@numero-uno-jpn/rstats 0.5.0 → 0.6.1

package/dist/distributions/summary.js

@@ -0,0 +1,289 @@
+// Summaries of a distribution: mean, variance, standard deviation, median, mode, skewness and excess kurtosis.
+//
+// Written for rStats.js from the textbook closed forms (no ported code). Conventions: a moment that does not exist
+// is NaN (the Cauchy mean; the variance when the mean is infinite), an infinite one is Infinity (the variance of t
+// with 1 < df <= 2, the mean of a Pareto with a <= 1); the skewness and kurtosis of the heavy-tailed invgamma,
+// pareto and F distributions are NaN where they are undefined. The median is q(0.5) (for a discrete distribution
+// the smallest x with F(x) >= 1/2). The mode is the maximum of the density: NaN when it is not unique (uniform,
+// beta(1, 1), beta with both shapes below 1, arcsine), the larger of two adjacent maxima of a discrete
+// distribution, and the end point where the density diverges (gamma with shape < 1).
+import { dqagie, dqagse } from "../integrate/quadpack.js";
+import { ddAdd, ddMul, ddSub } from "../special/dd.js";
+import { gamma as gammaFn } from "../special/gamma.js";
+import { lbeta } from "../special/beta.js";
+import { qgamma } from "./gamma.js";
+import { qchisq } from "./chisq.js";
+import { qbeta } from "./beta.js";
+import { qf } from "./f.js";
+import { dweibull1, qweibull } from "./weibull.js";
+import { qbinom } from "./binomial.js";
+import { qpois } from "./poisson.js";
+import { qgeom } from "./geometric.js";
+import { qnbinom } from "./negbinomial.js";
+import { qhyper } from "./hypergeometric.js";
+import { qinvgamma } from "./invgamma.js";
+import { dkumar1, pkumar1, qkumar, qkumar1 } from "./kumaraswamy.js";
+import { qtriang } from "./triangular.js";
+import { qarcsine } from "./arcsine.js";
+const NAN = { mean: NaN, variance: NaN, sd: NaN, median: NaN, mode: NaN, skewness: NaN, kurtosis: NaN };
+function make(mean, variance, median, mode, skewness, kurtosis) {
+    return { mean, variance, sd: Math.sqrt(variance), median, mode, skewness, kurtosis };
+}
+/**
+ * Variance, skewness and excess kurtosis from the central moments E[(X - mean)^n], integrated numerically from the
+ * density on each side of the mean (no cancellation inside either part): the textbook route through the raw moments
+ * cancels badly when the spread is small against the mean (Weibull with a large shape loses 9 digits of the kurtosis
+ * that way)
+ */
+function shape(f, mean, lower, upper) {
+    return central((t) => t, f, mean, mean, lower, upper);
+}
+/** shape() over t: x(t) with weight w(t), the integral split at t = split where x = mean */
+function central(x, w, mean, split, lower, upper) {
+    const tol = 50 * Number.EPSILON;
+    const c = [2, 3, 4].map((n) => {
+        const g = (t) => (x(t) - mean) ** n * w(t);
+        const left = dqagse(g, lower, split, 0, tol, 200).result;
+        const right = upper === Infinity ? dqagie(g, split, 1, 0, tol, 200).result : dqagse(g, split, upper, 0, tol, 200).result;
+        return left + right;
+    });
+    const v = c[0];
+    return { variance: v, skewness: c[1] / v ** 1.5, kurtosis: c[2] / (v * v) - 3 };
+}
+/** floor(a b) of the exact product (a b rounded to double may cross an integer) */
+function floorProduct(a, b) {
+    const [h, l] = ddMul([a, 0], [b, 0]);
+    const f = Math.floor(h);
+    return h === f && l < 0 ? f - 1 : f;
+}
+/** Whether a b <= c exactly (a, b, c doubles) */
+function productAtMost(a, b, c) {
+    const d = ddSub(ddMul(a, [b, 0]), [c, 0]);
+    return d[0] + d[1] <= 0;
+}
+const has = (o, k) => o[k] !== undefined;
+/**
+ * Mean, variance, standard deviation, median, mode, skewness and excess kurtosis of a distribution, given by the
+ * name of its d/p/q/r functions and their parameters (with the same names and defaults; `gamma` takes `rate` or
+ * `scale`, `nbinom` takes `prob` or `mu`). Invalid parameters give NaN throughout.
+ *
+ * @example
+ * ```ts
+ * distSummary("gamma", { shape: 2.5, rate: 2 }); // { mean: 1.25, variance: 0.625, ..., mode: 0.75, kurtosis: 2.4 }
+ * distSummary("binom", { size: 9, prob: 0.5 }).mode; // 5 (4 and 5 are equally likely: the larger)
+ * ```
+ */
+export function distSummary(distribution, params = {}) {
+    const P = params;
+    switch (distribution) {
+        case "norm": {
+            const { mean = 0, sd = 1 } = P;
+            if (!(Number.isFinite(mean) && sd > 0 && Number.isFinite(sd)))
+                return NAN;
+            return make(mean, sd * sd, mean, mean, 0, 0);
+        }
+        case "lnorm": {
+            const { meanlog = 0, sdlog = 1 } = P;
+            if (!(Number.isFinite(meanlog) && sdlog > 0 && Number.isFinite(sdlog)))
+                return NAN;
+            const s2 = sdlog * sdlog;
+            const em1 = Math.expm1(s2);
+            const w = Math.exp(s2);
+            return make(Math.exp(meanlog + s2 / 2), em1 * Math.exp(2 * meanlog + s2), Math.exp(meanlog), Math.exp(meanlog - s2), (w + 2) * Math.sqrt(em1), 
+            // w^4 + 2 w^3 + 3 w^2 - 6 with w = 1 + em1, expanded in em1 (the w form cancels for small sdlog)
+            em1 * (16 + em1 * (15 + em1 * (6 + em1))));
+        }
+        case "unif": {
+            const { min = 0, max = 1 } = P;
+            if (!(Number.isFinite(min) && Number.isFinite(max) && min < max))
+                return NAN;
+            const m = min + (max - min) / 2;
+            return make(m, (max - min) ** 2 / 12, m, NaN, 0, -1.2);
+        }
+        case "exp": {
+            const { rate = 1 } = P;
+            if (!(rate > 0 && Number.isFinite(rate)))
+                return NAN;
+            return make(1 / rate, 1 / (rate * rate), Math.LN2 / rate, 0, 2, 6);
+        }
+        case "gamma": {
+            const k = P.shape ?? NaN;
+            const scale = has(P, "scale") ? P.scale : 1 / (P.rate ?? 1);
+            if (!(k > 0 && Number.isFinite(k) && scale > 0 && Number.isFinite(scale)))
+                return NAN;
+            return make(k * scale, k * scale * scale, qgamma(0.5, k, { scale }), k >= 1 ? (k - 1) * scale : 0, 2 / Math.sqrt(k), 6 / k);
+        }
+        case "chisq": {
+            const df = P.df ?? NaN;
+            if (!(df > 0 && Number.isFinite(df)))
+                return NAN;
+            return make(df, 2 * df, qchisq(0.5, df), Math.max(df - 2, 0), Math.sqrt(8 / df), 12 / df);
+        }
+        case "beta": {
+            const a = P.shape1 ?? NaN;
+            const b = P.shape2 ?? NaN;
+            if (!(a > 0 && b > 0 && Number.isFinite(a) && Number.isFinite(b)))
+                return NAN;
+            const s = a + b;
+            let mode;
+            if (a > 1 && b > 1)
+                mode = (a - 1) / (s - 2);
+            else if ((a === 1 && b === 1) || (a < 1 && b < 1))
+                mode = NaN;
+            else
+                mode = a <= 1 && b >= 1 ? 0 : 1;
+            return make(a / s, (a * b) / (s * s * (s + 1)), qbeta(0.5, a, b), mode, (2 * (b - a) * Math.sqrt(s + 1)) / ((s + 2) * Math.sqrt(a * b)), (6 * ((a - b) ** 2 * (s + 1) - a * b * (s + 2))) / (a * b * (s + 2) * (s + 3)));
+        }
+        case "t": {
+            const df = P.df ?? NaN;
+            if (!(df > 0))
+                return NAN;
+            const variance = df > 2 ? (df === Infinity ? 1 : df / (df - 2)) : df > 1 ? Infinity : NaN;
+            const kurtosis = df > 4 ? (df === Infinity ? 0 : 6 / (df - 4)) : df > 2 ? Infinity : NaN;
+            return make(df > 1 ? 0 : NaN, variance, 0, 0, df > 3 ? 0 : NaN, kurtosis);
+        }
+        case "f": {
+            const d1 = P.df1 ?? NaN;
+            const d2 = P.df2 ?? NaN;
+            if (!(d1 > 0 && d2 > 0 && Number.isFinite(d1) && Number.isFinite(d2)))
+                return NAN;
+            const mean = d2 > 2 ? d2 / (d2 - 2) : NaN;
+            const variance = d2 > 4 ? (2 * d2 * d2 * (d1 + d2 - 2)) / (d1 * (d2 - 2) ** 2 * (d2 - 4)) : d2 > 2 ? Infinity : NaN;
+            const skewness = d2 > 6 ? ((2 * d1 + d2 - 2) * Math.sqrt(8 * (d2 - 4))) / ((d2 - 6) * Math.sqrt(d1 * (d1 + d2 - 2))) : NaN;
+            const kurtosis = d2 > 8
+                ? (12 * (d1 * (5 * d2 - 22) * (d1 + d2 - 2) + (d2 - 4) * (d2 - 2) ** 2)) / (d1 * (d2 - 6) * (d2 - 8) * (d1 + d2 - 2))
+                : NaN;
+            return make(mean, variance, qf(0.5, d1, d2), d1 > 2 ? ((d1 - 2) / d1) * (d2 / (d2 + 2)) : 0, skewness, kurtosis);
+        }
+        case "cauchy": {
+            const { location = 0, scale = 1 } = P;
+            if (!(Number.isFinite(location) && scale > 0 && Number.isFinite(scale)))
+                return NAN;
+            return make(NaN, NaN, location, location, NaN, NaN);
+        }
+        case "weibull": {
+            const k = P.shape ?? NaN;
+            const lam = P.scale ?? 1;
+            if (!(k > 0 && Number.isFinite(k) && lam > 0 && Number.isFinite(lam)))
+                return NAN;
+            const mean = gammaFn(1 + 1 / k);
+            const s = shape((x) => dweibull1(x, k, 1, false), mean, 0, Infinity);
+            return make(lam * mean, lam * lam * s.variance, qweibull(0.5, k, { scale: lam }), k > 1 ? lam * Math.pow((k - 1) / k, 1 / k) : 0, s.skewness, s.kurtosis);
+        }
+        case "logis": {
+            const { location = 0, scale = 1 } = P;
+            if (!(Number.isFinite(location) && scale > 0 && Number.isFinite(scale)))
+                return NAN;
+            return make(location, (scale * scale * Math.PI * Math.PI) / 3, location, location, 0, 1.2);
+        }
+        case "binom": {
+            const n = P.size ?? NaN;
+            const p = P.prob ?? NaN;
+            if (!(Number.isInteger(n) && n >= 0 && p >= 0 && p <= 1))
+                return NAN;
+            const q = 1 - p;
+            // P(x) >= P(x - 1) exactly when x <= (n + 1) p
+            return make(n * p, n * p * q, qbinom(0.5, n, p), Math.min(n, floorProduct(n + 1, p)), (q - p) / Math.sqrt(n * p * q), (1 - 6 * p * q) / (n * p * q));
+        }
+        case "pois": {
+            const lambda = P.lambda ?? NaN;
+            if (!(lambda > 0 && Number.isFinite(lambda)))
+                return NAN;
+            return make(lambda, lambda, qpois(0.5, lambda), Math.floor(lambda), 1 / Math.sqrt(lambda), 1 / lambda);
+        }
+        case "geom": {
+            const p = P.prob ?? NaN;
+            if (!(p > 0 && p <= 1))
+                return NAN;
+            const q = 1 - p;
+            return make(q / p, q / (p * p), qgeom(0.5, p), 0, (2 - p) / Math.sqrt(q), 6 + (p * p) / q);
+        }
+        case "nbinom": {
+            const r = P.size ?? NaN;
+            if (!(r > 0 && Number.isFinite(r)))
+                return NAN;
+            const p = has(P, "mu") ? r / (r + P.mu) : (P.prob ?? NaN);
+            if (!(p > 0 && p <= 1))
+                return NAN;
+            const q = 1 - p;
+            const opts = has(P, "mu") ? { mu: P.mu } : { prob: p };
+            // P(x) >= P(x - 1) exactly when x p <= (r - 1)(1 - p), i.e. (x + r - 1) p <= r - 1 (with mu: x r <= (r - 1) mu)
+            const ok = (x) => has(P, "mu") ? productAtMost([x, 0], r, (r - 1) * P.mu) : productAtMost(ddAdd([r - 1, 0], [x, 0]), p, r - 1);
+            let mode = 0;
+            if (r > 1) {
+                mode = Math.max(0, Math.floor(((r - 1) * q) / p) - 1);
+                while (ok(mode + 1))
+                    mode++;
+                while (mode > 0 && !ok(mode))
+                    mode--;
+            }
+            return make((r * q) / p, (r * q) / (p * p), qnbinom(0.5, r, opts), mode, (2 - p) / Math.sqrt(r * q), 6 / r + (p * p) / (r * q));
+        }
+        case "hyper": {
+            const m = P.m ?? NaN;
+            const n = P.n ?? NaN;
+            const k = P.k ?? NaN;
+            if (!([m, n, k].every((v) => Number.isInteger(v) && v >= 0) && k <= m + n))
+                return NAN;
+            const N = m + n;
+            const mo = Math.floor(((k + 1) * (m + 1)) / (N + 2));
+            const kurt = ((N - 1) * N * N * (N * (N + 1) - 6 * m * n - 6 * k * (N - k)) + 6 * k * m * n * (N - k) * (5 * N - 6)) /
+                (k * m * n * (N - k) * (N - 2) * (N - 3));
+            return make((k * m) / N, (((k * m) / N) * (n / N) * (N - k)) / (N - 1), qhyper(0.5, m, n, k), mo, ((N - 2 * m) * Math.sqrt(N - 1) * (N - 2 * k)) / (Math.sqrt(k * m * n * (N - k)) * (N - 2)), kurt);
+        }
+        case "invgamma": {
+            const a = P.alpha ?? NaN;
+            const b = P.beta ?? 1;
+            if (!(a > 0 && Number.isFinite(a) && b > 0 && Number.isFinite(b)))
+                return NAN;
+            return make(a > 1 ? b / (a - 1) : Infinity, a > 2 ? (b * b) / ((a - 1) ** 2 * (a - 2)) : a > 1 ? Infinity : NaN, qinvgamma(0.5, a, { beta: b }), b / (a + 1), a > 3 ? (4 * Math.sqrt(a - 2)) / (a - 3) : NaN, a > 4 ? (30 * a - 66) / ((a - 3) * (a - 4)) : NaN);
+        }
+        case "kumar": {
+            const a = P.a ?? NaN;
+            const b = P.b ?? NaN;
+            if (!(a > 0 && b > 0 && Number.isFinite(a) && Number.isFinite(b)))
+                return NAN;
+            // mean b B(1 + 1/a, b)
+            const mean = b * Math.exp(lbeta(1 + 1 / a, b));
+            // over the density, or over u = F(x) when the density diverges at 1 (b < 1: there the quantile is smooth)
+            const s = b < 1
+                ? central((u) => qkumar1(u, a, b, true, false), () => 1, mean, pkumar1(mean, a, b, true, false), 0, 1)
+                : shape((x) => dkumar1(x, a, b, false), mean, 0, 1);
+            let mode;
+            if (a >= 1 && b >= 1)
+                mode = a === 1 && b === 1 ? NaN : Math.pow((a - 1) / (a * b - 1), 1 / a);
+            else if (a < 1 && b < 1)
+                mode = NaN;
+            else
+                mode = a < 1 ? 0 : 1;
+            return make(mean, s.variance, qkumar(0.5, a, b), mode, s.skewness, s.kurtosis);
+        }
+        case "pareto": {
+            const { a = 1, b = 1 } = P;
+            if (!(a > 0 && Number.isFinite(a) && b > 0 && Number.isFinite(b)))
+                return NAN;
+            return make(a > 1 ? (a * b) / (a - 1) : Infinity, a > 2 ? (b * b * a) / ((a - 1) ** 2 * (a - 2)) : a > 1 ? Infinity : NaN, b * Math.pow(2, 1 / a), b, a > 3 ? ((2 * (1 + a)) / (a - 3)) * Math.sqrt((a - 2) / a) : NaN, a > 4 ? (6 * (a ** 3 + a * a - 6 * a - 2)) / (a * (a - 3) * (a - 4)) : NaN);
+        }
+        case "triang": {
+            const { a = -1, b = 1 } = P;
+            const c = P.c ?? (a + b) / 2;
+            if (!(Number.isFinite(a) && Number.isFinite(b) && a < b && a <= c && c <= b))
+                return NAN;
+            const q = a * a + b * b + c * c - a * b - a * c - b * c;
+            return make((a + b + c) / 3, q / 18, qtriang(0.5, { a, b, c }), c, (Math.SQRT2 * (a + b - 2 * c) * (2 * a - b - c) * (a - 2 * b + c)) / (5 * q ** 1.5), -0.6);
+        }
+        case "laplace": {
+            const { mu = 0, sigma = 1 } = P;
+            if (!(Number.isFinite(mu) && sigma > 0 && Number.isFinite(sigma)))
+                return NAN;
+            return make(mu, 2 * sigma * sigma, mu, mu, 0, 3);
+        }
+        case "arcsine": {
+            const { a = 0, b = 1 } = P;
+            if (!(Number.isFinite(a) && Number.isFinite(b) && a < b))
+                return NAN;
+            return make(a + (b - a) / 2, (b - a) ** 2 / 8, qarcsine(0.5, { a, b }), NaN, 0, -1.5);
+        }
+    }
+    throw new RangeError(`unknown distribution '${String(distribution)}'`);
+}

package/dist/distributions/triangular.d.ts

@@ -0,0 +1,25 @@
+import { type Vectorizable, type VectorResult } from "../internal/vectorize.js";
+import { type DensityOptions, type TailOptions } from "../internal/dpq.js";
+/** Limits and mode of the triangular distribution. */
+export interface TriangParams {
+    /** Minimum. Default `-1`. */
+    a?: number;
+    /** Maximum. Default `1`. */
+    b?: number;
+    /** Mode. Default `(a + b) / 2`. */
+    c?: number;
+}
+export declare function dtriang1(x: number, a: number, b: number, c: number, log: boolean): number;
+export declare function ptriang1(q: number, a: number, b: number, c: number, lowerTail: boolean, logP: boolean): number;
+export declare function qtriang1(p: number, a: number, b: number, c: number, lowerTail: boolean, logP: boolean): number;
+/**
+ * Density of the triangular distribution. Equivalent to `extraDistr::dtriang(x, a = -1, b = 1, c = (a + b)/2, log = FALSE)`.
+ *
+ * @param x - Value(s) at which to evaluate: a number, `number[]` or `Float64Array`. The result has the same shape.
+ * @param options - `a`, `b` and `c` (see {@link TriangParams}) and `log` (see {@link DensityOptions}).
+ */
+export declare function dtriang<T extends Vectorizable>(x: T, options?: TriangParams & DensityOptions): VectorResult<T>;
+/** Distribution function of the triangular distribution. Equivalent to `extraDistr::ptriang(q, a, b, c, lower.tail, log.p)`. */
+export declare function ptriang<T extends Vectorizable>(q: T, options?: TriangParams & TailOptions): VectorResult<T>;
+/** Quantile function of the triangular distribution. Equivalent to `extraDistr::qtriang(p, a, b, c, lower.tail, log.p)`. */
+export declare function qtriang<T extends Vectorizable>(p: T, options?: TriangParams & TailOptions): VectorResult<T>;

package/dist/distributions/triangular.js

@@ -0,0 +1,87 @@
+// Triangular distribution dtriang / ptriang / qtriang (extraDistr's names: minimum a, maximum b, mode c).
+//
+// Written for rStats.js (no ported code). With w = b - a:
+//   f(x) = 2 (x - a) / (w (c - a)) left of c, 2 (b - x) / (w (b - c)) right of it;
+//   P[X <= x] = (x - a)^2 / (w (c - a)) left of c,   P[X > x] = (b - x)^2 / (w (b - c)) right of it.
+// Each tail is computed from its own end, and the quantile from the tail it falls in.
+import { vectorize } from "../internal/vectorize.js";
+import { d0, dt0, dt1, quantileBoundaries } from "../internal/dpq.js";
+const valid = (a, b, c) => Number.isFinite(a) && Number.isFinite(b) && a < b && a <= c && c <= b;
+export function dtriang1(x, a, b, c, log) {
+    if (Number.isNaN(x) || !valid(a, b, c))
+        return NaN;
+    if (x < a || x > b)
+        return d0(log);
+    const w = b - a;
+    if (x === c)
+        return log ? Math.log(2 / w) : 2 / w;
+    // the density is (2 / w) (1 - r), r the fraction of the way from the mode to the end on x's side; near the mode
+    // 1 - r from r (x - c is exact there), elsewhere from the distance to the end
+    const r = x < c ? (c - x) / (c - a) : (x - c) / (b - c);
+    if (r < 0.5)
+        return log ? Math.log(2 / w) + Math.log1p(-r) : (2 / w) * (1 - r);
+    const d = x < c ? (2 * (x - a)) / (w * (c - a)) : (2 * (b - x)) / (w * (b - c));
+    return log ? Math.log(d) : d;
+}
+export function ptriang1(q, a, b, c, lowerTail, logP) {
+    if (Number.isNaN(q) || !valid(a, b, c))
+        return NaN;
+    if (q <= a)
+        return dt0(lowerTail, logP);
+    if (q >= b)
+        return dt1(lowerTail, logP);
+    const w = b - a;
+    // the far tail as a sum of positive terms: 1 - (q - a)^2 / (w (c - a)) = (b - c) / w + (c - q)(q + c - 2a) / (w (c - a))
+    let lower;
+    let upper;
+    if (q <= c) {
+        lower = ((q - a) * (q - a)) / (w * (c - a));
+        upper = (b - c) / w + ((c - q) * (q - a + (c - a))) / (w * (c - a));
+    }
+    else {
+        upper = ((b - q) * (b - q)) / (w * (b - c));
+        lower = (c - a) / w + ((q - c) * (b - q + (b - c))) / (w * (b - c));
+    }
+    const v = lowerTail ? lower : upper;
+    if (!logP)
+        return v;
+    // the log of a probability above 1/2 from the other tail
+    return v > 0.5 ? Math.log1p(-(lowerTail ? upper : lower)) : Math.log(v);
+}
+export function qtriang1(p, a, b, c, lowerTail, logP) {
+    if (Number.isNaN(p) || !valid(a, b, c))
+        return NaN;
+    const bd = quantileBoundaries(p, a, b, lowerTail, logP);
+    if (bd !== undefined)
+        return bd;
+    const w = b - a;
+    const pv = logP ? Math.exp(p) : p;
+    const lower = lowerTail ? pv : logP ? -Math.expm1(p) : 1 - p;
+    const upper = lowerTail ? (logP ? -Math.expm1(p) : 1 - p) : pv;
+    if (lower <= (c - a) / w)
+        return a + Math.sqrt(lower * w * (c - a));
+    return b - Math.sqrt(upper * w * (b - c));
+}
+/**
+ * Density of the triangular distribution. Equivalent to `extraDistr::dtriang(x, a = -1, b = 1, c = (a + b)/2, log = FALSE)`.
+ *
+ * @param x - Value(s) at which to evaluate: a number, `number[]` or `Float64Array`. The result has the same shape.
+ * @param options - `a`, `b` and `c` (see {@link TriangParams}) and `log` (see {@link DensityOptions}).
+ */
+export function dtriang(x, options = {}) {
+    const { a = -1, b = 1, log = false } = options;
+    const c = options.c ?? (a + b) / 2;
+    return vectorize(x, (v) => dtriang1(v, a, b, c, log));
+}
+/** Distribution function of the triangular distribution. Equivalent to `extraDistr::ptriang(q, a, b, c, lower.tail, log.p)`. */
+export function ptriang(q, options = {}) {
+    const { a = -1, b = 1, lowerTail = true, logP = false } = options;
+    const c = options.c ?? (a + b) / 2;
+    return vectorize(q, (v) => ptriang1(v, a, b, c, lowerTail, logP));
+}
+/** Quantile function of the triangular distribution. Equivalent to `extraDistr::qtriang(p, a, b, c, lower.tail, log.p)`. */
+export function qtriang(p, options = {}) {
+    const { a = -1, b = 1, lowerTail = true, logP = false } = options;
+    const c = options.c ?? (a + b) / 2;
+    return vectorize(p, (v) => qtriang1(v, a, b, c, lowerTail, logP));
+}

package/dist/distributions.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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p=Math.abs(a-j);if(p<=20||p>=lt/2-1){let h=1;if(j<a)for(let d=j+1;d<=a;d++)h*=s/d-f;else if(j>a)for(let d=a+1;d<=j;d++)h/=s/d-f;if(m<=h)break}else{let h=p/lt*((p*(p/3+.625)+.1666666666666)/lt+.5),d=-p*p/(2*lt),k=Math.log(m);if(k<d-h)break;if(k<=d+h){let it=a+1,ht=j+1,dt=t+1-j,J=t-a+1;if(k<=pt*Math.log(ht/it)+(t-j+.5)*Math.log(dt/J)+(a-j)*Math.log(J*i/(it*o))+$t(ht)+$t(dt)+$t(it)+$t(J))break}}}return Hr>.5&&(a=t-a),a}function pu(r,n,e){return x(r,()=>Jt(n,e))}function hu(r,n,e){if(!Number.isFinite(n)||n<0||Math.round(n)!==n)throw new RangeError("size must be a non-negative integer");let t=0;for(let f of e){if(!Number.isFinite(f)||f<0)throw new RangeError("prob must contain non-negative finite numbers");t+=f}if(t===0)throw new RangeError("prob must contain at least one positive value");let i=e.map(f=>f/t),o=i.length,u=()=>{let f=new Array(o).fill(0),s=n,N=1;for(let a=0;a<o-1;a++){if(i[a]){let c=i[a]/N;f[a]=c<1?Jt(s,c):s,s-=f[a]}if(s<=0)return f;N-=i[a]}return f[o-1]=s,f};if(!Number.isFinite(r)||r<0)throw new RangeError("n must be a non-negative finite number");return Array.from({length:Math.trunc(r)},u)}function du(r,n){return x(r,()=>{if(Number.isNaN(n))return NaN;let e=Math.round(n);if(e<0)return NaN;if(e===0)return 0;let t=0;for(let i=1;i<=e;i++)t+=i*Math.floor(M()+.5);return t})}function Mu(r,n,e){return x(r,()=>{if(Number.isNaN(n)||Number.isNaN(e))return NaN;let t=Math.round(n),i=Math.round(e);if(t<0||i<0)return NaN;if(t===0||i===0)return 0;let o=t+i,u=new Int32Array(o);for(let s=0;s<o;s++)u[s]=s;let f=0;for(let s=0;s<i;s++){let N=tt(o);f+=u[N],u[N]=u[--o]}return f-i*(i-1)/2})}function bu(r,n={}){return Zn(r,n).map(e=>e-1)}function Zn(r,n){if(!Number.isFinite(r)||r<0||r>=2**31)throw new RangeError("n must be a non-negative number less than 2^31");r=Math.trunc(r);let{replace:e=!1,prob:t}=n,i=n.size!==void 0,o=i?n.size:r;if(!Number.isFinite(o)||o<0)throw new RangeError("size must be a non-negative number");let u=Math.trunc(o);if(t!==void 0){if(t.length!==r)throw new TypeError("prob must have length n");let a=xu(t,u,e);if(e){let c=0;for(let m=0;m<r;m++)r*a[m]>.1&&c++;return c>200?wu(a,u):Fu(a,u)}if(u>r)throw new RangeError("cannot take a sample larger than the population when replace is false");return qu(a,u)}if(!e&&u>r)throw new RangeError("cannot take a sample larger than the population when replace is false");if(!e&&r>1e7&&i&&u<=r/2){let a=new Set,c=[];for(;c.length<u;){let m=tt(r);a.has(m)||(a.add(m),c.push(m+1))}return c}let f=new Array(u);if(e||u<2){for(let a=0;a<u;a++)f[a]=tt(r)+1;return f}let s=new Int32Array(r);for(let a=0;a<r;a++)s[a]=a;let N=r;for(let a=0;a<u;a++){let c=tt(N);f[a]=s[c]+1,s[c]=s[--N]}return f}function gu(r,n={}){return Zn(r.length,n).map(e=>r[e-1])}function xu(r,n,e){let t=0,i=0;for(let o of r){if(!Number.isFinite(o))throw new RangeError("prob contains NaN or infinite values");if(o<0)throw new RangeError("prob contains negative values");o>0&&(i++,t+=o)}if(i===0||!e&&n>i)throw new RangeError("too few positive probabilities");return Float64Array.from(r,o=>o/t)}function yu(r,n){let e=r.length;if(e<=1)return;let t=s=>r[s-1],i=(e>>1)+1,o=e,u,f;for(;;){if(i>1)i=i-1,u=t(i),f=n[i-1];else if(u=t(o),f=n[o-1],r[o-1]=t(1),n[o-1]=n[0],--o===1){r[0]=u,n[0]=f;return}let s=i,N=i<<1;for(;N<=o;)N<o&&t(N)>t(N+1)&&++N,u>t(N)?(r[s-1]=t(N),n[s-1]=n[N-1],s=N,N+=N):N=o+1;r[s-1]=u,n[s-1]=f}}function Pn(r){let n=new Int32Array(r.length);for(let e=0;e<r.length;e++)n[e]=e+1;return yu(r,n),n}function Fu(r,n){let e=Float64Array.from(r),t=e.length,i=Pn(e);for(let u=1;u<t;u++)e[u]+=e[u-1];let o=new Array(n);for(let u=0;u<n;u++){let f=M(),s=0;for(;s<t-1&&!(f<=e[s]);s++);o[u]=i[s]}return o}function qu(r,n){let e=Float64Array.from(r),t=e.length,i=Pn(e),o=new Array(n),u=1;for(let f=0,s=t-1;f<n;f++,s--){let N=u*M(),a=0,c=0;for(;c<s&&(a+=e[c],!(N<=a));c++);o[f]=i[c],u-=e[c];for(let m=c;m<s;m++)e[m]=e[m+1],i[m]=i[m+1]}return o}function wu(r,n){let e=r.length,t=new Float64Array(e),i=new Int32Array(e),o=new Int32Array(e),u=-1,f=e;for(let N=0;N<e;N++)t[N]=r[N]*e,t[N]<1?o[++u]=N:o[--f]=N;if(u>=0&&f<e)for(let N=0;N<e-1;N++){let a=o[N],c=o[f];if(i[a]=c,t[c]+=t[a]-1,t[c]<1&&f++,f>=e)break}let s=new Array(n);for(let N=0;N<n;N++){let a=tt(e);s[N]=M()<t[a]?a+1:i[a]+1}return s}var Yr=2147483647,Iu=.9189385332046728,vu=.0078,ku=.0034,Au=1e25,Ru=57.564627324851145,Eu=[0,0,.6931471805599453,1.791759469228055,3.1780538303479458,4.787491742782046,6.579251212010101,8.525161361065415];function w(r){if(r<0)return 0;if(r<=7)return Eu[r];let n=r,e=n*n;return(n+.5)*Math.log(n)-n+Iu+(.0833333333333333-.00277777777777778/e)/n}var te=-1,re=-1,ne=-1,S=0,St=0,Lt=0,g=0,R=0,v=0,$=0,ee=0,nr=0,Dt=0,G=0,U=0,ie=0,oe=0,Zt=0,Pt=0,tr=0,rr=0,ue=0;function Su(r,n,e){if(!Number.isFinite(r)||!Number.isFinite(n)||!Number.isFinite(e))return NaN;if(r=Math.round(r),n=Math.round(n),e=Math.round(e),r<0||n<0||e<0||e>r+n)return NaN;if(r>=Yr||n>=Yr||e>=Yr)return e===1?Jt(e,r/(r+n)):mn(M(),r,n,e,!1,!1);let t=r,i=n,o=e,u,f;t!==re||i!==ne?(u=!0,f=!0):o!==te?(u=!1,f=!0):(u=!1,f=!1),u&&(re=t,ne=i,$=t+i,t<=i?(R=t,v=i):(R=i,v=t)),f&&(te=o,g=o+o>=$?Math.trunc($-o):o),(u||f)&&(S=Math.trunc((g+1)*(R+1)/($+2)),St=Math.max(0,g-v),Lt=Math.min(R,g));let s;if(St===Lt)s=Lt;else if(S-St<10){if(u||f){let N;g<v?N=w(v)+w(R+v-g)-w(v-g)-w(R+v):N=w(R)+w(g)-w(g-v)-w(R+v),ee=Math.exp(N+Ru)}t:for(;;){s=St;let N=M()*Au,a=ee;for(;N>a;)if(N-=a,a*=(R-s)*(g-s),s++,a=a/s/(v-g+s),s>Lt)continue t;break}}else{if(u||f){let a=Math.sqrt(($-g)*g*R*v/($-1)/$/$);Dt=Math.trunc(1.5*a)+.5,G=S-Dt+.5,U=S+Dt+.5,nr=w(S)+w(R-S)+w(g-S)+w(v-g+S),ie=Math.exp(nr-w(Math.trunc(G))-w(Math.trunc(R-G))-w(Math.trunc(g-G))-w(Math.trunc(v-g+G))),oe=Math.exp(nr-w(Math.trunc(U-1))-w(Math.trunc(R-U+1))-w(Math.trunc(g-U+1))-w(Math.trunc(v-g+U-1))),Zt=-Math.log(G*(v-g+G)/(R-G+1)/(g-G+1)),Pt=-Math.log((R-U+1)*(g-U+1)/U/(v-g+U)),tr=Dt+Dt,rr=tr+ie/Zt,ue=rr+oe/Pt}let N=0;for(;;){let a=M()*ue,c=M();if(++N>=1e4)return NaN;if(a<tr)s=Math.trunc(G+a);else if(a<=rr){if(s=Math.trunc(G+Math.log(c)/Zt),s<St)continue;c=c*(a-tr)*Zt}else{if(s=Math.trunc(U-Math.log(c)/Pt),s>Lt)continue;c=c*(a-rr)*Pt}if(Lu(s,c))break}}return o+o>=$?s=t>i?o-i+s:t-s:t>i&&(s=o-s),s}function Lu(r,n){if(S<100||r<=50){let z=1;if(S<r)for(let A=S+1;A<=r;A++)z=z*(R-A+1)*(g-A+1)/(v-g+A)/A;else if(S>r)for(let A=r+1;A<=S;A++)z=z*A*(v-g+A)/(R-A+1)/(g-A+1);return n<=z}let e=r,t=e+1,i=e-S,o=R-e+1,u=g-e+1,f=v-g+t,s=-i/t,N=i/o,a=i/u,c=-i/f,m=o*u/(t*f)-1,p=m<0?1+m:1,h=m*(1+m*(-.5+m/3)),d=h-.25*(m*m*m*m)/p,k=S+.5,it=R-S+.5,ht=g-S+.5,dt=v-g+k,J=z=>z*(1+z*(-.5+z/3)),Wr=e*h-S*d+ku+k*J(s)+it*J(N)+ht*J(a)+dt*J(c),er=Math.log(n);if(er>Wr)return!1;let _t=(z,A)=>{let $r=z*(A*A*A*A);return A<0?$r/(1+A):$r},fe=_t(k,s),se=_t(it,N),ae=_t(ht,a),Ne=_t(dt,c);return er<Wr-.25*(fe+se+ae+Ne)+(e+S)*(d-h)-vu?!0:er<=nr-w(r)-w(R-r)-w(g-r)-w(v-g+r)}function Du(r,n,e,t){return x(r,()=>Su(n,e,t))}function _u(r,n,e={}){let{beta:t=1}=e;return x(r,()=>n>0&&t>0&&Number.isFinite(n)&&Number.isFinite(t)?1/W(n,1/t):NaN)}function Qu(r,n,e){return x(r,()=>n>0&&e>0&&Number.isFinite(n)&&Number.isFinite(e)?yt(1-M(),n,e,!0,!1):NaN)}function Ou(r,n={}){let{a:e=1,b:t=1}=n;return x(r,()=>e>0&&t>0&&Number.isFinite(e)&&Number.isFinite(t)?Or(1-M(),e,t,!0,!1):NaN)}function Bu(r,n={}){let{a:e=-1,b:t=1}=n,i=n.c??(e+t)/2;return x(r,()=>{if(!(Number.isFinite(e)&&Number.isFinite(t)&&e<t&&e<=i&&i<=t))return NaN;let o=M(),u=M(),f=(i-e)/(t-e);return e+(t-e)*((1-f)*Math.min(o,u)+f*Math.max(o,u))})}function ju(r,n={}){let{mu:e=0,sigma:t=1}=n;return x(r,()=>{if(!(Number.isFinite(e)&&t>0&&Number.isFinite(t)))return NaN;let i=H(),o=M()>.5?1:-1;return e+t*o*i})}function zu(r,n={}){let{a:e=0,b:t=1}=n;return x(r,()=>Number.isFinite(e)&&Number.isFinite(t)&&e<t?Gr(M(),e,t,!0,!1):NaN)}export{Io as darcsine,be as dbeta,xe as dbinom,Ri as dcauchy,Ve as dchisq,ii as dexp,de as df,me as dgamma,Xi as dgeom,Ie as dhyper,ro as dinvgamma,Ao as distSummary,io as dkumar,xo as dlaplace,pi as dlnorm,yi as dlogis,He as dmultinom,$i as dnbinom,ce as dnorm,so as dpareto,pe as dpois,ke as dsignrank,Fe as dt,po as dtriang,Je as dunif,_i as dweibull,Ee as dwilcox,Oe as getRandomSeed,vo as parcsine,ge as pbeta,ye as pbinom,Ei as pcauchy,Ke as pchisq,oi as pexp,Me as pf,le as pgamma,Gi as pgeom,ve as phyper,no as pinvgamma,oo as pkumar,yo as plaplace,hi as plnorm,Fi as plogis,Ji as pnbinom,Mt as pnorm,ao as ppareto,he as ppois,Ae as psignrank,qe as pt,ho as ptriang,De as ptukey,Ze as punif,Qi as pweibull,Se as pwilcox,Ur as qarcsine,ar as qbeta,gt as qbinom,Si as qcauchy,mr as qchisq,ui as qexp,ur as qf,ir as qgamma,Fr as qgeom,Nr as qhyper,Rr as qinvgamma,_r as qkumar,Fo as qlaplace,di as qlnorm,qi as qlogis,kr as qnbinom,ut as qnorm,No as qpareto,or as qpois,Re as qsignrank,we as qt,jr as qtriang,_e as qtukey,Pe as qunif,gr as qweibull,Le as qwilcox,zu as rarcsine,mu as rbeta,pu as rbinom,Ce as rcauchy,nt as rchisq,Xe as rexp,au as rf,uu as rgamma,Uo as rgeom,Du as rhyper,_u as rinvgamma,Qu as rkumar,ju as rlaplace,Ge as rlnorm,Ue as rlogis,hu as rmultinom,Co as rnbinom,ze as rnorm,Ou as rpareto,Go as rpois,du as rsignrank,su as rt,Bu as rtriang,je as runif,Te as rweibull,Mu as rwilcox,gu as sample,bu as sampleInt,Be as setRandomSeed,Qe as setSeed};

package/dist/entries/descriptive.d.ts

@@ -0,0 +1,7 @@
+export { sum, prod, mean, weightedMean, variance, sd, median, range, cumsum, cumprod, cummax, cummin, diff, type NaRmOptions, type MeanOptions, type DiffOptions, } from "../descriptive/basic.js";
+export { quantile, IQR, fivenum, mad, type QuantileOptions, type MadOptions } from "../descriptive/quantile.js";
+export { rank, type RankOptions, type TiesMethod } from "../descriptive/rank.js";
+export { cov, cor, type CovOptions, type CorUse } from "../descriptive/cov.js";
+export { tabulate, table, unique, cut, findInterval, type TableOptions, type CutOptions, type FindIntervalOptions } from "../descriptive/table.js";
+export { hist, pretty, ecdf, type HistOptions, type HistResult, type PrettyOptions } from "../descriptive/hist.js";
+export { skewness, kurtosis, geometricMean, modes, meanAD, cv, scale, type MomentOptions, type MeanADOptions, type CvOptions, type ScaleOptions, } from "../descriptive/moments.js";

package/dist/entries/descriptive.js

@@ -0,0 +1,8 @@
+// Descriptive statistics (rStats.js/descriptive): R's summaries of vectors and matrices, with naRm for missing values
+export { sum, prod, mean, weightedMean, variance, sd, median, range, cumsum, cumprod, cummax, cummin, diff, } from "../descriptive/basic.js";
+export { quantile, IQR, fivenum, mad } from "../descriptive/quantile.js";
+export { rank } from "../descriptive/rank.js";
+export { cov, cor } from "../descriptive/cov.js";
+export { tabulate, table, unique, cut, findInterval } from "../descriptive/table.js";
+export { hist, pretty, ecdf } from "../descriptive/hist.js";
+export { skewness, kurtosis, geometricMean, modes, meanAD, cv, scale, } from "../descriptive/moments.js";

package/dist/entries/distributions.d.ts

@@ -0,0 +1,41 @@
+export { dnorm, pnorm, qnorm, type NormalOptions } from "../distributions/normal.js";
+export { dgamma, pgamma, qgamma, type GammaParams } from "../distributions/gamma.js";
+export { dchisq, pchisq, qchisq } from "../distributions/chisq.js";
+export { dpois, ppois, qpois } from "../distributions/poisson.js";
+export { dbeta, pbeta, qbeta } from "../distributions/beta.js";
+export { dbinom, pbinom, qbinom } from "../distributions/binomial.js";
+export { dmultinom, type MultinomialOptions } from "../distributions/multinomial.js";
+export { dt, pt, qt } from "../distributions/t.js";
+export { df, pf, qf } from "../distributions/f.js";
+export { dunif, punif, qunif, type UniformParams } from "../distributions/uniform.js";
+export { dexp, pexp, qexp, type ExponentialParams } from "../distributions/exponential.js";
+export { dlnorm, plnorm, qlnorm, type LognormalParams } from "../distributions/lognormal.js";
+export { dlogis, plogis, qlogis, type LocationScaleParams } from "../distributions/logistic.js";
+export { dcauchy, pcauchy, qcauchy } from "../distributions/cauchy.js";
+export { dweibull, pweibull, qweibull, type WeibullParams } from "../distributions/weibull.js";
+export { dgeom, pgeom, qgeom } from "../distributions/geometric.js";
+export { dnbinom, pnbinom, qnbinom, type NegBinomialParams } from "../distributions/negbinomial.js";
+export { dhyper, phyper, qhyper } from "../distributions/hypergeometric.js";
+export { dsignrank, psignrank, qsignrank } from "../distributions/signrank.js";
+export { dwilcox, pwilcox, qwilcox } from "../distributions/wilcox.js";
+export { ptukey, qtukey, type TukeyOptions } from "../distributions/tukey.js";
+export { dinvgamma, pinvgamma, qinvgamma, type InvgammaParams } from "../distributions/invgamma.js";
+export { dkumar, pkumar, qkumar } from "../distributions/kumaraswamy.js";
+export { dpareto, ppareto, qpareto, type ParetoParams } from "../distributions/pareto.js";
+export { dtriang, ptriang, qtriang, type TriangParams } from "../distributions/triangular.js";
+export { dlaplace, plaplace, qlaplace, type LaplaceParams } from "../distributions/laplace.js";
+export { darcsine, parcsine, qarcsine, type ArcsineParams } from "../distributions/arcsine.js";
+export { distSummary, type DistName, type DistSummary } from "../distributions/summary.js";
+export type { DensityOptions, TailOptions } from "../internal/dpq.js";
+export type { NoncentralOption } from "../internal/noncentral.js";
+export type { Vectorizable, VectorResult } from "../internal/vectorize.js";
+export { setSeed, getRandomSeed, setRandomSeed } from "../random/rng.js";
+export { runif, rnorm, rexp, rlnorm, rlogis, rcauchy, rweibull } from "../random/continuous.js";
+export { rgamma, rchisq, rt, rf } from "../random/gamma.js";
+export { rbeta } from "../random/beta.js";
+export { rpois, rgeom, rnbinom } from "../random/poisson.js";
+export { rbinom, rmultinom } from "../random/binomial.js";
+export { rsignrank, rwilcox } from "../random/rank.js";
+export { sample, sampleInt, type SampleOptions } from "../random/sample.js";
+export { rhyper } from "../random/hyper.js";
+export { rinvgamma, rkumar, rpareto, rtriang, rlaplace, rarcsine } from "../random/extra.js";

package/dist/entries/distributions.js

@@ -0,0 +1,41 @@
+// Probability distributions and random numbers (rStats.js/distributions): d/p/q/r functions with R's names
+export { dnorm, pnorm, qnorm } from "../distributions/normal.js";
+export { dgamma, pgamma, qgamma } from "../distributions/gamma.js";
+export { dchisq, pchisq, qchisq } from "../distributions/chisq.js";
+export { dpois, ppois, qpois } from "../distributions/poisson.js";
+export { dbeta, pbeta, qbeta } from "../distributions/beta.js";
+export { dbinom, pbinom, qbinom } from "../distributions/binomial.js";
+export { dmultinom } from "../distributions/multinomial.js";
+export { dt, pt, qt } from "../distributions/t.js";
+export { df, pf, qf } from "../distributions/f.js";
+export { dunif, punif, qunif } from "../distributions/uniform.js";
+export { dexp, pexp, qexp } from "../distributions/exponential.js";
+export { dlnorm, plnorm, qlnorm } from "../distributions/lognormal.js";
+export { dlogis, plogis, qlogis } from "../distributions/logistic.js";
+export { dcauchy, pcauchy, qcauchy } from "../distributions/cauchy.js";
+export { dweibull, pweibull, qweibull } from "../distributions/weibull.js";
+export { dgeom, pgeom, qgeom } from "../distributions/geometric.js";
+export { dnbinom, pnbinom, qnbinom } from "../distributions/negbinomial.js";
+export { dhyper, phyper, qhyper } from "../distributions/hypergeometric.js";
+export { dsignrank, psignrank, qsignrank } from "../distributions/signrank.js";
+export { dwilcox, pwilcox, qwilcox } from "../distributions/wilcox.js";
+export { ptukey, qtukey } from "../distributions/tukey.js";
+// Distributions outside base R (extraDistr's names and parameters; arcsine as beta(1/2, 1/2) on (a, b))
+export { dinvgamma, pinvgamma, qinvgamma } from "../distributions/invgamma.js";
+export { dkumar, pkumar, qkumar } from "../distributions/kumaraswamy.js";
+export { dpareto, ppareto, qpareto } from "../distributions/pareto.js";
+export { dtriang, ptriang, qtriang } from "../distributions/triangular.js";
+export { dlaplace, plaplace, qlaplace } from "../distributions/laplace.js";
+export { darcsine, parcsine, qarcsine } from "../distributions/arcsine.js";
+export { distSummary } from "../distributions/summary.js";
+// Random numbers (same streams as R's set.seed)
+export { setSeed, getRandomSeed, setRandomSeed } from "../random/rng.js";
+export { runif, rnorm, rexp, rlnorm, rlogis, rcauchy, rweibull } from "../random/continuous.js";
+export { rgamma, rchisq, rt, rf } from "../random/gamma.js";
+export { rbeta } from "../random/beta.js";
+export { rpois, rgeom, rnbinom } from "../random/poisson.js";
+export { rbinom, rmultinom } from "../random/binomial.js";
+export { rsignrank, rwilcox } from "../random/rank.js";
+export { sample, sampleInt } from "../random/sample.js";
+export { rhyper } from "../random/hyper.js";
+export { rinvgamma, rkumar, rpareto, rtriang, rlaplace, rarcsine } from "../random/extra.js";

package/dist/entries/linalg.d.ts

@@ -0,0 +1,11 @@
+export { crossprod, tcrossprod, backsolve, forwardsolve, type BacksolveOptions } from "../linalg/basic.js";
+export { norm, type NormOptions, type NormType } from "../linalg/norm.js";
+export { chol, chol2inv, type CholOptions, type CholPivotResult, type Chol2InvOptions } from "../linalg/chol.js";
+export { qr, qrQ, qrR, qrX, qrCoef, qrQy, qrQty, qrResid, qrFitted, qrSolve, type QR, type QROptions, type QRQOptions } from "../linalg/qr.js";
+export { solve, det, determinant, rcond, type SolveOptions, type Determinant, type RcondOptions } from "../linalg/solve.js";
+export { svd, type SvdOptions, type SvdResult } from "../linalg/svd.js";
+export { kappa, ginv, type KappaOptions } from "../linalg/kappa.js";
+export { eigen, type EigenOptions, type EigenResult } from "../linalg/eigen.js";
+export type { MatrixInput, VectorOrMatrix } from "../linalg/matrix.js";
+export { matMul, add, subtract, multiply, divide, outer, t, diag, cbind, rbind, matrix, kronecker, seq, type Operand, type DiagOptions, type MatrixOptions, type SeqOptions, } from "../linalg/ops.js";
+export { lu, prcomp, type LuResult, type PrcompOptions, type PrcompResult } from "../linalg/lu.js";