@tangle-network/agent-eval 1.0.20 → 1.0.21

package/dist/statistics-CvvC-MPv.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"statistics-CvvC-MPv.js","names":["quantile","quantile"],"sources":["../src/math/special-functions.ts","../src/math/student-t.ts","../src/statistics/cluster.ts","../src/statistics/internal.ts","../src/statistics/mean.ts","../src/statistics/descriptive.ts","../src/judge-calibration.ts","../src/statistics/agreement-irr.ts","../src/statistics/comparison-effects.ts","../src/statistics/distribution-summary.ts","../src/statistics/effect-sizes.ts","../src/math/normal.ts","../src/statistics/inference.ts","../src/statistics/multiplicity.ts","../src/statistics/paired-binary.ts","../src/statistics/paired-tests.ts","../src/statistics/power-and-mde.ts","../src/statistics/rank-tests.ts","../src/statistics/samples.ts","../src/statistics/sequential-eprocess.ts"],"sourcesContent":["/** Lanczos approximation to ln Gamma(z). */\nexport function lnGamma(z: number): number {\n  const g = 7\n  const coefficients = [\n    0.99999999999980993, 676.5203681218851, -1259.1392167224028, 771.32342877765313,\n    -176.61502916214059, 12.507343278686905, -0.13857109526572012, 9.9843695780195716e-6,\n    1.5056327351493116e-7,\n  ]\n  if (z < 0.5) {\n    return Math.log(Math.PI / Math.sin(Math.PI * z)) - lnGamma(1 - z)\n  }\n  z -= 1\n  let x = coefficients[0]!\n  for (let i = 1; i < g + 2; i++) x += coefficients[i]! / (z + i)\n  const t = z + g + 0.5\n  return 0.5 * Math.log(2 * Math.PI) + (z + 0.5) * Math.log(t) - t + Math.log(x)\n}\n\n/**\n * Regularized incomplete beta function I_x(a, b).\n *\n * The Lentz continued fraction converges only for `x < (a+1)/(a+b+2)`; outside\n * that domain it must be reached through the symmetry `I_x(a,b) = 1 −\n * I_{1−x}(b,a)`. `studentTCdf` drives `x → 1` as `|t| → 0`, so the mirrored\n * branch is the one every near-null t-statistic takes.\n */\nexport function regularizedIncompleteBeta(x: number, a: number, b: number): number {\n  if (x <= 0) return 0\n  if (x >= 1) return 1\n  const logBeta = lnGamma(a) + lnGamma(b) - lnGamma(a + b)\n  // x^a·(1−x)^b / B(a,b) — symmetric under (x,a,b) → (1−x,b,a), so the\n  // mirrored branch reuses it unchanged.\n  const front = Math.exp(Math.log(x) * a + Math.log(1 - x) * b - logBeta)\n  if (x < (a + 1) / (a + b + 2)) {\n    return (front * betaContinuedFraction(x, a, b)) / a\n  }\n  return 1 - (front * betaContinuedFraction(1 - x, b, a)) / b\n}\n\n/** Modified Lentz evaluation of the beta continued fraction at `x`. */\nfunction betaContinuedFraction(x: number, a: number, b: number): number {\n  const maxIterations = 300\n  const epsilon = 3e-15\n  let c = 1\n  let d = 1 - ((a + b) * x) / (a + 1)\n  if (Math.abs(d) < 1e-30) d = 1e-30\n  d = 1 / d\n  let fraction = d\n  for (let m = 1; m <= maxIterations; m++) {\n    const m2 = 2 * m\n    let numerator = (m * (b - m) * x) / ((a + m2 - 1) * (a + m2))\n    d = 1 + numerator * d\n    if (Math.abs(d) < 1e-30) d = 1e-30\n    c = 1 + numerator / c\n    if (Math.abs(c) < 1e-30) c = 1e-30\n    d = 1 / d\n    fraction *= d * c\n    numerator = -((a + m) * (a + b + m) * x) / ((a + m2) * (a + m2 + 1))\n    d = 1 + numerator * d\n    if (Math.abs(d) < 1e-30) d = 1e-30\n    c = 1 + numerator / c\n    if (Math.abs(c) < 1e-30) c = 1e-30\n    d = 1 / d\n    const delta = d * c\n    fraction *= delta\n    if (Math.abs(delta - 1) < epsilon) break\n  }\n  return fraction\n}\n","import { regularizedIncompleteBeta } from './special-functions'\n\n/**\n * Student-t CDF via the regularized incomplete beta function.\n */\nexport function studentTCdf(t: number, degreesOfFreedom: number): number {\n  if (degreesOfFreedom <= 0) return 0.5\n\n  const x = degreesOfFreedom / (degreesOfFreedom + t * t)\n  const beta = regularizedIncompleteBeta(x, degreesOfFreedom / 2, 0.5)\n  return t >= 0 ? 1 - 0.5 * beta : 0.5 * beta\n}\n\n/**\n * Inverse Student-t CDF, solved against {@link studentTCdf}.\n *\n * The CDF is monotone, so bracket expansion followed by bisection is stable\n * across fractional degrees of freedom and does not need a separate\n * approximation with a different error profile.\n */\nexport function studentTQuantile(probability: number, degreesOfFreedom: number): number {\n  if (!Number.isFinite(probability) || probability < 0 || probability > 1) {\n    throw new RangeError(`studentTQuantile: probability must be in [0,1], got ${probability}`)\n  }\n  if (!Number.isFinite(degreesOfFreedom) || degreesOfFreedom <= 0) {\n    throw new RangeError(\n      `studentTQuantile: degreesOfFreedom must be positive and finite, got ${degreesOfFreedom}`,\n    )\n  }\n  if (probability === 0) return Number.NEGATIVE_INFINITY\n  if (probability === 1) return Number.POSITIVE_INFINITY\n  if (probability === 0.5) return 0\n  if (probability < 0.5) return -studentTQuantile(1 - probability, degreesOfFreedom)\n\n  let low = 0\n  let high = 1\n  while (studentTCdf(high, degreesOfFreedom) < probability) high *= 2\n  for (let iteration = 0; iteration < 64; iteration++) {\n    const middle = (low + high) / 2\n    if (studentTCdf(middle, degreesOfFreedom) < probability) low = middle\n    else high = middle\n  }\n  return (low + high) / 2\n}\n","import { ValidationError } from '../errors'\nimport { interpolatedQuantile as quantile } from '../math/quantile'\nimport { mulberry32 } from './random'\n\nexport const DEFAULT_BOOTSTRAP_SEED = 0xc0ffee\nexport type BootstrapInterval = { low: number; high: number; resamples: number; clusters: number }\nexport interface ClusterResampleOptions<T> {\n  resamples?: number\n  seed?: number\n  level?: number\n  /** Whole clusters are drawn within each stratum, preserving its cluster count. */\n  strata?: (item: T, index: number) => string\n}\n\n/** Percentile bootstrap; degenerate resamples are omitted, with NaN bounds if none remain. */\nexport function clusterBootstrap<T>(\n  items: readonly T[],\n  cluster: (item: T, index: number) => string,\n  statistic: (sample: T[]) => number,\n  {\n    resamples = 2000,\n    seed = DEFAULT_BOOTSTRAP_SEED,\n    level = 0.95,\n    strata,\n  }: ClusterResampleOptions<T> = {},\n): BootstrapInterval {\n  if (!Number.isSafeInteger(resamples) || resamples < 0 || !(level > 0 && level < 1)) {\n    throw new ValidationError('clusterBootstrap: requires nonnegative resamples and level in (0,1)')\n  }\n  const groups = new Map<string, { stratum: string; rows: T[] }>()\n  items.forEach((item, index) => {\n    const key = cluster(item, index),\n      stratum = strata?.(item, index) ?? ''\n    if (typeof key !== 'string' || !key || typeof stratum !== 'string') {\n      throw new ValidationError('clusterBootstrap: requires string cluster id and stratum')\n    }\n    const group = groups.get(key) ?? { stratum, rows: [] }\n    if (group.stratum !== stratum)\n      throw new ValidationError('clusterBootstrap: cluster crosses strata')\n    group.rows.push(item)\n    groups.set(key, group)\n  })\n  const cells = new Map<string, T[][]>()\n  for (const { stratum, rows } of groups.values()) {\n    if (!cells.has(stratum)) cells.set(stratum, [])\n    cells.get(stratum)!.push(rows)\n  }\n  const rng = mulberry32(seed),\n    values: number[] = []\n  for (let b = 0; b < resamples; b++) {\n    const sample = [...cells.values()].flatMap((clusters) =>\n      Array.from(\n        { length: clusters.length },\n        () => clusters[Math.floor(rng() * clusters.length)]!,\n      ).flat(),\n    )\n    const value = statistic(sample)\n    if (Number.isFinite(value)) values.push(value)\n  }\n  values.sort((a, b) => a - b)\n  return {\n    low: quantile(values, (1 - level) / 2),\n    high: quantile(values, (1 + level) / 2),\n    resamples,\n    clusters: groups.size,\n  }\n}\n\nexport interface PlaceboBandOptions<T> {\n  /** Epoch milliseconds; pass one same-cell history per call. */\n  timestamp: (row: T) => number\n  cluster: (row: T) => string\n  /** The exact estimator used on the sealed before/after arms, including failure scoring. */\n  statistic: (before: T[], after: T[]) => number\n  clustersPerArm: number\n  delta: number\n  /** Optional preselected epoch-ms boundaries; otherwise use UTC hour boundaries. */\n  boundaries?: readonly number[]\n  /** Sealed steps on the measured stage, in epoch milliseconds. */\n  steps?: readonly number[]\n}\nexport interface PlaceboBandResult {\n  status: 'calibrated' | 'uncalibrated'\n  n: number\n  K: number\n  clustersPerArm: number\n  boundaries: number[]\n  deltas: number[]\n  low: number | null\n  high: number | null\n  q025: number | null\n  q975: number | null\n}\n\nexport function placeboBand<T>(\n  history: readonly T[],\n  options: PlaceboBandOptions<T>,\n): PlaceboBandResult {\n  const { timestamp, cluster, statistic, clustersPerArm, delta, steps = [] } = options\n  if (\n    !Number.isSafeInteger(clustersPerArm) ||\n    clustersPerArm < 1 ||\n    !Number.isFinite(delta) ||\n    steps.some((t) => !Number.isFinite(t))\n  ) {\n    throw new ValidationError('placeboBand: invalid cluster count, delta or step')\n  }\n  const groups = new Map<string, { start: number; end: number; rows: T[] }>()\n  for (const row of history) {\n    const ts = timestamp(row),\n      key = cluster(row)\n    if (!Number.isFinite(ts) || typeof key !== 'string' || !key)\n      throw new ValidationError('placeboBand: invalid timestamp or cluster')\n    const group = groups.get(key) ?? { start: ts, end: ts, rows: [] }\n    group.start = Math.min(group.start, ts)\n    group.end = Math.max(group.end, ts)\n    group.rows.push(row)\n    groups.set(key, group)\n  }\n  const ordered = [...groups.values()].sort((a, b) => a.start - b.start)\n  const start = ordered[0]?.start ?? 0,\n    end = Math.max(start, ...ordered.map((g) => g.end))\n  const hour = 3_600_000\n  const candidates = [\n    ...(options.boundaries ??\n      Array.from(\n        { length: Math.max(0, Math.floor(end / hour) - Math.ceil(start / hour) + 1) },\n        (_, i) => (Math.ceil(start / hour) + i) * hour,\n      )),\n  ].sort((a, b) => a - b)\n  if (candidates.some((t, i) => !Number.isFinite(t) || (i > 0 && t - candidates[i - 1]! < hour))) {\n    throw new ValidationError('placeboBand: boundaries must be at least one hour apart')\n  }\n  const deltas: number[] = [],\n    boundaries: number[] = []\n  if (end - start >= 72 * hour)\n    for (const boundary of candidates) {\n      if (ordered.some((g) => g.start < boundary && g.end >= boundary)) continue\n      const before = ordered.filter((g) => g.end < boundary).slice(-clustersPerArm)\n      const after = ordered.filter((g) => g.start >= boundary).slice(0, clustersPerArm)\n      if (before.length !== clustersPerArm || after.length !== clustersPerArm) continue\n      const windowEnd = Math.max(...after.map((g) => g.end))\n      if (steps.some((t) => t >= before[0]!.start && t <= windowEnd)) continue\n      const value = statistic(\n        before.flatMap((g) => g.rows),\n        after.flatMap((g) => g.rows),\n      )\n      if (!Number.isFinite(value))\n        throw new ValidationError('placeboBand: statistic must be finite')\n      boundaries.push(boundary)\n      deltas.push(value)\n    }\n  const calibrated = deltas.length >= 39,\n    sorted = [...deltas].sort((a, b) => a - b)\n  const q025 = calibrated ? quantile(sorted, 0.025) : null,\n    q975 = calibrated ? quantile(sorted, 0.975) : null\n  return {\n    status: calibrated ? 'calibrated' : 'uncalibrated',\n    n: history.length,\n    K: deltas.length,\n    clustersPerArm,\n    boundaries,\n    deltas,\n    q025,\n    q975,\n    low: q975 === null ? null : delta - q975,\n    high: q025 === null ? null : delta - q025,\n  }\n}\n","/**\n * Shared internals for the statistics modules. Nothing here is part of the\n * public statistics surface — `./index` does not re-export this module.\n */\n\nimport { ValidationError } from '../errors'\nimport { interpolatedQuantile } from '../math/quantile'\nimport { lnGamma } from '../math/special-functions'\nimport { mulberry32 } from './random'\n\n/** Every rank test refuses non-finite input. Beyond the arithmetic being\n *  undefined, the tie-grouping scan compares values with `===`, and\n *  `NaN === NaN` is false, so a NaN would leave the group boundary unable to\n *  advance and spin the loop forever. */\nexport function assertFiniteSample(fn: string, label: string, xs: readonly number[]): void {\n  for (let i = 0; i < xs.length; i++) {\n    if (!Number.isFinite(xs[i])) {\n      throw new ValidationError(`${fn}: ${label}[${i}] must be finite, got ${xs[i]}`)\n    }\n  }\n}\n\n/**\n * Two-sided exact p-value for b successes out of (b + c) Bernoulli(0.5) trials —\n * the exact-binomial core of {@link mcnemar}. `min(1, 2·P(X ≤ min(b,c)))`. No\n * discordant pairs ⇒ no evidence ⇒ p = 1. Summed in log space (lnGamma) so it\n * stays exact at large discordant counts without overflow.\n */\nexport function binomialSignTwoSided(b: number, c: number): number {\n  const nd = b + c\n  if (nd === 0) return 1\n  return Math.min(1, 2 * binomialHalfLowerTail(Math.min(b, c), nd))\n}\n\n/** P(X >= successes) for X ~ Binomial(n, 0.5). */\nexport function binomialHalfUpperTail(successes: number, n: number): number {\n  if (successes <= 0) return 1\n  if (successes > n) return 0\n\n  // Use the smaller side of the distribution. For lower thresholds the\n  // complement sums at most half the mass; for upper thresholds symmetry\n  // maps the upper tail to a lower tail without subtraction.\n  if (successes <= n / 2) {\n    return Math.max(0, 1 - binomialHalfLowerTail(successes - 1, n))\n  }\n  return binomialHalfLowerTail(n - successes, n)\n}\n\n/** P(X <= maxSuccesses) for X ~ Binomial(n, 0.5), accumulated in log space. */\nfunction binomialHalfLowerTail(maxSuccesses: number, n: number): number {\n  if (maxSuccesses < 0) return 0\n  if (maxSuccesses >= n) return 1\n  if (maxSuccesses === 0) return 2 ** -n\n\n  const logHalfN = n * Math.log(0.5)\n  let logTail = Number.NEGATIVE_INFINITY\n  for (let i = 0; i <= maxSuccesses; i++) {\n    const logChoose = lnGamma(n + 1) - lnGamma(i + 1) - lnGamma(n - i + 1)\n    logTail = logAddExp(logTail, logChoose + logHalfN)\n  }\n  return Math.min(1, Math.exp(logTail))\n}\n\nfunction logAddExp(a: number, b: number): number {\n  if (a === Number.NEGATIVE_INFINITY) return b\n  if (b === Number.NEGATIVE_INFINITY) return a\n  const max = Math.max(a, b)\n  const min = Math.min(a, b)\n  return max + Math.log1p(Math.exp(min - max))\n}\n\n/** Standard-normal inverse CDF (Acklam approximation). */\nexport function zQuantile(p: number): number {\n  if (p <= 0 || p >= 1) {\n    if (p === 0) return -Infinity\n    if (p === 1) return Infinity\n    return NaN\n  }\n  const a = [\n    -3.969683028665376e1, 2.209460984245205e2, -2.759285104469687e2, 1.38357751867269e2,\n    -3.066479806614716e1, 2.506628277459239,\n  ]\n  const b = [\n    -5.447609879822406e1, 1.615858368580409e2, -1.556989798598866e2, 6.680131188771972e1,\n    -1.328068155288572e1,\n  ]\n  const c = [\n    -7.784894002430293e-3, -3.223964580411365e-1, -2.400758277161838, -2.549732539343734,\n    4.374664141464968, 2.938163982698783,\n  ]\n  const d = [7.784695709041462e-3, 3.224671290700398e-1, 2.445134137142996, 3.754408661907416]\n  const pLow = 0.02425\n  const pHigh = 1 - pLow\n  let q: number\n  let r: number\n  if (p < pLow) {\n    q = Math.sqrt(-2 * Math.log(p))\n    return (\n      (((((c[0]! * q + c[1]!) * q + c[2]!) * q + c[3]!) * q + c[4]!) * q + c[5]!) /\n      ((((d[0]! * q + d[1]!) * q + d[2]!) * q + d[3]!) * q + 1)\n    )\n  }\n  if (p <= pHigh) {\n    q = p - 0.5\n    r = q * q\n    return (\n      ((((((a[0]! * r + a[1]!) * r + a[2]!) * r + a[3]!) * r + a[4]!) * r + a[5]!) * q) /\n      (((((b[0]! * r + b[1]!) * r + b[2]!) * r + b[3]!) * r + b[4]!) * r + 1)\n    )\n  }\n  q = Math.sqrt(-2 * Math.log(1 - p))\n  return (\n    -(((((c[0]! * q + c[1]!) * q + c[2]!) * q + c[3]!) * q + c[4]!) * q + c[5]!) /\n    ((((d[0]! * q + d[1]!) * q + d[2]!) * q + d[3]!) * q + 1)\n  )\n}\n\nexport function medianInPlace(xs: number[]): number {\n  if (xs.length === 0) return 0\n  xs.sort((a, b) => a - b)\n  return interpolatedQuantile(xs, 0.5)\n}\n\n/**\n * PRNG for every resampling path in this module.\n *\n * With no caller seed the seed is DERIVED FROM THE DATA rather than taken from\n * `Math.random`, so re-running the same input reproduces the same interval —\n * a gate verdict that cannot be re-derived is not evidence. Distinct data\n * still gets a distinct stream. Same pattern as `promotion-gate.ts`.\n */\nexport function makeRng(\n  seed: number | undefined,\n  ...series: readonly (readonly number[])[]\n): () => number {\n  return mulberry32(seed ?? seedFromData(series))\n}\n\n/** FNV-1a over the IEEE-754 bytes of every observation. */\nexport function seedFromData(series: readonly (readonly number[])[]): number {\n  const view = new DataView(new ArrayBuffer(8))\n  // 32-bit FNV-1a over the IEEE-754 BYTES of each observation, not over a\n  // string. Frozen: it seeds the unseeded bootstrap from the data itself, so a\n  // change moves every interval this package has already published. The\n  // string-input variants elsewhere cannot be substituted here.\n  let hash = 0x811c9dc5\n  for (const xs of series) {\n    for (const x of xs) {\n      view.setFloat64(0, x)\n      for (let byte = 0; byte < 8; byte++) {\n        hash = Math.imul(hash ^ view.getUint8(byte), 0x01000193)\n      }\n    }\n    // Separator, so ([1],[2]) and ([1,2],[]) do not collide.\n    hash = Math.imul(hash ^ 0xff, 0x01000193)\n  }\n  return hash | 0\n}\n\n/** Order-independent seed for a symmetric two-sample statistic. */\nexport function symmetricTwoSampleSeed(a: readonly number[], b: readonly number[]): number {\n  const sortedA = [...a].sort((left, right) => left - right)\n  const sortedB = [...b].sort((left, right) => left - right)\n  const forward = seedFromData([sortedA, sortedB]) >>> 0\n  const reversed = seedFromData([sortedB, sortedA]) >>> 0\n  return Math.min(forward, reversed)\n}\n\nexport { clusterBootstrap, DEFAULT_BOOTSTRAP_SEED, type BootstrapInterval } from './cluster'\n","/** Arithmetic mean. An empty input has no mean and returns NaN. */\nexport function mean(values: readonly number[]): number {\n  return values.reduce((sum, value) => sum + value, 0) / values.length\n}\n\n/** Arithmetic mean, or null for an empty input. */\nexport function meanOrNull(values: readonly number[]): number | null {\n  return values.length === 0 ? null : mean(values)\n}\n\n/** Arithmetic mean, or 0 for an empty input. */\nexport function meanOrZero(values: readonly number[]): number {\n  return values.length === 0 ? 0 : mean(values)\n}\n","/**\n * Descriptive statistics: means, bootstrap spread, correlation, and the\n * weighted judge-dimension composite. Nothing here is a significance test.\n */\n\nimport { ValidationError } from '../errors'\nimport { studentTQuantile } from '../math/student-t'\nimport { assertFiniteSample, makeRng } from './internal'\nimport { mean } from './mean'\n\n/** Weighted mean — falls back to uniform weights when omitted */\nexport function weightedMean(scores: { score: number; weight?: number }[]): number {\n  if (scores.length === 0) return 0\n  let totalWeight = 0\n  let weightedSum = 0\n  for (const { score, weight } of scores) {\n    const w = weight ?? 1\n    weightedSum += score * w\n    totalWeight += w\n  }\n  return totalWeight > 0 ? weightedSum / totalWeight : 0\n}\n\n/**\n * Percentile bootstrap confidence interval on the mean of `scores`.\n *\n * Descriptive spread. It is not a significance test, and at small n its bounds\n * are anti-conservative in the same way {@link pairedBootstrap}'s are — see\n * {@link BOOTSTRAP_GATE_MIN_N}. With no `seed` the resampling is seeded from\n * the scores themselves, so the interval is reproducible either way.\n */\nexport function confidenceInterval(\n  scores: number[],\n  confidence = 0.95,\n  opts: { seed?: number; resamples?: number } = {},\n): { mean: number; lower: number; upper: number } {\n  if (scores.length === 0) return { mean: 0, lower: 0, upper: 0 }\n  if (scores.length === 1) return { mean: scores[0]!, lower: scores[0]!, upper: scores[0]! }\n\n  const n = scores.length\n  const mean = scores.reduce((a, b) => a + b, 0) / n\n\n  const B = opts.resamples ?? 1000\n  const rng = makeRng(opts.seed, scores)\n  const bootstrapMeans: number[] = []\n\n  for (let i = 0; i < B; i++) {\n    let sum = 0\n    for (let j = 0; j < n; j++) {\n      sum += scores[Math.floor(rng() * n)]!\n    }\n    bootstrapMeans.push(sum / n)\n  }\n\n  bootstrapMeans.sort((a, b) => a - b)\n\n  const alpha = 1 - confidence\n  const lowerIdx = Math.floor((alpha / 2) * B)\n  const upperIdx = Math.floor((1 - alpha / 2) * B) - 1\n\n  return {\n    mean,\n    lower: bootstrapMeans[lowerIdx]!,\n    upper: bootstrapMeans[Math.min(upperIdx, B - 1)]!,\n  }\n}\n\n/**\n * Two-sided Student-t critical value: the `t` with `P(|T| ≤ t) = confidence`\n * for `df` degrees of freedom. Exact, from {@link studentTQuantile}, so any\n * confidence in (0, 1) and fractional `df` are supported.\n */\nexport function studentTCritical(df: number, confidence = 0.95): number {\n  if (!Number.isFinite(confidence) || confidence <= 0 || confidence >= 1) {\n    throw new ValidationError(`studentTCritical: confidence must be in (0, 1), got ${confidence}`)\n  }\n  if (!Number.isFinite(df) || df <= 0) {\n    throw new ValidationError(`studentTCritical: df must be positive and finite, got ${df}`)\n  }\n  return studentTQuantile(1 - (1 - confidence) / 2, df)\n}\n\n/** One-sample Student-t interval on the mean; see {@link meanConfidenceInterval}. */\nexport interface MeanConfidenceInterval {\n  readonly n: number\n  /** Null for an empty sample. */\n  readonly mean: number | null\n  /** Sample standard deviation (n − 1 denominator); null below two samples. */\n  readonly stdev: number | null\n  readonly low: number | null\n  readonly high: number | null\n  /** Two-sided Student-t critical value for df = n − 1; null below two samples. */\n  readonly criticalValue: number | null\n}\n\n/**\n * Student-t confidence interval on the mean of one sample:\n * `mean ± t(df = n − 1) · s / √n`. Below two samples there is no spread to\n * estimate, so the bounds are null rather than a zero-width interval that\n * would read as certainty. Unlike {@link confidenceInterval} (a percentile\n * bootstrap), the width keeps the small-n t penalty that z = 1.96 drops.\n */\nexport function meanConfidenceInterval(\n  samples: readonly number[],\n  confidence = 0.95,\n): MeanConfidenceInterval {\n  assertFiniteSample('meanConfidenceInterval', 'samples', samples)\n  const n = samples.length\n  if (!Number.isFinite(confidence) || confidence <= 0 || confidence >= 1) {\n    throw new ValidationError(\n      `meanConfidenceInterval: confidence must be in (0, 1), got ${confidence}`,\n    )\n  }\n  if (n < 2) {\n    return {\n      n,\n      mean: n === 0 ? null : samples[0]!,\n      stdev: null,\n      low: null,\n      high: null,\n      criticalValue: null,\n    }\n  }\n  const center = mean(samples)\n  const sumSquares = samples.reduce((sum, value) => sum + (value - center) ** 2, 0)\n  const stdev = Math.sqrt(sumSquares / (n - 1))\n  const criticalValue = studentTCritical(n - 1, confidence)\n  const halfWidth = (criticalValue * stdev) / Math.sqrt(n)\n  return {\n    n,\n    mean: center,\n    stdev,\n    low: center - halfWidth,\n    high: center + halfWidth,\n    criticalValue,\n  }\n}\n\n/** Partial credit: returns 0-1 ratio of current toward target */\nexport function partialCredit(current: number, target: number): number {\n  if (target <= 0) return 1\n  return Math.min(1, Math.max(0, current / target))\n}\n\n/** Distribution summary of a number series: count, extremes, quantiles, sum. */\nexport interface SeriesDistribution {\n  readonly n: number\n  readonly min: number\n  readonly p50: number\n  readonly p90: number\n  readonly max: number\n  readonly sum: number\n  readonly percentiles?: Readonly<Record<number, number>>\n  readonly medianInterval?: {\n    readonly method: 'normal-order-statistics'\n    readonly criticalValue: number\n    readonly sampleSize: number\n    readonly lowRank: number\n    readonly highRank: number\n    readonly low: number\n    readonly high: number\n  }\n}\n\nexport interface SeriesDistributionOptions {\n  /** Nearest-rank percentiles on a 0–100 scale, including fractional tails. */\n  percentiles?: readonly number[]\n  /** Descriptive median rank band, not a bootstrap interval or promotion test. */\n  medianInterval?: { criticalValue: number }\n}\n\n/**\n * Fold a number series into its distribution summary. Quantiles use the\n * nearest-rank definition — the `ceil(q·n)`-th order statistic — so every\n * reported quantile is a value from the series. Returns `null` for an empty\n * series: an empty series has no distribution, and a zero-filled summary\n * would read as a measured all-zero series.\n */\nexport function summarizeNumberSeries(\n  values: readonly number[],\n  options?: SeriesDistributionOptions,\n): SeriesDistribution | null {\n  const criticalValue = options?.medianInterval?.criticalValue\n  if (options) {\n    assertFiniteSample('summarizeNumberSeries', 'values', values)\n    for (const percentile of options.percentiles ?? []) {\n      if (!Number.isFinite(percentile) || percentile < 0 || percentile > 100) {\n        throw new ValidationError(\n          'summarizeNumberSeries: percentiles must be finite and between 0 and 100',\n        )\n      }\n    }\n    if (\n      options.medianInterval &&\n      (criticalValue === undefined || !Number.isFinite(criticalValue) || criticalValue < 0)\n    ) {\n      throw new ValidationError(\n        'summarizeNumberSeries: median criticalValue must be finite and nonnegative',\n      )\n    }\n  }\n  if (values.length === 0) return null\n  const sorted = [...values].sort((a, b) => a - b)\n  const n = sorted.length\n  const rank = (q: number): number =>\n    sorted[Math.min(n - 1, Math.max(0, Math.ceil(q * n) - 1))] as number\n  const sum = sorted.reduce((a, b) => a + b, 0)\n  if (options && !Number.isFinite(sum)) {\n    throw new ValidationError('summarizeNumberSeries: sample sum exceeded finite range')\n  }\n  const spread = criticalValue === undefined ? undefined : (criticalValue / 2) * Math.sqrt(n)\n  const lowRank = spread === undefined ? 1 : Math.max(1, Math.floor(n / 2 - spread))\n  const highRank = spread === undefined ? n : Math.min(n, Math.ceil(n / 2 + 1 + spread))\n  return {\n    n,\n    min: sorted[0] as number,\n    p50: rank(0.5),\n    p90: rank(0.9),\n    max: sorted[sorted.length - 1] as number,\n    sum,\n    ...(options?.percentiles === undefined\n      ? {}\n      : {\n          percentiles: Object.fromEntries(\n            options.percentiles.map((percentile) => [percentile, rank(percentile / 100)]),\n          ),\n        }),\n    ...(criticalValue === undefined\n      ? {}\n      : {\n          medianInterval: {\n            method: 'normal-order-statistics' as const,\n            criticalValue,\n            sampleSize: n,\n            lowRank,\n            highRank,\n            low: sorted[lowRank - 1] as number,\n            high: sorted[highRank - 1] as number,\n          },\n        }),\n  }\n}\n\n// ── Correlation (Pearson / Spearman) ─────────────────────────────────\n//\n// The single source for linear (Pearson) and rank (Spearman) correlation.\n// Edge-case contract is explicit so every caller agrees on what a\n// degenerate input means:\n//   - length mismatch or n < 2  → NaN   (correlation is undefined; not 0)\n//   - both series constant      → 1     (degenerate perfect agreement)\n//   - exactly one series constant → 0   (no covariation to detect)\n// Returning NaN for n < 2 (rather than 0) keeps \"not enough data\" distinct\n// from \"measured zero correlation\", which a 0 would silently conflate.\n\n/**\n * Average-rank-with-ties transform (1-indexed). Tied values receive the mean\n * of the ranks they span, the standard correction for Spearman's ρ.\n */\nexport function ranks(xs: number[]): number[] {\n  const indexed = xs.map((v, i) => ({ v, i })).sort((a, b) => a.v - b.v)\n  const r = new Array<number>(xs.length)\n  let i = 0\n  while (i < indexed.length) {\n    let j = i\n    while (j + 1 < indexed.length && indexed[j + 1]!.v === indexed[i]!.v) j++\n    const avg = (i + j) / 2 + 1\n    for (let k = i; k <= j; k++) r[indexed[k]!.i] = avg\n    i = j + 1\n  }\n  return r\n}\n\n/**\n * Pearson product-moment correlation coefficient r ∈ [-1, 1] between two\n * equal-length series. See the edge-case contract above: NaN for n < 2 or\n * unequal lengths, 1 when both series are constant, 0 when exactly one is.\n */\nexport function pearsonR(a: number[], b: number[]): number {\n  if (a.length !== b.length || a.length < 2) return Number.NaN\n  const n = a.length\n  const meanA = a.reduce((s, v) => s + v, 0) / n\n  const meanB = b.reduce((s, v) => s + v, 0) / n\n  let num = 0\n  let varA = 0\n  let varB = 0\n  for (let i = 0; i < n; i++) {\n    const da = a[i]! - meanA\n    const db = b[i]! - meanB\n    num += da * db\n    varA += da * da\n    varB += db * db\n  }\n  if (varA === 0 || varB === 0) return varA === 0 && varB === 0 ? 1 : 0\n  return num / Math.sqrt(varA * varB)\n}\n\n/**\n * Spearman's rank correlation ρ — Pearson over the average-rank-with-ties\n * transform of each series. Same edge-case contract as {@link pearsonR}.\n */\nexport function spearmanR(a: number[], b: number[]): number {\n  if (a.length !== b.length || a.length < 2) return Number.NaN\n  return pearsonR(ranks(a), ranks(b))\n}\n\nexport interface WeightedCompositeInput {\n  /** Per-dimension scores (typically 0..1). */\n  dims: Record<string, number>\n  /** Weight per dimension. Every weighted dimension MUST be present in\n   *  `dims` — a weight for an absent dimension is a config error and throws,\n   *  because silently dropping it would renormalise the composite onto a\n   *  different denominator than intended. */\n  weights: Record<string, number>\n  /** Optional pass threshold; when set, the result reports `pass`. */\n  threshold?: number\n}\n\nexport interface WeightedCompositeResult {\n  composite: number\n  pass?: boolean\n}\n\n/**\n * Weighted composite over judge dimensions: `Σ(score_d · w_d) / Σ(w_d)` across\n * the weighted dimensions. The canonical replacement for the per-consumer\n * hand-rolled composite math (tax/legal/creative/gtm each ship a copy).\n *\n * Fail-loud: throws if a weighted dimension is missing from `dims`, if any\n * weight is negative, or if the weights sum to 0 — none of which can produce\n * a meaningful composite.\n */\nexport function weightedComposite(input: WeightedCompositeInput): WeightedCompositeResult {\n  const entries = Object.entries(input.weights)\n  if (entries.length === 0) {\n    throw new Error('weightedComposite: `weights` is empty — nothing to combine')\n  }\n  let weightedSum = 0\n  let weightTotal = 0\n  for (const [dim, weight] of entries) {\n    if (weight < 0) {\n      throw new Error(`weightedComposite: weight for '${dim}' is negative (${weight})`)\n    }\n    if (!(dim in input.dims)) {\n      throw new Error(\n        `weightedComposite: weighted dimension '${dim}' is absent from \\`dims\\` — ` +\n          'refusing to renormalise onto a different denominator',\n      )\n    }\n    weightedSum += input.dims[dim]! * weight\n    weightTotal += weight\n  }\n  if (weightTotal === 0) {\n    throw new Error('weightedComposite: weights sum to 0 — composite is undefined')\n  }\n  const composite = weightedSum / weightTotal\n  return input.threshold === undefined\n    ? { composite }\n    : { composite, pass: composite >= input.threshold }\n}\n","/**\n * Judge calibration — measure judge quality against human gold + bias.\n *\n * Workflow:\n *   1. Build a golden set: {itemId, humanScore}[].\n *   2. Run candidate judges; each produces {itemId, score}.\n *   3. `calibrateJudge(golden, candidate)` reports κ + Pearson + MAE.\n *   4. `calibrateJudgeContinuous(golden, candidate)` adds quadratic-weighted\n *      κ over the un-rounded [0,1] scores plus ICC(2,1), Pearson, Spearman,\n *      and bootstrap CIs — use this for fine-grained judges where rounding\n *      to int discards information (e.g. 0.78 vs 0.81 both round to 1 and\n *      look \"perfectly agreed\" to integer κ).\n *   5. Run bias probes (positional, verbosity, self-preference) to\n *      detect systematic score inflation.\n *   6. For N≥2 judges on the same items, `continuousAgreement(scores)`\n *      reports ICC(2,1) + κ_w + Pearson + Spearman with bootstrap CIs.\n *\n * Returns actionable diagnostics, not a single number. Consumers then\n * decide whether to trust the judge, retrain it, or add a tie-breaker.\n */\n\nimport { pearsonR, spearmanR } from './statistics/descriptive'\nimport { clusterBootstrap, DEFAULT_BOOTSTRAP_SEED } from './statistics/internal'\n\nexport interface GoldenItem {\n  itemId: string\n  humanScore: number\n  /** Optional group used for per-group bias audits (e.g. model-of-output family). */\n  group?: string\n}\n\nexport interface CandidateScore {\n  itemId: string\n  score: number\n  /** Optional — enables positional-bias analysis (did order matter?). */\n  positionOfAInput?: 'first' | 'second'\n}\n\nexport interface CalibrationResult {\n  n: number\n  pearson: number\n  /** Cohen's κ with quadratic weights over integer-rounded scores. */\n  kappa: number\n  /** Mean absolute error vs human. */\n  mae: number\n  /** Worst-5 miscalibrations (largest |judge - human|). */\n  worstItems: Array<{ itemId: string; judge: number; human: number; delta: number }>\n}\n\n/**\n * Measure judge quality against human gold labels: computes Cohen's κ, Pearson correlation, and MAE over matched item ids.\n */\nexport function calibrateJudge(\n  golden: GoldenItem[],\n  candidate: CandidateScore[],\n): CalibrationResult {\n  const map = new Map<string, { h: number; j: number }>()\n  for (const g of golden) map.set(g.itemId, { h: g.humanScore, j: NaN })\n  for (const c of candidate) {\n    const entry = map.get(c.itemId)\n    if (entry) entry.j = c.score\n  }\n  const common = [...map.values()].filter((v) => Number.isFinite(v.j))\n  const n = common.length\n  if (n < 2) {\n    return { n, pearson: NaN, kappa: NaN, mae: NaN, worstItems: [] }\n  }\n  const humans = common.map((c) => c.h)\n  const judges = common.map((c) => c.j)\n  const pearson = pearsonR(humans, judges)\n  const kappa = weightedKappa(humans.map(Math.round), judges.map(Math.round))\n  const absDiffs = common.map((c) => Math.abs(c.j - c.h))\n  const mae = absDiffs.reduce((a, b) => a + b, 0) / n\n  const worst = [...map.entries()]\n    .filter(([, v]) => Number.isFinite(v.j))\n    .map(([itemId, v]) => ({ itemId, judge: v.j, human: v.h, delta: Math.abs(v.j - v.h) }))\n    .sort((a, b) => b.delta - a.delta)\n    .slice(0, 5)\n  return { n, pearson, kappa, mae, worstItems: worst }\n}\n\nexport interface PositionalBiasResult {\n  /**\n   * Score delta (first-position - second-position) averaged across items\n   * presented in both positions. Non-zero = positional bias.\n   */\n  avgDelta: number\n  n: number\n}\n\n/**\n * Feed the same items to the judge twice with A/B swapped and pass all\n * results here. Items that don't appear in both positions are ignored.\n */\nexport function positionalBias(scores: CandidateScore[]): PositionalBiasResult {\n  const pairs = new Map<string, { first?: number; second?: number }>()\n  for (const s of scores) {\n    const slot = pairs.get(s.itemId) ?? {}\n    if (s.positionOfAInput === 'first') slot.first = s.score\n    else if (s.positionOfAInput === 'second') slot.second = s.score\n    pairs.set(s.itemId, slot)\n  }\n  const deltas: number[] = []\n  for (const { first, second } of pairs.values()) {\n    if (first !== undefined && second !== undefined) deltas.push(first - second)\n  }\n  if (deltas.length === 0) return { avgDelta: 0, n: 0 }\n  return { avgDelta: deltas.reduce((a, b) => a + b, 0) / deltas.length, n: deltas.length }\n}\n\nexport interface VerbosityBiasResult {\n  /** Pearson correlation between output length and score. Strong positive = verbosity bias. */\n  pearson: number\n  n: number\n}\n\nexport function verbosityBias(\n  samples: Array<{ outputLen: number; score: number }>,\n): VerbosityBiasResult {\n  const n = samples.length\n  if (n < 3) return { pearson: NaN, n }\n  return {\n    pearson: pearsonR(\n      samples.map((s) => s.outputLen),\n      samples.map((s) => s.score),\n    ),\n    n,\n  }\n}\n\nexport interface SelfPreferenceResult {\n  /** Mean judge score when judge's family matches output's family. */\n  inFamilyMean: number\n  outOfFamilyMean: number\n  deltaMean: number\n  n: number\n}\n\n/**\n * Pass the same scenarios scored with judge-model X grading outputs from\n * model X (in-family) and model Y (out-of-family). Non-zero delta\n * indicates self-preference.\n */\nexport function selfPreference(\n  samples: Array<{ score: number; inFamily: boolean }>,\n): SelfPreferenceResult {\n  const inF = samples.filter((s) => s.inFamily).map((s) => s.score)\n  const outF = samples.filter((s) => !s.inFamily).map((s) => s.score)\n  if (inF.length === 0 || outF.length === 0)\n    return { inFamilyMean: 0, outOfFamilyMean: 0, deltaMean: 0, n: 0 }\n  const inMean = inF.reduce((a, b) => a + b, 0) / inF.length\n  const outMean = outF.reduce((a, b) => a + b, 0) / outF.length\n  return {\n    inFamilyMean: inMean,\n    outOfFamilyMean: outMean,\n    deltaMean: inMean - outMean,\n    n: samples.length,\n  }\n}\n\n// ── Helpers ──────────────────────────────────────────────────────────\n\n/** Quadratic weighted Cohen's κ over bounded integer scores. */\nfunction weightedKappa(a: number[], b: number[]): number {\n  if (a.length !== b.length || a.length === 0) return NaN\n  const min = Math.min(...a, ...b)\n  const max = Math.max(...a, ...b)\n  const K = max - min + 1\n  if (K < 2) return 1\n  const observed: number[][] = Array.from({ length: K }, () => new Array(K).fill(0))\n  const rowMarg = new Array(K).fill(0)\n  const colMarg = new Array(K).fill(0)\n  for (let i = 0; i < a.length; i++) {\n    const ai = a[i]! - min\n    const bi = b[i]! - min\n    const row = observed[ai]!\n    row[bi] = (row[bi] ?? 0) + 1\n    rowMarg[ai]++\n    colMarg[bi]++\n  }\n  let num = 0\n  let den = 0\n  for (let i = 0; i < K; i++) {\n    for (let j = 0; j < K; j++) {\n      const w = (i - j) ** 2 / (K - 1) ** 2\n      const expected = (rowMarg[i] * colMarg[j]) / a.length\n      num += w * observed[i]![j]!\n      den += w * expected\n    }\n  }\n  if (den === 0) return 1\n  return 1 - num / den\n}\n\n// ── Continuous-value inter-rater agreement ──────────────────────────\n//\n// `weightedKappa` above quantises to integers. For [0,1] judges that is\n// lossy: 0.78 and 0.81 both round to 1 and look identical to integer κ.\n// `continuousAgreement` keeps the original magnitudes:\n//\n//   - κ_w   : Cohen's weighted κ generalised to continuous scores. For two\n//             raters, weighted κ = 1 − Σ w_ij·o_ij / Σ w_ij·e_ij collapses\n//             into the closed form below when each \"category\" is the score\n//             itself (Janson & Olsson 2001; Cohen 1968 quadratic weights).\n//   - ICC   : Intraclass Correlation Coefficient, ICC(2,1) per Shrout &\n//             Fleiss (1979) — two-way random effects, absolute agreement,\n//             single rater. The right reliability coefficient when judges\n//             are a random sample of the judge population.\n//   - r, ρ  : Pearson + Spearman for sanity-check. Pearson catches linear\n//             association regardless of scale; Spearman catches monotone\n//             association regardless of distribution.\n//   - CIs   : Bootstrap percentile CIs over items (rows). Bias is preserved\n//             because we resample the full row, i.e. a judge's vector\n//             stays internally consistent within each bootstrap replicate.\n//\n// References:\n//   - Shrout, P. E. & Fleiss, J. L. (1979). Intraclass correlations: uses\n//     in assessing rater reliability. Psychological Bulletin, 86(2), 420.\n//   - McGraw, K. O. & Wong, S. P. (1996). Forming inferences about some\n//     intraclass correlation coefficients. Psychological Methods, 1, 30.\n//   - Janson, H. & Olsson, U. (2001). A measure of agreement for interval\n//     or nominal multivariate observations. Educ. Psychol. Meas., 61, 277.\n\nexport interface ContinuousAgreement {\n  /** Cohen's κ_w with quadratic weights, computed on raw [0,1] scores. */\n  weightedKappa: number\n  /** ICC(2,1): two-way random effects, absolute agreement, single rater. */\n  icc: number\n  /** Pearson product-moment correlation (averaged over rater pairs if N>2). */\n  pearson: number\n  /** Spearman rank correlation (averaged over rater pairs if N>2). */\n  spearman: number\n  /** 95% bootstrap percentile CIs over items. */\n  ci: {\n    icc: [number, number]\n    weightedKappa: [number, number]\n  }\n  /** Number of complete items (no NaN across raters). */\n  n: number\n  /** Number of raters. */\n  raters: number\n}\n\nexport interface ContinuousAgreementOptions {\n  /** Bootstrap iterations. Default 1000. Set to 0 to skip CIs (CI = [NaN, NaN]). */\n  bootstrap?: number\n  /** κ weighting scheme. Default 'quadratic'. */\n  weights?: 'linear' | 'quadratic'\n  /** PRNG seed for reproducible bootstrap. Default 0xC0FFEE. */\n  seed?: number\n  /** Confidence level for percentile CI. Default 0.95. */\n  ciLevel?: number\n}\n\n/**\n * Inter-rater agreement on continuous (typically [0,1]) scores.\n *\n * `scores` has shape [n_items][n_raters]. Rows with any non-finite entry\n * are dropped. Returns NaN metrics if fewer than 2 raters or 2 complete\n * items remain.\n */\nexport function continuousAgreement(\n  scores: number[][],\n  opts: ContinuousAgreementOptions = {},\n): ContinuousAgreement {\n  const bootstrap = opts.bootstrap ?? 1000\n  const weights = opts.weights ?? 'quadratic'\n  const seed = opts.seed ?? DEFAULT_BOOTSTRAP_SEED\n  const ciLevel = opts.ciLevel ?? 0.95\n\n  const matrix = scores.filter((row) => row.length >= 2 && row.every((v) => Number.isFinite(v)))\n  const raters = matrix[0]?.length ?? 0\n  // All rows must have the same rater count, else drop the offenders.\n  const clean = matrix.filter((row) => row.length === raters)\n  const nClean = clean.length\n\n  if (nClean < 2 || raters < 2) {\n    return {\n      weightedKappa: NaN,\n      icc: NaN,\n      pearson: NaN,\n      spearman: NaN,\n      ci: { icc: [NaN, NaN], weightedKappa: [NaN, NaN] },\n      n: nClean,\n      raters,\n    }\n  }\n\n  const kappa = continuousWeightedKappa(clean, weights)\n  const icc = icc21(clean)\n  const pearson = avgPairwise(clean, pearsonR)\n  const spearman = avgPairwise(clean, spearmanR)\n\n  // Both intervals draw the same seeded row resamples, so a judge's vector stays whole in each.\n  const interval = (statistic: (sample: number[][]) => number): [number, number] => {\n    const ci = clusterBootstrap(clean, (_, i) => String(i), statistic, {\n      resamples: bootstrap,\n      seed,\n      level: ciLevel,\n    })\n    return [ci.low, ci.high]\n  }\n  const ciIcc = interval(icc21)\n  const ciKappa = interval((sample) => continuousWeightedKappa(sample, weights))\n\n  return {\n    weightedKappa: kappa,\n    icc,\n    pearson,\n    spearman,\n    ci: { icc: ciIcc, weightedKappa: ciKappa },\n    n: nClean,\n    raters,\n  }\n}\n\nexport interface ContinuousCalibrationResult extends CalibrationResult {\n  /** Cohen's κ_w computed on raw (un-rounded) scores. */\n  weightedKappaContinuous: number\n  /** ICC(2,1) treating golden + candidate as two raters. */\n  icc: number\n  spearman: number\n  ci: {\n    icc: [number, number]\n    weightedKappa: [number, number]\n  }\n}\n\n/**\n * Extends `calibrateJudge` with continuous-value agreement metrics while\n * retaining its base calibration summary.\n */\nexport function calibrateJudgeContinuous(\n  golden: GoldenItem[],\n  candidate: CandidateScore[],\n  opts: ContinuousAgreementOptions = {},\n): ContinuousCalibrationResult {\n  const base = calibrateJudge(golden, candidate)\n  const map = new Map<string, { h: number; j: number }>()\n  for (const g of golden) map.set(g.itemId, { h: g.humanScore, j: NaN })\n  for (const c of candidate) {\n    const entry = map.get(c.itemId)\n    if (entry) entry.j = c.score\n  }\n  const rows: number[][] = []\n  for (const v of map.values()) {\n    if (Number.isFinite(v.j)) rows.push([v.h, v.j])\n  }\n  const agreement = continuousAgreement(rows, opts)\n  return {\n    ...base,\n    weightedKappaContinuous: agreement.weightedKappa,\n    icc: agreement.icc,\n    spearman: agreement.spearman,\n    ci: agreement.ci,\n  }\n}\n\n// ── Continuous-agreement internals ──────────────────────────────────\n\n/**\n * Quadratic-weighted κ on continuous scores. With weights w(x,y) = (x-y)^2\n * (or |x-y| for linear) the formula collapses to:\n *\n *   κ_w = 1 − E_obs[w] / E_exp[w]\n *\n * where E_obs averages w over paired (a_i, b_i) and E_exp averages w over\n * the independent product distribution (sum_{i,j} w(a_i, b_j) / n^2).\n * The normalisation by (max-min)^2 in the integer version cancels in the\n * ratio, so we don't need it here. Generalises to N raters by averaging κ_w\n * over all rater pairs (mean pairwise weighted agreement).\n */\nfunction continuousWeightedKappa(rows: number[][], scheme: 'linear' | 'quadratic'): number {\n  if (rows.length === 0) return NaN\n  const raters = rows[0]!.length\n  if (raters < 2) return NaN\n  const wFn =\n    scheme === 'linear'\n      ? (x: number, y: number) => Math.abs(x - y)\n      : (x: number, y: number) => (x - y) ** 2\n  let sum = 0\n  let pairs = 0\n  for (let r1 = 0; r1 < raters; r1++) {\n    for (let r2 = r1 + 1; r2 < raters; r2++) {\n      const a = rows.map((row) => row[r1]!)\n      const b = rows.map((row) => row[r2]!)\n      const n = a.length\n      let obs = 0\n      for (let i = 0; i < n; i++) obs += wFn(a[i]!, b[i]!)\n      obs /= n\n      // Expected under independence: average of w over all i,j cross pairs.\n      let exp = 0\n      for (let i = 0; i < n; i++) {\n        for (let j = 0; j < n; j++) exp += wFn(a[i]!, b[j]!)\n      }\n      exp /= n * n\n      if (exp === 0) {\n        // Degenerate: at least one rater is constant. Convention: perfect\n        // agreement iff observed disagreement is also zero, else 0.\n        sum += obs === 0 ? 1 : 0\n      } else {\n        sum += 1 - obs / exp\n      }\n      pairs++\n    }\n  }\n  return pairs === 0 ? NaN : sum / pairs\n}\n\n/**\n * ICC(2,1) — two-way random effects, absolute agreement, single rater.\n *\n *   ICC(2,1) = (MSR − MSE) / (MSR + (k−1)·MSE + k·(MSC − MSE)/n)\n *\n * where MSR = between-rows MS, MSC = between-columns MS, MSE = residual MS,\n * n = rows (items), k = columns (raters).\n */\nfunction icc21(rows: number[][]): number {\n  const n = rows.length\n  if (n < 2) return NaN\n  const k = rows[0]!.length\n  if (k < 2) return NaN\n\n  // Row means.\n  const rowMeans = rows.map((row) => row.reduce((s, v) => s + v, 0) / k)\n  // Column means.\n  const colMeans = new Array(k).fill(0)\n  for (let j = 0; j < k; j++) {\n    let s = 0\n    for (let i = 0; i < n; i++) s += rows[i]![j]!\n    colMeans[j] = s / n\n  }\n  // Grand mean.\n  let grand = 0\n  for (let i = 0; i < n; i++) grand += rowMeans[i]!\n  grand /= n\n\n  let ssR = 0\n  for (let i = 0; i < n; i++) ssR += (rowMeans[i]! - grand) ** 2\n  ssR *= k\n  let ssC = 0\n  for (let j = 0; j < k; j++) ssC += (colMeans[j]! - grand) ** 2\n  ssC *= n\n  let ssT = 0\n  for (let i = 0; i < n; i++) {\n    for (let j = 0; j < k; j++) ssT += (rows[i]![j]! - grand) ** 2\n  }\n  const ssE = ssT - ssR - ssC\n\n  const dfR = n - 1\n  const dfC = k - 1\n  const dfE = (n - 1) * (k - 1)\n  const msR = ssR / dfR\n  const msC = ssC / dfC\n  const msE = dfE > 0 ? ssE / dfE : 0\n\n  const denom = msR + (k - 1) * msE + (k * (msC - msE)) / n\n  if (denom === 0) {\n    // Degenerate (all values equal): convention = 1 if rows identical,\n    // else 0. Identical rows ⇒ msR = 0 too, so msR − msE near 0.\n    return msR === 0 && msE === 0 ? 1 : 0\n  }\n  return (msR - msE) / denom\n}\n\n/** Average pairwise statistic over all rater pairs. */\nfunction avgPairwise(rows: number[][], fn: (a: number[], b: number[]) => number): number {\n  const k = rows[0]?.length ?? 0\n  if (k < 2) return NaN\n  let sum = 0\n  let pairs = 0\n  for (let i = 0; i < k; i++) {\n    for (let j = i + 1; j < k; j++) {\n      const a = rows.map((row) => row[i]!)\n      const b = rows.map((row) => row[j]!)\n      const r = fn(a, b)\n      if (Number.isFinite(r)) {\n        sum += r\n        pairs++\n      }\n    }\n  }\n  return pairs === 0 ? NaN : sum / pairs\n}\n","import { ValidationError } from '../errors'\nimport {\n  type ContinuousAgreement,\n  type ContinuousAgreementOptions,\n  continuousAgreement,\n} from '../judge-calibration'\nimport type { DimensionJudgeScore } from '../types'\nimport { type BootstrapInterval, clusterBootstrap } from './internal'\n\n/**\n * Inter-rater reliability — Krippendorff's α under the squared-difference\n * metric, pooled across dimensions.\n *\n * Each inner array is one judge's scores. Items are matched by position\n * WITHIN a dimension: the k-th score a judge supplies carrying dimension\n * `d` is item k of `d`, and the ratings compared against each other are\n * the ones different judges gave to the same item. Every judge that scores\n * a dimension at all must supply the same number of scores for it —\n * ragged input cannot be aligned into items and throws rather than\n * comparing mismatched items.\n *\n * α = 1 − D_observed / D_expected: D_observed averages the squared\n * difference over within-item judge pairs, D_expected over every pair of\n * ratings irrespective of item. α = 1 is perfect agreement, 0 is chance,\n * negative is systematic disagreement.\n */\nexport function interRaterReliability(judgeScores: DimensionJudgeScore[][]): number {\n  if (judgeScores.length < 2) return 1\n\n  // dimension → one score sequence per judge, in that judge's supplied order.\n  const perDimension = new Map<string, number[][]>()\n  for (let judgeIndex = 0; judgeIndex < judgeScores.length; judgeIndex++) {\n    for (const s of judgeScores[judgeIndex]!) {\n      let byJudge = perDimension.get(s.dimension)\n      if (byJudge === undefined) {\n        byJudge = Array.from({ length: judgeScores.length }, () => [] as number[])\n        perDimension.set(s.dimension, byJudge)\n      }\n      byJudge[judgeIndex]!.push(s.score)\n    }\n  }\n\n  const allValues: number[] = []\n  const pairDiffs: number[] = []\n\n  for (const [dimension, byJudge] of perDimension) {\n    const scoring = byJudge.filter((scores) => scores.length > 0)\n    if (scoring.length < 2) continue\n    const itemCount = scoring[0]!.length\n    if (scoring.some((scores) => scores.length !== itemCount)) {\n      throw new ValidationError(\n        `interRaterReliability: dimension '${dimension}' has judges supplying ` +\n          `${scoring.map((scores) => scores.length).join('/')} scores — items cannot be aligned`,\n      )\n    }\n    for (let item = 0; item < itemCount; item++) {\n      const ratings = scoring.map((scores) => scores[item]!)\n      for (const v of ratings) allValues.push(v)\n      for (let i = 0; i < ratings.length; i++) {\n        for (let j = i + 1; j < ratings.length; j++) {\n          pairDiffs.push((ratings[i]! - ratings[j]!) ** 2)\n        }\n      }\n    }\n  }\n\n  if (pairDiffs.length === 0 || allValues.length < 2) return 1\n\n  const observedDisagreement = pairDiffs.reduce((a, b) => a + b, 0) / pairDiffs.length\n\n  // Expected disagreement from all possible pairings of values\n  let expectedDisagreement = 0\n  let expectedCount = 0\n  for (let i = 0; i < allValues.length; i++) {\n    for (let j = i + 1; j < allValues.length; j++) {\n      expectedDisagreement += (allValues[i]! - allValues[j]!) ** 2\n      expectedCount++\n    }\n  }\n  expectedDisagreement = expectedCount > 0 ? expectedDisagreement / expectedCount : 0\n\n  if (expectedDisagreement === 0) return 1\n  return 1 - observedDisagreement / expectedDisagreement\n}\n\nexport interface CorpusScoreRecord {\n  /** Stable identifier for the rated item (scenario, span, turn, …). */\n  itemId: string\n  /** Identifier for the judge that produced this score. */\n  judgeName: string\n  /** Dimension name (matches `DimensionJudgeScore.dimension`). */\n  dimension: string\n  /** Numeric score; must be finite. */\n  score: number\n}\n\nexport interface CorpusAgreementPerDimension extends ContinuousAgreement {\n  dimension: string\n  /** Item IDs that contributed to this dimension's matrix (every judge scored them). */\n  itemIds: string[]\n  /** Judge IDs that contributed to this dimension's matrix. */\n  judgeIds: string[]\n}\n\nexport interface CorpusAgreementReport {\n  /** Per-dimension ICC(2,1) + κ_w + Pearson + Spearman + bootstrap CIs. */\n  perDimension: CorpusAgreementPerDimension[]\n  /** Mean ICC across dimensions (NaN if no dimension yielded a finite ICC). */\n  overallIcc: number\n  /** Mean weighted κ across dimensions (NaN if none finite). */\n  overallWeightedKappa: number\n  /** Dimensions evaluated (sorted). */\n  dimensions: string[]\n  /** Judges seen across the corpus (sorted). */\n  judgeIds: string[]\n}\n\nexport interface CorpusAgreementOptions extends ContinuousAgreementOptions {\n  /** Restrict the audit to these dimensions; default every one in the input. A named absentee throws. */\n  dimensions?: string[]\n  /** Restrict the audit to these judges; default every one in the input. A named absentee throws. */\n  judges?: string[]\n}\n\n/**\n * Corpus-wide inter-rater agreement across N items × M judges × D dimensions, the\n * question `interRaterReliability`'s within-item α cannot answer.\n *\n * For each dimension, builds the [n_items][n_judges] matrix of scores\n * (keeping only items every judge rated on that dimension), then runs\n * `continuousAgreement` to get ICC(2,1), κ_w, Pearson, Spearman, and\n * bootstrap CIs. Reports a pooled mean across dimensions as a single\n * \"is this judge panel reliable on this corpus?\" number. Empty input, fewer than 2 judges or\n * items, a judge without scores on a dimension and duplicate records all throw: a silently\n * shrunk matrix would corrupt the overall metric.\n */\nexport function corpusInterRaterAgreement(\n  records: CorpusScoreRecord[],\n  opts: CorpusAgreementOptions = {},\n): CorpusAgreementReport {\n  if (records.length === 0) {\n    throw new ValidationError('corpusInterRaterAgreement: no score records supplied')\n  }\n\n  const judgesSeen = new Set<string>()\n  const dimsSeen = new Set<string>()\n  // dimension → judge → itemId → score\n  const grid = new Map<string, Map<string, Map<string, number>>>()\n\n  for (const r of records) {\n    if (!Number.isFinite(r.score)) {\n      throw new ValidationError(\n        `corpusInterRaterAgreement: non-finite score for (item=${r.itemId}, judge=${r.judgeName}, dim=${r.dimension})`,\n      )\n    }\n    judgesSeen.add(r.judgeName)\n    dimsSeen.add(r.dimension)\n    const byJudge = grid.get(r.dimension) ?? new Map<string, Map<string, number>>()\n    const byItem = byJudge.get(r.judgeName) ?? new Map<string, number>()\n    if (byItem.has(r.itemId)) {\n      throw new ValidationError(\n        `corpusInterRaterAgreement: duplicate record for (item=${r.itemId}, judge=${r.judgeName}, dim=${r.dimension})`,\n      )\n    }\n    byItem.set(r.itemId, r.score)\n    byJudge.set(r.judgeName, byItem)\n    grid.set(r.dimension, byJudge)\n  }\n\n  const targetDims = opts.dimensions ?? [...dimsSeen].sort()\n  for (const d of targetDims) {\n    if (!dimsSeen.has(d)) {\n      throw new ValidationError(\n        `corpusInterRaterAgreement: dimension '${d}' was requested but no records carry it`,\n      )\n    }\n  }\n  const targetJudges = opts.judges ? [...opts.judges] : [...judgesSeen].sort()\n  for (const j of targetJudges) {\n    if (!judgesSeen.has(j)) {\n      throw new ValidationError(\n        `corpusInterRaterAgreement: judge '${j}' was requested but produced no records`,\n      )\n    }\n  }\n  if (targetJudges.length < 2) {\n    throw new ValidationError(\n      `corpusInterRaterAgreement: need ≥2 judges, got ${targetJudges.length}`,\n    )\n  }\n\n  const perDimension: CorpusAgreementPerDimension[] = []\n  const iccs: number[] = []\n  const kappas: number[] = []\n\n  for (const dim of targetDims) {\n    const byJudge = grid.get(dim)!\n    // Fail loud: every requested judge must have scored ≥1 item on this dim.\n    const judgeItemCounts = Object.fromEntries(\n      targetJudges.map((j) => [j, byJudge.get(j)?.size ?? 0]),\n    )\n    const emptyJudges = targetJudges.filter((j) => judgeItemCounts[j] === 0)\n    if (emptyJudges.length > 0) {\n      throw new ValidationError(\n        `corpusInterRaterAgreement: dimension '${dim}' has no scores from judge(s) ${emptyJudges.join(', ')} (counts: ${JSON.stringify(judgeItemCounts)})`,\n      )\n    }\n    // Items rated by *every* requested judge on this dim.\n    const sortedItems = targetJudges\n      .map((j) => [...byJudge.get(j)!.keys()])\n      .reduce((common, ids) => common.filter((x) => ids.includes(x)))\n      .sort()\n    if (sortedItems.length < 2) {\n      throw new ValidationError(\n        `corpusInterRaterAgreement: dimension '${dim}' has ${sortedItems.length} item(s) rated by all ${targetJudges.length} judges (need ≥2)`,\n      )\n    }\n\n    const matrix: number[][] = sortedItems.map((itemId) =>\n      targetJudges.map((j) => byJudge.get(j)!.get(itemId)!),\n    )\n    const agreement = continuousAgreement(matrix, opts)\n    perDimension.push({\n      ...agreement,\n      dimension: dim,\n      itemIds: sortedItems,\n      judgeIds: [...targetJudges],\n    })\n    if (Number.isFinite(agreement.icc)) iccs.push(agreement.icc)\n    if (Number.isFinite(agreement.weightedKappa)) kappas.push(agreement.weightedKappa)\n  }\n\n  const mean = (xs: number[]) =>\n    xs.length === 0 ? Number.NaN : xs.reduce((a, b) => a + b, 0) / xs.length\n  return {\n    perDimension,\n    overallIcc: mean(iccs),\n    overallWeightedKappa: mean(kappas),\n    dimensions: targetDims,\n    judgeIds: targetJudges,\n  }\n}\n\n/**\n * Convenience adapter for `DimensionJudgeScore[]` data keyed externally by item.\n *\n * Use when you have per-item arrays of `DimensionJudgeScore[]` (e.g. one\n * `ScenarioResult.judgeScores` per scenario) and want corpus-wide\n * agreement without manually flattening. `itemId` must be unique per\n * row of `itemsScores`.\n */\nexport function corpusInterRaterAgreementFromJudgeScores(\n  itemsScores: Array<{ itemId: string; scores: DimensionJudgeScore[] }>,\n  opts: CorpusAgreementOptions = {},\n): CorpusAgreementReport {\n  const records: CorpusScoreRecord[] = []\n  const seen = new Set<string>()\n  for (const { itemId, scores } of itemsScores) {\n    if (seen.has(itemId)) {\n      throw new ValidationError(\n        `corpusInterRaterAgreementFromJudgeScores: duplicate itemId '${itemId}'`,\n      )\n    }\n    seen.add(itemId)\n    for (const s of scores) {\n      records.push({\n        itemId,\n        judgeName: s.judgeName,\n        dimension: s.dimension,\n        score: s.score,\n      })\n    }\n  }\n  return corpusInterRaterAgreement(records, opts)\n}\n\n/** Agreement between two raters who each assigned one nominal label per item. */\nexport interface NominalAgreement {\n  /** Items both raters labeled. */\n  n: number\n  /** Share of items with identical labels. */\n  agreement: number\n  /**\n   * Cohen's κ = (pₒ − pₑ) / (1 − pₑ), with pₑ from each rater's own label\n   * marginals. NaN when n = 0, or when both raters used one identical label\n   * for every item (pₑ = 1): chance and observed agreement are then the same\n   * thing, and no number distinguishes skill from luck.\n   */\n  kappa: number\n  /** Seeded percentile bootstrap of κ over clusters; NaN bounds when no resample has a finite κ. */\n  kappaCi: BootstrapInterval\n}\n\nexport interface NominalAgreementOptions {\n  /** Cluster id per pair; pairs sharing one are resampled together. Default: every pair alone. */\n  clusters?: readonly string[]\n  /** Default 2000. */\n  resamples?: number\n  seed?: number\n}\n\n/**\n * Unweighted Cohen's κ for paired nominal labels. Labels carry no order, so a\n * near miss counts as a miss; use `calibrateJudge` for ordinal scores.\n */\nexport function nominalAgreement(\n  pairs: ReadonlyArray<readonly [string, string]>,\n  options: NominalAgreementOptions = {},\n): NominalAgreement {\n  if (options.clusters && options.clusters.length !== pairs.length) {\n    throw new ValidationError('nominalAgreement: one cluster per pair')\n  }\n  const kappaCi = clusterBootstrap(\n    pairs,\n    (_, index) => options.clusters?.[index] ?? String(index),\n    (sample) => cohenKappa(sample).kappa,\n    options,\n  )\n  return { n: pairs.length, ...cohenKappa(pairs), kappaCi }\n}\n\nfunction cohenKappa(pairs: ReadonlyArray<readonly [string, string]>) {\n  const n = pairs.length\n  if (n === 0) return { agreement: Number.NaN, kappa: Number.NaN }\n  const left = new Map<string, number>()\n  const right = new Map<string, number>()\n  let same = 0\n  for (const [a, b] of pairs) {\n    if (typeof a !== 'string' || typeof b !== 'string') {\n      throw new ValidationError('nominalAgreement: every label must be a string')\n    }\n    if (a === b) same += 1\n    left.set(a, (left.get(a) ?? 0) + 1)\n    right.set(b, (right.get(b) ?? 0) + 1)\n  }\n  const observed = same / n\n  let expected = 0\n  for (const [label, count] of left) expected += (count / n) * ((right.get(label) ?? 0) / n)\n  const kappa = expected === 1 ? Number.NaN : (observed - expected) / (1 - expected)\n  return { agreement: observed, kappa }\n}\n","import { ValidationError } from '../errors'\nimport { ranks } from './descriptive'\nimport { assertFiniteSample } from './internal'\n\nfunction binary(values: readonly number[], name: string): void {\n  if (values.some(value => value !== 0 && value !== 1)) throw new ValidationError(`${name}: expected binary 0/1 values`)\n}\n\n/** Mann–Whitney ROC area: ties count half; no observed member of either class means unknown. */\nexport function rocAuc(scores: number[], labels: number[]): number | null {\n  assertFiniteSample('rocAuc', 'scores', scores)\n  binary(labels, 'rocAuc.labels')\n  if (scores.length !== labels.length) throw new ValidationError('rocAuc: scores and labels must have equal lengths')\n  const ranked = ranks(scores)\n  const positive = labels.reduce((sum, label) => sum + label, 0)\n  const sum = labels.reduce((total, label, index) => total + label * ranked[index]!, 0)\n  const negative = labels.length - positive\n  return positive && negative ? (sum - positive * (positive + 1) / 2) / (positive * negative) : null\n}\n","import { ValidationError } from '../errors'\nimport { studentTCritical } from './descriptive'\n\n/**\n * Nearest-rank distribution summary for measurement paths (gates, dashboards,\n * load harnesses): min/p50/p90/p95/p99/max + mean + sample stddev + a 95%\n * Student-t CI on the mean. Consolidates the former @repo/shared\n * distribution-stats: identical nearest-rank percentiles, with the CI now the\n * exact t critical value for any df (the retired implementation capped its\n * table at df 30 and fell back to 1.96).\n */\n\nexport interface SampleDistribution {\n  min: number\n  p50: number\n  p90: number\n  p95: number\n  p99: number\n  max: number\n  mean: number\n  stddev?: number\n  ci95Low?: number\n  ci95High?: number\n  n: number\n  values: number[]\n}\n\nexport interface DistributionSummaryOptions {\n  lowerBound?: number\n}\n\n/** Nearest-rank percentile on a sorted, non-empty sample (0-100 scale). */\nfunction nearestRank(sorted: number[], percentile: number): number {\n  const index = Math.min(\n    sorted.length - 1,\n    Math.max(0, Math.ceil((percentile / 100) * sorted.length) - 1),\n  )\n  return sorted[index]!\n}\n\n/**\n * Nearest-rank percentile on an arbitrary sample, `percentile` on a 0-100\n * scale — the same rule `summarizeDistribution` applies, exposed for a single\n * percentile the summary struct does not carry (e.g. p99.9). Returns NaN for\n * an empty sample; callers that need a numeric floor guard it.\n */\nexport function percentileNearestRank(\n  values: number[],\n  percentile: number,\n): number {\n  if (!Array.isArray(values)) throw new ValidationError('percentileNearestRank: values must be an array')\n  if (values.length === 0) return Number.NaN\n  const sorted = [...values].sort((a, b) => a - b)\n  return nearestRank(sorted, percentile)\n}\n\nexport function summarizeDistribution(\n  values: number[],\n  options: DistributionSummaryOptions = {},\n): SampleDistribution {\n  if (values.some((value) => !Number.isFinite(value)))\n    throw new ValidationError('summarizeDistribution: samples must be finite')\n  const finite =\n    options.lowerBound === undefined\n      ? values\n      : values.filter((value) => value >= options.lowerBound!)\n  if (finite.length === 0) {\n    // The retired implementation answered an empty sample with an all-NaN\n    // summary (n: 0) — dashboards render that row; keep the contract.\n    return {\n      min: Number.NaN,\n      p50: Number.NaN,\n      p90: Number.NaN,\n      p95: Number.NaN,\n      p99: Number.NaN,\n      max: Number.NaN,\n      mean: Number.NaN,\n      n: 0,\n      values: [],\n    }\n  }\n  const sorted = [...finite].sort((a, b) => a - b)\n  const n = sorted.length\n  const mean = sorted.reduce((sum, value) => sum + value / n, 0)\n  const centered = sorted.map((value) => value - mean)\n  const sumSquares = centered.reduce((sum, value) => sum + value ** 2, 0)\n  const summary: SampleDistribution = {\n    min: sorted[0]!,\n    p50: nearestRank(sorted, 50),\n    p90: nearestRank(sorted, 90),\n    p95: nearestRank(sorted, 95),\n    p99: nearestRank(sorted, 99),\n    max: sorted[n - 1]!,\n    mean,\n    n,\n    values: sorted,\n  }\n  if (n >= 2) {\n    const stddev = Math.sqrt(sumSquares / (n - 1))\n    const t = studentTCritical(n - 1, 0.95)\n    const margin = (t * stddev) / Math.sqrt(n)\n    summary.stddev = stddev\n    summary.ci95Low = mean - margin\n    summary.ci95High = mean + margin\n  }\n  return summary\n}\n","/** Standardized effect sizes; undefined effects remain null. */\n\nimport { ValidationError } from '../errors'\n\n/** Independent Cohen's d, oriented b − a; null below two samples or for an unbounded effect. */\nexport function cohensD(a: number[], b: number[]): number | null {\n  if (a.length < 2 || b.length < 2) return null\n  const meanA = a.reduce((x, y) => x + y, 0) / a.length\n  const meanB = b.reduce((x, y) => x + y, 0) / b.length\n  const varA = a.reduce((acc, x) => acc + (x - meanA) ** 2, 0) / (a.length - 1)\n  const varB = b.reduce((acc, x) => acc + (x - meanB) ** 2, 0) / (b.length - 1)\n  const pooled = Math.sqrt(\n    ((a.length - 1) * varA + (b.length - 1) * varB) / (a.length + b.length - 2),\n  )\n  if (pooled === 0) return meanB === meanA ? 0 : null\n  return (meanB - meanA) / pooled\n}\n\n/** Paired Cohen's dz; constant nonzero deltas have no finite standardized effect. */\nexport function pairedCohensDz(before: number[], after: number[]): number | null {\n  if (before.length !== after.length) {\n    throw new ValidationError(\n      `pairedCohensDz: unequal sample sizes (${before.length} vs ${after.length})`,\n    )\n  }\n  if (before.length < 2) return null\n  const deltas = before.map((value, index) => after[index]! - value)\n  if (deltas.some((value) => !Number.isFinite(value))) {\n    throw new ValidationError('pairedCohensDz: all paired values must be finite')\n  }\n  const meanDelta = deltas.reduce((sum, value) => sum + value, 0) / deltas.length\n  const variance =\n    deltas.reduce((sum, value) => sum + (value - meanDelta) ** 2, 0) / (deltas.length - 1)\n  const standardDeviation = Math.sqrt(variance)\n  const scale = Math.max(1, Math.abs(meanDelta), ...deltas.map(Math.abs))\n  if (standardDeviation <= Number.EPSILON * scale) return meanDelta === 0 ? 0 : null\n  return meanDelta / standardDeviation\n}\n\nexport type CliffsMagnitude = 'negligible' | 'small' | 'medium' | 'large'\n\n/** Cliff's delta, oriented after − before; empty samples return zero. */\nexport function cliffsDelta(before: number[], after: number[]): number {\n  const n = before.length * after.length\n  if (n === 0) return 0\n  let dominance = 0\n  for (const a of after) {\n    for (const b of before) {\n      if (a > b) dominance += 1\n      else if (a < b) dominance -= 1\n    }\n  }\n  return dominance / n\n}\n\n/** Romano magnitude thresholds for the absolute Cliff's delta. */\nexport function interpretCliffs(delta: number): CliffsMagnitude {\n  const d = Math.abs(delta)\n  if (d < 0.147) return 'negligible'\n  if (d < 0.33) return 'small'\n  if (d < 0.474) return 'medium'\n  return 'large'\n}\n","/**\n * Standard normal cumulative distribution using Abramowitz and Stegun 7.1.26.\n *\n * The approximation is evaluated as erf(x / sqrt(2)). Computing the negative\n * tail from the complementary term avoids cancellation when x is far below 0.\n * The maximum absolute CDF error is approximately 7.5e-8.\n */\nexport function normalCdf(x: number): number {\n  if (x === 0) return 0.5\n\n  const a1 = 0.254829592\n  const a2 = -0.284496736\n  const a3 = 1.421413741\n  const a4 = -1.453152027\n  const a5 = 1.061405429\n  const p = 0.3275911\n\n  const scaled = Math.abs(x) / Math.SQRT2\n  const t = 1 / (1 + p * scaled)\n  const complement = ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-scaled * scaled)\n\n  return x < 0 ? complement / 2 : 1 - complement / 2\n}\n","import { ValidationError } from '../errors'\nimport { normalCdf } from '../math/normal'\nimport { lnGamma, regularizedIncompleteBeta } from '../math/special-functions'\nimport { assertFiniteSample } from './internal'\n\n/** Two-sided normal tail, evaluated without subtracting a near-one CDF. */\nexport function normalTwoSidedPValue(z: number): number {\n  if (Number.isNaN(z)) throw new ValidationError('normalTwoSidedPValue: z must not be NaN')\n  return Math.min(1, 2 * normalCdf(-Math.abs(z)))\n}\n\n/** Two-sided Student-t tail, preserving small tail probabilities. */\nexport function studentTTwoSidedPValue(t: number, df: number): number {\n  if (Number.isNaN(t) || !Number.isFinite(df) || df <= 0) {\n    throw new ValidationError(\n      'studentTTwoSidedPValue: t must not be NaN and df must be positive and finite',\n    )\n  }\n  return regularizedIncompleteBeta(df / (df + t * t), df / 2, 0.5)\n}\n\nfunction table(a: number, b: number, c: number, d: number): number {\n  if (\n    ![a, b, c, d].every((value) => Number.isSafeInteger(value) && value >= 0) ||\n    !Number.isSafeInteger(a + b + c + d)\n  ) {\n    throw new ValidationError(\n      'contingency table: counts and total must be nonnegative safe integers',\n    )\n  }\n  return a + b + c + d\n}\n\n/** Pearson statistic for a 2x2 table; empty or fixed margins have statistic zero. */\nexport function chiSquared(a: number, b: number, c: number, d: number): number {\n  const n = table(a, b, c, d)\n  if (!n) return 0\n  const expected = [\n    ((a + b) * (a + c)) / n,\n    ((a + b) * (b + d)) / n,\n    ((c + d) * (a + c)) / n,\n    ((c + d) * (b + d)) / n,\n  ]\n  if (expected.some((value) => value === 0)) return 0\n  return [a, b, c, d].reduce((sum, value, i) => sum + (value - expected[i]!) ** 2 / expected[i]!, 0)\n}\n\n/** One-degree-of-freedom chi-squared survival probability. */\nexport function chiSquaredPValue(statistic: number): number {\n  if (Number.isNaN(statistic) || statistic < 0) {\n    throw new ValidationError('chiSquaredPValue: statistic must be nonnegative and not NaN')\n  }\n  return normalTwoSidedPValue(Math.sqrt(statistic))\n}\n\n/** Fisher two-sided probability: sum all fixed-margin tables no likelier than the observed table. */\nexport function fisherExactTwoSided(a: number, b: number, c: number, d: number): number {\n  const n = table(a, b, c, d),\n    row1 = a + b,\n    row2 = c + d,\n    col1 = a + c\n  if (!n || !row1 || !row2 || !col1 || col1 === n) return 1\n  const logChoose = (total: number, count: number) =>\n    lnGamma(total + 1) - lnGamma(count + 1) - lnGamma(total - count + 1)\n  const denominator = logChoose(n, col1)\n  const logP = (count: number) =>\n    logChoose(row1, count) + logChoose(row2, col1 - count) - denominator\n  const threshold = logP(a) + 1e-7\n  let p = 0\n  for (let k = Math.max(0, col1 - row2); k <= Math.min(row1, col1); k++) {\n    const probability = logP(k)\n    if (probability <= threshold) p += Math.exp(probability)\n  }\n  return Math.min(1, p)\n}\n\n/** Fisher when any expected count is below five; otherwise Pearson's chi-squared tail. */\nexport function twoByTwoPValue(a: number, b: number, c: number, d: number): number {\n  const n = table(a, b, c, d)\n  if (!n) return 1\n  const minimum =\n    Math.min((a + b) * (a + c), (a + b) * (b + d), (c + d) * (a + c), (c + d) * (b + d)) / n\n  return minimum < 5 ? fisherExactTwoSided(a, b, c, d) : chiSquaredPValue(chiSquared(a, b, c, d))\n}\n\nexport interface LinearRegressionResult {\n  slope: number\n  rSquared: number\n  slopePValue: number | null\n}\n\n/** Centered least-squares slope; null p-value means no slope test was possible. */\nexport function linearRegressionSlope(\n  points: readonly { x: number; y: number }[],\n): LinearRegressionResult {\n  assertFiniteSample(\n    'linearRegressionSlope',\n    'x',\n    points.map((point) => point.x),\n  )\n  assertFiniteSample(\n    'linearRegressionSlope',\n    'y',\n    points.map((point) => point.y),\n  )\n  if (points.length < 2) return { slope: 0, rSquared: 0, slopePValue: null }\n  const n = points.length\n  const meanX = points.reduce((sum, point) => sum + point.x / n, 0)\n  const meanY = points.reduce((sum, point) => sum + point.y / n, 0)\n  const sxx = points.reduce((sum, point) => sum + (point.x - meanX) ** 2, 0)\n  const syy = points.reduce((sum, point) => sum + (point.y - meanY) ** 2, 0)\n  const sxy = points.reduce((sum, point) => sum + (point.x - meanX) * (point.y - meanY), 0)\n  if (!sxx) return { slope: 0, rSquared: 0, slopePValue: null }\n  const slope = sxy / sxx\n  const residual = points.reduce(\n    (sum, point) => sum + (point.y - meanY - slope * (point.x - meanX)) ** 2,\n    0,\n  )\n  if (![slope, residual, sxx, sxy, syy].every(Number.isFinite)) {\n    throw new ValidationError('linearRegressionSlope: sample arithmetic exceeded finite range')\n  }\n  const rSquared = syy === 0 ? 0 : Math.max(0, 1 - residual / syy)\n  const slopePValue =\n    n < 3\n      ? null\n      : residual === 0\n        ? slope === 0\n          ? 1\n          : 0\n        : studentTTwoSidedPValue(slope / Math.sqrt(residual / (n - 2) / sxx), n - 2)\n  return { slope, rSquared, slopePValue }\n}\n","/**\n * Multiple-comparison corrections: family-wise error (Bonferroni, Holm) and\n * false discovery rate (Benjamini-Hochberg), with inclusive rejection\n * boundaries throughout.\n */\n\nimport { ValidationError } from '../errors'\n\n/**\n * Bonferroni adjustment: multiply every p-value by the test count, clamp at 1.\n *\n * Rejects at `p_adjusted ≤ alpha` — the boundary is inclusive, matching\n * {@link holm}, which uniformly dominates this correction and must therefore\n * never reject less. Validates its inputs on the same terms.\n */\nexport function bonferroni(\n  pValues: readonly number[],\n  alpha = 0.05,\n): { adjusted: number[]; significant: boolean[] } {\n  assertAlpha('bonferroni', 'alpha', alpha)\n  assertPValues('bonferroni', pValues)\n  const k = pValues.length\n  const adjusted = pValues.map((p) => Math.min(1, p * k))\n  return { adjusted, significant: adjusted.map((p) => p <= alpha) }\n}\n\n/**\n * Holm step-down family-wise error adjustment.\n *\n * P-values are sorted from smallest to largest, multiplied by their remaining\n * hypothesis count, and made monotonically non-decreasing before being mapped\n * back to input order. This uniformly dominates plain Bonferroni while keeping\n * strong family-wise error control under arbitrary dependence.\n */\nexport function holm(\n  pValues: readonly number[],\n  alpha = 0.05,\n): { adjusted: number[]; significant: boolean[] } {\n  assertAlpha('holm', 'alpha', alpha)\n  assertPValues('holm', pValues)\n  const count = pValues.length\n  if (count === 0) return { adjusted: [], significant: [] }\n\n  const ordered = pValues\n    .map((pValue, index) => ({ pValue, index }))\n    .sort((a, b) => a.pValue - b.pValue || a.index - b.index)\n  const adjusted = new Array<number>(count)\n  let previous = 0\n  for (let rank = 0; rank < count; rank++) {\n    const entry = ordered[rank]!\n    const stepAdjusted = Math.min(1, entry.pValue * (count - rank))\n    previous = Math.max(previous, stepAdjusted)\n    adjusted[entry.index] = previous\n  }\n  // Holm's rejection rule is inclusive at the adjusted alpha boundary.\n  return { adjusted, significant: adjusted.map((pValue) => pValue <= alpha) }\n}\n\n/**\n * Benjamini–Hochberg false discovery rate. Returns adjusted q-values and\n * significance at the target FDR; handles ties and preserves q monotonicity.\n *\n * Rejects at `q ≤ fdr` — the BH rule is inclusive at the boundary, so an\n * exactly-`fdr` q-value is a discovery.\n */\nexport function benjaminiHochberg(\n  pValues: readonly number[],\n  fdr = 0.05,\n): { qValues: number[]; significant: boolean[] } {\n  assertAlpha('benjaminiHochberg', 'fdr', fdr)\n  assertPValues('benjaminiHochberg', pValues)\n  const n = pValues.length\n  if (n === 0) return { qValues: [], significant: [] }\n  const indexed = pValues.map((p, i) => ({ p, i })).sort((a, b) => a.p - b.p)\n  const q = new Array<number>(n)\n  let minRight = 1\n  for (let k = n - 1; k >= 0; k--) {\n    const rank = k + 1\n    const entry = indexed[k]!\n    // (n/rank)·p, not (p·n)/rank: the latter lands one ULP above `fdr` at an\n    // exact boundary (p = 0.05, n = 3, rank = 3 gives 0.05000000000000001),\n    // which silently turns a discovery into a non-discovery. This is R's\n    // `p.adjust(method = \"BH\")` formulation.\n    const raw = (n / rank) * entry.p\n    const bounded = Math.min(minRight, raw)\n    minRight = bounded\n    q[entry.i] = Math.min(1, bounded)\n  }\n  return { qValues: q, significant: q.map((v) => v <= fdr) }\n}\n\nfunction assertAlpha(fn: string, label: string, value: number): void {\n  if (!Number.isFinite(value) || value <= 0 || value >= 1) {\n    throw new ValidationError(`${fn}: ${label} must be in (0,1), got ${value}`)\n  }\n}\n\nfunction assertPValues(fn: string, pValues: readonly number[]): void {\n  for (const [index, pValue] of pValues.entries()) {\n    if (!Number.isFinite(pValue) || pValue < 0 || pValue > 1) {\n      throw new ValidationError(`${fn}: pValues[${index}] must be in [0,1], got ${pValue}`)\n    }\n  }\n}\n","import { regularizedIncompleteBeta } from '../math/special-functions'\nimport { binomialSignTwoSided, zQuantile } from './internal'\n\n/** A binomial proportion estimate with a confidence interval. */\nexport interface ProportionInterval {\n  /** Point estimate successes / n; 0 is a compatibility placeholder when n = 0. */\n  estimate: number\n  /** Lower bound, clamped to [0, 1]. */\n  lower: number\n  /** Upper bound, clamped to [0, 1]. */\n  upper: number\n}\n\n/**\n * Wilson score interval for a binomial proportion. Correct at small n and near\n * 0/1, where the normal (Wald) approximation produces bounds outside [0, 1] and\n * understates coverage. Use this for any pass-rate / hit-rate / realness-rate\n * CI — the continuous `confidenceInterval` assumes the wrong distribution for a\n * proportion. Counts must be finite nonnegative integers, successes cannot exceed\n * n, and confidence must lie strictly between zero and one. With n = 0 the\n * interval is the full [0, 1] support: no rate is ruled out. The estimate stays\n * 0 for compatibility, not as a measured failure rate; retain n alongside it.\n */\nexport function wilson(successes: number, n: number, confidence = 0.95): ProportionInterval {\n  if (!Number.isSafeInteger(n) || n < 0) {\n    throw new Error('wilson: n must be a finite nonnegative integer')\n  }\n  if (!Number.isSafeInteger(successes) || successes < 0 || successes > n) {\n    throw new Error(`wilson: successes (${successes}) must be in [0, ${n}]`)\n  }\n  if (!Number.isFinite(confidence) || confidence <= 0 || confidence >= 1) {\n    throw new Error('wilson: confidence must be between zero and one')\n  }\n  if (n === 0) return { estimate: 0, lower: 0, upper: 1 }\n  const z = zQuantile(1 - (1 - confidence) / 2)\n  const p = successes / n\n  const z2 = z * z\n  const denom = 1 + z2 / n\n  const center = (p + z2 / (2 * n)) / denom\n  const half = (z * Math.sqrt((p * (1 - p) + z2 / (4 * n)) / n)) / denom\n  return {\n    estimate: p,\n    lower: Math.max(0, center - half),\n    upper: Math.min(1, center + half),\n  }\n}\n\nexport interface IndependentRiskDifferenceResult {\n  before: ProportionInterval & { successes: number; n: number }\n  after: ProportionInterval & { successes: number; n: number }\n  /** After minus before; null if either arm has no observations. */\n  delta: number | null\n  lower: number\n  upper: number\n  confidence: number\n}\n\n/** Independent-binomial difference: Newcombe (1998), method 10 (Wilson, no CC).\n * doi:10.1002/(SICI)1097-0258(19980430)17:8<873::AID-SIM779>3.0.CO;2-I\n * Empty arms retain full difference support; no point difference is measured. */\nexport function independentRiskDifference(\n  beforeSuccesses: number,\n  beforeN: number,\n  afterSuccesses: number,\n  afterN: number,\n  confidence = 0.95,\n): IndependentRiskDifferenceResult {\n  const before = {\n    ...wilson(beforeSuccesses, beforeN, confidence),\n    successes: beforeSuccesses,\n    n: beforeN,\n  }\n  const after = {\n    ...wilson(afterSuccesses, afterN, confidence),\n    successes: afterSuccesses,\n    n: afterN,\n  }\n  const delta = beforeN && afterN ? after.estimate - before.estimate : null\n  return {\n    before,\n    after,\n    delta,\n    confidence,\n    lower:\n      delta === null\n        ? -1\n        : Math.max(\n            -1,\n            delta - Math.hypot(after.estimate - after.lower, before.upper - before.estimate),\n          ),\n    upper:\n      delta === null\n        ? 1\n        : Math.min(\n            1,\n            delta + Math.hypot(after.upper - after.estimate, before.estimate - before.lower),\n          ),\n  }\n}\n\n/** Result of a McNemar paired-binary significance test. */\nexport interface McNemarResult {\n  /** Total paired observations. */\n  n: number\n  /** Discordant pairs (b + c) — the only ones that carry signal. */\n  nDiscordant: number\n  /** Pairs where treatment succeeded and control failed (\"newly correct\"). */\n  b: number\n  /** Pairs where control succeeded and treatment failed (\"newly wrong\"). */\n  c: number\n  /** Continuity-corrected chi-square statistic (reference; exact p drives the call). */\n  statistic: number\n  /** Two-sided p-value. Exact (binomial sign test on discordant pairs). */\n  pValue: number\n}\n\n/**\n * McNemar's test for paired binary outcomes — the correct significance test for\n * \"does treatment change the success rate vs control on the SAME items\". Only\n * discordant pairs (one arm right, the other wrong) carry information; concordant\n * pairs are uninformative, so a paired t-test / two-proportion z-test on the raw\n * rates is wrong here. The p-value is exact: under H0 the b \"treatment-wins\" are\n * Binomial(b + c, 0.5), so the two-sided p is the doubled binomial tail — correct\n * at the small discordant counts typical of eval runs (no continuity-corrected\n * chi-square approximation needed, though it is returned as `statistic` for\n * reference). Inputs are paired 0/1 (or boolean) arrays, control first to match\n * the module's (before, after) convention. Throws on unequal lengths.\n */\nexport function mcnemar(\n  control: ArrayLike<number | boolean>,\n  treatment: ArrayLike<number | boolean>,\n): McNemarResult {\n  if (control.length !== treatment.length) {\n    throw new Error(`mcnemar: unequal sample sizes (${control.length} vs ${treatment.length})`)\n  }\n  const n = control.length\n  let b = 0 // treatment 1, control 0\n  let c = 0 // treatment 0, control 1\n  for (let i = 0; i < n; i++) {\n    const ctrl = control[i] ? 1 : 0\n    const treat = treatment[i] ? 1 : 0\n    if (treat === 1 && ctrl === 0) b++\n    else if (treat === 0 && ctrl === 1) c++\n  }\n  const nDiscordant = b + c\n  const statistic = nDiscordant === 0 ? 0 : (Math.abs(b - c) - 1) ** 2 / nDiscordant\n  return { n, nDiscordant, b, c, statistic, pValue: binomialSignTwoSided(b, c) }\n}\n\n/** A paired binary effect size (treatment rate − control rate) with a CI. */\nexport interface RiskDifferenceResult {\n  /** Total paired observations. */\n  n: number\n  /** Discordant pairs: treatment-win count. */\n  b: number\n  /** Discordant pairs: control-win count. */\n  c: number\n  /** Paired risk difference (b − c) / n; 0 is a placeholder when n = 0. */\n  riskDifference: number\n  /** Lower bound of the CI, clamped to [-1, 1]. */\n  lower: number\n  /** Upper bound of the CI, clamped to [-1, 1]. */\n  upper: number\n  /** Confidence level used. */\n  confidence: number\n}\n\n/**\n * Paired risk difference (the effect-size companion to {@link mcnemar}): the\n * change in success rate p(treatment) − p(control) on matched items, which for\n * paired binary data equals (b − c) / n. The CI uses the paired variance from\n * the discordant counts, not the independent-samples formula (which overstates\n * the interval by ignoring the pairing). Inputs are paired 0/1 (or boolean)\n * arrays, control first. Throws on unequal lengths. With no pairs, returns the\n * full [-1, 1] support and a compatibility point estimate of 0, not equivalence.\n *\n * REPORTING ONLY — do NOT decide a promotion on this interval. The CI is a Wald\n * normal approximation, which badly UNDERCOVERS when only a handful of pairs are\n * discordant: at n = 3 with b = 2, c = 0 it returns [0.133, 1.000], excluding 0,\n * while McNemar's exact test on the same data gives p = 0.50. A gate keying on\n * `lower > 0` would promote noise. Use {@link pairedRiskDifferenceExact}, whose\n * interval is dual to the exact test by construction, for any decision.\n */\nexport function pairedRiskDifference(\n  control: ArrayLike<number | boolean>,\n  treatment: ArrayLike<number | boolean>,\n  confidence = 0.95,\n): RiskDifferenceResult {\n  if (control.length !== treatment.length) {\n    throw new Error(\n      `pairedRiskDifference: unequal sample sizes (${control.length} vs ${treatment.length})`,\n    )\n  }\n  const n = control.length\n  if (n === 0) return { n: 0, b: 0, c: 0, riskDifference: 0, lower: -1, upper: 1, confidence }\n  let b = 0\n  let c = 0\n  for (let i = 0; i < n; i++) {\n    const ctrl = control[i] ? 1 : 0\n    const treat = treatment[i] ? 1 : 0\n    if (treat === 1 && ctrl === 0) b++\n    else if (treat === 0 && ctrl === 1) c++\n  }\n  const rd = (b - c) / n\n  const variance = (b + c - (b - c) ** 2 / n) / (n * n)\n  const z = zQuantile(1 - (1 - confidence) / 2)\n  const half = z * Math.sqrt(Math.max(0, variance))\n  return {\n    n,\n    b,\n    c,\n    riskDifference: rd,\n    lower: Math.max(-1, rd - half),\n    upper: Math.min(1, rd + half),\n    confidence,\n  }\n}\n\n/** A paired binary effect size with an EXACT interval and the exact test that\n *  bounds it — one object so a caller cannot read the estimate without the\n *  significance it is entitled to. */\nexport interface ExactRiskDifferenceResult {\n  /** Total paired observations. */\n  n: number\n  /** Discordant pairs: treatment-win count. */\n  b: number\n  /** Discordant pairs: control-win count. */\n  c: number\n  /** Discordant pairs (b + c) — the only ones carrying information. */\n  nDiscordant: number\n  /** Paired risk difference (b − c) / n; 0 is a placeholder when n = 0. */\n  riskDifference: number\n  /** Exact conditional CI lower bound: -1 with no pairs; 0 with only concordant pairs. */\n  lower: number\n  /** Exact conditional CI upper bound: 1 with no pairs; 0 with only concordant pairs. */\n  upper: number\n  /** Confidence level used. */\n  confidence: number\n  /** McNemar's exact two-sided p-value on the same discordant counts. */\n  pValue: number\n}\n\n/**\n * Paired risk difference with the EXACT CONDITIONAL interval — the estimator a\n * promotion gate may decide on.\n *\n * Conditional on the number of discordant pairs m = b + c, the treatment-win\n * count b is Binomial(m, π) with π = P(treatment wins | discordant), and the\n * risk difference is an exact reparameterisation: RD = (2π − 1)·m/n. So a\n * Clopper-Pearson exact interval for π maps straight onto RD. This buys the\n * property the Wald interval in {@link pairedRiskDifference} does not have:\n *\n *   **`lower > 0` ⟺ McNemar's exact test rejects at α = 1 − confidence.**\n *\n * Clopper-Pearson excludes π = 0.5 exactly when the two-sided exact binomial\n * test of π = 0.5 rejects, and that test IS {@link mcnemar}'s p-value — so the\n * interval and the test can never disagree, and a gate keyed on `lower` cannot\n * promote what the exact test refuses. The exact p is returned in the same\n * object so the two are impossible to compute apart.\n *\n * The interval is conservative (exact intervals over-cover; conditioning on m\n * discards the concordant pairs' information about m itself). That is the\n * correct direction for a promotion gate: it refuses more often, never less.\n *\n * With n = 0, returns the full [-1, 1] support, p = 1, and a compatibility\n * point estimate of 0. With n > 0 and m = 0, π is not identified: the result\n * is the degenerate [0, 0] with p = 1. That is NOT evidence of equivalence —\n * callers must treat a zero-width interval as \"cannot decide\", not as \"no\n * difference\". Inputs are paired 0/1 (or boolean) arrays, control first.\n * Throws on unequal lengths.\n */\nexport function pairedRiskDifferenceExact(\n  control: ArrayLike<number | boolean>,\n  treatment: ArrayLike<number | boolean>,\n  confidence = 0.95,\n): ExactRiskDifferenceResult {\n  if (control.length !== treatment.length) {\n    throw new Error(\n      `pairedRiskDifferenceExact: unequal sample sizes (${control.length} vs ${treatment.length})`,\n    )\n  }\n  if (confidence <= 0 || confidence >= 1) {\n    throw new Error(`pairedRiskDifferenceExact: confidence must be in (0,1), got ${confidence}`)\n  }\n  const n = control.length\n  if (n === 0) {\n    return {\n      n: 0,\n      b: 0,\n      c: 0,\n      nDiscordant: 0,\n      riskDifference: 0,\n      lower: -1,\n      upper: 1,\n      confidence,\n      pValue: 1,\n    }\n  }\n  let b = 0\n  let c = 0\n  for (let i = 0; i < n; i++) {\n    const ctrl = control[i] ? 1 : 0\n    const treat = treatment[i] ? 1 : 0\n    if (treat === 1 && ctrl === 0) b++\n    else if (treat === 0 && ctrl === 1) c++\n  }\n  const m = b + c\n  const riskDifference = (b - c) / n\n  const pValue = binomialSignTwoSided(b, c)\n  if (m === 0) {\n    return { n, b, c, nDiscordant: 0, riskDifference: 0, lower: 0, upper: 0, confidence, pValue }\n  }\n  const alpha = 1 - confidence\n  const piLow = b === 0 ? 0 : betaQuantile(alpha / 2, b, m - b + 1)\n  const piHigh = b === m ? 1 : betaQuantile(1 - alpha / 2, b + 1, m - b)\n  const scale = m / n\n  return {\n    n,\n    b,\n    c,\n    nDiscordant: m,\n    riskDifference,\n    lower: Math.max(-1, (2 * piLow - 1) * scale),\n    upper: Math.min(1, (2 * piHigh - 1) * scale),\n    confidence,\n    pValue,\n  }\n}\n\n/** Inverse regularized incomplete beta by bisection on\n *  {@link regularizedIncompleteBeta}, which is monotone increasing in x. 80\n *  halvings of [0,1] resolve to ~8e-25, far past the continued fraction's own\n *  3e-15 tolerance, so the quantile is as exact as the CDF it inverts. */\nfunction betaQuantile(p: number, a: number, b: number): number {\n  if (p <= 0) return 0\n  if (p >= 1) return 1\n  let lo = 0\n  let hi = 1\n  for (let i = 0; i < 80; i++) {\n    const mid = (lo + hi) / 2\n    if (regularizedIncompleteBeta(mid, a, b) < p) lo = mid\n    else hi = mid\n  }\n  return (lo + hi) / 2\n}\n\n/** A paired binary effect size with an interval that is valid at a NONZERO\n *  margin — the estimator a noninferiority decision may be made on. */\nexport interface ScoreRiskDifferenceResult {\n  /** Total paired observations. */\n  n: number\n  /** Discordant pairs: treatment-win count. */\n  b: number\n  /** Discordant pairs: control-win count. */\n  c: number\n  /** Discordant pairs (b + c). */\n  nDiscordant: number\n  /** Paired risk difference (b − c) / n; 0 is a placeholder when n = 0. */\n  riskDifference: number\n  /** Score-interval lower bound on the population risk difference. */\n  lower: number\n  /** Score-interval upper bound on the population risk difference. */\n  upper: number\n  /** Confidence level used. */\n  confidence: number\n}\n\n/**\n * Constrained MLE of q = P(treatment loses) under the hypothesis RD = `delta`.\n *\n * Profiling the two concordant cells out of the multinomial leaves\n * `L(q) = b·log(q+delta) + c·log(q) + e·log(1 − 2q − delta)` with `e = n − b − c`,\n * whose stationary point is the positive root of\n * `2n·q² − [(b + c) − delta·(b + 3c + 2e)]·q − c·delta·(1 − delta) = 0`.\n * At `delta = 0` this returns `(b + c) / 2n`, the familiar null.\n */\nfunction constrainedLossRate(b: number, c: number, n: number, delta: number): number {\n  const e = n - b - c\n  const quadratic = 2 * n\n  const linear = -(b + c - delta * (b + 3 * c + 2 * e))\n  const constant = -c * delta * (1 - delta)\n  const discriminant = linear * linear - 4 * quadratic * constant\n  const root = discriminant > 0 ? Math.sqrt(discriminant) : 0\n  const q = (-linear + root) / (2 * quadratic)\n  // Clamp into the region where all four cell probabilities stay non-negative.\n  return Math.min(Math.max(q, Math.max(0, -delta)), Math.max(0, (1 - delta) / 2))\n}\n\n/** Tango's score statistic for H0: RD = `delta`. `Var(b − c) = n·(2q + delta −\n *  delta²)` under that hypothesis, evaluated at the constrained MLE of q. */\nfunction tangoScore(b: number, c: number, n: number, delta: number): number {\n  const numerator = b - c - n * delta\n  const q = constrainedLossRate(b, c, n, delta)\n  const variance = n * (2 * q + delta * (1 - delta))\n  if (!(variance > 0)) {\n    if (numerator === 0) return 0\n    return numerator > 0 ? Number.POSITIVE_INFINITY : Number.NEGATIVE_INFINITY\n  }\n  return numerator / Math.sqrt(variance)\n}\n\n/**\n * Paired risk difference with TANGO'S (1998) SCORE INTERVAL — the estimator a\n * promotion gate may decide on **at a nonzero margin**.\n *\n * {@link pairedRiskDifferenceExact} conditions on the observed discordant count\n * `m = b + c`, builds a Clopper-Pearson interval for the win share among those\n * `m` pairs, and multiplies by the observed `m/n`. That is exact for testing\n * RD = 0 — it is dual to McNemar — but it is NOT a confidence interval for the\n * population risk difference at a nonzero margin, because the sampling\n * variability of `m/n` itself is discarded. The gap is not academic: with the\n * production caller's `pairedDeltaThreshold: -0.05`, a process whose true risk\n * difference sits exactly on that margin clears a nominal-95 % `lower > margin`\n * check 24.75 % of the time at n = 40 and 43.95 % at n = 76 (2000 replicates\n * each) when the conditional interval decides.\n *\n * Tango's interval inverts the score test of RD = delta, which estimates the\n * nuisance loss rate under each hypothesised delta instead of fixing it at the\n * observed value, so `m` contributes its own uncertainty. It is the method\n * `ratesci::scorepairci` uses for paired risk-difference noninferiority, and it\n * is not conditional, so it stays valid as the margin moves away from zero.\n *\n * The bounds are found by bisecting `tangoScore(delta) = ±z` — the score is\n * monotone decreasing in delta, so each crossing is unique. Inputs are paired\n * 0/1 (or boolean) arrays, control first. Throws on unequal lengths.\n */\nexport function pairedRiskDifferenceScore(\n  control: ArrayLike<number | boolean>,\n  treatment: ArrayLike<number | boolean>,\n  confidence = 0.95,\n): ScoreRiskDifferenceResult {\n  if (control.length !== treatment.length) {\n    throw new Error(\n      `pairedRiskDifferenceScore: unequal sample sizes (${control.length} vs ${treatment.length})`,\n    )\n  }\n  if (confidence <= 0 || confidence >= 1) {\n    throw new Error(`pairedRiskDifferenceScore: confidence must be in (0,1), got ${confidence}`)\n  }\n  const n = control.length\n  if (n === 0) {\n    return { n: 0, b: 0, c: 0, nDiscordant: 0, riskDifference: 0, lower: -1, upper: 1, confidence }\n  }\n  let b = 0\n  let c = 0\n  for (let i = 0; i < n; i++) {\n    const ctrl = control[i] ? 1 : 0\n    const treat = treatment[i] ? 1 : 0\n    if (treat === 1 && ctrl === 0) b++\n    else if (treat === 0 && ctrl === 1) c++\n  }\n  const riskDifference = (b - c) / n\n  const z = zQuantile(1 - (1 - confidence) / 2)\n\n  // Lower bound: the smallest delta still inside the interval, i.e. the root of\n  // score(delta) = +z on [-1, riskDifference]. score(riskDifference) = 0 < z, so\n  // the right endpoint is always inside and the bisection is well posed.\n  let lo = -1\n  let hi = riskDifference\n  // 64 halvings resolve the [-1, 1] search interval below 6e-20, past the\n  // precision available to the score calculation. More iterations only\n  // repeat identical floating-point values while multiplying every gate\n  // decision's cost.\n  for (let i = 0; i < 64; i++) {\n    const mid = (lo + hi) / 2\n    if (tangoScore(b, c, n, mid) > z) lo = mid\n    else hi = mid\n  }\n  const lower = (lo + hi) / 2\n\n  // Upper bound: root of score(delta) = -z on [riskDifference, 1].\n  let ulo = riskDifference\n  let uhi = 1\n  for (let i = 0; i < 64; i++) {\n    const mid = (ulo + uhi) / 2\n    if (tangoScore(b, c, n, mid) > -z) ulo = mid\n    else uhi = mid\n  }\n  const upper = (ulo + uhi) / 2\n\n  return {\n    n,\n    b,\n    c,\n    nDiscordant: b + c,\n    riskDifference,\n    lower: Math.max(-1, lower),\n    upper: Math.min(1, upper),\n    confidence,\n  }\n}\n\n/** Common positive level of paired {0, s} outcomes; divide by s before binary tests.\n * Returns null for non-finite, negative, mixed-scale or all-zero data. */\nexport function pairedBinaryScale(\n  before: ArrayLike<number>,\n  after: ArrayLike<number>,\n): number | null {\n  let level: number | null = null\n  for (const arm of [before, after]) {\n    for (let i = 0; i < arm.length; i++) {\n      const v = arm[i]!\n      if (!Number.isFinite(v)) return null\n      if (v === 0) continue\n      if (v < 0) return null\n      if (level === null) level = v\n      else if (v !== level) return null\n    }\n  }\n  return level\n}\n\n/**\n * Unbiased pass@k for code generation (Chen et al. 2021, \"Evaluating Large\n * Language Models Trained on Code\"). Given `n` independent samples for one\n * problem of which `c` pass, the probability that at least one of a random k of\n * them passes is 1 − C(n−c, k) / C(n, k). Estimating pass@k as \"did any of the\n * first k pass\" is biased high at small n; this is the variance-reduced estimator\n * averaged implicitly over all k-subsets. Average the per-problem values across\n * the suite for the corpus pass@k. Computed in the numerically stable product\n * form. Requires 1 ≤ k ≤ n and 0 ≤ c ≤ n.\n */\nexport function passAtK(n: number, c: number, k: number): number {\n  if (!Number.isInteger(n) || !Number.isInteger(c) || !Number.isInteger(k)) {\n    throw new Error(`passAtK: n, c, k must be integers (got n=${n}, c=${c}, k=${k})`)\n  }\n  if (k < 1 || k > n || c < 0 || c > n) {\n    throw new Error(`passAtK: require 1 ≤ k ≤ n and 0 ≤ c ≤ n (got n=${n}, c=${c}, k=${k})`)\n  }\n  if (n - c < k) return 1\n  let prob = 1\n  for (let i = n - c + 1; i <= n; i++) prob *= 1 - k / i\n  return 1 - prob\n}\n","/**\n * Paired significance tests on continuous scores: the paired t-test, the\n * promotion-gate paired bootstrap, the exact sign test, and the package-wide\n * paired-delta decision statistic.\n */\n\nimport { ValidationError } from '../errors'\nimport { studentTCdf } from '../math/student-t'\nimport { assertFiniteSample, binomialHalfUpperTail, makeRng, medianInPlace } from './internal'\n\nexport interface PairedTTestResult {\n  /** Null when the statistic is undefined — see {@link pairedTTest}. */\n  t: number | null\n  df: number\n  /** Null exactly when `t` is null. */\n  p: number | null\n}\n\n/**\n * Paired t-test — before/after measurements on the SAME items.\n * Pairing removes inter-item variance, giving tighter significance than\n * an unpaired test when comparing prompt v1 vs prompt v2 on identical\n * scenarios.\n *\n * Returns `t = p = null` where the statistic is undefined: fewer than two\n * pairs, or a non-zero constant delta whose observed variance is zero. A\n * constant shift carries no information about the variance it would have to\n * be compared against, so the honest answer is \"undefined\", not `p = 0` —\n * three observations cannot buy absolute certainty. This is the same contract\n * {@link pairedCohensDz} states for the same condition. An all-zero delta is\n * different: it is a measured null, and returns `t = 0, p = 1`.\n */\nexport function pairedTTest(before: number[], after: number[]): PairedTTestResult {\n  if (before.length !== after.length) {\n    throw new ValidationError(\n      `pairedTTest: unequal sample sizes (${before.length} vs ${after.length})`,\n    )\n  }\n  assertFiniteSample('pairedTTest', 'before', before)\n  assertFiniteSample('pairedTTest', 'after', after)\n  const n = before.length\n  if (n < 2) return { t: null, df: 0, p: null }\n\n  const diffs = before.map((b, i) => after[i]! - b)\n  const mean = diffs.reduce((a, b) => a + b, 0) / n\n  const variance = diffs.reduce((acc, d) => acc + (d - mean) ** 2, 0) / (n - 1)\n  const se = Math.sqrt(variance / n)\n  if (se === 0) {\n    return mean === 0 ? { t: 0, df: n - 1, p: 1 } : { t: null, df: n - 1, p: null }\n  }\n\n  const t = mean / se\n  const df = n - 1\n  const p = 2 * (1 - studentTCdf(Math.abs(t), df))\n  return { t, df, p }\n}\n\n// ── Paired bootstrap (promotion-gate effect size) ────────────────────\n\nexport interface PairedBootstrapResult {\n  /** Number of paired observations. */\n  n: number\n  /** Median of paired deltas (after − before). */\n  median: number\n  /** Mean of paired deltas. */\n  mean: number\n  /** Lower bound of the bootstrap CI on the chosen statistic. */\n  low: number\n  /** Upper bound of the bootstrap CI on the chosen statistic. */\n  high: number\n  /** Confidence level used (e.g. 0.95). */\n  confidence: number\n  /** Number of bootstrap resamples used. */\n  resamples: number\n  /** False below {@link BOOTSTRAP_GATE_MIN_N}. See {@link pairedBootstrap}. */\n  gateEligible: boolean\n}\n\n/**\n * Pairs below which a percentile bootstrap interval is descriptive spread only.\n *\n * `P(low > 0)` under a true null, against a nominal 2.5 %, measured over 4000\n * seeded trials: 13.53 % at n = 3, 3.52 % at n = 10, 3.10 % at n = 20 on the\n * median; 13.85 %, 4.90 %, 3.80 % on the mean. This is intrinsic to resampling\n * three points, not an implementation error — scipy's BCa gives 16.0 % on the\n * same n = 3 data — so no change to the estimator moves it. Below this floor\n * the decision belongs to the exact sign test or exact signed-rank test.\n */\nexport const BOOTSTRAP_GATE_MIN_N = 20\n\nexport interface PairedBootstrapOptions {\n  /** Confidence level. Default 0.95. */\n  confidence?: number\n  /** Bootstrap resample count. Default 2000. */\n  resamples?: number\n  /** Statistic to bootstrap. Default 'median'. */\n  statistic?: 'median' | 'mean'\n  /** Deterministic seed. If omitted, derived from the deltas so the interval\n   *  is reproducible regardless. */\n  seed?: number\n}\n\n/**\n * Paired bootstrap on (after − before) deltas. Returns a CI on the chosen\n * statistic (median by default); pairs are resampled with replacement. Throws\n * on unequal sample sizes.\n *\n * `low > threshold` carries the stated confidence ONLY at `n ≥\n * {@link BOOTSTRAP_GATE_MIN_N}`, which `gateEligible` reports. Below it the\n * check fires under a true null several times more often than nominal, so the\n * interval is descriptive spread and a promotion must not turn on it.\n */\nexport function pairedBootstrap(\n  before: number[],\n  after: number[],\n  opts: PairedBootstrapOptions = {},\n): PairedBootstrapResult {\n  if (before.length !== after.length) {\n    throw new Error(`pairedBootstrap: unequal sample sizes (${before.length} vs ${after.length})`)\n  }\n  const confidence = opts.confidence ?? 0.95\n  const resamples = opts.resamples ?? 2000\n  const statistic = opts.statistic ?? 'median'\n  if (confidence <= 0 || confidence >= 1) {\n    throw new Error(`pairedBootstrap: confidence must be in (0,1), got ${confidence}`)\n  }\n\n  const n = before.length\n  const deltas = before.map((b, i) => after[i]! - b)\n  const gateEligible = n >= BOOTSTRAP_GATE_MIN_N\n  if (n === 0) {\n    return { n: 0, median: 0, mean: 0, low: 0, high: 0, confidence, resamples, gateEligible }\n  }\n  if (n === 1) {\n    const d = deltas[0]!\n    return { n: 1, median: d, mean: d, low: d, high: d, confidence, resamples, gateEligible }\n  }\n\n  const rng = makeRng(opts.seed, deltas)\n  const samples = new Array<number>(resamples)\n  for (let b = 0; b < resamples; b++) {\n    if (statistic === 'mean') {\n      let sum = 0\n      for (let k = 0; k < n; k++) {\n        sum += deltas[Math.floor(rng() * n)]!\n      }\n      samples[b] = sum / n\n    } else {\n      const acc = new Array<number>(n)\n      for (let k = 0; k < n; k++) {\n        acc[k] = deltas[Math.floor(rng() * n)]!\n      }\n      samples[b] = medianInPlace(acc)\n    }\n  }\n  samples.sort((a, b) => a - b)\n\n  const alpha = 1 - confidence\n  const lowIdx = Math.floor((alpha / 2) * resamples)\n  const highIdx = Math.min(resamples - 1, Math.ceil((1 - alpha / 2) * resamples) - 1)\n\n  return {\n    n,\n    median: medianInPlace([...deltas]),\n    mean: deltas.reduce((s, x) => s + x, 0) / n,\n    low: samples[lowIdx]!,\n    high: samples[Math.max(highIdx, lowIdx)]!,\n    confidence,\n    resamples,\n    gateEligible,\n  }\n}\n\n/** Pre-registered direction for a one-sided paired sign test. */\nexport type SignTestAlternative = 'greater' | 'less'\n\n/** Exact one-sided sign-test result for paired numeric differences. */\nexport interface PairedSignTestResult {\n  /** Total supplied differences, including zero ties. */\n  n: number\n  /** Strictly positive differences. */\n  positive: number\n  /** Strictly negative differences. */\n  negative: number\n  /** Zero differences excluded from the binomial test. */\n  ties: number\n  /** Non-zero differences used by the binomial test. */\n  nNonTies: number\n  /** Direction of the pre-registered alternative hypothesis. */\n  alternative: SignTestAlternative\n  /** Exact one-sided p-value under P(positive) = P(negative) = 0.5. */\n  pValue: number\n}\n\n/**\n * Exact one-sided sign test over paired differences.\n *\n * Pass `after[i] - before[i]` for each matched item. `alternative = 'greater'`\n * tests whether positive signs are more likely than negative signs and returns\n * `P(Binomial(nNonTies, 0.5) >= positive)`. `alternative = 'less'` treats\n * negative signs as successes instead. With a continuous difference\n * distribution this is the usual directional median test. Exact zero\n * differences are ties and do not enter the binomial denominator. All-tie and\n * empty inputs return p = 1. Every input difference must be finite, and the\n * direction must be chosen explicitly so a caller cannot select it after\n * seeing the signs.\n */\nexport function pairedSignTest(\n  differences: readonly number[],\n  alternative: SignTestAlternative,\n): PairedSignTestResult {\n  if (alternative !== 'greater' && alternative !== 'less') {\n    throw new ValidationError(\n      `pairedSignTest: alternative must be 'greater' or 'less', got ${alternative}`,\n    )\n  }\n\n  let positive = 0\n  let negative = 0\n  let ties = 0\n  for (let i = 0; i < differences.length; i++) {\n    const difference = differences[i]!\n    if (!Number.isFinite(difference)) {\n      throw new ValidationError(\n        `pairedSignTest: difference at index ${i} must be finite, got ${difference}`,\n      )\n    }\n    if (difference > 0) positive++\n    else if (difference < 0) negative++\n    else ties++\n  }\n\n  const nNonTies = positive + negative\n  const successes = alternative === 'greater' ? positive : negative\n  return {\n    n: differences.length,\n    positive,\n    negative,\n    ties,\n    nNonTies,\n    alternative,\n    pValue: binomialHalfUpperTail(successes, nNonTies),\n  }\n}\n\n/** Fraction of paired observations whose delta is an exact tie (|after − before|\n *  < 1e-9). Throws on unequal sample sizes; 0 pairs ⇒ 0. */\nexport function pairedDeltaTieFraction(\n  before: ArrayLike<number>,\n  after: ArrayLike<number>,\n): number {\n  if (before.length !== after.length) {\n    throw new Error(\n      `pairedDeltaTieFraction: unequal sample sizes (${before.length} vs ${after.length})`,\n    )\n  }\n  const n = before.length\n  if (n === 0) return 0\n  let ties = 0\n  for (let i = 0; i < n; i++) {\n    if (Math.abs(after[i]! - before[i]!) < 1e-9) ties++\n  }\n  return ties / n\n}\n\n/**\n * The paired-delta statistic a DECISION is computed on, package-wide.\n *\n * The mean paired delta is the estimator that answers the question a promotion\n * gate asks — \"by how much did the candidate move the score\" — in the caller's\n * own units, and it equals the aggregate lift everyone quotes. The MEDIAN\n * answers a different question and loses the answer to this one in every regime\n * eval data actually lands in:\n *   - TWO-POINT (pass/fail) outcomes on any encoding: the delta vector lives in\n *     {−s, 0, +s} dominated by zeros, so the median and its whole bootstrap CI\n *     are pinned at exactly 0 however large the shift. (Decide these on\n *     {@link pairedRiskDifferenceExact} instead — same estimand, exact interval.)\n *   - TIE-DOMINATED outcomes: at half the pairs tied the sample median is 0 by\n *     construction, and `ci.low > threshold` then answers \"no\" forever at a\n *     non-negative threshold and \"yes\" forever at a negative one.\n *   - LOW-CARDINALITY outcomes, even well below half ties: judge dimensions on\n *     integer 0-100, and block scores like {⅔, 1} from averaging pass/fail\n *     leaves, put the median on a coarse lattice whose bootstrap percentiles\n *     land on atoms. Measured: 26 blocks of 3 pass/fail leaves carrying a real\n *     +12.8pp lift, only 23% of pairs tied, gives a median CI of [0, 0.333] —\n *     lower bound exactly 0, so a gate at threshold 0 refuses a real lift.\n * That last case is why there is no tie-fraction threshold here: any cutoff on\n * ties leaves the lattice case open on the other side of it.\n *\n * `heldoutSignificance` has defaulted to the mean since #316 for the same\n * reason. The median remains available per call site for callers who\n * specifically want outlier robustness and accept the blindness.\n */\nexport const DECISION_PAIRED_DELTA_STATISTIC: 'mean' = 'mean'\n","import { normalCdf } from '../math/normal'\nimport { zQuantile } from './internal'\n\n// ── Power analysis + minimum detectable effect ───────────────────────\n\n/**\n * Required N per arm for a two-sample comparison at target effect size,\n * alpha, and power. Normal-approximation formula:\n *   n = 2 * ( (z_{1-α/2} + z_{1-β}) / d )^2\n * where d is Cohen's d. Returns Infinity for effect ≤ 0.\n */\nexport function requiredSampleSize(opts: {\n  effect: number\n  alpha?: number\n  power?: number\n  twoSided?: boolean\n}): number {\n  const effect = opts.effect\n  if (!Number.isFinite(effect) || effect <= 0) return Infinity\n  const alpha = opts.alpha ?? 0.05\n  const power = opts.power ?? 0.8\n  const twoSided = opts.twoSided ?? true\n  const zAlpha = zQuantile(twoSided ? 1 - alpha / 2 : 1 - alpha)\n  const zBeta = zQuantile(power)\n  const n = 2 * ((zAlpha + zBeta) / effect) ** 2\n  return Math.ceil(n)\n}\n\n/**\n * Required number of paired observations for a target Cohen's dz.\n * Unlike the independent-groups formula, this has no two-arm factor of two.\n *\n * Normal quantiles with no t correction, so treat the result as a LOWER bound:\n * it returns 32 where the exact t-based answer is 34 at dz = 0.5, and 13 where\n * it is 15 at dz = 0.8 — a 6–13 % shortfall precisely in the range a caller\n * consults to decide whether 3–10 repetitions suffice.\n */\nexport function requiredPairedSampleSize(opts: {\n  effect: number\n  alpha?: number\n  power?: number\n  twoSided?: boolean\n}): number {\n  const effect = opts.effect\n  if (!Number.isFinite(effect) || effect <= 0) return Infinity\n  const alpha = opts.alpha ?? 0.05\n  const power = opts.power ?? 0.8\n  const twoSided = opts.twoSided ?? true\n  const zAlpha = zQuantile(twoSided ? 1 - alpha / 2 : 1 - alpha)\n  const zBeta = zQuantile(power)\n  return Math.ceil(((zAlpha + zBeta) / effect) ** 2)\n}\n\n/**\n * Minimum detectable paired effect (standardised units) for a target paired\n * sample size: d_min = (z_{1-α/2} + z_β) / sqrt(n_paired). Multiply by\n * sd(deltas) for score units; treat as a lower bound — Wilcoxon and bootstrap\n * have asymptotic relative efficiency below 1 vs the t-test on heavy tails.\n */\nexport function pairedMde(opts: {\n  nPaired: number\n  alpha?: number\n  power?: number\n  twoSided?: boolean\n}): number {\n  if (!Number.isFinite(opts.nPaired) || opts.nPaired <= 0) return Infinity\n  const alpha = opts.alpha ?? 0.05\n  const power = opts.power ?? 0.8\n  const twoSided = opts.twoSided ?? true\n  const zAlpha = zQuantile(twoSided ? 1 - alpha / 2 : 1 - alpha)\n  const zBeta = zQuantile(power)\n  return (zAlpha + zBeta) / Math.sqrt(opts.nPaired)\n}\n\n/**\n * Number of paired observations needed for a McNemar test to reach a target\n * power — the pre-registration companion to {@link mcnemar}. Parametrised by the\n * expected discordant-cell probabilities `p10` (P[treatment wins on a pair]) and\n * `p01` (P[control wins]); concordant pairs carry no information, so the count\n * is driven entirely by the discordant rate. Lachin's (1992) asymptotic normal\n * approximation: with discordant rate `pDisc = p10 + p01` and marginal effect\n * `δ = p10 − p01`,\n *   n = ( z_{1-α/2}·√pDisc + z_{1-β}·√(pDisc − δ²) )² / δ².\n * Returns Infinity when there is no effect (p10 === p01). Asymptotic — at the\n * tiny discordant counts where the exact {@link mcnemar} differs from the normal\n * approximation, treat the result as a lower bound and prefer the discordant-pair\n * floor.\n */\nexport function mcnemarRequiredN(opts: {\n  p10: number\n  p01: number\n  alpha?: number\n  power?: number\n  twoSided?: boolean\n}): number {\n  const { p10, p01 } = opts\n  if (p10 < 0 || p01 < 0 || p10 + p01 > 1) {\n    throw new Error(`mcnemarRequiredN: require p10,p01 ≥ 0 and p10+p01 ≤ 1 (got ${p10}, ${p01})`)\n  }\n  const delta = p10 - p01\n  if (delta === 0) return Infinity\n  const alpha = opts.alpha ?? 0.05\n  const power = opts.power ?? 0.8\n  const twoSided = opts.twoSided ?? true\n  const pDisc = p10 + p01\n  const zAlpha = zQuantile(twoSided ? 1 - alpha / 2 : 1 - alpha)\n  const zBeta = zQuantile(power)\n  const n =\n    (zAlpha * Math.sqrt(pDisc) + zBeta * Math.sqrt(Math.max(0, pDisc - delta * delta))) ** 2 /\n    (delta * delta)\n  return Math.ceil(n)\n}\n\n/**\n * Power of a McNemar test at a given number of paired observations, the inverse\n * of {@link mcnemarRequiredN} (same Lachin asymptotic model, same parameters).\n * Returns a value in [0, 1]; equals `alpha` when there is no effect.\n */\nexport function mcnemarPower(opts: {\n  p10: number\n  p01: number\n  nPairs: number\n  alpha?: number\n  twoSided?: boolean\n}): number {\n  const { p10, p01, nPairs } = opts\n  if (p10 < 0 || p01 < 0 || p10 + p01 > 1) {\n    throw new Error(`mcnemarPower: require p10,p01 ≥ 0 and p10+p01 ≤ 1 (got ${p10}, ${p01})`)\n  }\n  const alpha = opts.alpha ?? 0.05\n  const twoSided = opts.twoSided ?? true\n  const delta = p10 - p01\n  if (delta === 0 || nPairs <= 0) return alpha\n  const pDisc = p10 + p01\n  const zAlpha = zQuantile(twoSided ? 1 - alpha / 2 : 1 - alpha)\n  const denom = Math.sqrt(Math.max(1e-12, pDisc - delta * delta))\n  const zBeta = (Math.sqrt(nPairs) * Math.abs(delta) - zAlpha * Math.sqrt(pDisc)) / denom\n  return Math.min(1, Math.max(0, normalCdf(zBeta)))\n}\n","import { ValidationError } from '../errors'\nimport { normalCdf } from '../math/normal'\nimport { lnGamma } from '../math/special-functions'\nimport {\n  assertFiniteSample,\n  binomialSignTwoSided,\n  makeRng,\n  symmetricTwoSampleSeed,\n} from './internal'\n\n// Bounded exact midranks or seeded permutation; results expose their attainable p-grid.\n\nexport type RankTestMethod = 'exact' | 'permutation' | 'asymptotic'\n\n/** Auto selects bounded exact enumeration or seeded permutation; asymptotic requires an explicit request. */\nexport type RankTestMethodRequest = 'auto' | 'exact' | 'asymptotic'\n\nexport interface RankTestOptions {\n  /** Default `'auto'`. `'asymptotic'` inside the exact-feasible range throws. */\n  method?: RankTestMethodRequest\n  /** Resamples on the Monte Carlo permutation path. Default 100000. */\n  permutations?: number\n  /** Seed for the permutation path. Omitted ⇒ derived from the data itself, so\n   *  the result is reproducible either way. */\n  seed?: number\n}\n\n/** Maximum dynamic-programming cells used by an exact two-sample rank test. */\nconst MANN_WHITNEY_EXACT_MAX_STATES = 8_192\n/** Maximum inner-loop transitions used by an exact two-sample rank test. */\nconst MANN_WHITNEY_EXACT_MAX_WORK = 250_000\n/** Non-zero differences up to which the signed-rank null is enumerated exactly. */\nconst WILCOXON_EXACT_MAX_N = 20\n/** Resamples used when a rank test falls back to Monte Carlo permutation. */\nconst DEFAULT_PERMUTATIONS = 100_000\n\nexport interface MannWhitneyResult {\n  /** `min(U_a, U_b)` — the conventional reported statistic. */\n  u: number\n  /** U for sample `a`. Carries the direction of the effect, which `u` discards. */\n  uA: number\n  /** Two-sided p-value. */\n  p: number\n  /** How `p` was computed. */\n  method: RankTestMethod\n  /** Smallest two-sided p this design can produce. `p` can never be below it. */\n  pFloor: number\n}\n\n/**\n * Mann-Whitney U — two independent samples, no distributional assumption.\n *\n * Exact conditional (permutation) p by default when the dynamic program fits\n * {@link MANN_WHITNEY_EXACT_MAX_STATES} cells and\n * {@link MANN_WHITNEY_EXACT_MAX_WORK} transitions, seeded Monte Carlo\n * permutation above those limits. This keeps imbalanced designs such as 1+24\n * exact without admitting expensive balanced designs merely because they have\n * the same total size. Throws on non-finite input and on `method:\n * 'asymptotic'` where an exact answer is available. Empty input yields `p = 1,\n * pFloor = 1` — no design, no attainable evidence.\n */\nexport function mannWhitneyU(\n  a: number[],\n  b: number[],\n  opts: RankTestOptions = {},\n): MannWhitneyResult {\n  assertFiniteSample('mannWhitneyU', 'a', a)\n  assertFiniteSample('mannWhitneyU', 'b', b)\n\n  const n1 = a.length\n  const n2 = b.length\n  if (n1 === 0 || n2 === 0) return { u: 0, uA: 0, p: 1, method: 'exact', pFloor: 1 }\n\n  const total = n1 + n2\n  const combined = [\n    ...a.map((v) => ({ v, fromA: true })),\n    ...b.map((v) => ({ v, fromA: false })),\n  ].sort((x, y) => x.v - y.v)\n\n  const { midranks, tieTerm } = midranksWithTieTerm(combined.map((entry) => entry.v))\n  let rankSumA = 0\n  for (let k = 0; k < total; k++) {\n    if (combined[k]!.fromA) rankSumA += midranks[k]!\n  }\n\n  const uA = rankSumA - (n1 * (n1 + 1)) / 2\n  const u = Math.min(uA, n1 * n2 - uA)\n  // Midranks are integers or halves, so doubling makes the null convolution\n  // integral. U is centred on n₁n₂/2, hence a doubled centre of n₁n₂.\n  const doubled = midranks.map((rank) => Math.round(rank * 2))\n  const doubledDeviation = Math.abs(2 * uA - n1 * n2)\n  const selectedN = Math.min(n1, n2)\n  const otherN = total - selectedN\n  const exactCost = exactTwoSampleCost(doubled, selectedN)\n\n  const designFloor = exactTwoSampleFloor(doubled, selectedN)\n  const method = selectRankTestMethod(\n    'mannWhitneyU',\n    opts.method ?? 'auto',\n    `n1=${n1}, n2=${n2}`,\n    exactCost.states <= MANN_WHITNEY_EXACT_MAX_STATES &&\n      exactCost.work <= MANN_WHITNEY_EXACT_MAX_WORK,\n    designFloor,\n    `${MANN_WHITNEY_EXACT_MAX_STATES.toLocaleString('en-US')} states and ` +\n      `${MANN_WHITNEY_EXACT_MAX_WORK.toLocaleString('en-US')} transitions`,\n  )\n\n  if (method === 'exact') {\n    const { p, pFloor } = exactTwoSampleP(doubled, selectedN, otherN, doubledDeviation)\n    return { u, uA, p, method, pFloor }\n  }\n\n  if (method === 'asymptotic') {\n    return {\n      u,\n      uA,\n      p: asymptoticTwoSidedP(doubledDeviation / 2, twoSampleSigma(n1, n2, total, tieTerm)),\n      method,\n      pFloor: designFloor,\n    }\n  }\n\n  const permutations = resolvePermutations('mannWhitneyU', opts.permutations)\n  const rng = opts.seed === undefined ? makeRng(symmetricTwoSampleSeed(a, b)) : makeRng(opts.seed)\n  let atLeastAsExtreme = 0\n  const pool = [...doubled]\n  for (let iteration = 0; iteration < permutations; iteration++) {\n    let doubledRankSum = 0\n    for (let k = 0; k < selectedN; k++) {\n      const pick = k + Math.floor(rng() * (total - k))\n      const swapped = pool[pick]!\n      pool[pick] = pool[k]!\n      pool[k] = swapped\n      doubledRankSum += swapped\n    }\n    if (\n      Math.abs(doubledRankSum - selectedN * (selectedN + 1) - selectedN * otherN) >=\n      doubledDeviation\n    ) {\n      atLeastAsExtreme++\n    }\n  }\n  const pFloor = Math.max(1 / (permutations + 1), designFloor)\n  return {\n    u,\n    uA,\n    p: Math.max((1 + atLeastAsExtreme) / (permutations + 1), pFloor),\n    method,\n    pFloor,\n  }\n}\n\nexport interface WilcoxonSignedRankResult {\n  /** W⁺, the rank sum of the positive differences. (scipy reports\n   *  `min(W⁺, W⁻)`; compare statistics only after converting.) */\n  w: number\n  /** Two-sided p-value. */\n  p: number\n  /** How `p` was computed. */\n  method: RankTestMethod\n  /** Smallest two-sided p this design can produce. */\n  pFloor: number\n  /** Non-zero differences — zero differences are dropped and carry no rank. */\n  nNonZero: number\n}\n\n/**\n * Wilcoxon signed-rank — paired, no distributional assumption on the deltas.\n *\n * Exact conditional (sign-flip) p by default at `n ≤\n * {@link WILCOXON_EXACT_MAX_N}` non-zero differences, seeded Monte Carlo\n * permutation above it. Throws on non-finite input and on `method:\n * 'asymptotic'` where an exact answer is available.\n *\n * `n` is the count of NON-ZERO differences: exact ties are dropped before\n * ranking, so a run of tied pairs shrinks the design and raises `pFloor`.\n * All-tied input yields `p = 1, pFloor = 1` — no attainable evidence, which\n * `pFloor` states rather than leaving `p = 1` to be read as a measured null.\n */\nexport function wilcoxonSignedRank(\n  before: number[],\n  after: number[],\n  opts: RankTestOptions = {},\n): WilcoxonSignedRankResult {\n  if (before.length !== after.length) {\n    throw new ValidationError(\n      `wilcoxonSignedRank: unequal sample sizes (${before.length} vs ${after.length})`,\n    )\n  }\n  assertFiniteSample('wilcoxonSignedRank', 'before', before)\n  assertFiniteSample('wilcoxonSignedRank', 'after', after)\n\n  const diffs = before.map((b, i) => after[i]! - b).filter((d) => d !== 0)\n  const n = diffs.length\n  if (n === 0) return { w: 0, p: 1, method: 'exact', pFloor: 1, nNonZero: 0 }\n\n  // When every non-zero difference has the same magnitude, the signed-rank\n  // null reduces exactly to a binomial sign distribution. This is the common\n  // pass/fail shape ({-1, 0, +1}); recognizing it avoids a 100k-draw\n  // permutation for every repeated gate evaluation while preserving the exact\n  // p-value and attainable floor. Explicit method requests still retain their\n  // documented behavior.\n  const abs = Math.abs(diffs[0]!)\n  const allEqualAbs = diffs.every((d) => Math.abs(d) === abs)\n  if ((opts.method === undefined || opts.method === 'auto') && allEqualAbs) {\n    const positive = diffs.filter((d) => d > 0).length\n    const negative = n - positive\n    return {\n      w: (positive * (n + 1)) / 2,\n      p: binomialSignTwoSided(positive, negative),\n      method: 'exact',\n      pFloor: Math.min(1, 2 ** (1 - n)),\n      nNonZero: n,\n    }\n  }\n\n  const order = diffs.map((d, i) => ({ abs: Math.abs(d), i })).sort((x, y) => x.abs - y.abs)\n  const { midranks, tieTerm } = midranksWithTieTerm(order.map((entry) => entry.abs))\n  const ranks: number[] = new Array(n)\n  for (let k = 0; k < n; k++) ranks[order[k]!.i] = midranks[k]!\n\n  let wPlus = 0\n  for (let k = 0; k < n; k++) if (diffs[k]! > 0) wPlus += ranks[k]!\n\n  // Midranks are integers or halves; doubling makes the convolution integral.\n  // Σ midranks = n(n+1)/2 whatever the tie pattern, so E[W⁺] = n(n+1)/4 and\n  // the doubled centre is n(n+1)/2.\n  const doubled = midranks.map((rank) => Math.round(rank * 2))\n  const doubledDeviation = Math.abs(2 * wPlus - (n * (n + 1)) / 2)\n\n  const designFloor = Math.min(1, 2 ** (1 - n))\n  const method = selectRankTestMethod(\n    'wilcoxonSignedRank',\n    opts.method ?? 'auto',\n    `n=${n} non-zero differences`,\n    n <= WILCOXON_EXACT_MAX_N,\n    designFloor,\n    `${WILCOXON_EXACT_MAX_N} non-zero differences`,\n  )\n\n  if (method === 'exact') {\n    const { p, pFloor } = exactSignedRankP(doubled, doubledDeviation)\n    return { w: wPlus, p, method, pFloor, nNonZero: n }\n  }\n\n  if (method === 'asymptotic') {\n    const variance = (n * (n + 1) * (2 * n + 1)) / 24 - tieTerm / 48\n    return {\n      w: wPlus,\n      p: asymptoticTwoSidedP(doubledDeviation / 2, Math.sqrt(variance)),\n      method,\n      pFloor: designFloor,\n      nNonZero: n,\n    }\n  }\n\n  const permutations = resolvePermutations('wilcoxonSignedRank', opts.permutations)\n  const rng = makeRng(opts.seed, before, after)\n  const doubledCentre = (n * (n + 1)) / 2\n  let atLeastAsExtreme = 0\n  for (let iteration = 0; iteration < permutations; iteration++) {\n    let doubledWPlus = 0\n    for (let k = 0; k < n; k++) if (rng() < 0.5) doubledWPlus += doubled[k]!\n    if (Math.abs(doubledWPlus - doubledCentre) >= doubledDeviation) atLeastAsExtreme++\n  }\n  return {\n    w: wPlus,\n    p: (1 + atLeastAsExtreme) / (permutations + 1),\n    method,\n    pFloor: Math.max(1 / (permutations + 1), designFloor),\n    nNonZero: n,\n  }\n}\n\n/**\n * Average ranks over an ASCENDING-sorted array, plus `Σ(t³ − t)` over tie\n * groups of size `t` — the correction term both asymptotic rank-test variances\n * need.\n */\nfunction midranksWithTieTerm(sorted: readonly number[]): { midranks: number[]; tieTerm: number } {\n  const midranks = new Array<number>(sorted.length)\n  let tieTerm = 0\n  let i = 0\n  while (i < sorted.length) {\n    let j = i\n    while (j < sorted.length && sorted[j] === sorted[i]) j++\n    const average = (i + 1 + j) / 2\n    for (let k = i; k < j; k++) midranks[k] = average\n    const groupSize = j - i\n    if (groupSize > 1) tieTerm += groupSize ** 3 - groupSize\n    i = j\n  }\n  return { midranks, tieTerm }\n}\n\nfunction selectRankTestMethod(\n  fn: string,\n  request: RankTestMethodRequest,\n  design: string,\n  exactFeasible: boolean,\n  designFloor: number,\n  threshold: string,\n): RankTestMethod {\n  if (request === 'auto') return exactFeasible ? 'exact' : 'permutation'\n  if (request === 'exact') {\n    if (exactFeasible) return 'exact'\n    throw new ValidationError(\n      `${fn}: method 'exact' is out of range at ${design} — enumeration is bounded by ` +\n        `${threshold}. Use 'auto' for the seeded Monte Carlo permutation, which converges ` +\n        'to the same answer.',\n    )\n  }\n  if (exactFeasible) {\n    throw new ValidationError(\n      `${fn}: method 'asymptotic' is refused at ${design} — the exact p-grid at this design ` +\n        `starts at ${formatProbability(designFloor)}, so an asymptotic p below it describes no ` +\n        `attainable outcome. Use method 'exact' (the default) or add repetitions past ` +\n        `${threshold}.`,\n    )\n  }\n  return 'asymptotic'\n}\n\nfunction resolvePermutations(fn: string, permutations: number | undefined): number {\n  if (permutations === undefined) return DEFAULT_PERMUTATIONS\n  if (!Number.isInteger(permutations) || permutations < 1) {\n    throw new ValidationError(`${fn}: permutations must be a positive integer, got ${permutations}`)\n  }\n  return permutations\n}\n\n/** Two-sided normal-approximation tail with the continuity correction. */\nfunction asymptoticTwoSidedP(deviation: number, sigma: number): number {\n  if (!(sigma > 0)) return 1\n  return Math.min(1, 2 * (1 - normalCdf(Math.max(0, deviation - 0.5) / sigma)))\n}\n\n/** SD of U under the permutation null, corrected for the realised ties. The\n *  tie term reduces (N+1) and reaches it exactly when every value is tied, so\n *  the variance floors at 0 rather than going negative. */\nfunction twoSampleSigma(n1: number, n2: number, total: number, tieTerm: number): number {\n  if (total < 2) return 0\n  const variance = ((n1 * n2) / 12) * (total + 1 - tieTerm / (total * (total - 1)))\n  return Math.sqrt(Math.max(0, variance))\n}\n\nfunction logChoose(n: number, k: number): number {\n  return lnGamma(n + 1) - lnGamma(k + 1) - lnGamma(n - k + 1)\n}\n\nfunction formatProbability(value: number): string {\n  return value >= 1e-4 || value === 0 ? value.toFixed(4) : value.toExponential(3)\n}\n\n/**\n * Exact DP allocation and loop count for this observed rank vector.\n *\n * The smaller arm is sufficient because selecting its complement produces the\n * same two-sided U deviation while using fewer rows in the state table.\n */\nfunction exactTwoSampleCost(\n  doubledRanks: readonly number[],\n  selectedN: number,\n): { states: number; work: number } {\n  const maxSum = doubledRanks.reduce((sum, rank) => sum + rank, 0)\n  let work = 0\n  for (let placed = 0; placed < doubledRanks.length; placed++) {\n    work += Math.min(selectedN, placed + 1) * (maxSum - doubledRanks[placed]! + 1)\n  }\n  return {\n    states: (selectedN + 1) * (maxSum + 1),\n    work,\n  }\n}\n\n/**\n * Smallest attainable two-sided p under the observed ties.\n *\n * Only subsets with the minimum or maximum rank sum can attain the largest\n * deviation. Their multiplicity is the number of ways to choose within the\n * tie group at each boundary, so this calculation is exact without allocating\n * the full null distribution.\n */\nfunction exactTwoSampleFloor(doubledRanks: readonly number[], selectedN: number): number {\n  const total = doubledRanks.length\n  const otherN = total - selectedN\n  const minimumSum = doubledRanks.slice(0, selectedN).reduce((sum, rank) => sum + rank, 0)\n  const maximumSum = doubledRanks.slice(total - selectedN).reduce((sum, rank) => sum + rank, 0)\n  if (minimumSum === maximumSum) return 1\n\n  const centre = selectedN * (selectedN + 1) + selectedN * otherN\n  const minimumDeviation = Math.abs(minimumSum - centre)\n  const maximumDeviation = Math.abs(maximumSum - centre)\n  const totalLogWays = logChoose(total, selectedN)\n  const minimumMass = Math.exp(\n    logExtremeSubsetWays(doubledRanks, selectedN, 'minimum') - totalLogWays,\n  )\n  const maximumMass = Math.exp(\n    logExtremeSubsetWays(doubledRanks, selectedN, 'maximum') - totalLogWays,\n  )\n\n  if (minimumDeviation > maximumDeviation) return minimumMass\n  if (maximumDeviation > minimumDeviation) return maximumMass\n  return Math.min(1, minimumMass + maximumMass)\n}\n\nfunction logExtremeSubsetWays(\n  sortedRanks: readonly number[],\n  selectedN: number,\n  side: 'minimum' | 'maximum',\n): number {\n  const boundaryIndex = side === 'minimum' ? selectedN - 1 : sortedRanks.length - selectedN\n  const boundary = sortedRanks[boundaryIndex]!\n  let first = boundaryIndex\n  let afterLast = boundaryIndex + 1\n  while (first > 0 && sortedRanks[first - 1] === boundary) first--\n  while (afterLast < sortedRanks.length && sortedRanks[afterLast] === boundary) afterLast++\n\n  const tieSize = afterLast - first\n  const fixed = side === 'minimum' ? first : sortedRanks.length - afterLast\n  return logChoose(tieSize, selectedN - fixed)\n}\n\n/**\n * Exact conditional two-sided p for the two-sample rank test.\n *\n * Convolves the observed doubled midranks into the null distribution of group\n * a's rank sum over every `C(n₁+n₂, n₁)` split — identical to enumerating the\n * splits, but `O(N·n₁·ΣR)` instead of `O(C(N,n₁)·n₁n₂)`. Conditioning on the\n * realised multiset makes the tie handling exact rather than a correction.\n *\n * The null is symmetric about `n₁n₂/2` (negating every value maps `U → n₁n₂ −\n * U` and permutes the split set onto itself), so the two-sided p is the mass\n * at least as far from the centre as the observation.\n */\nfunction exactTwoSampleP(\n  doubledRanks: readonly number[],\n  n1: number,\n  n2: number,\n  doubledDeviation: number,\n): { p: number; pFloor: number } {\n  const maxSum = doubledRanks.reduce((sum, rank) => sum + rank, 0)\n  const width = maxSum + 1\n  // ways[k][s] = number of size-k subsets whose doubled rank sum is s.\n  const ways: Float64Array[] = Array.from({ length: n1 + 1 }, () => new Float64Array(width))\n  ways[0]![0] = 1\n  let placed = 0\n  for (const rank of doubledRanks) {\n    for (let k = Math.min(n1, placed + 1); k >= 1; k--) {\n      const from = ways[k - 1]!\n      const into = ways[k]!\n      for (let sum = maxSum - rank; sum >= 0; sum--) {\n        const count = from[sum]!\n        if (count !== 0) into[sum + rank]! += count\n      }\n    }\n    placed++\n  }\n\n  // U = rankSum − n₁(n₁+1)/2, so doubled U = s − n₁(n₁+1), and the doubled\n  // centre 2·(n₁n₂/2) is n₁n₂.\n  const shift = n1 * (n1 + 1) + n1 * n2\n  const chosen = ways[n1]!\n  let totalWays = 0\n  let extremeWays = 0\n  let tailWays = 0\n  let maxDeviation = -1\n  for (let sum = 0; sum < width; sum++) {\n    const count = chosen[sum]!\n    if (count === 0) continue\n    totalWays += count\n    const deviation = Math.abs(sum - shift)\n    if (deviation >= doubledDeviation) tailWays += count\n    if (deviation > maxDeviation) {\n      maxDeviation = deviation\n      extremeWays = count\n    } else if (deviation === maxDeviation) {\n      extremeWays += count\n    }\n  }\n  return { p: tailWays / totalWays, pFloor: extremeWays / totalWays }\n}\n\n/**\n * Exact conditional two-sided p for the paired signed-rank test.\n *\n * Convolves the observed doubled absolute midranks over all `2ⁿ` sign\n * assignments in `O(n·ΣR)`. Probabilities rather than counts keep `2ⁿ` off the\n * arithmetic. The null is symmetric about `n(n+1)/4`.\n */\nfunction exactSignedRankP(\n  doubledRanks: readonly number[],\n  doubledDeviation: number,\n): { p: number; pFloor: number } {\n  const maxSum = doubledRanks.reduce((sum, rank) => sum + rank, 0)\n  const width = maxSum + 1\n  let mass = new Float64Array(width)\n  mass[0] = 1\n  for (const rank of doubledRanks) {\n    const next = new Float64Array(width)\n    for (let sum = 0; sum < width; sum++) {\n      const probability = mass[sum]!\n      if (probability === 0) continue\n      next[sum]! += probability * 0.5\n      next[sum + rank]! += probability * 0.5\n    }\n    mass = next\n  }\n\n  const centre = maxSum / 2\n  let tail = 0\n  let extreme = 0\n  let maxDeviation = -1\n  for (let sum = 0; sum < width; sum++) {\n    const probability = mass[sum]!\n    if (probability === 0) continue\n    const deviation = Math.abs(sum - centre)\n    if (deviation >= doubledDeviation) tail += probability\n    if (deviation > maxDeviation) {\n      maxDeviation = deviation\n      extreme = probability\n    } else if (deviation === maxDeviation) {\n      extreme += probability\n    }\n  }\n  return { p: Math.min(1, tail), pFloor: Math.min(1, extreme) }\n}\n","import { ValidationError } from '../errors'\nimport { interpolatedQuantile as quantile } from '../math/quantile'\nimport { assertFiniteSample, makeRng, medianInPlace } from './internal'\n\nexport interface SampleSummaryOptions {\n  confidence?: number\n  seed?: number\n  resamples?: number\n}\n\nexport interface SampleSummary {\n  n: number\n  median: number\n  mean: number\n  stddev: number\n  q1: number\n  q3: number\n  iqr: number\n  min: number\n  max: number\n  range: number\n  cv: number | null\n  skewness: number | null\n  kurtosis: number | null\n  mad: number\n  outliers: number[]\n  medianInterval: { low: number; high: number; confidence: number; resamples: number } | null\n}\n\n/** Interpolated sample median; an empty population has no measured median. */\nexport function sampleMedian(values: readonly number[]): number | null {\n  assertFiniteSample('sampleMedian', 'values', values)\n  return values.length ? medianInPlace([...values]) : null\n}\n\n/** Descriptive facts, not stability policy or a significance test. */\nexport function summarizeSample(\n  values: readonly number[],\n  options: SampleSummaryOptions = {},\n): SampleSummary | null {\n  assertFiniteSample('summarizeSample', 'values', values)\n  const confidence = options.confidence ?? 0.95\n  const resamples = options.resamples ?? 1000\n  if (!Number.isFinite(confidence) || confidence <= 0 || confidence >= 1) {\n    throw new ValidationError('summarizeSample: confidence must be between zero and one')\n  }\n  if (!Number.isSafeInteger(resamples) || resamples < 1) {\n    throw new ValidationError('summarizeSample: resamples must be a positive safe integer')\n  }\n  const rng = makeRng(options.seed, [...values])\n  if (!values.length) return null\n  const sorted = [...values].sort((a, b) => a - b)\n  const n = sorted.length\n  const mean = sorted.reduce((sum, value) => sum + value / n, 0)\n  const centered = sorted.map((value) => value - mean)\n  const sumSquares = centered.reduce((sum, value) => sum + value ** 2, 0)\n  const stddev = n > 1 ? Math.sqrt(sumSquares / (n - 1)) : 0\n  const median = quantile(sorted, 0.5)\n  const q1 = quantile(sorted, 0.25)\n  const q3 = quantile(sorted, 0.75)\n  const iqr = q3 - q1\n  const deviations = sorted.map((value) => Math.abs(value - median)).sort((a, b) => a - b)\n  const skewness =\n    n >= 3 && stddev > 0\n      ? (n * centered.reduce((sum, value) => sum + (value / stddev) ** 3, 0)) / ((n - 1) * (n - 2))\n      : null\n  const kurtosis =\n    n >= 4 && stddev > 0\n      ? (n * (n + 1) * centered.reduce((sum, value) => sum + (value / stddev) ** 4, 0)) /\n          ((n - 1) * (n - 2) * (n - 3)) -\n        (3 * (n - 1) ** 2) / ((n - 2) * (n - 3))\n      : null\n  const bootstrap: number[] = []\n  if (n >= 3) {\n    for (let i = 0; i < resamples; i++) {\n      const sample = Array.from({ length: n }, () => sorted[Math.floor(rng() * n)]!)\n      bootstrap.push(medianInPlace(sample))\n    }\n    bootstrap.sort((a, b) => a - b)\n  }\n  const alpha = (1 - confidence) / 2\n  const summary: SampleSummary = {\n    n,\n    median,\n    mean,\n    stddev,\n    q1,\n    q3,\n    iqr,\n    min: sorted[0]!,\n    max: sorted[n - 1]!,\n    range: sorted[n - 1]! - sorted[0]!,\n    cv: mean === 0 ? null : stddev / Math.abs(mean),\n    skewness,\n    kurtosis,\n    mad: quantile(deviations, 0.5),\n    outliers: sorted.filter((value) => value < q1 - 1.5 * iqr || value > q3 + 1.5 * iqr),\n    medianInterval:\n      n < 3\n        ? null\n        : {\n            low: quantile(bootstrap, alpha),\n            high: quantile(bootstrap, 1 - alpha),\n            confidence,\n            resamples,\n          },\n  }\n  if (\n    [\n      mean,\n      stddev,\n      iqr,\n      summary.range,\n      summary.mad,\n      summary.cv,\n      skewness,\n      kurtosis,\n      summary.medianInterval?.low ?? null,\n      summary.medianInterval?.high ?? null,\n    ].some((value) => value !== null && !Number.isFinite(value))\n  ) {\n    throw new ValidationError('summarizeSample: sample arithmetic exceeded finite range')\n  }\n  return summary\n}\n","import { ValidationError } from '../errors'\n\n// ── Anytime-valid e-process (betting test-martingale) ────────────────\n\nexport interface EProcessOptions {\n  /** Type-I error budget. The process decides when wealth ≥ 1/alpha\n   *  (Ville's inequality). Default 0.05. */\n  alpha?: number\n  /** Truncation bound on the predictable bet λ ∈ [0, maxBet]. Must satisfy\n   *  maxBet < 1/nullMean so every wealth factor stays strictly positive.\n   *  Default 0.5. */\n  maxBet?: number\n  /** The null boundary m₀ for H0: E[x] ≤ m₀ on x ∈ [0,1]. Default 0.5\n   *  (the paired-delta encoding x = (d+1)/2 maps \"no effect\" to 1/2).\n   *  A pre-registered minEffect shifts this — see `sequentialPairedGate`. */\n  nullMean?: number\n  /** Continue a process from a `state()` snapshot taken before a restart.\n   *  The snapshot never supplies the parameters: `alpha`, `maxBet`, and\n   *  `nullMean` resolve from this options object exactly as for a fresh\n   *  process, and a snapshot recorded under different parameters is refused\n   *  (`ValidationError`) — re-deciding the same stream under new parameters\n   *  would reopen optional stopping. A snapshot whose fields are not\n   *  mutually consistent (tampered or truncated) is refused the same way. */\n  resume?: EProcessState\n}\n\nexport interface EProcessStep {\n  /** Current wealth W_n — the e-value against H0 after n observations. */\n  wealth: number\n  /** Observations consumed so far. */\n  n: number\n  /** True from the first n where W_n ≥ 1/alpha onward (sticky). */\n  decided: boolean\n}\n\n/**\n * Complete snapshot of an e-process. Together with the parameters it is\n * sufficient to continue the process after a restart: `sumX` and `varSum`\n * are the running sums the next bet is computed from, so a process rebuilt\n * from a snapshot produces the same wealth sequence and decision as one that\n * was never interrupted. Plain data: a JSON round-trip preserves it\n * (`decidedAtN` is undefined, and therefore omitted, until decided).\n */\nexport interface EProcessState extends EProcessStep {\n  alpha: number\n  maxBet: number\n  nullMean: number\n  /** The decision boundary 1/alpha. */\n  threshold: number\n  /** Observation count at the first threshold crossing; undefined until decided. */\n  decidedAtN?: number\n  /** Σ x_i over the n observations consumed. */\n  sumX: number\n  /** Σ (x_i − μ̂_i)² over the n observations consumed, μ̂_i the shrunk running\n   *  mean after observation i. */\n  varSum: number\n}\n\nexport interface EProcess {\n  /** Consume one observation x ∈ [0,1]. Throws on non-finite / out-of-range\n   *  input — a silent clamp would corrupt the type-I guarantee. */\n  update(x: number): EProcessStep\n  state(): EProcessState\n}\n\n/**\n * Betting test-martingale for bounded observations — the e-process core of\n * anytime-valid sequential testing (Waudby-Smith & Ramdas, \"Estimating means\n * of bounded random variables by betting\", JRSS-B 2024).\n *\n * Observations x_i ∈ [0,1]; H0: E[x] ≤ m₀ (`nullMean`, default 1/2). Wealth\n *\n *   W_t = Π_{i≤t} (1 + λ_i (x_i − m₀)),  W_0 = 1\n *\n * with the truncated GROW-style plug-in bet computed from PRIOR observations:\n *\n *   λ_i = clamp((μ̂_{i−1} − m₀) / (σ̂²_{i−1} + (μ̂_{i−1} − m₀)²), 0, maxBet)\n *\n * where μ̂/σ̂² are the shrunk running estimates μ̂_t = (1/2 + Σx_i)/(t+1),\n * σ̂²_t = (1/4 + Σ(x_i − μ̂_i)²)/(t+1).\n *\n * PREDICTABILITY INVARIANT (load-bearing): λ_i is a function of x_1..x_{i−1}\n * ONLY — it may never see x_i. With λ_i ≥ 0 predictable, each factor has\n * E[1 + λ_i(x_i − m₀) | past] ≤ 1 under H0, so W is a nonnegative\n * supermartingale and Ville's inequality gives P(∃t: W_t ≥ 1/α) ≤ α — the\n * type-I guarantee holds at ANY data-dependent stopping time. λ_1 is always 0\n * (no prior evidence), so the first observation never moves wealth.\n *\n * `decided` latches at the first crossing W_t ≥ 1/α and never un-latches;\n * wealth keeps updating after the crossing (the e-process remains valid), but\n * the decision time is the first crossing.\n */\nexport function eProcess(opts: EProcessOptions = {}): EProcess {\n  const alpha = opts.alpha ?? 0.05\n  const maxBet = opts.maxBet ?? 0.5\n  const nullMean = opts.nullMean ?? 0.5\n  if (!Number.isFinite(alpha) || alpha <= 0 || alpha >= 1) {\n    throw new ValidationError(`eProcess: alpha must be in (0,1), got ${alpha}`)\n  }\n  if (!Number.isFinite(nullMean) || nullMean <= 0 || nullMean >= 1) {\n    throw new ValidationError(`eProcess: nullMean must be in (0,1), got ${nullMean}`)\n  }\n  if (!Number.isFinite(maxBet) || maxBet <= 0 || maxBet >= 1 / nullMean) {\n    throw new ValidationError(\n      `eProcess: maxBet must be in (0, 1/nullMean=${(1 / nullMean).toFixed(4)}) so wealth ` +\n        `factors stay positive, got ${maxBet}`,\n    )\n  }\n  const threshold = 1 / alpha\n  let wealth = 1\n  let n = 0\n  let decided = false\n  let decidedAtN: number | undefined\n  // Running sums over observations consumed so far — read BEFORE folding in\n  // the next x, so every bet is predictable.\n  let sumX = 0\n  let varSum = 0\n  if (opts.resume !== undefined) {\n    const r = assertResumable(opts.resume, { alpha, maxBet, nullMean, threshold })\n    wealth = r.wealth\n    n = r.n\n    decided = r.decided\n    decidedAtN = r.decidedAtN\n    sumX = r.sumX\n    varSum = r.varSum\n  }\n  return {\n    update(x: number): EProcessStep {\n      if (typeof x !== 'number' || !Number.isFinite(x) || x < 0 || x > 1) {\n        throw new ValidationError(\n          `eProcess: observation must be a finite number in [0,1], got ${x}`,\n        )\n      }\n      // λ from prior observations ONLY — x has not touched sumX/varSum yet.\n      const muPrev = (0.5 + sumX) / (n + 1)\n      const varPrev = (0.25 + varSum) / (n + 1)\n      const edge = muPrev - nullMean\n      const lambda = Math.min(maxBet, Math.max(0, edge / (varPrev + edge * edge)))\n      wealth *= 1 + lambda * (x - nullMean)\n      n += 1\n      sumX += x\n      const muNow = (0.5 + sumX) / (n + 1)\n      varSum += (x - muNow) ** 2\n      if (!decided && wealth >= threshold) {\n        decided = true\n        decidedAtN = n\n      }\n      return { wealth, n, decided }\n    },\n    state(): EProcessState {\n      return { wealth, n, decided, alpha, maxBet, nullMean, threshold, decidedAtN, sumX, varSum }\n    },\n  }\n}\n\ninterface ResolvedEProcessParameters {\n  alpha: number\n  maxBet: number\n  nullMean: number\n  threshold: number\n}\n\n/**\n * Refuse a snapshot that was not produced by an e-process with exactly these\n * parameters, or whose fields cannot all be true at once. Every check names\n * the field, so a refused restart reports what disagrees.\n */\nfunction assertResumable(resume: EProcessState, params: ResolvedEProcessParameters): EProcessState {\n  const fail = (detail: string): never => {\n    throw new ValidationError(`eProcess: cannot resume — ${detail}`)\n  }\n  if (typeof resume !== 'object' || resume === null) {\n    fail(`resume must be an EProcessState object, got ${String(resume)}`)\n  }\n  for (const key of ['alpha', 'maxBet', 'nullMean', 'threshold'] as const) {\n    if (resume[key] !== params[key]) {\n      fail(\n        `snapshot ${key}=${resume[key]} differs from the process ${key}=${params[key]}; ` +\n          'a snapshot continues only the process it was taken from',\n      )\n    }\n  }\n  const { wealth, n, decided, decidedAtN, sumX, varSum } = resume\n  if (!Number.isInteger(n) || n < 0) fail(`n must be a non-negative integer, got ${n}`)\n  if (!Number.isFinite(wealth) || wealth <= 0) {\n    fail(`wealth must be a finite positive number, got ${wealth}`)\n  }\n  if (!Number.isFinite(sumX) || sumX < 0 || sumX > n) {\n    fail(`sumX must lie in [0, n=${n}] for observations in [0,1], got ${sumX}`)\n  }\n  if (!Number.isFinite(varSum) || varSum < 0) {\n    fail(`varSum must be a finite non-negative number, got ${varSum}`)\n  }\n  if (typeof decided !== 'boolean') fail(`decided must be a boolean, got ${String(decided)}`)\n  if (n === 0 && (wealth !== 1 || sumX !== 0 || varSum !== 0 || decided)) {\n    fail('n=0 requires wealth=1, sumX=0, varSum=0, decided=false')\n  }\n  if (decided) {\n    if (\n      decidedAtN === undefined ||\n      !Number.isInteger(decidedAtN) ||\n      decidedAtN < 1 ||\n      decidedAtN > n\n    ) {\n      fail(`decided requires decidedAtN to be an integer in [1, n=${n}], got ${decidedAtN}`)\n    }\n  } else {\n    if (decidedAtN !== undefined) {\n      fail(`decidedAtN=${decidedAtN} is set while decided=false`)\n    }\n    if (wealth >= params.threshold) {\n      fail(\n        `wealth ${wealth} ≥ threshold ${params.threshold} while decided=false; ` +\n          'decided latches at the first crossing',\n      )\n    }\n  }\n  return 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package/dist/statistics.d.ts

@@ -1,3 +1,3 @@
 import { a as PlaceboBandResult, i as PlaceboBandOptions, n as ClusterResampleOptions, o as clusterBootstrap, r as DEFAULT_BOOTSTRAP_SEED, s as placeboBand, t as BootstrapInterval } from "./cluster-Cd0MRbr9.js";
-import { $ as linearRegressionSlope, A as pairedBootstrap, At as CorpusAgreementReport, B as pairedBinaryScale, C as BOOTSTRAP_GATE_MIN_N, Ct as studentTCritical, D as PairedSignTestResult, Dt as rocAuc, E as PairedBootstrapResult, Et as weightedMean, F as McNemarResult, Ft as corpusInterRaterAgreementFromJudgeScores, G as wilson, H as pairedRiskDifferenceExact, I as ProportionInterval, It as interRaterReliability, J as holm, K as benjaminiHochberg, L as RiskDifferenceResult, Lt as nominalAgreement, M as pairedSignTest, Mt as NominalAgreement, N as pairedTTest, Nt as NominalAgreementOptions, O as PairedTTestResult, Ot as CorpusAgreementOptions, P as ExactRiskDifferenceResult, Pt as corpusInterRaterAgreement, Q as fisherExactTwoSided, R as ScoreRiskDifferenceResult, S as requiredSampleSize, St as spearmanR, T as PairedBootstrapOptions, Tt as weightedComposite, U as pairedRiskDifferenceScore, V as pairedRiskDifference, W as passAtK, X as chiSquared, Y as LinearRegressionResult, Z as chiSquaredPValue, _ as mulberry32, _t as confidenceInterval, a as eProcess, at as cohensD, b as pairedMde, bt as pearsonR, c as sampleMedian, ct as DistributionSummaryOptions, d as RankTestMethod, dt as summarizeDistribution, et as normalTwoSidedPValue, f as RankTestMethodRequest, ft as MeanConfidenceInterval, g as wilcoxonSignedRank, gt as WeightedCompositeResult, h as mannWhitneyU, ht as WeightedCompositeInput, i as EProcessStep, it as cliffsDelta, j as pairedDeltaTieFraction, jt as CorpusScoreRecord, k as SignTestAlternative, kt as CorpusAgreementPerDimension, l as summarizeSample, lt as SampleDistribution, m as WilcoxonSignedRankResult, mt as SeriesDistributionOptions, n as EProcessOptions, nt as twoByTwoPValue, o as SampleSummary, ot as interpretCliffs, p as RankTestOptions, pt as SeriesDistribution, q as bonferroni, r as EProcessState, rt as CliffsMagnitude, s as SampleSummaryOptions, st as pairedCohensDz, t as EProcess, tt as studentTTwoSidedPValue, u as MannWhitneyResult, ut as percentileNearestRank, v as mcnemarPower, vt as meanConfidenceInterval, w as DECISION_PAIRED_DELTA_STATISTIC, wt as summarizeNumberSeries, x as requiredPairedSampleSize, xt as ranks, y as mcnemarRequiredN, yt as partialCredit, z as mcnemar } from "./index-BdLmBInV.js";
-export { BOOTSTRAP_GATE_MIN_N, BootstrapInterval, CliffsMagnitude, ClusterResampleOptions, CorpusAgreementOptions, CorpusAgreementPerDimension, CorpusAgreementReport, CorpusScoreRecord, DECISION_PAIRED_DELTA_STATISTIC, DEFAULT_BOOTSTRAP_SEED, DistributionSummaryOptions, EProcess, EProcessOptions, EProcessState, EProcessStep, ExactRiskDifferenceResult, LinearRegressionResult, MannWhitneyResult, McNemarResult, MeanConfidenceInterval, NominalAgreement, NominalAgreementOptions, PairedBootstrapOptions, PairedBootstrapResult, PairedSignTestResult, PairedTTestResult, PlaceboBandOptions, PlaceboBandResult, ProportionInterval, RankTestMethod, RankTestMethodRequest, RankTestOptions, RiskDifferenceResult, SampleDistribution, SampleSummary, SampleSummaryOptions, ScoreRiskDifferenceResult, SeriesDistribution, SeriesDistributionOptions, SignTestAlternative, WeightedCompositeInput, WeightedCompositeResult, WilcoxonSignedRankResult, benjaminiHochberg, bonferroni, chiSquared, chiSquaredPValue, cliffsDelta, clusterBootstrap, cohensD, confidenceInterval, corpusInterRaterAgreement, corpusInterRaterAgreementFromJudgeScores, eProcess, fisherExactTwoSided, holm, interRaterReliability, interpretCliffs, linearRegressionSlope, mannWhitneyU, mcnemar, mcnemarPower, mcnemarRequiredN, meanConfidenceInterval, mulberry32, nominalAgreement, normalTwoSidedPValue, pairedBinaryScale, pairedBootstrap, pairedCohensDz, pairedDeltaTieFraction, pairedMde, pairedRiskDifference, pairedRiskDifferenceExact, pairedRiskDifferenceScore, pairedSignTest, pairedTTest, partialCredit, passAtK, pearsonR, percentileNearestRank, placeboBand, ranks, requiredPairedSampleSize, requiredSampleSize, rocAuc, sampleMedian, spearmanR, studentTCritical, studentTTwoSidedPValue, summarizeDistribution, summarizeNumberSeries, summarizeSample, twoByTwoPValue, weightedComposite, weightedMean, wilcoxonSignedRank, wilson };
+import { $ as chiSquaredPValue, A as pairedBootstrap, At as CorpusAgreementOptions, B as independentRiskDifference, C as BOOTSTRAP_GATE_MIN_N, Ct as ranks, D as PairedSignTestResult, Dt as weightedComposite, E as PairedBootstrapResult, Et as summarizeNumberSeries, F as IndependentRiskDifferenceResult, Ft as NominalAgreementOptions, G as pairedRiskDifferenceScore, H as pairedBinaryScale, I as McNemarResult, It as corpusInterRaterAgreement, J as benjaminiHochberg, K as passAtK, L as ProportionInterval, Lt as corpusInterRaterAgreementFromJudgeScores, M as pairedSignTest, Mt as CorpusAgreementReport, N as pairedTTest, Nt as CorpusScoreRecord, O as PairedTTestResult, Ot as weightedMean, P as ExactRiskDifferenceResult, Pt as NominalAgreement, Q as chiSquared, R as RiskDifferenceResult, Rt as interRaterReliability, S as requiredSampleSize, St as pearsonR, T as PairedBootstrapOptions, Tt as studentTCritical, U as pairedRiskDifference, V as mcnemar, W as pairedRiskDifferenceExact, X as holm, Y as bonferroni, Z as LinearRegressionResult, _ as mulberry32, _t as WeightedCompositeInput, a as eProcess, at as CliffsMagnitude, b as pairedMde, bt as meanConfidenceInterval, c as sampleMedian, ct as interpretCliffs, d as RankTestMethod, dt as SampleDistribution, et as fisherExactTwoSided, f as RankTestMethodRequest, ft as percentileNearestRank, g as wilcoxonSignedRank, gt as SeriesDistributionOptions, h as mannWhitneyU, ht as SeriesDistribution, i as EProcessStep, it as twoByTwoPValue, j as pairedDeltaTieFraction, jt as CorpusAgreementPerDimension, k as SignTestAlternative, kt as rocAuc, l as summarizeSample, lt as pairedCohensDz, m as WilcoxonSignedRankResult, mt as MeanConfidenceInterval, n as EProcessOptions, nt as normalTwoSidedPValue, o as SampleSummary, ot as cliffsDelta, p as RankTestOptions, pt as summarizeDistribution, q as wilson, r as EProcessState, rt as studentTTwoSidedPValue, s as SampleSummaryOptions, st as cohensD, t as EProcess, tt as linearRegressionSlope, u as MannWhitneyResult, ut as DistributionSummaryOptions, v as mcnemarPower, vt as WeightedCompositeResult, w as DECISION_PAIRED_DELTA_STATISTIC, wt as spearmanR, x as requiredPairedSampleSize, xt as partialCredit, y as mcnemarRequiredN, yt as confidenceInterval, z as ScoreRiskDifferenceResult, zt as nominalAgreement } from "./index-DNXFzSpc.js";
+export { BOOTSTRAP_GATE_MIN_N, BootstrapInterval, CliffsMagnitude, ClusterResampleOptions, CorpusAgreementOptions, CorpusAgreementPerDimension, CorpusAgreementReport, CorpusScoreRecord, DECISION_PAIRED_DELTA_STATISTIC, DEFAULT_BOOTSTRAP_SEED, DistributionSummaryOptions, EProcess, EProcessOptions, EProcessState, EProcessStep, ExactRiskDifferenceResult, IndependentRiskDifferenceResult, LinearRegressionResult, MannWhitneyResult, McNemarResult, MeanConfidenceInterval, NominalAgreement, NominalAgreementOptions, PairedBootstrapOptions, PairedBootstrapResult, PairedSignTestResult, PairedTTestResult, PlaceboBandOptions, PlaceboBandResult, ProportionInterval, RankTestMethod, RankTestMethodRequest, RankTestOptions, RiskDifferenceResult, SampleDistribution, SampleSummary, SampleSummaryOptions, ScoreRiskDifferenceResult, SeriesDistribution, SeriesDistributionOptions, SignTestAlternative, WeightedCompositeInput, WeightedCompositeResult, WilcoxonSignedRankResult, benjaminiHochberg, bonferroni, chiSquared, chiSquaredPValue, cliffsDelta, clusterBootstrap, cohensD, confidenceInterval, corpusInterRaterAgreement, corpusInterRaterAgreementFromJudgeScores, eProcess, fisherExactTwoSided, holm, independentRiskDifference, interRaterReliability, interpretCliffs, linearRegressionSlope, mannWhitneyU, mcnemar, mcnemarPower, mcnemarRequiredN, meanConfidenceInterval, mulberry32, nominalAgreement, normalTwoSidedPValue, pairedBinaryScale, pairedBootstrap, pairedCohensDz, pairedDeltaTieFraction, pairedMde, pairedRiskDifference, pairedRiskDifferenceExact, pairedRiskDifferenceScore, pairedSignTest, pairedTTest, partialCredit, passAtK, pearsonR, percentileNearestRank, placeboBand, ranks, requiredPairedSampleSize, requiredSampleSize, rocAuc, sampleMedian, spearmanR, studentTCritical, studentTTwoSidedPValue, summarizeDistribution, summarizeNumberSeries, summarizeSample, twoByTwoPValue, weightedComposite, weightedMean, wilcoxonSignedRank, wilson };

package/dist/statistics.js

@@ -1,3 +1,3 @@
-import { $ as partialCredit, A as linearRegressionSlope, B as rocAuc, C as wilson, D as chiSquared, E as holm, F as cohensD, H as corpusInterRaterAgreementFromJudgeScores, I as interpretCliffs, L as pairedCohensDz, M as studentTTwoSidedPValue, N as twoByTwoPValue, O as chiSquaredPValue, P as cliffsDelta, Q as meanConfidenceInterval, R as percentileNearestRank, S as passAtK, T as bonferroni, U as interRaterReliability, V as corpusInterRaterAgreement, W as nominalAgreement, Z as confidenceInterval, _ as mcnemar, a as wilcoxonSignedRank, at as weightedComposite, b as pairedRiskDifferenceExact, c as pairedMde, d as BOOTSTRAP_GATE_MIN_N, et as pearsonR, f as DECISION_PAIRED_DELTA_STATISTIC, g as pairedTTest, gt as placeboBand, h as pairedSignTest, ht as clusterBootstrap, i as mannWhitneyU, it as summarizeNumberSeries, j as normalTwoSidedPValue, k as fisherExactTwoSided, l as requiredPairedSampleSize, m as pairedDeltaTieFraction, mt as DEFAULT_BOOTSTRAP_SEED, n as sampleMedian, nt as spearmanR, o as mcnemarPower, ot as weightedMean, p as pairedBootstrap, r as summarizeSample, rt as studentTCritical, s as mcnemarRequiredN, t as eProcess, tt as ranks, u as requiredSampleSize, v as pairedBinaryScale, w as benjaminiHochberg, x as pairedRiskDifferenceScore, y as pairedRiskDifference, z as summarizeDistribution } from "./statistics-DCZIC-qT.js";
+import { $ as meanConfidenceInterval, A as fisherExactTwoSided, B as summarizeDistribution, C as passAtK, D as holm, E as bonferroni, F as cliffsDelta, G as nominalAgreement, H as corpusInterRaterAgreement, I as cohensD, L as interpretCliffs, M as normalTwoSidedPValue, N as studentTTwoSidedPValue, O as chiSquared, P as twoByTwoPValue, Q as confidenceInterval, R as pairedCohensDz, S as pairedRiskDifferenceScore, T as benjaminiHochberg, U as corpusInterRaterAgreementFromJudgeScores, V as rocAuc, W as interRaterReliability, _ as independentRiskDifference, _t as placeboBand, a as wilcoxonSignedRank, at as summarizeNumberSeries, b as pairedRiskDifference, c as pairedMde, d as BOOTSTRAP_GATE_MIN_N, et as partialCredit, f as DECISION_PAIRED_DELTA_STATISTIC, g as pairedTTest, gt as clusterBootstrap, h as pairedSignTest, ht as DEFAULT_BOOTSTRAP_SEED, i as mannWhitneyU, it as studentTCritical, j as linearRegressionSlope, k as chiSquaredPValue, l as requiredPairedSampleSize, m as pairedDeltaTieFraction, n as sampleMedian, nt as ranks, o as mcnemarPower, ot as weightedComposite, p as pairedBootstrap, r as summarizeSample, rt as spearmanR, s as mcnemarRequiredN, st as weightedMean, t as eProcess, tt as pearsonR, u as requiredSampleSize, v as mcnemar, w as wilson, x as pairedRiskDifferenceExact, y as pairedBinaryScale, z as percentileNearestRank } from "./statistics-CvvC-MPv.js";
 import { t as mulberry32 } from "./random-DrzcgC7F.js";
-export { BOOTSTRAP_GATE_MIN_N, DECISION_PAIRED_DELTA_STATISTIC, DEFAULT_BOOTSTRAP_SEED, benjaminiHochberg, bonferroni, chiSquared, chiSquaredPValue, cliffsDelta, clusterBootstrap, cohensD, confidenceInterval, corpusInterRaterAgreement, corpusInterRaterAgreementFromJudgeScores, eProcess, fisherExactTwoSided, holm, interRaterReliability, interpretCliffs, linearRegressionSlope, mannWhitneyU, mcnemar, mcnemarPower, mcnemarRequiredN, meanConfidenceInterval, mulberry32, nominalAgreement, normalTwoSidedPValue, pairedBinaryScale, pairedBootstrap, pairedCohensDz, pairedDeltaTieFraction, pairedMde, pairedRiskDifference, pairedRiskDifferenceExact, pairedRiskDifferenceScore, pairedSignTest, pairedTTest, partialCredit, passAtK, pearsonR, percentileNearestRank, placeboBand, ranks, requiredPairedSampleSize, requiredSampleSize, rocAuc, sampleMedian, spearmanR, studentTCritical, studentTTwoSidedPValue, summarizeDistribution, summarizeNumberSeries, summarizeSample, twoByTwoPValue, weightedComposite, weightedMean, wilcoxonSignedRank, wilson };
+export { BOOTSTRAP_GATE_MIN_N, DECISION_PAIRED_DELTA_STATISTIC, DEFAULT_BOOTSTRAP_SEED, benjaminiHochberg, bonferroni, chiSquared, chiSquaredPValue, cliffsDelta, clusterBootstrap, cohensD, confidenceInterval, corpusInterRaterAgreement, corpusInterRaterAgreementFromJudgeScores, eProcess, fisherExactTwoSided, holm, independentRiskDifference, interRaterReliability, interpretCliffs, linearRegressionSlope, mannWhitneyU, mcnemar, mcnemarPower, mcnemarRequiredN, meanConfidenceInterval, mulberry32, nominalAgreement, normalTwoSidedPValue, pairedBinaryScale, pairedBootstrap, pairedCohensDz, pairedDeltaTieFraction, pairedMde, pairedRiskDifference, pairedRiskDifferenceExact, pairedRiskDifferenceScore, pairedSignTest, pairedTTest, partialCredit, passAtK, pearsonR, percentileNearestRank, placeboBand, ranks, requiredPairedSampleSize, requiredSampleSize, rocAuc, sampleMedian, spearmanR, studentTCritical, studentTTwoSidedPValue, summarizeDistribution, summarizeNumberSeries, summarizeSample, twoByTwoPValue, weightedComposite, weightedMean, wilcoxonSignedRank, wilson };

package/dist/{summary-report-D_uussI3.js → summary-report-BEhqoxrA.js}

@@ -2,8 +2,8 @@ import { l as hashJson } from "./agent-profile-cell-CT5JYueM.js";
 import { r as observedSplitScore } from "./reward-DqMfaEax.js";
 import { n as renderResearchHtml } from "./reporting-html-DMXIjATy.js";
 import { t as interpolatedQuantile } from "./quantile-CncXP-Ss.js";
-import { r as pairRunRecords } from "./paired-arms-Dep5tbsw.js";
-import { L as pairedCohensDz, Z as confidenceInterval, a as wilcoxonSignedRank, c as pairedMde, p as pairedBootstrap, st as mean, ut as makeRng, w as benjaminiHochberg } from "./statistics-DCZIC-qT.js";
+import { r as pairRunRecords } from "./paired-arms-DjMEtYI9.js";
+import { Q as confidenceInterval, R as pairedCohensDz, T as benjaminiHochberg, a as wilcoxonSignedRank, c as pairedMde, ct as mean, dt as makeRng, p as pairedBootstrap } from "./statistics-CvvC-MPv.js";
 // src/research-report-render.ts
 function renderResearchMarkdown(report) {
 	const lines = [];
@@ -722,4 +722,4 @@ async function researchReport(runs, opts = {}) {
 }
 export { RESEARCH_REPORT_HARD_PAIR_FLOOR as a, summaryTable as i, gainHistogram as n, paretoChart as r, researchReport as t };
 
-//# sourceMappingURL=summary-report-D_uussI3.js.map
+//# sourceMappingURL=summary-report-BEhqoxrA.js.map