@visactor/vutils 1.0.19 → 1.0.21

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Files changed (9) hide show
  1. package/cjs/common/regression-lowess.d.ts +1 -0
  2. package/cjs/common/regression-lowess.js +57 -39
  3. package/cjs/common/regression-lowess.js.map +1 -1
  4. package/dist/index.js +94 -70
  5. package/dist/index.min.js +1 -1
  6. package/es/common/regression-lowess.d.ts +1 -0
  7. package/es/common/regression-lowess.js +57 -39
  8. package/es/common/regression-lowess.js.map +1 -1
  9. package/package.json +2 -2
package/cjs/common/regression-lowess.d.ts CHANGED
@@ -3,6 +3,7 @@ export declare function regressionLowess(data: any[], x?: (d: any) => number, y?
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  degree?: 1 | 0;
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  iterations?: number;
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  alpha?: number;
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+ maxSamples?: number;
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  }): {
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  predict: (x0: number | number[]) => number | number[];
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  evaluate: any;
package/cjs/common/regression-lowess.js CHANGED
@@ -13,38 +13,60 @@ function tricube(u) {
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  return t * t * t;
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  }
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+ function stratifiedSample(sortedData, maxSamples) {
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+ const n = sortedData.length;
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+ if (n <= maxSamples) return sortedData;
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+ const sampled = [], step = n / maxSamples;
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+ for (let i = 0; i < maxSamples; i++) {
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+ const idx = Math.min(Math.floor(i * step), n - 1);
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+ sampled.push(sortedData[idx]);
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+ }
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+ return sampled;
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+ }
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+
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  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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+ const span = options.span || .3, degree = 0 === options.degree ? 0 : 1, alpha = null !== (_a = options.alpha) && void 0 !== _a ? _a : .05, iterations = null == options.iterations ? 2 : options.iterations, maxSamples = options.maxSamples || 1e3, rawPoints = [];
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  (0, regression_linear_1.visitPoints)(data, x, y, ((dx, dy) => {
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- ptsX.push(dx), ptsY.push(dy);
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- }));
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- const n = ptsX.length;
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+ rawPoints.push({
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+ x: dx,
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+ y: dy
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+ });
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+ })), rawPoints.sort(((a, b) => a.x - b.x));
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+ const sampledPoints = stratifiedSample(rawPoints, maxSamples), n = sampledPoints.length, ptsX = new Array(n), ptsY = new Array(n);
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+ for (let i = 0; i < n; i++) ptsX[i] = sampledPoints[i].x, ptsY[i] = sampledPoints[i].y;
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  function predictSingle(x0, robustWeights) {
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  if (0 === n) return 0;
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- const dists = [];
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- for (let i = 0; i < n; i++) dists.push({
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- idx: i,
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- dist: Math.abs(ptsX[i] - x0)
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- });
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- dists.sort(((a, b) => a.dist - b.dist));
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- const m = Math.max(2, Math.min(n, Math.floor(span * n))), maxDist = dists[m - 1].dist || 0, w = new Array(m);
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+ let left = 0, right = n;
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+ for (;left < right; ) {
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+ const mid = left + right >> 1;
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+ ptsX[mid] < x0 ? left = mid + 1 : right = mid;
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+ }
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+ const m = Math.max(2, Math.min(n, Math.floor(span * n))), start = Math.max(0, left - Math.floor(m / 2)), end = Math.min(n, start + m), actualStart = Math.max(0, end - m);
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+ let maxDist = 0;
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+ const windowSize = end - actualStart, distances = new Array(windowSize);
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+ for (let i = actualStart; i < end; i++) {
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+ const dist = Math.abs(ptsX[i] - x0);
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+ distances[i - actualStart] = dist, dist > maxDist && (maxDist = dist);
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+ }
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  let sumw = 0;
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- for (let i = 0; i < m; i++) {
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- const idx = dists[i].idx;
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- let wi = tricube(0 === maxDist ? 0 : dists[i].dist / maxDist);
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- robustWeights && null != robustWeights[idx] && (wi *= robustWeights[idx]), w[i] = wi,
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- sumw += wi;
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+ const w = new Array(windowSize);
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+ for (let i = 0; i < windowSize; i++) {
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+ let wi = tricube(0 === maxDist ? 0 : distances[i] / maxDist);
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+ robustWeights && null != robustWeights[actualStart + i] && (wi *= robustWeights[actualStart + i]),
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+ w[i] = wi, sumw += wi;
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+ }
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+ if (0 === sumw) {
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+ return ptsY[left < n ? left : n - 1];
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  }
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- if (0 === sumw) return ptsY[dists[0].idx];
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  if (0 === degree) {
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  let s = 0;
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- for (let i = 0; i < m; i++) s += w[i] * ptsY[dists[i].idx];
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+ for (let i = 0; i < w.length; i++) s += w[i] * ptsY[actualStart + i];
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  return s / sumw;
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  }
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  let sw = 0, sx = 0, sy = 0, sxx = 0, sxy = 0;
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- for (let i = 0; i < m; i++) {
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- const idx = dists[i].idx, xi = ptsX[idx], yi = ptsY[idx], wi = w[i];
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+ for (let i = actualStart; i < end; i++) {
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+ const idx = i - actualStart, xi = ptsX[i], yi = ptsY[i], wi = w[idx];
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  sw += wi, sx += wi * xi, sy += wi * yi, sxx += wi * xi * xi, sxy += wi * xi * yi;
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  }
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  const meanX = sx / sw, meanY = sy / sw, denom = sxx - sx * meanX, slope = Math.abs(denom) < 1e-12 ? 0 : (sxy - sx * meanY) / denom;
@@ -52,8 +74,8 @@ function regressionLowess(data, x = (d => d.x), y = (d => d.y), options = {}) {
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  }
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  function predict(x0) {
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  if (Array.isArray(x0)) {
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- const out = [];
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- for (let i = 0; i < x0.length; i++) out.push(predictSingle(x0[i]));
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+ const len = x0.length, out = new Array(len);
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+ for (let i = 0; i < len; i++) out[i] = predictSingle(x0[i]);
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  return out;
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  }
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  return predictSingle(x0);
@@ -62,26 +84,23 @@ function regressionLowess(data, x = (d => d.x), y = (d => d.y), options = {}) {
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  predict: predict,
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  evaluate: predict,
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  evaluateGrid: function(N) {
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- const out = [];
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- if (N <= 0) return out;
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- if (0 === n) return out;
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- let min = 1 / 0, max = -1 / 0;
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- for (let i = 0; i < n; i++) ptsX[i] < min && (min = ptsX[i]), ptsX[i] > max && (max = ptsX[i]);
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+ if (N <= 0) return [];
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+ if (0 === n) return [];
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+ const out = new Array(N), min = ptsX[0], max = ptsX[n - 1];
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  if (min === max) {
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  const v = predictSingle(min);
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- for (let i = 0; i < N; i++) out.push({
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+ for (let i = 0; i < N; i++) out[i] = {
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  x: min,
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  y: v
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- });
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+ };
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  return out;
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  }
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  const step = (max - min) / (N - 1);
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  let robustWeights;
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- for (let iter = 0; iter < iterations; iter++) {
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- const fits = [];
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- for (let i = 0; i < n; i++) fits.push(predictSingle(ptsX[i], robustWeights));
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- const res = [];
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- for (let i = 0; i < n; i++) res.push(Math.abs(ptsY[i] - fits[i]));
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+ const effectiveIterations = null != options.iterations ? iterations : n > 500 ? 0 : iterations;
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+ if (effectiveIterations > 0) for (let iter = 0; iter < effectiveIterations; iter++) {
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+ const fits = new Array(n), res = new Array(n);
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+ for (let i = 0; i < n; i++) fits[i] = predictSingle(ptsX[i], robustWeights), res[i] = Math.abs(ptsY[i] - fits[i]);
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  const med = res.slice().sort(((a, b) => a - b))[Math.floor(n / 2)] || 0;
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  robustWeights = new Array(n);
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  for (let i = 0; i < n; i++) {
@@ -91,10 +110,10 @@ function regressionLowess(data, x = (d => d.x), y = (d => d.y), options = {}) {
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  }
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  for (let i = 0; i < N; i++) {
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  const px = i === N - 1 ? max : min + step * i;
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- out.push({
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+ out[i] = {
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  x: px,
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  y: predictSingle(px, robustWeights)
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- });
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+ };
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  }
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  return out;
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  },
@@ -102,9 +121,8 @@ function regressionLowess(data, x = (d => d.x), y = (d => d.y), options = {}) {
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  const out = [];
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  if (N <= 0) return out;
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  if (0 === n) return out;
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- let min = 1 / 0, max = -1 / 0;
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- for (let i = 0; i < n; i++) ptsX[i] < min && (min = ptsX[i]), ptsX[i] > max && (max = ptsX[i]);
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- if (min === 1 / 0 || max === -1 / 0) return out;
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+ const min = ptsX[0], max = ptsX[n - 1];
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+ if (void 0 === min || void 0 === max || min === 1 / 0 || max === -1 / 0) return out;
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  const comps = (0, regression_utils_1.computeLinearCIComponents)(data, x, y, (xx => predictSingle(xx)));
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  if (0 === comps.n) return out;
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  const z = Math.abs((0, regression_utils_1.invNorm)(1 - alpha / 2));
package/cjs/common/regression-lowess.js.map CHANGED
@@ -1 +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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{ 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 * Stratified sampling to reduce data size while preserving distribution\n */\nfunction stratifiedSample(sortedData: { x: number; y: number }[], maxSamples: number) {\n const n = sortedData.length;\n if (n <= maxSamples) {\n return sortedData;\n }\n\n const sampled: { x: number; y: number }[] = [];\n\n // More aggressive sampling - use exact step size\n const step = n / maxSamples;\n\n for (let i = 0; i < maxSamples; i++) {\n const idx = Math.min(Math.floor(i * step), n - 1);\n sampled.push(sortedData[idx]);\n }\n\n return sampled;\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 * - alpha: confidence level for CI\n * - maxSamples: maximum number of points to use (default: 1000 for fast processing)\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; maxSamples?: 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 const maxSamples = options.maxSamples || 1000;\n\n // Collect and sort data by x\n const rawPoints: { x: number; y: number }[] = [];\n visitPoints(data, x, y, (dx, dy) => {\n rawPoints.push({ x: dx, y: dy });\n });\n\n rawPoints.sort((a, b) => a.x - b.x);\n\n // Apply sampling if needed\n const sampledPoints = stratifiedSample(rawPoints, maxSamples);\n\n const n = sampledPoints.length;\n const ptsX: number[] = new Array(n);\n const ptsY: number[] = new Array(n);\n\n for (let i = 0; i < n; i++) {\n ptsX[i] = sampledPoints[i].x;\n ptsY[i] = sampledPoints[i].y;\n }\n\n /**\n * Optimized predictSingle using binary search on pre-sorted data\n */\n function predictSingle(x0: number, robustWeights?: number[]) {\n if (n === 0) {\n return 0;\n }\n\n // Binary search to find insertion point\n let left = 0;\n let right = n;\n while (left < right) {\n const mid = (left + right) >> 1;\n if (ptsX[mid] < x0) {\n left = mid + 1;\n } else {\n right = mid;\n }\n }\n\n const m = Math.max(2, Math.min(n, Math.floor(span * n)));\n\n // Calculate range around insertion point\n const start = Math.max(0, left - Math.floor(m / 2));\n const end = Math.min(n, start + m);\n const actualStart = Math.max(0, end - m);\n\n // Find max distance and compute weights in single pass\n let maxDist = 0;\n const windowSize = end - actualStart;\n const distances: number[] = new Array(windowSize);\n\n for (let i = actualStart; i < end; i++) {\n const dist = Math.abs(ptsX[i] - x0);\n distances[i - actualStart] = dist;\n if (dist > maxDist) {\n maxDist = dist;\n }\n }\n\n // Compute weights using pre-calculated distances\n let sumw = 0;\n const w: number[] = new Array(windowSize);\n for (let i = 0; i < windowSize; i++) {\n const u = maxDist === 0 ? 0 : distances[i] / maxDist;\n let wi = tricube(u);\n if (robustWeights && robustWeights[actualStart + i] != null) {\n wi *= robustWeights[actualStart + i];\n }\n w[i] = wi;\n sumw += wi;\n }\n\n if (sumw === 0) {\n // fallback to nearest y\n const nearestIdx = left < n ? left : n - 1;\n return ptsY[nearestIdx];\n }\n\n if (degree === 0) {\n let s = 0;\n for (let i = 0; i < w.length; i++) {\n s += w[i] * ptsY[actualStart + i];\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 = actualStart; i < end; i++) {\n const idx = i - actualStart;\n const xi = ptsX[i];\n const yi = ptsY[i];\n const wi = w[idx];\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 len = x0.length;\n const out: number[] = new Array(len);\n for (let i = 0; i < len; i++) {\n out[i] = predictSingle(x0[i]);\n }\n return out;\n }\n return predictSingle(x0 as number);\n }\n\n function evaluateGrid(N: number) {\n if (N <= 0) {\n return [];\n }\n if (n === 0) {\n return [];\n }\n\n const out: { x: number; y: number }[] = new Array(N);\n const min = ptsX[0];\n const max = ptsX[n - 1];\n\n if (min === max) {\n const v = predictSingle(min);\n for (let i = 0; i < N; i++) {\n out[i] = { 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\n // Disable robustness iterations for large datasets to improve performance\n // Users can override by setting iterations explicitly\n const effectiveIterations = options.iterations != null ? iterations : n > 500 ? 0 : iterations;\n\n if (effectiveIterations > 0) {\n for (let iter = 0; iter < effectiveIterations; iter++) {\n // compute fits - pre-allocate arrays\n const fits: number[] = new Array(n);\n const res: number[] = new Array(n);\n\n for (let i = 0; i < n; i++) {\n fits[i] = predictSingle(ptsX[i], robustWeights);\n res[i] = Math.abs(ptsY[i] - fits[i]);\n }\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\n for (let i = 0; i < N; i++) {\n const px = i === N - 1 ? max : min + step * i;\n out[i] = { 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 (already sorted)\n const min = ptsX[0];\n const max = ptsX[n - 1];\n\n if (min === undefined || max === undefined || 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"]}
package/dist/index.js CHANGED
@@ -2074,49 +2074,87 @@
2074
2074
  const t = 1 - uu * uu * uu;
2075
2075
  return t * t * t;
2076
2076
  }
2077
+ function stratifiedSample(sortedData, maxSamples) {
2078
+ const n = sortedData.length;
2079
+ if (n <= maxSamples) {
2080
+ return sortedData;
2081
+ }
2082
+ const sampled = [];
2083
+ const step = n / maxSamples;
2084
+ for (let i = 0; i < maxSamples; i++) {
2085
+ const idx = Math.min(Math.floor(i * step), n - 1);
2086
+ sampled.push(sortedData[idx]);
2087
+ }
2088
+ return sampled;
2089
+ }
2077
2090
  function regressionLowess(data, x = d => d.x, y = d => d.y, options = {}) {
2078
2091
  var _a;
2079
2092
  const span = options.span || 0.3;
2080
2093
  const degree = options.degree === 0 ? 0 : 1;
2081
- const alpha = (_a = options === null || options === void 0 ? void 0 : options.alpha) !== null && _a !== void 0 ? _a : 0.05;
2094
+ const alpha = (_a = options.alpha) !== null && _a !== void 0 ? _a : 0.05;
2082
2095
  const iterations = options.iterations == null ? 2 : options.iterations;
2083
- const ptsX = [];
2084
- const ptsY = [];
2096
+ const maxSamples = options.maxSamples || 1000;
2097
+ const rawPoints = [];
2085
2098
  visitPoints(data, x, y, (dx, dy) => {
2086
- ptsX.push(dx);
2087
- ptsY.push(dy);
2099
+ rawPoints.push({ x: dx, y: dy });
2088
2100
  });
2089
- const n = ptsX.length;
2101
+ rawPoints.sort((a, b) => a.x - b.x);
2102
+ const sampledPoints = stratifiedSample(rawPoints, maxSamples);
2103
+ const n = sampledPoints.length;
2104
+ const ptsX = new Array(n);
2105
+ const ptsY = new Array(n);
2106
+ for (let i = 0; i < n; i++) {
2107
+ ptsX[i] = sampledPoints[i].x;
2108
+ ptsY[i] = sampledPoints[i].y;
2109
+ }
2090
2110
  function predictSingle(x0, robustWeights) {
2091
2111
  if (n === 0) {
2092
2112
  return 0;
2093
2113
  }
2094
- const dists = [];
2095
- for (let i = 0; i < n; i++) {
2096
- dists.push({ idx: i, dist: Math.abs(ptsX[i] - x0) });
2114
+ let left = 0;
2115
+ let right = n;
2116
+ while (left < right) {
2117
+ const mid = (left + right) >> 1;
2118
+ if (ptsX[mid] < x0) {
2119
+ left = mid + 1;
2120
+ }
2121
+ else {
2122
+ right = mid;
2123
+ }
2097
2124
  }
2098
- dists.sort((a, b) => a.dist - b.dist);
2099
2125
  const m = Math.max(2, Math.min(n, Math.floor(span * n)));
2100
- const maxDist = dists[m - 1].dist || 0;
2101
- const w = new Array(m);
2126
+ const start = Math.max(0, left - Math.floor(m / 2));
2127
+ const end = Math.min(n, start + m);
2128
+ const actualStart = Math.max(0, end - m);
2129
+ let maxDist = 0;
2130
+ const windowSize = end - actualStart;
2131
+ const distances = new Array(windowSize);
2132
+ for (let i = actualStart; i < end; i++) {
2133
+ const dist = Math.abs(ptsX[i] - x0);
2134
+ distances[i - actualStart] = dist;
2135
+ if (dist > maxDist) {
2136
+ maxDist = dist;
2137
+ }
2138
+ }
2102
2139
  let sumw = 0;
2103
- for (let i = 0; i < m; i++) {
2104
- const idx = dists[i].idx;
2105
- const u = maxDist === 0 ? 0 : dists[i].dist / maxDist;
2140
+ const w = new Array(windowSize);
2141
+ for (let i = 0; i < windowSize; i++) {
2142
+ const u = maxDist === 0 ? 0 : distances[i] / maxDist;
2106
2143
  let wi = tricube(u);
2107
- if (robustWeights && robustWeights[idx] != null) {
2108
- wi *= robustWeights[idx];
2144
+ if (robustWeights && robustWeights[actualStart + i] != null) {
2145
+ wi *= robustWeights[actualStart + i];
2109
2146
  }
2110
2147
  w[i] = wi;
2111
2148
  sumw += wi;
2112
2149
  }
2113
2150
  if (sumw === 0) {
2114
- return ptsY[dists[0].idx];
2151
+ const nearestIdx = left < n ? left : n - 1;
2152
+ return ptsY[nearestIdx];
2115
2153
  }
2116
2154
  if (degree === 0) {
2117
2155
  let s = 0;
2118
- for (let i = 0; i < m; i++) {
2119
- s += w[i] * ptsY[dists[i].idx];
2156
+ for (let i = 0; i < w.length; i++) {
2157
+ s += w[i] * ptsY[actualStart + i];
2120
2158
  }
2121
2159
  return s / sumw;
2122
2160
  }
@@ -2125,11 +2163,11 @@
2125
2163
  let sy = 0;
2126
2164
  let sxx = 0;
2127
2165
  let sxy = 0;
2128
- for (let i = 0; i < m; i++) {
2129
- const idx = dists[i].idx;
2130
- const xi = ptsX[idx];
2131
- const yi = ptsY[idx];
2132
- const wi = w[i];
2166
+ for (let i = actualStart; i < end; i++) {
2167
+ const idx = i - actualStart;
2168
+ const xi = ptsX[i];
2169
+ const yi = ptsY[i];
2170
+ const wi = w[idx];
2133
2171
  sw += wi;
2134
2172
  sx += wi * xi;
2135
2173
  sy += wi * yi;
@@ -2145,62 +2183,56 @@
2145
2183
  }
2146
2184
  function predict(x0) {
2147
2185
  if (Array.isArray(x0)) {
2148
- const out = [];
2149
- for (let i = 0; i < x0.length; i++) {
2150
- out.push(predictSingle(x0[i]));
2186
+ const len = x0.length;
2187
+ const out = new Array(len);
2188
+ for (let i = 0; i < len; i++) {
2189
+ out[i] = predictSingle(x0[i]);
2151
2190
  }
2152
2191
  return out;
2153
2192
  }
2154
2193
  return predictSingle(x0);
2155
2194
  }
2156
2195
  function evaluateGrid(N) {
2157
- const out = [];
2158
2196
  if (N <= 0) {
2159
- return out;
2197
+ return [];
2160
2198
  }
2161
2199
  if (n === 0) {
2162
- return out;
2163
- }
2164
- let min = Infinity;
2165
- let max = -Infinity;
2166
- for (let i = 0; i < n; i++) {
2167
- if (ptsX[i] < min) {
2168
- min = ptsX[i];
2169
- }
2170
- if (ptsX[i] > max) {
2171
- max = ptsX[i];
2172
- }
2200
+ return [];
2173
2201
  }
2202
+ const out = new Array(N);
2203
+ const min = ptsX[0];
2204
+ const max = ptsX[n - 1];
2174
2205
  if (min === max) {
2175
2206
  const v = predictSingle(min);
2176
2207
  for (let i = 0; i < N; i++) {
2177
- out.push({ x: min, y: v });
2208
+ out[i] = { x: min, y: v };
2178
2209
  }
2179
2210
  return out;
2180
2211
  }
2181
2212
  const step = (max - min) / (N - 1);
2182
2213
  let robustWeights;
2183
- for (let iter = 0; iter < iterations; iter++) {
2184
- const fits = [];
2185
- for (let i = 0; i < n; i++) {
2186
- fits.push(predictSingle(ptsX[i], robustWeights));
2187
- }
2188
- const res = [];
2189
- for (let i = 0; i < n; i++) {
2190
- res.push(Math.abs(ptsY[i] - fits[i]));
2191
- }
2192
- const sortedRes = res.slice().sort((a, b) => a - b);
2193
- const med = sortedRes[Math.floor(n / 2)] || 0;
2194
- robustWeights = new Array(n);
2195
- for (let i = 0; i < n; i++) {
2196
- const u = med === 0 ? 0 : res[i] / (6 * med);
2197
- const w = Math.abs(u) >= 1 ? 0 : (1 - u * u) * (1 - u * u);
2198
- robustWeights[i] = w;
2214
+ const effectiveIterations = options.iterations != null ? iterations : n > 500 ? 0 : iterations;
2215
+ if (effectiveIterations > 0) {
2216
+ for (let iter = 0; iter < effectiveIterations; iter++) {
2217
+ const fits = new Array(n);
2218
+ const res = new Array(n);
2219
+ for (let i = 0; i < n; i++) {
2220
+ fits[i] = predictSingle(ptsX[i], robustWeights);
2221
+ res[i] = Math.abs(ptsY[i] - fits[i]);
2222
+ }
2223
+ const sortedRes = res.slice().sort((a, b) => a - b);
2224
+ const med = sortedRes[Math.floor(n / 2)] || 0;
2225
+ robustWeights = new Array(n);
2226
+ for (let i = 0; i < n; i++) {
2227
+ const u = med === 0 ? 0 : res[i] / (6 * med);
2228
+ const w = Math.abs(u) >= 1 ? 0 : (1 - u * u) * (1 - u * u);
2229
+ robustWeights[i] = w;
2230
+ }
2199
2231
  }
2200
2232
  }
2201
2233
  for (let i = 0; i < N; i++) {
2202
2234
  const px = i === N - 1 ? max : min + step * i;
2203
- out.push({ x: px, y: predictSingle(px, robustWeights) });
2235
+ out[i] = { x: px, y: predictSingle(px, robustWeights) };
2204
2236
  }
2205
2237
  return out;
2206
2238
  }
@@ -2212,17 +2244,9 @@
2212
2244
  if (n === 0) {
2213
2245
  return out;
2214
2246
  }
2215
- let min = Infinity;
2216
- let max = -Infinity;
2217
- for (let i = 0; i < n; i++) {
2218
- if (ptsX[i] < min) {
2219
- min = ptsX[i];
2220
- }
2221
- if (ptsX[i] > max) {
2222
- max = ptsX[i];
2223
- }
2224
- }
2225
- if (min === Infinity || max === -Infinity) {
2247
+ const min = ptsX[0];
2248
+ const max = ptsX[n - 1];
2249
+ if (min === undefined || max === undefined || min === Infinity || max === -Infinity) {
2226
2250
  return out;
2227
2251
  }
2228
2252
  const comps = computeLinearCIComponents(data, x, y, (xx) => predictSingle(xx));