@uptimizr/db 2.0.1 → 2.1.0

package/dist/insights/significance.js

@@ -0,0 +1,531 @@
+/**
+ * **`significance`** — "is that difference real?" (ADR 0051 §4, sketch §D).
+ *
+ * `movers` ranks changes by how unusual they are; this answers the next
+ * question, the one a robust z-score deliberately does not: *given how much
+ * data is behind each side, could this difference have come from chance alone?*
+ *
+ * Pure TypeScript over the same bucket series as every other primitive — no
+ * SQL, no dialect, no I/O — so DuckDB, ClickHouse, Postgres and SQL Server
+ * cannot disagree about a p-value.
+ *
+ * ## One test per shape of measure, chosen from the catalog, never guessed
+ *
+ * The right test is a property of what the number *is*, and the registry plus
+ * the bucket-measure catalog already say what it is. So the choice is derived,
+ * not configured:
+ *
+ * | The measure is… | Test | Effect | Interval |
+ * | --- | --- | --- | --- |
+ * | a **rate** — its `comparable.primary` declares `rateOf` and the catalog declares the matching denominator series | two-proportion z (pooled) | difference of proportions | Newcombe hybrid score, built from the two **Wilson** intervals |
+ * | a **count** of events with no denominator | Poisson rate test (exact conditional binomial) | difference in events per bucket | normal approximation on the rate difference |
+ * | anything else — a level or a summed quantity (`fps`, `ms`, bytes) | Welch's t over the per-bucket values | difference of means | `effect ± t(1−α/2, ν) · SE` |
+ *
+ * Every special function below is implemented here rather than pulled in as a
+ * dependency, for the same reason the statistics are not computed in SQL: a
+ * self-hoster's p-value must not depend on a transitive package version. They
+ * are the textbook algorithms (Lentz's continued fraction for the incomplete
+ * beta, Lanczos for the log-gamma, Abramowitz & Stegun 7.1.26 for the error
+ * function) and `src/__tests__/insightSignificance.test.ts` pins each one
+ * against published reference values.
+ *
+ * ## What this deliberately does not do
+ *
+ * **Two windows, not two segments.** Sketch §D allows either. Comparing two
+ * *segments* (`variant=red` vs `variant=blue`) needs the bucket series split by
+ * a promoted dimension, which the catalog cannot express in v1 — that is the
+ * `splitBy` work that arrives with `anomalies` (#306). A segment comparison is
+ * therefore refused at the route with a message naming the window parameters,
+ * rather than silently answered with the wrong contrast.
+ */
+// The Wilson interval a significance row is built from is the *same* one the
+// `format=summary` envelope already puts on a share (design sketch §B.1), for
+// the same reason `stats.ts` reuses `leastSquaresSlope`: two places in one API
+// must not disagree about the interval around the same proportion. It is
+// imported rather than re-exported — `@uptimizr/db` already exports it once.
+import { Z_95, wilsonInterval } from "../query/summary/stats.js";
+import { round } from "./stats.js";
+// --- special functions ----------------------------------------------------
+/** log Γ(x) for x > 0 — Lanczos approximation, g = 7, n = 9. */
+function logGamma(x) {
+    const c = [
+        0.99999999999980993, 676.5203681218851, -1259.1392167224028, 771.32342877765313,
+        -176.61502916214059, 12.507343278686905, -0.13857109526572012, 9.9843695780195716e-6,
+        1.5056327351493116e-7,
+    ];
+    if (x < 0.5) {
+        // Reflection: Γ(x)Γ(1−x) = π / sin(πx).
+        return Math.log(Math.PI / Math.sin(Math.PI * x)) - logGamma(1 - x);
+    }
+    const z = x - 1;
+    let a = c[0];
+    const t = z + 7.5;
+    for (let i = 1; i < 9; i += 1)
+        a += c[i] / (z + i);
+    return 0.5 * Math.log(2 * Math.PI) + (z + 0.5) * Math.log(t) - t + Math.log(a);
+}
+/**
+ * The continued fraction for the incomplete beta function (modified Lentz).
+ * Converges for `x < (a+1)/(a+b+2)`; {@link regularizedIncompleteBeta} applies
+ * the symmetry that guarantees it.
+ */
+function betaContinuedFraction(a, b, x) {
+    const tiny = 1e-300;
+    const qab = a + b;
+    const qap = a + 1;
+    const qam = a - 1;
+    let c = 1;
+    let d = 1 - (qab * x) / qap;
+    if (Math.abs(d) < tiny)
+        d = tiny;
+    d = 1 / d;
+    let h = d;
+    for (let m = 1; m <= 300; m += 1) {
+        const m2 = 2 * m;
+        let aa = (m * (b - m) * x) / ((qam + m2) * (a + m2));
+        d = 1 + aa * d;
+        if (Math.abs(d) < tiny)
+            d = tiny;
+        c = 1 + aa / c;
+        if (Math.abs(c) < tiny)
+            c = tiny;
+        d = 1 / d;
+        h *= d * c;
+        aa = (-(a + m) * (qab + m) * x) / ((a + m2) * (qap + m2));
+        d = 1 + aa * d;
+        if (Math.abs(d) < tiny)
+            d = tiny;
+        c = 1 + aa / c;
+        if (Math.abs(c) < tiny)
+            c = tiny;
+        d = 1 / d;
+        const delta = d * c;
+        h *= delta;
+        if (Math.abs(delta - 1) < 3e-16)
+            break;
+    }
+    return h;
+}
+/** The regularized incomplete beta function `I_x(a, b)`. */
+export function regularizedIncompleteBeta(a, b, x) {
+    if (!(x > 0))
+        return 0;
+    if (!(x < 1))
+        return 1;
+    const front = Math.exp(logGamma(a + b) - logGamma(a) - logGamma(b) + a * Math.log(x) + b * Math.log(1 - x));
+    return x < (a + 1) / (a + b + 2)
+        ? (front * betaContinuedFraction(a, b, x)) / a
+        : 1 -
+            (Math.exp(logGamma(a + b) - logGamma(a) - logGamma(b) + b * Math.log(1 - x) + a * Math.log(x)) *
+                betaContinuedFraction(b, a, 1 - x)) /
+                b;
+}
+/**
+ * The standard normal CDF, Φ(z), to full double precision.
+ *
+ * Hart’s rational approximation as given by West, *Better Approximations to
+ * Cumulative Normal Functions* (2005): a 6/7-degree rational for |z| < 7.07 and
+ * a continued fraction beyond it. The familiar Abramowitz & Stegun 7.1.26
+ * `erf` is not good enough here — its error is ~1.5e-7 *absolute*, which is
+ * larger than the p-values this function is asked to produce.
+ */
+export function normalCdf(z) {
+    if (!Number.isFinite(z))
+        return z > 0 ? 1 : 0;
+    const x = Math.abs(z);
+    let upper;
+    if (x > 37) {
+        upper = 0;
+    }
+    else {
+        const e = Math.exp((-x * x) / 2);
+        if (x < 7.07106781186547) {
+            let numerator = 3.52624965998911e-2 * x + 0.700383064443688;
+            numerator = numerator * x + 6.37396220353165;
+            numerator = numerator * x + 33.912866078383;
+            numerator = numerator * x + 112.079291497871;
+            numerator = numerator * x + 221.213596169931;
+            numerator = numerator * x + 220.206867912376;
+            let denominator = 8.83883476483184e-2 * x + 1.75566716318264;
+            denominator = denominator * x + 16.064177579207;
+            denominator = denominator * x + 86.7807322029461;
+            denominator = denominator * x + 296.564248779674;
+            denominator = denominator * x + 637.333633378831;
+            denominator = denominator * x + 793.826512519948;
+            denominator = denominator * x + 440.413735824752;
+            upper = (e * numerator) / denominator;
+        }
+        else {
+            let fraction = x + 0.65;
+            fraction = x + 4 / fraction;
+            fraction = x + 3 / fraction;
+            fraction = x + 2 / fraction;
+            fraction = x + 1 / fraction;
+            upper = e / fraction / 2.506628274631;
+        }
+    }
+    return z > 0 ? 1 - upper : upper;
+}
+/** Two-sided p-value of a standard normal test statistic. */
+export function normalTwoSidedP(z) {
+    if (!Number.isFinite(z))
+        return 1;
+    return Math.min(1, 2 * (1 - normalCdf(Math.abs(z))));
+}
+/** Two-sided p-value of a Student-t statistic on `df` degrees of freedom. */
+export function studentTwoSidedP(t, df) {
+    if (!Number.isFinite(t) || !Number.isFinite(df) || df <= 0)
+        return 1;
+    return Math.min(1, regularizedIncompleteBeta(df / 2, 0.5, df / (df + t * t)));
+}
+/** The 1−α/2 quantile of Student's t on `df` degrees of freedom, by bisection. */
+export function studentTCritical(df, alpha = 0.05) {
+    if (!Number.isFinite(df) || df <= 0)
+        return Number.NaN;
+    let low = 0;
+    let high = 400;
+    for (let i = 0; i < 200; i += 1) {
+        const mid = (low + high) / 2;
+        if (studentTwoSidedP(mid, df) > alpha)
+            low = mid;
+        else
+            high = mid;
+    }
+    return (low + high) / 2;
+}
+/** `P(X ≤ k)` for `X ~ Binomial(n, p)`, via the incomplete beta identity. */
+export function binomialCdf(k, n, p) {
+    if (k < 0)
+        return 0;
+    if (k >= n)
+        return 1;
+    return regularizedIncompleteBeta(n - k, k + 1, 1 - p);
+}
+/** The 80th percentile of the standard normal — the z for 80% power. */
+export const Z_80 = 0.8416212335729143;
+// --- Wilson and Newcombe intervals ---------------------------------------
+/**
+ * The shared Wilson interval as a plain pair, with the one behaviour this
+ * module needs that the summariser’s does not: an answer even when the count
+ * is not a proper proportion.
+ *
+ * `wilsonInterval` returns `null` for `successes > trials` because a share
+ * summary must refuse to draw an interval on a number that is not a share. Here
+ * that case is already reported to the caller in `powerNote`, so the widest
+ * honest interval — the whole unit range — is the right fallback rather than a
+ * missing row.
+ */
+export function wilsonBounds(successes, trials) {
+    const interval = wilsonInterval(successes, trials, Z_95);
+    return interval == null ? [0, 1] : [interval.low, interval.high];
+}
+/**
+ * **Newcombe's hybrid score interval** (1998, method 10) for the difference
+ * between two independent proportions, built from the two Wilson intervals.
+ *
+ * The natural companion to a Wilson interval per arm: it inherits Wilson's
+ * behaviour at the boundaries, so a comparison against a zero-count arm still
+ * produces an interval of finite, honest width instead of collapsing.
+ */
+export function newcombeDifferenceInterval(successesA, trialsA, successesB, trialsB) {
+    const pa = trialsA > 0 ? successesA / trialsA : 0;
+    const pb = trialsB > 0 ? successesB / trialsB : 0;
+    const [la, ua] = wilsonBounds(successesA, trialsA);
+    const [lb, ub] = wilsonBounds(successesB, trialsB);
+    const difference = pa - pb;
+    const lower = difference - Math.sqrt((pa - la) ** 2 + (ub - pb) ** 2);
+    const upper = difference + Math.sqrt((ua - pa) ** 2 + (pb - lb) ** 2);
+    return [Math.max(-1, lower), Math.min(1, upper)];
+}
+/** Decimals a significance number is rounded to before it leaves the API. */
+export const SIGNIFICANCE_PRECISION = 6;
+/** Conventional significance level. Fixed: a caller-tunable α is p-hacking with extra steps. */
+export const SIGNIFICANCE_ALPHA = 0.05;
+/** `z(1−α/2) + z(power)` — the multiplier in a minimum-detectable-effect. */
+const MDE_MULTIPLIER = Z_95 + Z_80;
+/** One sentence naming the smallest effect these sample sizes could have found. */
+function mdeNote(standardError, unit, extra) {
+    const head = standardError == null || !Number.isFinite(standardError) || standardError <= 0
+        ? "There is not enough data on one side to say what this comparison could have detected."
+        : `With these sample sizes the smallest difference detectable at 80% power (alpha 0.05) is ` +
+            `about ${formatMagnitude(MDE_MULTIPLIER * standardError)} ${unit}; a smaller true ` +
+            `difference would usually go unnoticed here.`;
+    return extra == null ? head : `${head} ${extra}`;
+}
+/** A magnitude rendered with enough digits to be read, and no more. */
+function formatMagnitude(value) {
+    const magnitude = Math.abs(value);
+    if (magnitude === 0)
+        return "0";
+    const decimals = magnitude >= 10 ? 1 : magnitude >= 1 ? 2 : magnitude >= 0.01 ? 4 : 6;
+    return String(Number(magnitude.toFixed(decimals)));
+}
+/**
+ * **Two-proportion z-test**, pooled, with a Newcombe interval on the difference.
+ *
+ * `H₀: p_a = p_b`. The pooled proportion is used in the standard error because
+ * that is the variance *under the null* — the hypothesis being tested — while
+ * the interval is unpooled, because an interval describes the difference that
+ * was actually observed. The two therefore answer slightly different questions
+ * and can, in a borderline case, disagree about whether zero is excluded. That
+ * is a property of the textbook procedure, not a bug, and the interval is the
+ * one to believe.
+ */
+export function twoProportionTest(successesA, trialsA, successesB, trialsB) {
+    if (!(trialsA > 0) || !(trialsB > 0)) {
+        return { effect: null, ci95: [null, null], p: null, se: null };
+    }
+    const pa = successesA / trialsA;
+    const pb = successesB / trialsB;
+    const pooled = (successesA + successesB) / (trialsA + trialsB);
+    const seNull = Math.sqrt(pooled * (1 - pooled) * (1 / trialsA + 1 / trialsB));
+    const seObserved = Math.sqrt((pa * (1 - pa)) / trialsA + (pb * (1 - pb)) / trialsB);
+    const z = seNull > 0 ? (pa - pb) / seNull : 0;
+    return {
+        effect: pa - pb,
+        ci95: newcombeDifferenceInterval(successesA, trialsA, successesB, trialsB),
+        // A pooled proportion of exactly 0 or 1 means neither arm saw a single
+        // success (or a single failure). Nothing distinguishes them, so p = 1.
+        p: seNull > 0 ? normalTwoSidedP(z) : 1,
+        se: seObserved,
+    };
+}
+/** Mean and unbiased variance of a sample; `null` variance under two points. */
+function moments(values) {
+    const n = values.length;
+    if (n === 0)
+        return { mean: Number.NaN, variance: null, n: 0 };
+    let total = 0;
+    for (const value of values)
+        total += value;
+    const mean = total / n;
+    if (n < 2)
+        return { mean, variance: null, n };
+    let sq = 0;
+    for (const value of values)
+        sq += (value - mean) ** 2;
+    return { mean, variance: sq / (n - 1), n };
+}
+/**
+ * **Welch's unequal-variances t-test** over two samples of per-bucket values.
+ *
+ * Welch rather than Student because the two windows are routinely of different
+ * length *and* different volatility — a regressed week is both lower and more
+ * erratic than the week before it — and pooling those variances would understate
+ * the uncertainty exactly when it matters most.
+ *
+ * The samples are the **bucket values**, so `n` is the number of days (or
+ * hours) compared, not the number of events behind them. That is the honest
+ * unit: consecutive frame samples inside one day are anything but independent,
+ * and treating them as `n` would produce a p-value of 1e-40 for a difference
+ * any observer could see is within normal day-to-day drift.
+ */
+export function welchTest(sampleA, sampleB) {
+    const a = moments(sampleA);
+    const b = moments(sampleB);
+    if (a.n < 2 || b.n < 2 || a.variance == null || b.variance == null) {
+        const effect = a.n > 0 && b.n > 0 ? a.mean - b.mean : null;
+        return { effect, ci95: [null, null], p: null, se: null, df: null };
+    }
+    const va = a.variance / a.n;
+    const vb = b.variance / b.n;
+    const se = Math.sqrt(va + vb);
+    const effect = a.mean - b.mean;
+    if (!(se > 0)) {
+        // Both samples are constant. They either agree exactly (no difference to
+        // test) or differ by a fixed amount with zero observed variance, which no
+        // t-test can attach a probability to.
+        return { effect, ci95: [effect, effect], p: effect === 0 ? 1 : null, se: 0, df: null };
+    }
+    const df = (va + vb) ** 2 / (va ** 2 / (a.n - 1) + vb ** 2 / (b.n - 1));
+    const t = effect / se;
+    const critical = studentTCritical(df, SIGNIFICANCE_ALPHA);
+    return {
+        effect,
+        ci95: [effect - critical * se, effect + critical * se],
+        p: studentTwoSidedP(t, df),
+        se,
+        df,
+    };
+}
+/**
+ * **Two-sample Poisson rate test** (Przyborowski & Wilks 1940).
+ *
+ * Conditional on the total `x_a + x_b`, the split between the two windows is
+ * Binomial(total, t_a / (t_a + t_b)) under `H₀: λ_a = λ_b`, where `t` is each
+ * window's exposure — here its number of buckets. That makes the exact p-value
+ * a binomial tail, which is what this returns: exact whatever the counts, with
+ * no normal approximation to fail at the small counts an error metric usually
+ * has.
+ *
+ * The **interval**, by contrast, is the normal approximation on the rate
+ * difference (`sqrt(x_a/t_a² + x_b/t_b²)`). There is no closed-form exact
+ * interval for a difference of Poisson rates, and an approximate interval
+ * reported as approximate is better than none; `powerNote` says so when the
+ * counts are small enough for it to matter.
+ */
+export function poissonRateTest(countA, exposureA, countB, exposureB) {
+    if (!(exposureA > 0) || !(exposureB > 0)) {
+        return { effect: null, ci95: [null, null], p: null, se: null };
+    }
+    const rateA = countA / exposureA;
+    const rateB = countB / exposureB;
+    const effect = rateA - rateB;
+    const se = Math.sqrt(countA / exposureA ** 2 + countB / exposureB ** 2);
+    const total = countA + countB;
+    if (total <= 0) {
+        // Neither window saw a single event. The rates are identical at zero, and
+        // that is a real (if uninformative) answer rather than a missing one.
+        return { effect: 0, ci95: [0, 0], p: 1, se: 0 };
+    }
+    const share = exposureA / (exposureA + exposureB);
+    const expected = total * share;
+    // Two-sided by doubling the smaller tail — the convention `poisson.test`
+    // follows for equal exposures, and the only one that stays symmetric here.
+    const p = countA <= expected
+        ? Math.min(1, 2 * binomialCdf(countA, total, share))
+        : Math.min(1, 2 * (1 - binomialCdf(countA - 1, total, share)));
+    return { effect, ci95: [effect - Z_95 * se, effect + Z_95 * se], p, se };
+}
+/** The finite bucket values of a window, in bucket order. */
+function valuesOf(rows) {
+    return [...rows]
+        .sort((a, b) => a.bucket - b.bucket)
+        .map((row) => row.value)
+        .filter((value) => value != null && Number.isFinite(value));
+}
+/** The sum of a window's bucket values; `0` over an empty window. */
+function totalOf(values) {
+    let total = 0;
+    for (const value of values)
+        total += value;
+    return total;
+}
+/**
+ * Whether a count series is materially **overdispersed** — its bucket-to-bucket
+ * variance far above its mean, which is exactly what a Poisson model assumes it
+ * is not.
+ *
+ * Reported rather than corrected: an overdispersed count series makes the
+ * Poisson p-value too small, and a reader who is told so can discount it. The
+ * threshold is deliberately loose (variance more than three times the mean) so
+ * that the note appears only when the assumption is clearly strained.
+ */
+function overdispersed(values) {
+    const { mean, variance } = moments(values);
+    return variance != null && mean > 0 && variance > 3 * mean;
+}
+/**
+ * Compare one metric across two windows and say whether the difference is real.
+ *
+ * Pure: it takes the bucket series both windows produced (plus, for a rate, the
+ * denominator's) and returns the row. No store, no request, no dialect.
+ */
+export function computeSignificance(input) {
+    const currentValues = valuesOf(input.current);
+    const referenceValues = valuesOf(input.reference);
+    const scene = input.scene ?? "";
+    // --- a declared rate: two proportions ---
+    if (input.denominator != null && input.counting) {
+        const trialsA = totalOf(valuesOf(input.denominator.current));
+        const trialsB = totalOf(valuesOf(input.denominator.reference));
+        const successesA = totalOf(currentValues);
+        const successesB = totalOf(referenceValues);
+        const result = twoProportionTest(successesA, trialsA, successesB, trialsB);
+        const clipped = successesA > trialsA || successesB > trialsB
+            ? "One side counted more events than its denominator, so the ratio is not a proportion " +
+                "and the interval should not be read as one."
+            : undefined;
+        return finish({
+            metric: input.metric,
+            scene,
+            a: { value: trialsA > 0 ? successesA / trialsA : null, n: trialsA },
+            b: { value: trialsB > 0 ? successesB / trialsB : null, n: trialsB },
+            effect: result.effect,
+            ci95: result.ci95,
+            p: result.p,
+            test: "two_proportion_z",
+            effectUnit: "ratio",
+            powerNote: mdeNote(result.se, "in the rate", clipped),
+        });
+    }
+    // --- a bare count: a Poisson rate over buckets ---
+    if (input.counting) {
+        const exposureA = currentValues.length;
+        const exposureB = referenceValues.length;
+        const countA = totalOf(currentValues);
+        const countB = totalOf(referenceValues);
+        const result = poissonRateTest(countA, exposureA, countB, exposureB);
+        const strained = overdispersed(currentValues) || overdispersed(referenceValues)
+            ? "The bucket counts vary far more than a Poisson process would, so this p-value is " +
+                "optimistic — treat it as an upper bound on the evidence, not a measurement of it."
+            : undefined;
+        return finish({
+            metric: input.metric,
+            scene,
+            a: { value: exposureA > 0 ? countA / exposureA : null, n: exposureA },
+            b: { value: exposureB > 0 ? countB / exposureB : null, n: exposureB },
+            effect: result.effect,
+            ci95: result.ci95,
+            p: result.p,
+            test: "poisson_rate",
+            effectUnit: `${input.unit} per bucket`,
+            powerNote: mdeNote(result.se, `${input.unit} per bucket`, strained),
+        });
+    }
+    // --- a level or a summed quantity: Welch's t over the buckets ---
+    const result = welchTest(currentValues, referenceValues);
+    // Three different reasons a Welch row can be unconvincing, and they call for
+    // three different sentences. Collapsing them into one would tell a reader
+    // 'not enough data' about a window with a hundred identical buckets.
+    const thin = result.se === 0 && currentValues.length >= 2 && referenceValues.length >= 2
+        ? "Both windows are perfectly constant, so there is no observed variation to attach a " +
+            "probability to. The effect is exact; the absence of a p-value is a statement about " +
+            "the data, not about the difference."
+        : currentValues.length < 5 || referenceValues.length < 5
+            ? `Only ${currentValues.length} and ${referenceValues.length} buckets are being ` +
+                "compared; a t-test on that few points has very little power, so a large p-value " +
+                "here means 'not enough buckets', not 'no difference'."
+            : undefined;
+    return finish({
+        metric: input.metric,
+        scene,
+        a: { value: bucketMean(currentValues), n: currentValues.length },
+        b: { value: bucketMean(referenceValues), n: referenceValues.length },
+        effect: result.effect,
+        ci95: result.ci95,
+        p: result.p,
+        test: "welch_t",
+        effectUnit: input.unit,
+        // A zero standard error has nothing to say about detectable effects, and
+        // `thin` already explains why — so it stands alone rather than being
+        // prefixed with a sentence about missing data.
+        powerNote: result.se === 0 && thin != null ? thin : mdeNote(result.se, input.unit, thin),
+    });
+}
+/**
+ * The window value Welch compares: the **mean of the bucket values**.
+ *
+ * Reported as a mean even for an additive measure, where `movers` would report
+ * the window *sum*. A row whose `effect` is a difference of means must not
+ * carry a `value` that is a sum, or the two numbers cannot be read together;
+ * the caveat on the registry entry says so, and `n` is the bucket count so the
+ * sum is one multiplication away.
+ */
+function bucketMean(values) {
+    return values.length === 0 ? null : totalOf(values) / values.length;
+}
+/** Round every number in a row once, at the edge, and derive `significant`. */
+function finish(row) {
+    const p = round(row.p, SIGNIFICANCE_PRECISION);
+    return {
+        ...row,
+        a: { value: round(row.a.value, SIGNIFICANCE_PRECISION), n: row.a.n },
+        b: { value: round(row.b.value, SIGNIFICANCE_PRECISION), n: row.b.n },
+        effect: round(row.effect, SIGNIFICANCE_PRECISION),
+        ci95: [round(row.ci95[0], SIGNIFICANCE_PRECISION), round(row.ci95[1], SIGNIFICANCE_PRECISION)],
+        p,
+        significant: p != null && p < SIGNIFICANCE_ALPHA,
+    };
+}
+//# sourceMappingURL=significance.js.map

package/dist/insights/significance.js.map

@@ -0,0 +1 @@
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package/dist/insights/stats.d.ts

@@ -0,0 +1,104 @@
+/**
+ * **Insight statistics** (ADR 0051 §4, design sketch §D).
+ *
+ * The descriptive statistics the insight primitives are built from, in pure
+ * TypeScript: no SQL, no dialect, no I/O. That is the whole design rule of
+ * `src/insights/` — the *series* is portable (one dialect-authored bucket query,
+ * parity-tested on all four engines) and the *statistics over it* are computed
+ * once, here, so DuckDB, ClickHouse, Postgres and SQL Server cannot disagree
+ * about what "the median" or "the MAD" means.
+ *
+ * Every function is total and deterministic:
+ *
+ * - it takes a plain `readonly number[]` and returns a `number` or `null`;
+ * - `null` always means *"not defined for this input"* (an empty series, a
+ *   single point where a slope needs two), never `0` — a zero mean is a claim
+ *   about the data, absence is not (the same rule the registry row schemas
+ *   follow);
+ * - non-finite inputs are rejected up front rather than silently poisoning a
+ *   result with `NaN`.
+ *
+ * Robust statistics (median, MAD) are used rather than mean/standard deviation
+ * wherever a value is ranked or compared, because a scene's bucket series is
+ * routinely dominated by one outlier day — a launch, a bot sweep, a broken
+ * deploy — and a standard deviation computed across it makes every subsequent
+ * change look insignificant.
+ */
+export { leastSquaresSlope, trendOf } from "../query/summary/stats.js";
+/**
+ * Floor added to the MAD in the denominator of {@link robustZ}.
+ *
+ * A reference window that never varied has `mad = 0`, and dividing by it would
+ * be `Infinity`/`NaN`. Adding a small epsilon keeps the score finite and keeps
+ * its *ordering* meaningful: against a perfectly flat reference, any change at
+ * all is genuinely unprecedented and should rank above a change of the same size
+ * against a noisy one. What stops that from flooding the top of a `movers` list
+ * is the `minSample` gate, not the epsilon — a flat-zero series with two events
+ * behind it reports `aboveMinSample: false` and is ranked below every gated
+ * mover (see `movers.ts`).
+ */
+export declare const ROBUST_Z_EPSILON = 1e-9;
+/** Scale factor making the MAD a consistent estimator of σ for normal data. */
+export declare const MAD_TO_SIGMA = 1.4826;
+/** The arithmetic mean of the finite values; `null` when there are none. */
+export declare function mean(values: readonly number[]): number | null;
+/**
+ * The `q`-quantile (`0..1`) by **linear interpolation between order statistics**
+ * — the "R type 7" / `numpy.percentile` default, and the same definition the
+ * dialects' own `quantile()` uses closely enough for the tolerances the parity
+ * harness applies.
+ *
+ * `null` when the series is empty or `q` is outside `0..1`. `q = 0` and `q = 1`
+ * return the min and max exactly.
+ */
+export declare function quantile(values: readonly number[], q: number): number | null;
+/** The median (the 0.5 quantile); `null` on an empty series. */
+export declare function median(values: readonly number[]): number | null;
+/**
+ * The **median absolute deviation**: `median(|x − median(x)|)`.
+ *
+ * The robust counterpart of the standard deviation, and the spread every
+ * insight primitive compares against. Unlike σ it has a breakdown point of 50%,
+ * so a single catastrophic day in a 28-day window widens it by nothing at all
+ * instead of tripling it. Reported **unscaled** (raw median deviation, not
+ * multiplied by {@link MAD_TO_SIGMA}) because it is used as a denominator for a
+ * *ranking* score rather than as a σ estimate; a caller that wants σ multiplies.
+ *
+ * `null` on an empty series; `0` on a constant one, which is a true statement
+ * about the data rather than a missing value.
+ */
+export declare function medianAbsoluteDeviation(values: readonly number[]): number | null;
+/**
+ * The **robust z-score** of a change: `delta / (mad + ε)`.
+ *
+ * "How many typical bucket-to-bucket deviations is this move?" — the ranking
+ * score for `movers` (design sketch §D). Returns `0` for a zero delta whatever
+ * the spread (nothing moved, so nothing is surprising), and `null` when `delta`
+ * or `mad` is missing or non-finite, so a metric with no reference series is
+ * reported as unranked rather than as a confident zero.
+ *
+ * A negative `mad` is impossible by construction and is treated as missing.
+ */
+export declare function robustZ(delta: number | null, mad: number | null, epsilon?: number): number | null;
+/**
+ * Relative change from `previous` to `current`, as a ratio (`0.25` is +25%).
+ *
+ * `null` when either side is missing or when `previous` is zero — a percentage
+ * change from nothing is undefined, and reporting `Infinity` (or, worse,
+ * `100%`) would be a claim the data does not support. The absolute `delta` is
+ * always available alongside it, which is the honest number in that case.
+ */
+export declare function relativeChange(current: number | null, previous: number | null): number | null;
+/** The sum of the finite values; `null` when there are none (never `0`). */
+export declare function sum(values: readonly number[]): number | null;
+/**
+ * Round a computed statistic to a fixed number of decimals.
+ *
+ * Applied at the API edge only. Two engines can differ in the last bits of a
+ * floating-point division, and an agent comparing a `z` of `3.0000000000000004`
+ * with one of `3` should not see a difference — so every derived number the
+ * insight endpoints emit is rounded to a declared precision, which also keeps
+ * the JSON (and the tokens an agent pays for it) small.
+ */
+export declare function round(value: number | null, decimals?: number): number | null;
+//# sourceMappingURL=stats.d.ts.map