=c+e,S=u+L,i=L-(S-u)+E,m=S+i,j=i-(m-S);return[m,j]}function At(t,s){if(!_)return[t[0]*s[0],0];let n=t[0]*s[0],o=134217729*t[0],u=o-(o-t[0]),T=t[0]-u,c=134217729*s[0],e=c-(c-s[0]),l=s[0]-e,L=u*e-n+u*l+T*e+T*l+(t[0]*s[1]+t[1]*s[0]),S=n+L,P=L-(S-n);return[S,P]}function Nt(t,s){if(!_)return[t[0]*s,0];let n=t[0]*s,o=134217729*t[0],u=o-(o-t[0]),T=t[0]-u,c=134217729*s,e=c-(c-s),l=s-e,L=u*e-n+u*l+T*e+T*l+t[1]*s,S=n+L,P=L-(S-n);return[S,P]}function vt(t,s){if(!_)return[t[0]/s[0],0];let n=t[0]/s[0],o=s[0]*n,u=134217729*s[0],T=u-(u-s[0]),c=s[0]-T,e=134217729*n,l=e-(e-n),E=n-l,S=T*l-o+T*E+c*l+c*E+s[1]*n,P=o+S,i=S-(P-o),m=-P,j=-i,f=t[0]+m,Y=f-t[0],P1=t[0]-(f-Y)+(m-Y),N=t[1]+j,y=N-t[1],d1=t[1]-(N-y)+(j-y),Z=P1+N,d=f+Z,v=Z-(d-f)+d1,p=d+v,z=v-(p-d),h=p/s[0],B=s[0]*h,o1=134217729*s[0],G=o1-(o1-s[0]),F=s[0]-G,u1=134217729*h,O=u1-(u1-h),R=h-O,w=G*O-B+G*R+F*O+F*R+s[1]*h,H=B+w,T1=w-(H-B),J=-H,$=-T1,q=p+J,K=q-p,b1=p-(q-K)+(J-K),a=z+$,s1=a-z,r1=z-(a-s1)+($-s1),c1=b1+a,Q=q+c1,k=c1-(Q-q)+r1,t1=Q+k,F1=k-(t1-Q),U=t1/s[0],M=n+h,V=h-(M-n),D=M+U,W=D-M,q1=M-(D-W)+(U-W),C=V+0,g=C-V,e1=V-(C-g)+(0-g),x=q1+C,A=D+x,X=x-(A-D)+e1,n1=A+X,l1=X-(n1-A);return[n1,l1]}function Bt(t,s){if(!_)return[t[0]/s,0];let n=t[0]/s,o=s*n,u=134217729*s,T=u-(u-s),c=s-T,e=134217729*n,l=e-(e-n),E=n-l,S=T*l-o+T*E+c*l+c*E+0*n,P=o+S,i=S-(P-o),m=-P,j=-i,f=t[0]+m,Y=f-t[0],P1=t[0]-(f-Y)+(m-Y),N=t[1]+j,y=N-t[1],d1=t[1]-(N-y)+(j-y),Z=P1+N,d=f+Z,v=Z-(d-f)+d1,p=d+v,z=v-(p-d),h=p/s,B=s*h,o1=134217729*s,G=o1-(o1-s),F=s-G,u1=134217729*h,O=u1-(u1-h),R=h-O,w=G*O-B+G*R+F*O+F*R+0*h,H=B+w,T1=w-(H-B),J=-H,$=-T1,q=p+J,K=q-p,b1=p-(q-K)+(J-K),a=z+$,s1=a-z,r1=z-(a-s1)+($-s1),c1=b1+a,Q=q+c1,k=c1-(Q-q)+r1,t1=Q+k,F1=k-(t1-Q),U=t1/s,M=n+h,V=h-(M-n),D=M+U,W=D-M,q1=M-(D-W)+(U-W),C=V+0,g=C-V,e1=V-(C-g)+(0-g),x=q1+C,A=D+x,X=x-(A-D)+e1,n1=A+X,l1=X-(n1-A);return[n1,l1]}var f1=[.6931471805599453,23190468138462996e-33],g2=Math.SQRT2,r=[[1,0],[.3333333333333333,1850371707708594e-32],[.2,-11102230246251566e-33],[.14285714285714285,793016446160826e-32],[.1111111111111111,61679056923619804e-34],[.09090909090909091,-2523234146875356e-33]],tt=89,nt=[[-.3633938941874773,-2106844752226605e-32],[-.3522205935893521,-57233316949182485e-34],[-.34117075740276714,19366790062602867e-33],[-.33024168687057687,10828321637483858e-33],[-.3194307707663612,-1354256857264811e-33],[-.3087354816496133,16199186085148102e-33],[-.29815337231907635,1720695867445866e-32],[-.2876820724517809,-2607160616442564e-32],[-.27731928541623435,744528405583513e-32],[-.26706278524904525,732891532732017e-32],[-.2569104137850272,-2502843296152504e-32],[-.24686007793152578,-1361743371748368e-32],[-.2369097470783577,-19682402978398164e-34],[-.22705745063534608,-9551415762738488e-33],[-.2173012756899814,-16168452453763015e-34],[-.2076393647782445,-12053243216686129e-33],[-.1980699137620938,-3742843482461439e-33],[-.18859116980755003,7432164219196925e-33],[-.179201429457711,10785017454858423e-33],[-.16989903679539747,4868008764439071e-34],[-.16068238169047347,3650183553047837e-33],[-.15154989812720093,-51669593684615594e-34],[-.14250006260728304,9926388234225749e-33],[-.13353139262452263,3664457663660085e-33],[-.1246424452072766,5808912678940971e-33],[-.1158318155251217,-4338484369808096e-33],[-.1070981355563671,173705104015906e-32],[-.09844007281325252,4439009633675136e-33],[-.08985632912186105,6273760163689594e-34],[-.0813456394539524,-507707635593117e-32],[-.07290677080808779,6306860257532778e-33],[-.06453852113757118,6470486661692933e-33],[-.05623971832287608,32835149805605613e-34],[-.048009219186360606,-14390903347292205e-34],[-.039845908547199674,3129547680315208e-33],[-.0317486983145803,-30382263084680858e-34],[-.023716526617316044,15774243488668215e-34],[-.015748356968139168,-10021578630528974e-34],[-.007843177461025893,-2764708154124904e-34],[0,0],[.007782140442054949,-12819179123343845e-36],[.015504186535965254,-3278321022892429e-34],[.02316705928153438,-11769544932063305e-34],[.030771658666753687,10431732029005968e-34],[.0383188643021366,-2357996157351286e-33],[.0458095360312942,1902959866474257e-33],[.053244514518812285,-1665575816973663e-33],[.06062462181643484,26424025938726934e-34],[.06795066190850775,-12802141240611733e-34],[.07522342123758753,-5930604196293241e-33],[.08244366921107459,5700437773813987e-33],[.08961215868968714,-54268129336647135e-34],[.09672962645855111,-5597397486289965e-34],[.10379679368164356,547772415726659e-32],[.11081436634029011,1183748342825649e-33],[.11778303565638346,-11971685747593677e-34],[.12470347850095724,-46522609636496624e-34],[.13157635778871926,11123000879729588e-33],[.13840232285911913,4447777301357527e-33],[.1451820098444979,8242418783022475e-33],[.15191604202584197,64838631244022194e-34],[.15860503017663857,11257003872182592e-33],[.16524957289530717,-10094935622322628e-33],[.17185025692665923,-60224538210113705e-34],[.1784076574728183,-12432553788701131e-33],[.184922338494012,30236614153574064e-34],[.19139485299962947,-12129496905792884e-33],[.19782574332991987,12821194372980142e-33],[.2042155414286909,27338281018722773e-34],[.21056476910734964,-4249405314729895e-33],[.21687393830061436,4551026193234283e-33],[.22314355131420976,-9091270597324799e-33],[.22937410106484582,9927671823978025e-33],[.2355660713127669,-23943371495187355e-34],[.24171993688714516,8900990022166643e-33],[.24783616390458127,-12432209578702523e-33],[.25391520998096345,-8048097394424201e-33],[.25995752443692605,2069806938978935e-32],[.26596354849713794,53393802761314314e-34],[.27193371548364176,783319637697442e-33],[.2778684510034563,-916018294909263e-33],[.2837681731306446,-2032665581126656e-32],[.28963329258304266,20535953219858174e-33],[.2954642128938359,-216461086040599e-31],[.3012613305781618,-9048511144048564e-33],[.3070250352949119,-12319916200101964e-33],[.3127557100038969,-1451808353098951e-32],[.3184537311185346,27114779367326236e-33],[.324119468654212,-7958214381893813e-33],[.329753286372468,2122020616196946e-33],[.3353555419211378,1834564437059473e-32],[.3409265869705932,17467136443544747e-33],[.34646676734620857,1028583585496265e-32],[.3519764231571782,-12953893030191963e-33],[.3574558889218038,-25136910072413547e-33]];function Gt(t){if(!_)return[Math.log(t[0]),0];let s=t[0],n=t[1],o=0;s<22250738585072014e-324&&(s*=2**600,n*=2**600,o=-600);let u=Math.floor(Math.log2(s));o+=u;let T=2**-u,c=s*T,e=n*T;c>=g2?(c=c/2,e=e/2,o+=1):c<g2/2&&(c=c*2,e=e*2,o-=1);let l=Math.round(c*128),E=l/128,L=nt[l-tt],S=-E,P=-0,i=c+S,m=i-c,j=c-(i-m)+(S-m),f=e+P,Y=f-e,P1=e-(f-Y)+(P-Y),N=j+f,y=i+N,Z=N-(y-i)+P1,d=y+Z,I1=Z-(d-y),v=c+E,p=v-c,z=c-(v-p)+(E-p),h=e+0,B=h-e,o1=e-(h-B)+(0-B),G=z+h,F=v+G,O=G-(F-v)+o1,R=F+O,w1=O-(R-F),w=d/R,H=R*w,T1=134217729*R,J=T1-(T1-R),$=R-J,q=134217729*w,K=q-(q-w),b1=w-K,s1=J*K-H+J*b1+$*K+$*b1+w1*w,r1=H+s1,c1=s1-(r1-H),Q=-r1,x1=-c1,k=d+Q,t1=k-d,F1=d-(k-t1)+(Q-t1),U=I1+x1,M=U-I1,V=I1-(U-M)+(x1-M),D=F1+U,W=k+D,C=D-(W-k)+V,g=W+C,e1=C-(g-W),x=g/R,A=R*x,M1=134217729*R,X=M1-(M1-R),n1=R-X,l1=134217729*x,H1=l1-(l1-x),K0=x-H1,U0=X*H1-A+X*K0+n1*H1+n1*K0+w1*x,V0=A+U0,A2=U0-(V0-A),W0=-V0,X0=-A2,D1=g+W0,Y0=D1-g,N2=g-(D1-Y0)+(W0-Y0),J1=e1+X0,Z0=J1-e1,v2=e1-(J1-Z0)+(X0-Z0),$0=N2+J1,K1=D1+$0,a0=$0-(K1-D1)+v2,ss=K1+a0,et=a0-(ss-K1),ts=ss/R,m1=w+x,U1=x-(m1-w),g1=m1+ts,ns=g1-m1,B2=m1-(g1-ns)+(ts-ns),V1=U1+0,os=V1-U1,G2=U1-(V1-os)+(0-os),cs=B2+V1,W1=g1+cs,es=cs-(W1-g1)+G2,I=W1+es,X1=es-(I-W1),Y1=I*I,us=134217729*I,Z1=us-(us-I),Ts=I-Z1,bs=134217729*I,$1=bs-(bs-I),rs=I-$1,ls=Z1*$1-Y1+Z1*rs+Ts*$1+Ts*rs+(I*X1+X1*I),b=Y1+ls,p1=ls-(b-Y1),a1=r[5][0]*b,Ss=134217729*r[5][0],s0=Ss-(Ss-r[5][0]),hs=r[5][0]-s0,Ls=134217729*b,t0=Ls-(Ls-b),Rs=b-t0,Es=s0*t0-a1+s0*Rs+hs*t0+hs*Rs+(r[5][0]*p1+r[5][1]*b),A1=a1+Es,n0=Es-(A1-a1),N1=A1+r[4][0],Ps=N1-A1,O2=A1-(N1-Ps)+(r[4][0]-Ps),o0=n0+r[4][1],Is=o0-n0,Q2=n0-(o0-Is)+(r[4][1]-Is),ps=O2+o0,c0=N1+ps,is=ps-(c0-N1)+Q2,S1=c0+is,k2=is-(S1-c0),e0=S1*b,fs=134217729*S1,u0=fs-(fs-S1),ds=S1-u0,ws=134217729*b,T0=ws-(ws-b),xs=b-T0,qs=u0*T0-e0+u0*xs+ds*T0+ds*xs+(S1*p1+k2*b),v1=e0+qs,b0=qs-(v1-e0),B1=v1+r[3][0],Ms=B1-v1,C2=v1-(B1-Ms)+(r[3][0]-Ms),r0=b0+r[3][1],Ds=r0-b0,_2=b0-(r0-Ds)+(r[3][1]-Ds),ms=C2+r0,l0=B1+ms,gs=ms-(l0-B1)+_2,h1=l0+gs,j2=gs-(h1-l0),S0=h1*b,As=134217729*h1,h0=As-(As-h1),Ns=h1-h0,vs=134217729*b,L0=vs-(vs-b),Bs=b-L0,Gs=h0*L0-S0+h0*Bs+Ns*L0+Ns*Bs+(h1*p1+j2*b),G1=S0+Gs,R0=Gs-(G1-S0),O1=G1+r[2][0],Os=O1-G1,y2=G1-(O1-Os)+(r[2][0]-Os),E0=R0+r[2][1],Qs=E0-R0,z2=R0-(E0-Qs)+(r[2][1]-Qs),ks=y2+E0,P0=O1+ks,Cs=ks-(P0-O1)+z2,L1=P0+Cs,F2=Cs-(L1-P0),I0=L1*b,_s=134217729*L1,p0=_s-(_s-L1),js=L1-p0,ys=134217729*b,i0=ys-(ys-b),zs=b-i0,Fs=p0*i0-I0+p0*zs+js*i0+js*zs+(L1*p1+F2*b),Q1=I0+Fs,f0=Fs-(Q1-I0),k1=Q1+r[1][0],Hs=k1-Q1,H2=Q1-(k1-Hs)+(r[1][0]-Hs),d0=f0+r[1][1],Js=d0-f0,J2=f0-(d0-Js)+(r[1][1]-Js),Ks=H2+d0,w0=k1+Ks,Us=Ks-(w0-k1)+J2,R1=w0+Us,K2=Us-(R1-w0),x0=R1*b,Vs=134217729*R1,q0=Vs-(Vs-R1),Ws=R1-q0,Xs=134217729*b,M0=Xs-(Xs-b),Ys=b-M0,Zs=q0*M0-x0+q0*Ys+Ws*M0+Ws*Ys+(R1*p1+K2*b),C1=x0+Zs,D0=Zs-(C1-x0),_1=C1+r[0][0],$s=_1-C1,U2=C1-(_1-$s)+(r[0][0]-$s),m0=D0+r[0][1],as=m0-D0,V2=D0-(m0-as)+(r[0][1]-as),s2=U2+m0,g0=_1+s2,t2=s2-(g0-_1)+V2,E1=g0+t2,W2=t2-(E1-g0),A0=I*E1,n2=134217729*I,N0=n2-(n2-I),o2=I-N0,c2=134217729*E1,v0=c2-(c2-E1),e2=E1-v0,u2=N0*v0-A0+N0*e2+o2*v0+o2*e2+(I*W2+X1*E1),i1=A0+u2,X2=u2-(i1-A0),B0=i1*2,T2=134217729*i1,G0=T2-(T2-i1),b2=i1-G0,r2=134217729*2,O0=r2-(r2-2),l2=2-O0,S2=G0*O0-B0+G0*l2+b2*O0+b2*l2+X2*2,Q0=B0+S2,h2=S2-(Q0-B0),j1=L[0]+Q0,L2=j1-L[0],Y2=L[0]-(j1-L2)+(Q0-L2),k0=L[1]+h2,R2=k0-L[1],Z2=L[1]-(k0-R2)+(h2-R2),E2=Y2+k0,C0=j1+E2,P2=E2-(C0-j1)+Z2,y1=C0+P2,_0=P2-(y1-C0),j0=f1[0]*o,I2=134217729*f1[0],y0=I2-(I2-f1[0]),p2=f1[0]-y0,i2=134217729*o,z0=i2-(i2-o),f2=o-z0,d2=y0*z0-j0+y0*f2+p2*z0+p2*f2+f1[1]*o,F0=j0+d2,w2=d2-(F0-j0),z1=y1+F0,x2=z1-y1,$2=y1-(z1-x2)+(F0-x2),H0=_0+w2,q2=H0-_0,a2=_0-(H0-q2)+(w2-q2),M2=$2+H0,J0=z1+M2,D2=M2-(J0-z1)+a2,m2=J0+D2,st=D2-(m2-J0);return[m2,st]}export{xt as a,qt as b,Mt as c,Dt as d,mt as e,gt as f,At as g,Nt as h,vt as i,Bt as j,Gt as k};

package/dist/chunks/chunk-XM2TVD63.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{B as $,d as ct,e as Y,g as C,h as j,i as U,o as lt,p as X,q as gt,r as bt,s as ht,t as It,u as kt,y as Z,z as Mt}from"./chunk-QNAIK4PY.js";import{b as T,c as G,d as b,e as at,f as V,g as D,h as F,i as B,j as pt,k as P}from"./chunk-UGUQYWRQ.js";function vt(t,n){return t?n?-1/0:0:n?0:1}function xt(t,n){return t?n?0:1:n?-1/0:0}function yt(t){return t?-1/0:0}function w(t,n,e,r,i){if(i){if(t>0)return NaN;if(t===0)return r?e:n;if(t===-1/0)return r?n:e}else{if(t<0||t>1)return NaN;if(t===0)return r?n:e;if(t===1)return r?e:n}}function tt(t,n,e){let r=e?t:Math.log(t);if(r<=-Math.LN2)return e?{lower:n,logTarget:r}:{lower:n,logTarget:r,linearTarget:t};let i=e?-Math.expm1(t):1-t;return{lower:!n,logTarget:Math.log(i),linearTarget:i}}function nt(t){let{logTarget:n,lower:e,cdfLog:r,pdfLog:i,linearTarget:o,cdf:u,cdfBoth:s,dlogPdf:f}=t,c=(k,I)=>{if(o!==void 0&&u!==void 0&&I>-700){let v=u(k,e);if(v>0)return Math.log(v/o)}return I-n},M=k=>{if(s===void 0){let 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package/dist/chunks/chunk-Y4IZV7XK.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-ZWJ42QN6.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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f=0;f<t;f++){let h=n[f];if(h!==f){let l=a[s+f];a[s+f]=a[s+h],a[s+h]=l}}for(let f=0;f<t;f++){let h=a[s+f];if(h!==0)for(let l=f+1;l<t;l++)a[s+l]-=h*r[l+f*t]}for(let f=t-1;f>=0;f--)if(a[s+f]!==0){a[s+f]/=r[f+f*t];let h=a[s+f];for(let l=0;l<f;l++)a[s+l]-=h*r[l+f*t]}}}function L(e,n,o,t,r){let a=e.nrow,i=e.data;if(o)if(n)for(let s=0;s<a;s++){let f=r[s];for(let h=0;h<s;h++)f-=i[h+s*a]*r[h];t||(f/=i[s+s*a]),r[s]=f}else for(let s=a-1;s>=0;s--){let f=r[s];for(let h=a-1;h>s;h--)f-=i[h+s*a]*r[h];t||(f/=i[s+s*a]),r[s]=f}else if(n){for(let s=a-1;s>=0;s--)if(r[s]!==0){t||(r[s]/=i[s+s*a]);let f=r[s];for(let h=s-1;h>=0;h--)r[h]-=f*i[h+s*a]}}else for(let s=0;s<a;s++)if(r[s]!==0){t||(r[s]/=i[s+s*a]);let f=r[s];for(let h=s+1;h<a;h++)r[h]-=f*i[h+s*a]}}function nt(e,n){let o=new Float64Array(e),t=new Int32Array(e),r=()=>o.reduce((w,m)=>w+Math.abs(m),0),a=()=>{let w=0;for(let m=1;m<e;m++)Math.abs(o[m])>Math.abs(o[w])&&(w=m);return w},i=()=>{for(let w=0;w<e;w++)o[w]=o[w]>=0?1:-1,t[w]=o[w]};if(o.fill(1/e),n(1,o),e===1)return Math.abs(o[0]);let s=r();i(),n(2,o);let f=a(),h=2,l=5;for(;;){o.fill(0),o[f]=1,n(1,o);let w=s;s=r();let m=!1;for(let v=0;v<e;v++)if((o[v]>=0?1:-1)!==t[v]){m=!0;break}if(!m||s<=w)break;i(),n(2,o);let M=f;if(f=a(),o[M]!==Math.abs(o[f])&&h<l){h++;continue}break}let u=1;for(let w=0;w<e;w++)o[w]=u*(1+w/(e-1)),u=-u;n(1,o);let c=2*(r()/(3*e));return c>s?c:s}function et(e,n,o){let t=e.nrow;if(t===0)return 1;if(!Number.isFinite(n))throw new RangeError("the matrix contains NaN or infinite values (LAPACK dgecon returned error -5)");if(n===0)return 0;let r=o?1:2,a=nt(t,(i,s)=>{i===r?(L(e,!1,!1,!0,s),L(e,!0,!1,!1,s)):(L(e,!0,!0,!1,s),L(e,!1,!0,!0,s))});return Number.isFinite(a)?a===0?0:1/a/n:0}function wt(e,n,o){let t=e.nrow,r=new Float64Array(t);for(let i=0;i<t;i++){let[s,f]=n?[0,i]:[i,t-1];for(let h=s;h<=f;h++)r[o?i:h]+=Math.abs(e.data[h+i*t])}let a=0;for(let i of r)a=Number.isNaN(a)||Number.isNaN(i)?NaN:Math.max(a,i);return a}function rt(e,n,o){let t=e.nrow;if(t===0)return 1;let r=wt(e,n,o);if(!(r>0))return 0;let a=o?1:2,i=nt(t,(s,f)=>L(e,n,s!==a,!1,f));return Number.isFinite(i)?i===0?0:1/r/i:0}function Qt(e,n,o={}){let t=q(e);_(t);let r=t.nrow,a;if(n===void 0){a=x(r,r);for(let l=0;l<r;l++)a.data[l+l*r]=1}else if(a=I(n),a.nrow!==r)throw new TypeError(`b (${a.nrow} x ${a.ncol}) is not compatible with a (${r} x ${r})`);let i=V(t),{ipiv:s,info:f}=G(t);if(f>0)throw new Error(`the system is exactly singular: U[${f}, ${f}] = 0`);let h=o.tol??Number.EPSILON;if(h>0&&Number.isFinite(i)){let l=et(t,i,!0);if(l<h)throw new Error(`the system is computationally singular: reciprocal condition number = ${l.toPrecision(6)}`)}return ht(t,s,a),n!==void 0&&!R(n)?Array.from(a.data):j(a)}function dt(e,n={}){let o=n.logarithm??!0,t=q(e);_(t);let r=t.nrow,{ipiv:a,info:i}=G(t);if(i>0)return{modulus:o?-1/0:0,logarithm:o,sign:1};let s=1,f=o?0:1;for(let h=0;h<r;h++){a[h]!==h&&(s=-s);let l=t.data[h+h*r];l<0&&(s=-s),o?f+=Math.log(Math.abs(l)):f*=Math.abs(l)}return{modulus:f,logarithm:o,sign:s}}function Pt(e){let{modulus:n,sign:o}=dt(e);return o*Math.exp(n)}function Wt(e,n={}){let o=n.norm??"O";if(!["O","1","I"].includes(o))throw new RangeError(`norm must be "O", "I" or "1" (got "${o}")`);let t=o!=="I",r=q(e);if(r.nrow!==r.ncol){let s=r.nrow<r.ncol?j(S(r)):e;return rt(q(K(X(s))),!0,t)}if(n.triangular)return rt(r,(n.uplo??"U")==="U",t);let a=t?V(r):D(r);r={...r,data:r.data.slice()};let{info:i}=G(r);return i>0?0:et(r,a,t)}function Ut(e,n={}){let o=q(e);if(_(o),o.nrow===0)throw new RangeError("the matrix has zero dimension");if(n.pivot){let{pivot:r,rank:a}=pt(o,n.tol??-1);return at(o),{r:j(o),pivot:r.map(i=>i-1),rank:a}}let t=mt(o);if(t>0)throw new Error(`the matrix is not positive definite: the leading minor of order ${t} is not positive`);return at(o),j(o)}function at(e){let n=e.nrow;for(let o=0;o<n;o++)for(let t=o+1;t<n;t++)e.data[t+o*n]=0}function mt(e){let n=e.nrow,o=e.data;for(let t=0;t<n;t++){let r=t*n,a=o[t+r];for(let i=0;i<t;i++)a-=o[i+r]*o[i+r];if(a<=0)return o[t+r]=a,t+1;a=Math.sqrt(a),o[t+r]=a;for(let i=t+1;i<n;i++){let s=i*n,f=o[t+s];for(let h=0;h<t;h++)f-=o[h+r]*o[h+s];o[t+s]=f/a}}return 0}function pt(e,n){let o=e.nrow,t=e.data,r=Array.from({length:o},(u,c)=>c+1),a=(u,c)=>u+c*o,i=(u,c)=>{let w=t[u];t[u]=t[c],t[c]=w},s=0;for(let u=1;u<o;u++)t[a(u,u)]>t[a(s,s)]&&(s=u);let f=t[a(s,s)];if(f<=0||Number.isNaN(f))return{pivot:r,rank:0};let h=n<0?o*Number.EPSILON*f:n,l=new Float64Array(2*o);for(let u=0;u<o;u++){for(let c=u;c<o;c++)u>0&&(l[c]+=t[a(u-1,c)]**2),l[o+c]=t[a(c,c)]-l[c];if(u>0){s=u;for(let c=u+1;c<o;c++)l[o+c]>l[o+s]&&(s=c);if(f=l[o+s],f<=h||Number.isNaN(f))return t[a(u,u)]=f,{pivot:r,rank:u}}if(u!==s){t[a(s,s)]=t[a(u,u)];for(let c=0;c<u;c++)i(a(c,u),a(c,s));for(let c=s+1;c<o;c++)i(a(u,c),a(s,c));for(let c=u+1;c<s;c++)i(a(u,c),a(c,s));[l[u],l[s]]=[l[s],l[u]],[r[u],r[s]]=[r[s],r[u]]}f=Math.sqrt(f),t[a(u,u)]=f;for(let c=u+1;c<o;c++){let w=t[a(u,c)];for(let m=0;m<u;m++)w-=t[a(m,u)]*t[a(m,c)];t[a(u,c)]=w/f}}return{pivot:r,rank:o}}function Xt(e,n={}){let o=I(e),t=n.size??o.ncol;if(!Number.isInteger(t)||t<1)throw new RangeError(`size must be a positive integer (got ${t})`);if(t>o.ncol)throw new RangeError(`size cannot exceed the number of columns (${o.ncol})`);if(t>o.nrow)throw new RangeError(`size cannot exceed the number of rows (${o.nrow})`);let r=x(t,t);for(let a=0;a<t;a++)for(let i=0;i<=a;i++)r.data[i+a*t]=o.data[i+a*o.nrow];Mt(r);for(let a=0;a<t;a++)for(let i=a+1;i<t;i++)r.data[i+a*t]=r.data[a+i*t];return j(r)}function Mt(e){let n=e.nrow,o=e.data;for(let t=0;t<n;t++)if(o[t+t*n]===0)throw new Error(`element (${t+1}, ${t+1}) is zero, so the inverse cannot be computed`);for(let t=0;t<n;t++){let r=t*n;o[t+r]=1/o[t+r];let a=-o[t+r];for(let i=0;i<t;i++){let s=o[i+r];if(s!==0){for(let f=0;f<i;f++)o[f+r]+=s*o[f+i*n];o[i+r]=s*o[i+i*n]}}for(let i=0;i<t;i++)o[i+r]*=a}for(let t=0;t<n;t++){let r=o[t+t*n];if(t<n-1){let a=0;for(let i=t;i<n;i++)a+=o[t+i*n]*o[t+i*n];o[t+t*n]=a;for(let i=0;i<t;i++)o[i+t*n]*=r;for(let i=t+1;i<n;i++){let s=o[t+i*n];if(s!==0)for(let f=0;f<t;f++)o[f+t*n]+=s*o[f+i*n]}}else for(let a=0;a<=t;a++)o[a+t*n]*=r}}export{x as a,R as b,q as c,I as d,j as e,S as f,_ as g,X as h,vt as i,yt as j,ct as k,kt as l,Nt as m,xt as n,K as o,jt as p,qt as q,$t as r,Ot as s,Qt as t,dt as u,Pt as v,Wt as w,Ut as x,Xt as y};

package/dist/descriptive/basic.d.ts

@@ -0,0 +1,73 @@
+import type { Sample } from "../htest/types.js";
+/** Options of the summaries that can drop missing values. */
+export interface NaRmOptions {
+    /** Drop `NaN` (R's `NA`) before computing. Default `false`: a `NaN` gives `NaN`. */
+    naRm?: boolean;
+}
+/** The values as an array, NaN dropped when naRm; undefined when a NaN remains (the result is then NaN) */
+export declare function values(x: Sample, naRm: boolean | undefined): number[] | undefined;
+/**
+ * Sum of the values. Equivalent to R's `sum()` for a numeric vector (0 for an empty one).
+ *
+ * @example
+ * ```ts
+ * sum([0.1, 0.2, 0.3]); // 0.6000000000000001 in plain JS addition, 0.6 here (correctly rounded)
+ * ```
+ */
+export declare function sum(x: Sample, options?: NaRmOptions): number;
+/**
+ * Product of the values. Equivalent to R's `prod()` (1 for an empty vector).
+ */
+export declare function prod(x: Sample, options?: NaRmOptions): number;
+/** Options for {@link mean}. */
+export interface MeanOptions extends NaRmOptions {
+    /** Fraction (0 to 0.5) of values trimmed from each end before the mean. Default `0`. */
+    trim?: number;
+}
+/**
+ * Arithmetic mean, optionally trimmed. Equivalent to R's `mean()`. Accurate to the last bit: the sum is taken in
+ * double-double and corrected by the mean deviation, as R corrects its long double mean.
+ */
+export declare function mean(x: Sample, options?: MeanOptions): number;
+/**
+ * Weighted mean `sum(x w) / sum(w)`. Equivalent to R's `weighted.mean()`: values with weight 0 do not enter the
+ * numerator (even if infinite or NaN), and `naRm` drops missing values of `x` with their weights.
+ */
+export declare function weightedMean(x: Sample, w: Sample, options?: NaRmOptions): number;
+/**
+ * Sample variance (denominator n - 1). Equivalent to R's `var()` for a vector (`NaN` for fewer than 2 values); named
+ * `variance` because `var` cannot be a name in JavaScript. For matrices use `cov`.
+ */
+export declare function variance(x: Sample, options?: NaRmOptions): number;
+/** Sample standard deviation (denominator n - 1). Equivalent to R's `sd()`. */
+export declare function sd(x: Sample, options?: NaRmOptions): number;
+/** Median of the values (the mean of the two middle ones for an even count). Equivalent to R's `median()`. */
+export declare function median(x: Sample, options?: NaRmOptions): number;
+/**
+ * `[min, max]` of the values. Equivalent to R's `range()` (`[NaN, NaN]` with a missing value unless `naRm`;
+ * `[Infinity, -Infinity]` for an empty vector).
+ */
+export declare function range(x: Sample, options?: NaRmOptions): [number, number];
+/** Running sums. Equivalent to R's `cumsum()`: each partial sum is rounded from an exact accumulator; `NaN` from the first `NaN` on. */
+export declare function cumsum(x: Sample): number[];
+/**
+ * Running products. Equivalent to R's `cumprod()`: products beyond the double range show as ±Infinity with the right
+ * sign, as R's long double accumulator does.
+ */
+export declare function cumprod(x: Sample): number[];
+/** Running maxima. Equivalent to R's `cummax()`: `NaN` from the first `NaN` on. */
+export declare function cummax(x: Sample): number[];
+/** Running minima. Equivalent to R's `cummin()`. */
+export declare function cummin(x: Sample): number[];
+/** Options for {@link diff}. */
+export interface DiffOptions {
+    /** Distance between the values subtracted. Default `1`. */
+    lag?: number;
+    /** Number of times differences are taken. Default `1`. */
+    differences?: number;
+}
+/**
+ * Lagged and iterated differences. Equivalent to R's `diff()` for a vector (empty when `lag * differences` is at
+ * least the length).
+ */
+export declare function diff(x: Sample, options?: DiffOptions): number[];

package/dist/descriptive/basic.js

@@ -0,0 +1,256 @@
+// Basic summaries of a numeric vector: R's sum, prod, mean (with trim), weighted.mean, var, sd, median, range,
+// cumsum, cumprod, cummax, cummin and diff.
+//
+// Written for rStats.js (no ported code). R accumulates sums and products in long double (64-bit mantissa) and
+// rounds once at the end; here they are accumulated in double-double (106 bits) and rounded once, which gives the
+// correctly rounded result in the same cases and more. Products keep a separate power-of-two exponent, so that
+// intermediate values beyond the double range do not overflow (as long double's wider exponent avoids in R).
+// As everywhere in rStats.js, NaN stands for R's NA: with `naRm` it is dropped, otherwise it propagates.
+import { mean as meanOf, meanDD, variance as varianceOf } from "../internal/summary.js";
+import { ddAdd, ddMul } from "../special/dd.js";
+/** The values as an array, NaN dropped when naRm; undefined when a NaN remains (the result is then NaN) */
+export function values(x, naRm) {
+    const xs = Array.from(x);
+    if (naRm)
+        return xs.filter((v) => !Number.isNaN(v));
+    return xs.some(Number.isNaN) ? undefined : xs;
+}
+/** Sum of finite values in double-double; with infinities the plain sum (Inf, -Inf or NaN) */
+function sumOf(xs) {
+    if (!xs.every(Number.isFinite))
+        return xs.reduce((a, b) => a + b, 0);
+    let s = [0, 0];
+    for (const v of xs)
+        s = ddAdd(s, [v, 0]);
+    return s[0] + s[1];
+}
+/**
+ * Sum of the values. Equivalent to R's `sum()` for a numeric vector (0 for an empty one).
+ *
+ * @example
+ * ```ts
+ * sum([0.1, 0.2, 0.3]); // 0.6000000000000001 in plain JS addition, 0.6 here (correctly rounded)
+ * ```
+ */
+export function sum(x, options = {}) {
+    const xs = values(x, options.naRm);
+    return xs === undefined ? NaN : sumOf(xs);
+}
+/**
+ * Product of the values. Equivalent to R's `prod()` (1 for an empty vector).
+ */
+export function prod(x, options = {}) {
+    const xs = values(x, options.naRm);
+    if (xs === undefined)
+        return NaN;
+    if (!xs.every(Number.isFinite) || xs.includes(0))
+        return xs.reduce((a, b) => a * b, 1);
+    // mantissa in double-double, exponent apart: value = (h + l) 2^e
+    let p = [1, 0];
+    let e = 0;
+    for (const v of xs) {
+        p = ddMul(p, [v, 0]);
+        const k = Math.floor(Math.log2(Math.abs(p[0])));
+        if (k > 500 || k < -500) {
+            const f = 2 ** -k;
+            p = [p[0] * f, p[1] * f];
+            e += k;
+        }
+    }
+    return scaled(p, e);
+}
+/**
+ * Arithmetic mean, optionally trimmed. Equivalent to R's `mean()`. Accurate to the last bit: the sum is taken in
+ * double-double and corrected by the mean deviation, as R corrects its long double mean.
+ */
+export function mean(x, options = {}) {
+    const xs = values(x, options.naRm);
+    if (xs === undefined)
+        return NaN;
+    const n = xs.length;
+    if (n === 0)
+        return NaN;
+    let trim = options.trim ?? 0;
+    if (Number.isNaN(trim))
+        throw new RangeError("'trim' must be numeric of length one");
+    if (trim > 0 && n > 0) {
+        if (trim >= 0.5)
+            return median(xs);
+        trim = Math.max(trim, 0);
+        const lo = Math.floor(n * trim);
+        const s = [...xs].sort((a, b) => a - b);
+        return meanOf(s.slice(lo, n - lo));
+    }
+    return meanOf(xs);
+}
+/**
+ * Weighted mean `sum(x w) / sum(w)`. Equivalent to R's `weighted.mean()`: values with weight 0 do not enter the
+ * numerator (even if infinite or NaN), and `naRm` drops missing values of `x` with their weights.
+ */
+export function weightedMean(x, w, options = {}) {
+    let xs = Array.from(x);
+    let ws = Array.from(w);
+    if (xs.length !== ws.length)
+        throw new RangeError("'x' and 'w' must have the same length");
+    if (options.naRm) {
+        const keep = xs.map((v) => !Number.isNaN(v));
+        xs = xs.filter((_, i) => keep[i]);
+        ws = ws.filter((_, i) => keep[i]);
+    }
+    const prods = [];
+    for (let i = 0; i < xs.length; i++)
+        if (ws[i] !== 0)
+            prods.push(xs[i] * ws[i]);
+    return sumOf(prods) / sumOf(ws);
+}
+/**
+ * Sample variance (denominator n - 1). Equivalent to R's `var()` for a vector (`NaN` for fewer than 2 values); named
+ * `variance` because `var` cannot be a name in JavaScript. For matrices use `cov`.
+ */
+export function variance(x, options = {}) {
+    const xs = values(x, options.naRm);
+    if (xs === undefined)
+        return NaN;
+    return varianceOf(xs);
+}
+/** Sample standard deviation (denominator n - 1). Equivalent to R's `sd()`. */
+export function sd(x, options = {}) {
+    return Math.sqrt(variance(x, options));
+}
+/** Median of the values (the mean of the two middle ones for an even count). Equivalent to R's `median()`. */
+export function median(x, options = {}) {
+    const xs = values(x, options.naRm);
+    if (xs === undefined)
+        return NaN;
+    const n = xs.length;
+    if (n === 0)
+        return NaN;
+    const s = [...xs].sort((a, b) => a - b);
+    const h = Math.floor(n / 2);
+    return n % 2 === 1 ? s[h] : meanDD([s[h - 1], s[h]])[0];
+}
+/**
+ * `[min, max]` of the values. Equivalent to R's `range()` (`[NaN, NaN]` with a missing value unless `naRm`;
+ * `[Infinity, -Infinity]` for an empty vector).
+ */
+export function range(x, options = {}) {
+    const xs = values(x, options.naRm);
+    if (xs === undefined)
+        return [NaN, NaN];
+    let lo = Infinity;
+    let hi = -Infinity;
+    for (const v of xs) {
+        if (v < lo)
+            lo = v;
+        if (v > hi)
+            hi = v;
+    }
+    return [lo, hi];
+}
+/** Running sums. Equivalent to R's `cumsum()`: each partial sum is rounded from an exact accumulator; `NaN` from the first `NaN` on. */
+export function cumsum(x) {
+    const out = [];
+    let s = [0, 0];
+    let plain = 0;
+    let exact = true;
+    for (const v of Array.from(x)) {
+        plain += v;
+        if (exact && Number.isFinite(v)) {
+            s = ddAdd(s, [v, 0]);
+            out.push(s[0] + s[1]);
+        }
+        else {
+            exact = false;
+            out.push(Number.isNaN(v) || Number.isNaN(plain) ? NaN : plain);
+        }
+    }
+    return out;
+}
+/**
+ * Running products. Equivalent to R's `cumprod()`: products beyond the double range show as ±Infinity with the right
+ * sign, as R's long double accumulator does.
+ */
+export function cumprod(x) {
+    const out = [];
+    // exact while the factors are finite and non-zero: double-double mantissa times 2^e
+    let p = [1, 0];
+    let e = 0;
+    let plain;
+    for (const v of Array.from(x)) {
+        if (plain === undefined && (!Number.isFinite(v) || v === 0))
+            plain = scaled(p, e);
+        if (plain !== undefined) {
+            plain *= v;
+            out.push(plain);
+            continue;
+        }
+        p = ddMul(p, [v, 0]);
+        const k = Math.floor(Math.log2(Math.abs(p[0])));
+        if (k > 500 || k < -500) {
+            p = [p[0] * 2 ** -k, p[1] * 2 ** -k];
+            e += k;
+        }
+        out.push(scaled(p, e));
+    }
+    return out;
+}
+/** (h + l) 2^e rounded to double (±Infinity or 0 beyond the range) */
+function scaled(p, e) {
+    let r = p[0] + p[1];
+    while (e > 0 && Number.isFinite(r)) {
+        const s = Math.min(e, 1000);
+        r *= 2 ** s;
+        e -= s;
+    }
+    while (e < 0 && r !== 0) {
+        const s = Math.max(e, -1000);
+        r *= 2 ** s;
+        e -= s;
+    }
+    return r;
+}
+function cumExtreme(x, better) {
+    const out = [];
+    let m = NaN;
+    let seenNaN = false;
+    for (const v of Array.from(x)) {
+        if (seenNaN || Number.isNaN(v)) {
+            seenNaN = true;
+            out.push(NaN);
+            continue;
+        }
+        if (out.length === 0 || better(v, m))
+            m = v;
+        out.push(m);
+    }
+    return out;
+}
+/** Running maxima. Equivalent to R's `cummax()`: `NaN` from the first `NaN` on. */
+export function cummax(x) {
+    return cumExtreme(x, (a, b) => a > b);
+}
+/** Running minima. Equivalent to R's `cummin()`. */
+export function cummin(x) {
+    return cumExtreme(x, (a, b) => a < b);
+}
+/**
+ * Lagged and iterated differences. Equivalent to R's `diff()` for a vector (empty when `lag * differences` is at
+ * least the length).
+ */
+export function diff(x, options = {}) {
+    const lag = options.lag ?? 1;
+    const differences = options.differences ?? 1;
+    if (!(Number.isInteger(lag) && lag >= 1 && Number.isInteger(differences) && differences >= 1)) {
+        throw new RangeError("'lag' and 'differences' must be integers >= 1");
+    }
+    let r = Array.from(x);
+    if (lag * differences >= r.length)
+        return [];
+    for (let d = 0; d < differences; d++) {
+        const next = [];
+        for (let i = lag; i < r.length; i++)
+            next.push(r[i] - r[i - lag]);
+        r = next;
+    }
+    return r;
+}

package/dist/descriptive/cov.d.ts

@@ -0,0 +1,39 @@
+import type { Sample } from "../htest/types.js";
+/** Correlation or covariance method, as R's `method`. */
+export type CorMethod = "pearson" | "kendall" | "spearman";
+/** Handling of missing values, as R's `use`. */
+export type CorUse = "everything" | "all.obs" | "complete.obs" | "na.or.complete" | "pairwise.complete.obs";
+/** Options for {@link cov} and {@link cor}. */
+export interface CovOptions {
+    /** Default `"pearson"`. Unambiguous abbreviations are accepted. */
+    method?: CorMethod | (string & {});
+    /** Default `"everything"`. Unambiguous abbreviations are accepted. */
+    use?: CorUse | (string & {});
+}
+type Input = Sample | readonly (readonly number[])[];
+/**
+ * Covariance of two vectors, or covariance matrix of the columns of a matrix (or between the columns of `x` and `y`).
+ * Equivalent to R's `cov()`.
+ *
+ * @example
+ * ```ts
+ * cov([1, 2, 3, 4], [2, 4, 5, 9]);   // 3.6666666666666665
+ * cov([[1, 2], [2, 4], [3, 5], [4, 9]]); // 2 x 2 matrix
+ * ```
+ */
+export declare function cov(x: Sample, y: Sample, options?: CovOptions): number;
+export declare function cov(x: Input, y?: Input, options?: CovOptions): number | number[][];
+/**
+ * Correlation of two vectors, or correlation matrix of the columns of a matrix (or between the columns of `x` and
+ * `y`). Equivalent to R's `cor()`. Pearson correlations are computed in double-double, so they can be slightly more
+ * accurate than R's (exactly 1 for perfectly correlated data).
+ *
+ * @example
+ * ```ts
+ * cor([1, 2, 3, 4], [2, 4, 5, 9]);                          // 0.9561828874675149
+ * cor([1, 2, 3, 4], [2, 4, 5, 9], { method: "spearman" });  // 1
+ * ```
+ */
+export declare function cor(x: Sample, y: Sample, options?: CovOptions): number;
+export declare function cor(x: Input, y?: Input, options?: CovOptions): number | number[][];
+export {};