@visactor/vutils 1.0.16 → 1.0.18
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/cjs/common/regression-linear.d.ts +4 -2
- package/cjs/common/regression-linear.js +4 -2
- package/cjs/common/regression-linear.js.map +1 -1
- package/cjs/common/regression-logistic.d.ts +3 -2
- package/cjs/common/regression-logistic.js +3 -3
- package/cjs/common/regression-logistic.js.map +1 -1
- package/cjs/common/regression-lowess.d.ts +2 -1
- package/cjs/common/regression-lowess.js +3 -2
- package/cjs/common/regression-lowess.js.map +1 -1
- package/cjs/common/regression-polynomial.d.ts +2 -1
- package/cjs/common/regression-polynomial.js +3 -3
- package/cjs/common/regression-polynomial.js.map +1 -1
- package/dist/index.js +13 -7
- package/dist/index.min.js +1 -1
- package/es/common/regression-linear.d.ts +4 -2
- package/es/common/regression-linear.js +4 -2
- package/es/common/regression-linear.js.map +1 -1
- package/es/common/regression-logistic.d.ts +3 -2
- package/es/common/regression-logistic.js +3 -3
- package/es/common/regression-logistic.js.map +1 -1
- package/es/common/regression-lowess.d.ts +2 -1
- package/es/common/regression-lowess.js +3 -2
- package/es/common/regression-lowess.js.map +1 -1
- package/es/common/regression-polynomial.d.ts +2 -1
- package/es/common/regression-polynomial.js +3 -3
- package/es/common/regression-polynomial.js.map +1 -1
- package/package.json +3 -3
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@@ -38,7 +38,9 @@ export function rSquared(data, x, y, uY, predict) {
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return 0 === sst ? 0 : 1 - ssr / sst;
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}
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export function regressionLinear(data, x = (d => d.x), y = (d => d.y)) {
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export function regressionLinear(data, x = (d => d.x), y = (d => d.y), options) {
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var _a;
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const alpha = null !== (_a = null == options ? void 0 : options.alpha) && void 0 !== _a ? _a : .05;
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let n = 0, meanX = 0, meanY = 0, meanXY = 0, meanX2 = 0;
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visitPoints(data, x, y, ((xi, yi) => {
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n++, meanX += (xi - meanX) / n, meanY += (yi - meanY) / n, meanXY += (xi * yi - meanXY) / n,
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@@ -72,7 +74,7 @@ export function regressionLinear(data, x = (d => d.x), y = (d => d.y)) {
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}
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return out;
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},
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confidenceInterval: function(N = 50
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confidenceInterval: function(N = 50) {
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const out = [];
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if (0 === comps.n || N <= 0) return out;
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const z = invNorm(1 - alpha / 2);
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@@ -1 +1 @@
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-
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AG,CAAC,GAAG,IAAI,CAAC,MAAM;gBAC1B,SAAS,EAAE,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC,MAAM;gBAC9B,SAAS,EAAE,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC,MAAM;aAC/B,CAAC,CAAC;SACJ;QACD,OAAO,GAAG,CAAC;IACb,CAAC;IAED,OAAO;QACL,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE;QACd,OAAO;QACP,QAAQ,EAAE,QAAQ,CAAC,IAAI,EAAE,CAAC,EAAE,CAAC,EAAE,KAAK,EAAE,OAAO,CAAC;QAC9C,YAAY;QACZ,kBAAkB;KACnB,CAAC;AACJ,CAAC;AAED,eAAe;IACb,oBAAoB;IACpB,WAAW;IACX,QAAQ;IACR,gBAAgB;CACjB,CAAC","file":"regression-linear.js","sourcesContent":["import isNil from './isNil';\nimport { computeLinearCIComponents, invNorm, stdErrorsAt } from './regression-utils';\n\n/**\n * Linear regression utilities (single clean implementation).\n * Exports: ordinaryLeastSquares, visitPoints, rSquared, regressionLinear\n */\n\nexport function ordinaryLeastSquares(uX: number, uY: number, uXY: number, uX2: number) {\n const denom = uX2 - uX * uX;\n if (Math.abs(denom) < Number.EPSILON) {\n return { a: uY, b: 0 };\n }\n const b = (uXY - uX * uY) / denom;\n const a = uY - b * uX;\n return { a, b };\n}\n\nexport function visitPoints(\n data: any[],\n x: (d: any) => number,\n y: (d: any) => number,\n callback: (x: number, y: number, index: number) => void\n) {\n for (let i = 0; i < data.length; i++) {\n const d = data[i];\n let xi = x(d);\n let yi = y(d);\n if (!isNil(xi) && (xi = +xi) >= xi && !isNil(yi) && (yi = +yi) >= yi) {\n callback(xi, yi, i);\n }\n }\n}\n\nexport function rSquared(\n data: any[],\n x: (d: any) => number,\n y: (d: any) => number,\n uY: number,\n predict: (x: number) => number\n) {\n let ssr = 0;\n let sst = 0;\n for (let i = 0; i < data.length; i++) {\n const d = data[i];\n let yi = y(d);\n if (!isNil(yi) && (yi = +yi) >= yi) {\n const p = predict(x(d));\n const r = yi - p;\n ssr += r * r;\n const t = yi - uY;\n sst += t * t;\n }\n }\n return sst === 0 ? 0 : 1 - ssr / sst;\n}\n\nexport function regressionLinear(\n data: any[],\n x: (d: any) => number = d => d.x,\n y: (d: any) => number = d => d.y,\n options?: {\n alpha?: number;\n }\n) {\n const alpha = options?.alpha ?? 0.05;\n // accumulate online means (sufficient statistics)\n let n = 0;\n let meanX = 0;\n let meanY = 0;\n let meanXY = 0;\n let meanX2 = 0;\n\n visitPoints(data, x, y, (xi, yi) => {\n n++;\n meanX += (xi - meanX) / n;\n meanY += (yi - meanY) / n;\n meanXY += (xi * yi - meanXY) / n;\n meanX2 += (xi * xi - meanX2) / n;\n });\n\n const { a, b } = ordinaryLeastSquares(meanX, meanY, meanXY, meanX2);\n const predict = (xx: number) => a + b * xx;\n\n const comps = computeLinearCIComponents(data, x, y, predict);\n\n function evaluateGrid(N: number) {\n const out: { x: number; y: number }[] = [];\n if (comps.n === 0 || N <= 0) {\n return out;\n }\n if (comps.min === comps.max) {\n for (let i = 0; i < N; i++) {\n out.push({ x: comps.min, y: predict(comps.min) });\n }\n return out;\n }\n const step = (comps.max - comps.min) / (N - 1);\n for (let i = 0; i < N; i++) {\n const px = i === N - 1 ? comps.max : comps.min + step * i;\n out.push({ x: px, y: predict(px) });\n }\n return out;\n }\n\n function confidenceInterval(N: number = 50) {\n const out: { x: number; mean: number; lower: number; upper: number; predLower: number; predUpper: number }[] = [];\n if (comps.n === 0 || N <= 0) {\n return out;\n }\n const z = invNorm(1 - alpha / 2);\n if (comps.min === comps.max) {\n const m = predict(comps.min);\n const errs = stdErrorsAt(comps.min, comps);\n for (let i = 0; i < N; i++) {\n out.push({\n x: comps.min,\n mean: m,\n lower: m - z * errs.seMean,\n upper: m + z * errs.seMean,\n predLower: m - z * errs.sePred,\n predUpper: m + z * errs.sePred\n });\n }\n return out;\n }\n const step = (comps.max - comps.min) / (N - 1);\n for (let i = 0; i < N; i++) {\n const px = i === N - 1 ? comps.max : comps.min + step * i;\n const m = predict(px);\n const errs = stdErrorsAt(px, comps);\n out.push({\n x: px,\n mean: m,\n lower: m - z * errs.seMean,\n upper: m + z * errs.seMean,\n predLower: m - z * errs.sePred,\n predUpper: m + z * errs.sePred\n });\n }\n return out;\n }\n\n return {\n coef: { a, b },\n predict,\n rSquared: rSquared(data, x, y, meanY, predict),\n evaluateGrid,\n confidenceInterval\n };\n}\n\nexport default {\n ordinaryLeastSquares,\n visitPoints,\n rSquared,\n regressionLinear\n};\n"]}
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export declare function regressionLogistic(data: any[], x?: (d: any) => number, y?: (d: any) => number, options?: {
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confidenceInterval: (N?: number) => {
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x: number;
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mean: number;
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lower: number;
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@@ -3,8 +3,8 @@ import { visitPoints } from "./regression-linear";
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3
3
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import { computeLinearCIComponents, invNorm, stdErrorsAt } from "./regression-utils";
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4
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5
5
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export function regressionLogistic(data, x = (d => d.x), y = (d => d.y), options) {
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6
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-
var _a, _b;
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7
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-
const maxIter = null !== (_a = null == options ? void 0 : options.maxIteration) && void 0 !== _a ? _a : 25, tol = null !== (_b = null == options ? void 0 : options.tol) && void 0 !== _b ? _b : 1e-6, xs = [], ys = [];
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6
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+
var _a, _b, _c;
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7
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const maxIter = null !== (_a = null == options ? void 0 : options.maxIteration) && void 0 !== _a ? _a : 25, tol = null !== (_b = null == options ? void 0 : options.tol) && void 0 !== _b ? _b : 1e-6, alpha = null !== (_c = null == options ? void 0 : options.alpha) && void 0 !== _c ? _c : .05, xs = [], ys = [];
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8
8
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visitPoints(data, x, y, ((dx, dy) => {
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9
9
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xs.push(dx), ys.push(dy ? 1 : 0);
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10
10
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}));
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@@ -66,7 +66,7 @@ export function regressionLogistic(data, x = (d => d.x), y = (d => d.y), options
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66
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}
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67
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return out;
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68
68
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},
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69
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-
confidenceInterval: function(N = 50
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69
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+
confidenceInterval: function(N = 50) {
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const out = [];
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71
71
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if (N <= 0) return out;
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72
72
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const comps = computeLinearCIComponents(data, x, y, predict);
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@@ -1 +1 @@
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1
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-
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{ visitPoints } from './regression-linear';\nimport { computeLinearCIComponents, invNorm, stdErrorsAt } from './regression-utils';\n\n/**\n * Simple logistic regression (binary) using Newton-Raphson (IRLS).\n * Returns { coef, predict, evaluateGrid }\n * - coef: [intercept, beta]\n * - predict(x): probability p(y=1|x)\n */\nexport function regressionLogistic(\n data: any[],\n x: (d: any) => number = d => d.x,\n y: (d: any) => number = d => d.y,\n options?: { maxIteration?: number; tol?: number }\n) {\n const maxIter = options?.maxIteration ?? 25;\n const tol = options?.tol ?? 1e-6;\n // build arrays\n const xs: number[] = [];\n const ys: number[] = [];\n visitPoints(data, x, y, (dx, dy) => {\n xs.push(dx);\n ys.push(dy ? 1 : 0);\n });\n\n const n = xs.length;\n if (n === 0) {\n return {\n coef: [0, 0],\n predict: (_x: number) => 0,\n evaluateGrid: (N: number) => [] as { x: number; y: number }[],\n confidenceInterval: (N: number = 50) =>\n [] as { x: number; mean: number; lower: number; upper: number; predLower: number; predUpper: number }[]\n };\n }\n\n // initial coef via linear regression rough guess\n let intercept = 0;\n let beta = 0;\n\n for (let iter = 0; iter < maxIter; iter++) {\n const p: number[] = new Array(n);\n let converged = true;\n for (let i = 0; i < n; i++) {\n const z = intercept + beta * xs[i];\n const pi = 1 / (1 + Math.exp(-z));\n p[i] = pi;\n }\n\n // compute gradient and hessian\n let g0 = 0;\n let g1 = 0;\n let h00 = 0;\n let h01 = 0;\n let h11 = 0;\n for (let i = 0; i < n; i++) {\n const wi = p[i] * (1 - p[i]);\n const diff = ys[i] - p[i];\n g0 += diff;\n g1 += diff * xs[i];\n h00 += wi;\n h01 += wi * xs[i];\n h11 += wi * xs[i] * xs[i];\n }\n\n // solve 2x2 system H * delta = g\n const det = h00 * h11 - h01 * h01;\n if (Math.abs(det) < 1e-12) {\n break;\n }\n const delta0 = (h11 * g0 - h01 * g1) / det;\n const delta1 = (-h01 * g0 + h00 * g1) / det;\n\n intercept += delta0;\n beta += delta1;\n\n if (Math.abs(delta0) > tol || Math.abs(delta1) > tol) {\n converged = false;\n }\n if (converged) {\n break;\n }\n }\n\n const predict = (xx: number) => {\n const z = intercept + beta * xx;\n return 1 / (1 + Math.exp(-z));\n };\n\n function evaluateGrid(N: number) {\n const out: { x: number; y: number }[] = [];\n if (N <= 0) {\n return out;\n }\n let min = Infinity;\n let max = -Infinity;\n visitPoints(data, x, y, dx => {\n if (dx < min) {\n min = dx;\n }\n if (dx > max) {\n max = dx;\n }\n });\n if (min === Infinity || max === -Infinity) {\n return out;\n }\n if (min === max) {\n const v = predict(min);\n for (let i = 0; i < N; i++) {\n out.push({ x: min, y: v });\n }\n return out;\n }\n const step = (max - min) / (N - 1);\n for (let i = 0; i < N; i++) {\n const px = i === N - 1 ? max : min + step * i;\n out.push({ x: px, y: predict(px) });\n }\n return out;\n }\n\n function confidenceInterval(N: number = 50, alpha: number = 0.05) {\n const out: { x: number; mean: number; lower: number; upper: number; predLower: number; predUpper: number }[] = [];\n\n if (N <= 0) {\n return out;\n }\n\n const comps = computeLinearCIComponents(data, x, y, predict);\n if (comps.n === 0) {\n return out;\n }\n\n const z = Math.abs(invNorm(1 - alpha / 2));\n if (comps.min === comps.max) {\n const v = predict(comps.min);\n const errs = stdErrorsAt(comps.min, comps);\n for (let i = 0; i < N; i++) {\n out.push({\n x: comps.min,\n mean: v,\n lower: v - z * errs.seMean,\n upper: v + z * errs.seMean,\n predLower: v - z * errs.sePred,\n predUpper: v + z * errs.sePred\n });\n }\n return out;\n }\n\n const step = (comps.max - comps.min) / (N - 1);\n for (let i = 0; i < N; i++) {\n const px = i === N - 1 ? comps.max : comps.min + step * i;\n const yh = predict(px);\n const errs = stdErrorsAt(px, comps);\n out.push({\n x: px,\n mean: yh,\n lower: yh - z * errs.seMean,\n upper: yh + z * errs.seMean,\n predLower: yh - z * errs.sePred,\n predUpper: yh + z * errs.sePred\n });\n }\n return out;\n }\n\n return {\n coef: [intercept, beta],\n predict,\n evaluateGrid,\n confidenceInterval\n };\n}\n\nexport default regressionLogistic;\n"]}
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1
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+
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{ visitPoints } from './regression-linear';\nimport { computeLinearCIComponents, invNorm, stdErrorsAt } from './regression-utils';\n\n/**\n * Simple logistic regression (binary) using Newton-Raphson (IRLS).\n * Returns { coef, predict, evaluateGrid }\n * - coef: [intercept, beta]\n * - predict(x): probability p(y=1|x)\n */\nexport function regressionLogistic(\n data: any[],\n x: (d: any) => number = d => d.x,\n y: (d: any) => number = d => d.y,\n options?: { maxIteration?: number; tol?: number; alpha?: number }\n) {\n const maxIter = options?.maxIteration ?? 25;\n const tol = options?.tol ?? 1e-6;\n const alpha = options?.alpha ?? 0.05;\n // build arrays\n const xs: number[] = [];\n const ys: number[] = [];\n visitPoints(data, x, y, (dx, dy) => {\n xs.push(dx);\n ys.push(dy ? 1 : 0);\n });\n\n const n = xs.length;\n if (n === 0) {\n return {\n coef: [0, 0],\n predict: (_x: number) => 0,\n evaluateGrid: (N: number) => [] as { x: number; y: number }[],\n confidenceInterval: (N: number = 50) =>\n [] as { x: number; mean: number; lower: number; upper: number; predLower: number; predUpper: number }[]\n };\n }\n\n // initial coef via linear regression rough guess\n let intercept = 0;\n let beta = 0;\n\n for (let iter = 0; iter < maxIter; iter++) {\n const p: number[] = new Array(n);\n let converged = true;\n for (let i = 0; i < n; i++) {\n const z = intercept + beta * xs[i];\n const pi = 1 / (1 + Math.exp(-z));\n p[i] = pi;\n }\n\n // compute gradient and hessian\n let g0 = 0;\n let g1 = 0;\n let h00 = 0;\n let h01 = 0;\n let h11 = 0;\n for (let i = 0; i < n; i++) {\n const wi = p[i] * (1 - p[i]);\n const diff = ys[i] - p[i];\n g0 += diff;\n g1 += diff * xs[i];\n h00 += wi;\n h01 += wi * xs[i];\n h11 += wi * xs[i] * xs[i];\n }\n\n // solve 2x2 system H * delta = g\n const det = h00 * h11 - h01 * h01;\n if (Math.abs(det) < 1e-12) {\n break;\n }\n const delta0 = (h11 * g0 - h01 * g1) / det;\n const delta1 = (-h01 * g0 + h00 * g1) / det;\n\n intercept += delta0;\n beta += delta1;\n\n if (Math.abs(delta0) > tol || Math.abs(delta1) > tol) {\n converged = false;\n }\n if (converged) {\n break;\n }\n }\n\n const predict = (xx: number) => {\n const z = intercept + beta * xx;\n return 1 / (1 + Math.exp(-z));\n };\n\n function evaluateGrid(N: number) {\n const out: { x: number; y: number }[] = [];\n if (N <= 0) {\n return out;\n }\n let min = Infinity;\n let max = -Infinity;\n visitPoints(data, x, y, dx => {\n if (dx < min) {\n min = dx;\n }\n if (dx > max) {\n max = dx;\n }\n });\n if (min === Infinity || max === -Infinity) {\n return out;\n }\n if (min === max) {\n const v = predict(min);\n for (let i = 0; i < N; i++) {\n out.push({ x: min, y: v });\n }\n return out;\n }\n const step = (max - min) / (N - 1);\n for (let i = 0; i < N; i++) {\n const px = i === N - 1 ? max : min + step * i;\n out.push({ x: px, y: predict(px) });\n }\n return out;\n }\n\n function confidenceInterval(N: number = 50) {\n const out: { x: number; mean: number; lower: number; upper: number; predLower: number; predUpper: number }[] = [];\n\n if (N <= 0) {\n return out;\n }\n\n const comps = computeLinearCIComponents(data, x, y, predict);\n if (comps.n === 0) {\n return out;\n }\n\n const z = Math.abs(invNorm(1 - alpha / 2));\n if (comps.min === comps.max) {\n const v = predict(comps.min);\n const errs = stdErrorsAt(comps.min, comps);\n for (let i = 0; i < N; i++) {\n out.push({\n x: comps.min,\n mean: v,\n lower: v - z * errs.seMean,\n upper: v + z * errs.seMean,\n predLower: v - z * errs.sePred,\n predUpper: v + z * errs.sePred\n });\n }\n return out;\n }\n\n const step = (comps.max - comps.min) / (N - 1);\n for (let i = 0; i < N; i++) {\n const px = i === N - 1 ? comps.max : comps.min + step * i;\n const yh = predict(px);\n const errs = stdErrorsAt(px, comps);\n out.push({\n x: px,\n mean: yh,\n lower: yh - z * errs.seMean,\n upper: yh + z * errs.seMean,\n predLower: yh - z * errs.sePred,\n predUpper: yh + z * errs.sePred\n });\n }\n return out;\n }\n\n return {\n coef: [intercept, beta],\n predict,\n evaluateGrid,\n confidenceInterval\n };\n}\n\nexport default regressionLogistic;\n"]}
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@@ -2,6 +2,7 @@ export declare function regressionLowess(data: any[], x?: (d: any) => number, y?
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confidenceInterval: (N?: number
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confidenceInterval: (N?: number) => {
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export function regressionLowess(data, x = (d => d.x), y = (d => d.y), options = {}) {
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var _a;
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const span = options.span || .3, degree = 0 === options.degree ? 0 : 1, alpha = null !== (_a = null == options ? void 0 : options.alpha) && void 0 !== _a ? _a : .05, iterations = null == options.iterations ? 2 : options.iterations, ptsX = [], ptsY = [];
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{ visitPoints } from './regression-linear';\nimport { computeLinearCIComponents, invNorm, stdErrorsAt } from './regression-utils';\n\nfunction tricube(u: number) {\n const uu = Math.abs(u);\n if (uu >= 1) {\n return 0;\n }\n const t = 1 - uu * uu * uu;\n return t * t * t;\n}\n\n/**\n * Simple lowess implementation (univariate x)\n * options:\n * - span: fraction of points used in local regression (0,1]\n * - degree: 0 (constant) or 1 (linear)\n * - iterations: number of robustifying iterations\n */\nexport function regressionLowess(\n data: any[],\n x: (d: any) => number = d => d.x,\n y: (d: any) => number = d => d.y,\n options: { span?: number; degree?: 1 | 0; iterations?: number } = {}\n) {\n const span = options.span || 0.3;\n const degree = options.degree === 0 ? 0 : 1;\n const iterations = options.iterations == null ? 2 : options.iterations;\n\n const ptsX: number[] = [];\n const ptsY: number[] = [];\n visitPoints(data, x, y, (dx, dy) => {\n ptsX.push(dx);\n ptsY.push(dy);\n });\n\n const n = ptsX.length;\n function predictSingle(x0: number, robustWeights?: number[]) {\n if (n === 0) {\n return 0;\n }\n // compute distances and select nearest m points\n const dists: { idx: number; dist: number }[] = [];\n for (let i = 0; i < n; i++) {\n dists.push({ idx: i, dist: Math.abs(ptsX[i] - x0) });\n }\n dists.sort((a, b) => a.dist - b.dist);\n const m = Math.max(2, Math.min(n, Math.floor(span * n)));\n const maxDist = dists[m - 1].dist || 0;\n\n // compute weights\n const w: number[] = new Array(m);\n let sumw = 0;\n for (let i = 0; i < m; i++) {\n const idx = dists[i].idx;\n const u = maxDist === 0 ? 0 : dists[i].dist / maxDist;\n let wi = tricube(u);\n if (robustWeights && robustWeights[idx] != null) {\n wi *= robustWeights[idx];\n }\n w[i] = wi;\n sumw += wi;\n }\n\n if (sumw === 0) {\n // fallback to nearest y\n return ptsY[dists[0].idx];\n }\n\n if (degree === 0) {\n let s = 0;\n for (let i = 0; i < m; i++) {\n s += w[i] * ptsY[dists[i].idx];\n }\n return s / sumw;\n }\n\n // weighted linear regression on local points\n let sw = 0;\n let sx = 0;\n let sy = 0;\n let sxx = 0;\n let sxy = 0;\n for (let i = 0; i < m; i++) {\n const idx = dists[i].idx;\n const xi = ptsX[idx];\n const yi = ptsY[idx];\n const wi = w[i];\n sw += wi;\n sx += wi * xi;\n sy += wi * yi;\n sxx += wi * xi * xi;\n sxy += wi * xi * yi;\n }\n\n const meanX = sx / sw;\n const meanY = sy / sw;\n const denom = sxx - sx * meanX;\n const slope = Math.abs(denom) < 1e-12 ? 0 : (sxy - sx * meanY) / denom;\n const intercept = meanY - slope * meanX;\n return intercept + slope * x0;\n }\n\n function predict(x0: number | number[]) {\n if (Array.isArray(x0)) {\n const out: number[] = [];\n for (let i = 0; i < x0.length; i++) {\n out.push(predictSingle(x0[i]));\n }\n return out;\n }\n return predictSingle(x0 as number);\n }\n\n function evaluateGrid(N: number) {\n const out: { x: number; y: number }[] = [];\n if (N <= 0) {\n return out;\n }\n if (n === 0) {\n return out;\n }\n let min = Infinity;\n let max = -Infinity;\n for (let i = 0; i < n; i++) {\n if (ptsX[i] < min) {\n min = ptsX[i];\n }\n if (ptsX[i] > max) {\n max = ptsX[i];\n }\n }\n if (min === max) {\n const v = predictSingle(min);\n for (let i = 0; i < N; i++) {\n out.push({ x: min, y: v });\n }\n return out;\n }\n const step = (max - min) / (N - 1);\n\n // optionally add robust iterations\n let robustWeights: number[] | undefined;\n for (let iter = 0; iter < iterations; iter++) {\n // compute fits\n const fits: number[] = [];\n for (let i = 0; i < n; i++) {\n fits.push(predictSingle(ptsX[i], robustWeights));\n }\n // compute residuals\n const res: number[] = [];\n for (let i = 0; i < n; i++) {\n res.push(Math.abs(ptsY[i] - fits[i]));\n }\n // median absolute deviation\n const sortedRes = res.slice().sort((a, b) => a - b);\n const med = sortedRes[Math.floor(n / 2)] || 0;\n robustWeights = new Array(n);\n for (let i = 0; i < n; i++) {\n const u = med === 0 ? 0 : res[i] / (6 * med);\n const w = Math.abs(u) >= 1 ? 0 : (1 - u * u) * (1 - u * u);\n robustWeights[i] = w;\n }\n }\n\n for (let i = 0; i < N; i++) {\n const px = i === N - 1 ? max : min + step * i;\n out.push({ x: px, y: predictSingle(px, robustWeights) });\n }\n return out;\n }\n\n function confidenceInterval(N: number = 50, alpha: number = 0.05) {\n const out: { x: number; mean: number; lower: number; upper: number; predLower: number; predUpper: number }[] = [];\n\n if (N <= 0) {\n return out;\n }\n if (n === 0) {\n return out;\n }\n\n // use data x-range\n let min = Infinity;\n let max = -Infinity;\n for (let i = 0; i < n; i++) {\n if (ptsX[i] < min) {\n min = ptsX[i];\n }\n if (ptsX[i] > max) {\n max = ptsX[i];\n }\n }\n if (min === Infinity || max === -Infinity) {\n return out;\n }\n\n const comps = computeLinearCIComponents(data, x, y, (xx: number) => predictSingle(xx));\n if (comps.n === 0) {\n return out;\n }\n\n const z = Math.abs(invNorm(1 - alpha / 2));\n if (comps.min === comps.max) {\n const v = predictSingle(comps.min);\n const errs = stdErrorsAt(comps.min, comps);\n for (let i = 0; i < N; i++) {\n out.push({\n x: comps.min,\n mean: v,\n lower: v - z * errs.seMean,\n upper: v + z * errs.seMean,\n predLower: v - z * errs.sePred,\n predUpper: v + z * errs.sePred\n });\n }\n return out;\n }\n\n const step = (max - min) / (N - 1);\n for (let i = 0; i < N; i++) {\n const px = i === N - 1 ? max : min + step * i;\n const yh = predictSingle(px);\n const errs = stdErrorsAt(px, comps);\n out.push({\n x: px,\n mean: yh,\n lower: yh - z * errs.seMean,\n upper: yh + z * errs.seMean,\n predLower: yh - z * errs.sePred,\n predUpper: yh + z * errs.sePred\n });\n }\n return out;\n }\n\n return {\n predict,\n evaluate: predict as any,\n evaluateGrid,\n confidenceInterval\n };\n}\n\nexport default regressionLowess;\n"]}
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1
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{ visitPoints } from './regression-linear';\nimport { computeLinearCIComponents, invNorm, stdErrorsAt } from './regression-utils';\n\nfunction tricube(u: number) {\n const uu = Math.abs(u);\n if (uu >= 1) {\n return 0;\n }\n const t = 1 - uu * uu * uu;\n return t * t * t;\n}\n\n/**\n * Simple lowess implementation (univariate x)\n * options:\n * - span: fraction of points used in local regression (0,1]\n * - degree: 0 (constant) or 1 (linear)\n * - iterations: number of robustifying iterations\n */\nexport function regressionLowess(\n data: any[],\n x: (d: any) => number = d => d.x,\n y: (d: any) => number = d => d.y,\n options: { span?: number; degree?: 1 | 0; iterations?: number; alpha?: number } = {}\n) {\n const span = options.span || 0.3;\n const degree = options.degree === 0 ? 0 : 1;\n const alpha = options?.alpha ?? 0.05;\n const iterations = options.iterations == null ? 2 : options.iterations;\n\n const ptsX: number[] = [];\n const ptsY: number[] = [];\n visitPoints(data, x, y, (dx, dy) => {\n ptsX.push(dx);\n ptsY.push(dy);\n });\n\n const n = ptsX.length;\n function predictSingle(x0: number, robustWeights?: number[]) {\n if (n === 0) {\n return 0;\n }\n // compute distances and select nearest m points\n const dists: { idx: number; dist: number }[] = [];\n for (let i = 0; i < n; i++) {\n dists.push({ idx: i, dist: Math.abs(ptsX[i] - x0) });\n }\n dists.sort((a, b) => a.dist - b.dist);\n const m = Math.max(2, Math.min(n, Math.floor(span * n)));\n const maxDist = dists[m - 1].dist || 0;\n\n // compute weights\n const w: number[] = new Array(m);\n let sumw = 0;\n for (let i = 0; i < m; i++) {\n const idx = dists[i].idx;\n const u = maxDist === 0 ? 0 : dists[i].dist / maxDist;\n let wi = tricube(u);\n if (robustWeights && robustWeights[idx] != null) {\n wi *= robustWeights[idx];\n }\n w[i] = wi;\n sumw += wi;\n }\n\n if (sumw === 0) {\n // fallback to nearest y\n return ptsY[dists[0].idx];\n }\n\n if (degree === 0) {\n let s = 0;\n for (let i = 0; i < m; i++) {\n s += w[i] * ptsY[dists[i].idx];\n }\n return s / sumw;\n }\n\n // weighted linear regression on local points\n let sw = 0;\n let sx = 0;\n let sy = 0;\n let sxx = 0;\n let sxy = 0;\n for (let i = 0; i < m; i++) {\n const idx = dists[i].idx;\n const xi = ptsX[idx];\n const yi = ptsY[idx];\n const wi = w[i];\n sw += wi;\n sx += wi * xi;\n sy += wi * yi;\n sxx += wi * xi * xi;\n sxy += wi * xi * yi;\n }\n\n const meanX = sx / sw;\n const meanY = sy / sw;\n const denom = sxx - sx * meanX;\n const slope = Math.abs(denom) < 1e-12 ? 0 : (sxy - sx * meanY) / denom;\n const intercept = meanY - slope * meanX;\n return intercept + slope * x0;\n }\n\n function predict(x0: number | number[]) {\n if (Array.isArray(x0)) {\n const out: number[] = [];\n for (let i = 0; i < x0.length; i++) {\n out.push(predictSingle(x0[i]));\n }\n return out;\n }\n return predictSingle(x0 as number);\n }\n\n function evaluateGrid(N: number) {\n const out: { x: number; y: number }[] = [];\n if (N <= 0) {\n return out;\n }\n if (n === 0) {\n return out;\n }\n let min = Infinity;\n let max = -Infinity;\n for (let i = 0; i < n; i++) {\n if (ptsX[i] < min) {\n min = ptsX[i];\n }\n if (ptsX[i] > max) {\n max = ptsX[i];\n }\n }\n if (min === max) {\n const v = predictSingle(min);\n for (let i = 0; i < N; i++) {\n out.push({ x: min, y: v });\n }\n return out;\n }\n const step = (max - min) / (N - 1);\n\n // optionally add robust iterations\n let robustWeights: number[] | undefined;\n for (let iter = 0; iter < iterations; iter++) {\n // compute fits\n const fits: number[] = [];\n for (let i = 0; i < n; i++) {\n fits.push(predictSingle(ptsX[i], robustWeights));\n }\n // compute residuals\n const res: number[] = [];\n for (let i = 0; i < n; i++) {\n res.push(Math.abs(ptsY[i] - fits[i]));\n }\n // median absolute deviation\n const sortedRes = res.slice().sort((a, b) => a - b);\n const med = sortedRes[Math.floor(n / 2)] || 0;\n robustWeights = new Array(n);\n for (let i = 0; i < n; i++) {\n const u = med === 0 ? 0 : res[i] / (6 * med);\n const w = Math.abs(u) >= 1 ? 0 : (1 - u * u) * (1 - u * u);\n robustWeights[i] = w;\n }\n }\n\n for (let i = 0; i < N; i++) {\n const px = i === N - 1 ? max : min + step * i;\n out.push({ x: px, y: predictSingle(px, robustWeights) });\n }\n return out;\n }\n\n function confidenceInterval(N: number = 50) {\n const out: { x: number; mean: number; lower: number; upper: number; predLower: number; predUpper: number }[] = [];\n\n if (N <= 0) {\n return out;\n }\n if (n === 0) {\n return out;\n }\n\n // use data x-range\n let min = Infinity;\n let max = -Infinity;\n for (let i = 0; i < n; i++) {\n if (ptsX[i] < min) {\n min = ptsX[i];\n }\n if (ptsX[i] > max) {\n max = ptsX[i];\n }\n }\n if (min === Infinity || max === -Infinity) {\n return out;\n }\n\n const comps = computeLinearCIComponents(data, x, y, (xx: number) => predictSingle(xx));\n if (comps.n === 0) {\n return out;\n }\n\n const z = Math.abs(invNorm(1 - alpha / 2));\n if (comps.min === comps.max) {\n const v = predictSingle(comps.min);\n const errs = stdErrorsAt(comps.min, comps);\n for (let i = 0; i < N; i++) {\n out.push({\n x: comps.min,\n mean: v,\n lower: v - z * errs.seMean,\n upper: v + z * errs.seMean,\n predLower: v - z * errs.sePred,\n predUpper: v + z * errs.sePred\n });\n }\n return out;\n }\n\n const step = (max - min) / (N - 1);\n for (let i = 0; i < N; i++) {\n const px = i === N - 1 ? max : min + step * i;\n const yh = predictSingle(px);\n const errs = stdErrorsAt(px, comps);\n out.push({\n x: px,\n mean: yh,\n lower: yh - z * errs.seMean,\n upper: yh + z * errs.seMean,\n predLower: yh - z * errs.sePred,\n predUpper: yh + z * errs.sePred\n });\n }\n return out;\n }\n\n return {\n predict,\n evaluate: predict as any,\n evaluateGrid,\n confidenceInterval\n };\n}\n\nexport default regressionLowess;\n"]}
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@@ -1,5 +1,6 @@
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export declare function regressionPolynomial(data: any[], x?: (d: any) => number, y?: (d: any) => number, options?: {
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degree?: number;
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alpha?: number;
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}): {
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degree: number;
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coef: number[];
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@@ -9,7 +10,7 @@ export declare function regressionPolynomial(data: any[], x?: (d: any) => number
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x: number;
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11
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y: number;
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}[];
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confidenceInterval(N?: number
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confidenceInterval(N?: number): {
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x: number;
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mean: number;
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lower: number;
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@@ -37,10 +37,10 @@ function solveLinearSystem(A, b) {
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}
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export function regressionPolynomial(data, x = (d => d.x), y = (d => d.y), options = {}) {
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var _a;
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var _a, _b;
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let degree = null !== (_a = options.degree) && void 0 !== _a ? _a : 0;
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degree < 0 && (degree = 0);
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const m = degree + 1, sums = new Array(2 * degree + 1).fill(0);
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const alpha = null !== (_b = options.alpha) && void 0 !== _b ? _b : .05, m = degree + 1, sums = new Array(2 * degree + 1).fill(0);
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44
44
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visitPoints(data, x, y, ((dx, dy) => {
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45
45
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let xp = 1;
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46
46
|
for (let k = 0; k < sums.length; k++) sums[k] += xp, xp *= dx;
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@@ -95,7 +95,7 @@ export function regressionPolynomial(data, x = (d => d.x), y = (d => d.y), optio
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}
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return out;
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},
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confidenceInterval(N = 50
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98
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+
confidenceInterval(N = 50) {
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99
|
const out = [];
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100
|
if (N <= 0) return out;
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101
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const comps = computeLinearCIComponents(data, x, y, predict);
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@@ -1 +1 @@
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-
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{ visitPoints, rSquared } from './regression-linear';\nimport isNil from './isNil';\nimport { computeLinearCIComponents, invNorm, stdErrorsAt } from './regression-utils';\n\nfunction solveLinearSystem(A: number[][], b: number[]): number[] {\n // Gaussian elimination with partial pivoting\n const n = b.length;\n // clone\n const M: number[][] = new Array(n);\n for (let i = 0; i < n; i++) {\n M[i] = A[i].slice();\n M[i].push(b[i]);\n }\n\n for (let k = 0; k < n; k++) {\n // find pivot\n let maxRow = k;\n let maxVal = Math.abs(M[k][k]);\n for (let i = k + 1; i < n; i++) {\n const v = Math.abs(M[i][k]);\n if (v > maxVal) {\n maxVal = v;\n maxRow = i;\n }\n }\n if (maxRow !== k) {\n const tmp = M[k];\n M[k] = M[maxRow];\n M[maxRow] = tmp;\n }\n\n // singular check\n if (Math.abs(M[k][k]) < 1e-12) {\n // return least squares fallback zeros\n const res: number[] = new Array(n).fill(0);\n return res;\n }\n\n // normalize row\n for (let j = k + 1; j <= n; j++) {\n M[k][j] = M[k][j] / M[k][k];\n }\n M[k][k] = 1;\n\n // eliminate\n for (let i = 0; i < n; i++) {\n if (i === k) {\n continue;\n }\n const factor = M[i][k];\n if (factor === 0) {\n continue;\n }\n for (let j = k + 1; j <= n; j++) {\n M[i][j] -= factor * M[k][j];\n }\n M[i][k] = 0;\n }\n }\n\n const x: number[] = new Array(n);\n for (let i = 0; i < n; i++) {\n x[i] = M[i][n];\n }\n return x;\n}\n\nexport function regressionPolynomial(\n data: any[],\n x: (d: any) => number = d => d.x,\n y: (d: any) => number = d => d.y,\n options: { degree?: number } = {}\n) {\n let degree = options.degree ?? 0;\n if (degree < 0) {\n degree = 0;\n }\n const m = degree + 1;\n const sums: number[] = new Array(2 * degree + 1).fill(0);\n\n visitPoints(data, x, y, (dx, dy) => {\n let xp = 1;\n for (let k = 0; k < sums.length; k++) {\n sums[k] += xp;\n xp *= dx;\n }\n });\n\n // build normal matrix\n const A: number[][] = new Array(m);\n for (let i = 0; i < m; i++) {\n A[i] = new Array(m).fill(0);\n for (let j = 0; j < m; j++) {\n A[i][j] = sums[i + j];\n }\n }\n\n const B: number[] = new Array(m).fill(0);\n visitPoints(data, x, y, (dx, dy) => {\n let xp = 1;\n for (let k = 0; k < m; k++) {\n B[k] += dy * xp;\n xp *= dx;\n }\n });\n\n const coef = solveLinearSystem(A, B);\n\n const predict = (xx: number) => {\n let xp = 1;\n let v = 0;\n for (let k = 0; k < coef.length; k++) {\n v += coef[k] * xp;\n xp *= xx;\n }\n return v;\n };\n\n return {\n degree,\n coef,\n predict,\n rSquared: rSquared(\n data,\n x,\n y,\n (() => {\n // compute mean y\n let sum = 0;\n let cnt = 0;\n visitPoints(data, x, y, (_dx, dy) => {\n sum += dy;\n cnt++;\n });\n return cnt === 0 ? 0 : sum / cnt;\n })(),\n predict\n ),\n evaluateGrid(N: number) {\n const out: { x: number; y: number }[] = [];\n if (N <= 0) {\n return out;\n }\n // compute range\n let min = Infinity;\n let max = -Infinity;\n visitPoints(data, x, y, dx => {\n if (!isNil(dx)) {\n if (dx < min) {\n min = dx;\n }\n if (dx > max) {\n max = dx;\n }\n }\n });\n if (min === Infinity || max === -Infinity) {\n return out;\n }\n if (min === max) {\n const v = predict(min);\n for (let i = 0; i < N; i++) {\n out.push({ x: min, y: v });\n }\n return out;\n }\n const step = (max - min) / (N - 1);\n for (let i = 0; i < N; i++) {\n const px = i === N - 1 ? max : min + step * i;\n out.push({ x: px, y: predict(px) });\n }\n return out;\n },\n confidenceInterval(N: number = 50, alpha: number = 0.05) {\n const out: { x: number; mean: number; lower: number; upper: number; predLower: number; predUpper: number }[] = [];\n\n if (N <= 0) {\n return out;\n }\n\n const comps = computeLinearCIComponents(data, x, y, predict);\n if (comps.n === 0) {\n return out;\n }\n\n const z = Math.abs(invNorm(1 - alpha / 2));\n if (comps.min === comps.max) {\n const v = predict(comps.min);\n const errs = stdErrorsAt(comps.min, comps);\n for (let i = 0; i < N; i++) {\n out.push({\n x: comps.min,\n mean: v,\n lower: v - z * errs.seMean,\n upper: v + z * errs.seMean,\n predLower: v - z * errs.sePred,\n predUpper: v + z * errs.sePred\n });\n }\n return out;\n }\n\n const step = (comps.max - comps.min) / (N - 1);\n for (let i = 0; i < N; i++) {\n const px = i === N - 1 ? comps.max : comps.min + step * i;\n const yh = predict(px);\n const errs = stdErrorsAt(px, comps);\n out.push({\n x: px,\n mean: yh,\n lower: yh - z * errs.seMean,\n upper: yh + z * errs.seMean,\n predLower: yh - z * errs.sePred,\n predUpper: yh + z * errs.sePred\n });\n }\n return out;\n }\n };\n}\n\nexport default regressionPolynomial;\n"]}
|
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1
|
+
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{ visitPoints, rSquared } from './regression-linear';\nimport isNil from './isNil';\nimport { computeLinearCIComponents, invNorm, stdErrorsAt } from './regression-utils';\n\nfunction solveLinearSystem(A: number[][], b: number[]): number[] {\n // Gaussian elimination with partial pivoting\n const n = b.length;\n // clone\n const M: number[][] = new Array(n);\n for (let i = 0; i < n; i++) {\n M[i] = A[i].slice();\n M[i].push(b[i]);\n }\n\n for (let k = 0; k < n; k++) {\n // find pivot\n let maxRow = k;\n let maxVal = Math.abs(M[k][k]);\n for (let i = k + 1; i < n; i++) {\n const v = Math.abs(M[i][k]);\n if (v > maxVal) {\n maxVal = v;\n maxRow = i;\n }\n }\n if (maxRow !== k) {\n const tmp = M[k];\n M[k] = M[maxRow];\n M[maxRow] = tmp;\n }\n\n // singular check\n if (Math.abs(M[k][k]) < 1e-12) {\n // return least squares fallback zeros\n const res: number[] = new Array(n).fill(0);\n return res;\n }\n\n // normalize row\n for (let j = k + 1; j <= n; j++) {\n M[k][j] = M[k][j] / M[k][k];\n }\n M[k][k] = 1;\n\n // eliminate\n for (let i = 0; i < n; i++) {\n if (i === k) {\n continue;\n }\n const factor = M[i][k];\n if (factor === 0) {\n continue;\n }\n for (let j = k + 1; j <= n; j++) {\n M[i][j] -= factor * M[k][j];\n }\n M[i][k] = 0;\n }\n }\n\n const x: number[] = new Array(n);\n for (let i = 0; i < n; i++) {\n x[i] = M[i][n];\n }\n return x;\n}\n\nexport function regressionPolynomial(\n data: any[],\n x: (d: any) => number = d => d.x,\n y: (d: any) => number = d => d.y,\n options: { degree?: number; alpha?: number } = {}\n) {\n let degree = options.degree ?? 0;\n if (degree < 0) {\n degree = 0;\n }\n const alpha = options.alpha ?? 0.05;\n const m = degree + 1;\n const sums: number[] = new Array(2 * degree + 1).fill(0);\n\n visitPoints(data, x, y, (dx, dy) => {\n let xp = 1;\n for (let k = 0; k < sums.length; k++) {\n sums[k] += xp;\n xp *= dx;\n }\n });\n\n // build normal matrix\n const A: number[][] = new Array(m);\n for (let i = 0; i < m; i++) {\n A[i] = new Array(m).fill(0);\n for (let j = 0; j < m; j++) {\n A[i][j] = sums[i + j];\n }\n }\n\n const B: number[] = new Array(m).fill(0);\n visitPoints(data, x, y, (dx, dy) => {\n let xp = 1;\n for (let k = 0; k < m; k++) {\n B[k] += dy * xp;\n xp *= dx;\n }\n });\n\n const coef = solveLinearSystem(A, B);\n\n const predict = (xx: number) => {\n let xp = 1;\n let v = 0;\n for (let k = 0; k < coef.length; k++) {\n v += coef[k] * xp;\n xp *= xx;\n }\n return v;\n };\n\n return {\n degree,\n coef,\n predict,\n rSquared: rSquared(\n data,\n x,\n y,\n (() => {\n // compute mean y\n let sum = 0;\n let cnt = 0;\n visitPoints(data, x, y, (_dx, dy) => {\n sum += dy;\n cnt++;\n });\n return cnt === 0 ? 0 : sum / cnt;\n })(),\n predict\n ),\n evaluateGrid(N: number) {\n const out: { x: number; y: number }[] = [];\n if (N <= 0) {\n return out;\n }\n // compute range\n let min = Infinity;\n let max = -Infinity;\n visitPoints(data, x, y, dx => {\n if (!isNil(dx)) {\n if (dx < min) {\n min = dx;\n }\n if (dx > max) {\n max = dx;\n }\n }\n });\n if (min === Infinity || max === -Infinity) {\n return out;\n }\n if (min === max) {\n const v = predict(min);\n for (let i = 0; i < N; i++) {\n out.push({ x: min, y: v });\n }\n return out;\n }\n const step = (max - min) / (N - 1);\n for (let i = 0; i < N; i++) {\n const px = i === N - 1 ? max : min + step * i;\n out.push({ x: px, y: predict(px) });\n }\n return out;\n },\n confidenceInterval(N: number = 50) {\n const out: { x: number; mean: number; lower: number; upper: number; predLower: number; predUpper: number }[] = [];\n\n if (N <= 0) {\n return out;\n }\n\n const comps = computeLinearCIComponents(data, x, y, predict);\n if (comps.n === 0) {\n return out;\n }\n\n const z = Math.abs(invNorm(1 - alpha / 2));\n if (comps.min === comps.max) {\n const v = predict(comps.min);\n const errs = stdErrorsAt(comps.min, comps);\n for (let i = 0; i < N; i++) {\n out.push({\n x: comps.min,\n mean: v,\n lower: v - z * errs.seMean,\n upper: v + z * errs.seMean,\n predLower: v - z * errs.sePred,\n predUpper: v + z * errs.sePred\n });\n }\n return out;\n }\n\n const step = (comps.max - comps.min) / (N - 1);\n for (let i = 0; i < N; i++) {\n const px = i === N - 1 ? comps.max : comps.min + step * i;\n const yh = predict(px);\n const errs = stdErrorsAt(px, comps);\n out.push({\n x: px,\n mean: yh,\n lower: yh - z * errs.seMean,\n upper: yh + z * errs.seMean,\n predLower: yh - z * errs.sePred,\n predUpper: yh + z * errs.sePred\n });\n }\n return out;\n }\n };\n}\n\nexport default regressionPolynomial;\n"]}
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package/package.json
CHANGED
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@@ -1,6 +1,6 @@
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1
1
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{
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2
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"name": "@visactor/vutils",
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3
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-
"version": "1.0.
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3
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+
"version": "1.0.18",
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4
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"main": "cjs/index.js",
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"module": "es/index.js",
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"types": "es/index.d.ts",
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@@ -31,9 +31,9 @@
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"typescript": "4.9.5",
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"@types/node": "*",
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"@internal/bundler": "0.0.1",
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"@internal/eslint-config": "0.0.1",
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"@internal/ts-config": "0.0.1",
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35
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-
"@internal/jest-config": "0.0.1"
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-
"@internal/eslint-config": "0.0.1"
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"@internal/jest-config": "0.0.1"
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},
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"dependencies": {
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"eventemitter3": "^4.0.7",
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