@visactor/vutils 1.0.23 → 1.0.25

package/es/common/regression-linear.js

@@ -1,8 +1,11 @@
 import isNil from "./isNil";
 
-import { computeLinearCIComponents, invNorm, stdErrorsAt } from "./regression-utils";
+import { computeLinearCIComponents, confidenceCriticalValue, confidenceHalfWidth, stdErrorsAt } from "./regression-utils";
 
-export function ordinaryLeastSquares(uX, uY, uXY, uX2) {
+/**
+ * Linear regression utilities (single clean implementation).
+ * Exports: ordinaryLeastSquares, visitPoints, rSquared, regressionLinear
+ */ export function ordinaryLeastSquares(uX, uY, uXY, uX2) {
     const denom = uX2 - uX * uX;
     if (Math.abs(denom) < Number.EPSILON) return {
         a: uY,
@@ -41,7 +44,8 @@ export function rSquared(data, x, y, uY, predict) {
 export function regressionLinear(data, x = (d => d.x), y = (d => d.y), options) {
     var _a;
     const alpha = null !== (_a = null == options ? void 0 : options.alpha) && void 0 !== _a ? _a : .05;
-    let n = 0, meanX = 0, meanY = 0, meanXY = 0, meanX2 = 0;
+    // accumulate online means (sufficient statistics)
+        let n = 0, meanX = 0, meanY = 0, meanXY = 0, meanX2 = 0;
     visitPoints(data, x, y, ((xi, yi) => {
         n++, meanX += (xi - meanX) / n, meanY += (yi - meanY) / n, meanXY += (xi * yi - meanXY) / n, 
         meanX2 += (xi * xi - meanX2) / n;
@@ -77,29 +81,29 @@ export function regressionLinear(data, x = (d => d.x), y = (d => d.y), options)
         confidenceInterval: function(N = 50) {
             const out = [];
             if (0 === comps.n || N <= 0) return out;
-            const z = invNorm(1 - alpha / 2);
+            const z = confidenceCriticalValue(alpha);
             if (comps.min === comps.max) {
-                const m = predict(comps.min), errs = stdErrorsAt(comps.min, comps);
+                const m = predict(comps.min), errs = stdErrorsAt(comps.min, comps), meanHalfWidth = confidenceHalfWidth(z, errs.seMean), predHalfWidth = confidenceHalfWidth(z, errs.sePred);
                 for (let i = 0; i < N; i++) out.push({
                     x: comps.min,
                     mean: m,
-                    lower: m - z * errs.seMean,
-                    upper: m + z * errs.seMean,
-                    predLower: m - z * errs.sePred,
-                    predUpper: m + z * errs.sePred
+                    lower: m - meanHalfWidth,
+                    upper: m + meanHalfWidth,
+                    predLower: m - predHalfWidth,
+                    predUpper: m + predHalfWidth
                 });
                 return out;
             }
             const step = (comps.max - comps.min) / (N - 1);
             for (let i = 0; i < N; i++) {
-                const px = i === N - 1 ? comps.max : comps.min + step * i, m = predict(px), errs = stdErrorsAt(px, comps);
+                const px = i === N - 1 ? comps.max : comps.min + step * i, m = predict(px), errs = stdErrorsAt(px, comps), meanHalfWidth = confidenceHalfWidth(z, errs.seMean), predHalfWidth = confidenceHalfWidth(z, errs.sePred);
                 out.push({
                     x: px,
                     mean: m,
-                    lower: m - z * errs.seMean,
-                    upper: m + z * errs.seMean,
-                    predLower: m - z * errs.sePred,
-                    predUpper: m + z * errs.sePred
+                    lower: m - meanHalfWidth,
+                    upper: m + meanHalfWidth,
+                    predLower: m - predHalfWidth,
+                    predUpper: m + predHalfWidth
                 });
             }
             return out;

package/es/common/regression-linear.js.map

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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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isNil from './isNil';\nimport {\n  computeLinearCIComponents,\n  confidenceCriticalValue,\n  confidenceHalfWidth,\n  stdErrorsAt\n} 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 = confidenceCriticalValue(alpha);\n    if (comps.min === comps.max) {\n      const m = predict(comps.min);\n      const errs = stdErrorsAt(comps.min, comps);\n      const meanHalfWidth = confidenceHalfWidth(z, errs.seMean);\n      const predHalfWidth = confidenceHalfWidth(z, errs.sePred);\n      for (let i = 0; i < N; i++) {\n        out.push({\n          x: comps.min,\n          mean: m,\n          lower: m - meanHalfWidth,\n          upper: m + meanHalfWidth,\n          predLower: m - predHalfWidth,\n          predUpper: m + predHalfWidth\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      const meanHalfWidth = confidenceHalfWidth(z, errs.seMean);\n      const predHalfWidth = confidenceHalfWidth(z, errs.sePred);\n      out.push({\n        x: px,\n        mean: m,\n        lower: m - meanHalfWidth,\n        upper: m + meanHalfWidth,\n        predLower: m - predHalfWidth,\n        predUpper: m + predHalfWidth\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"]}

package/es/common/regression-logistic.d.ts

@@ -1,3 +1,9 @@
+/**
+ * Simple logistic regression (binary) using Newton-Raphson (IRLS).
+ * Returns { coef, predict, evaluateGrid }
+ * - coef: [intercept, beta]
+ * - predict(x): probability p(y=1|x)
+ */
 export declare function regressionLogistic(data: any[], x?: (d: any) => number, y?: (d: any) => number, options?: {
     maxIteration?: number;
     tol?: number;

package/es/common/regression-logistic.js

@@ -1,8 +1,13 @@
 import { visitPoints } from "./regression-linear";
 
-import { computeLinearCIComponents, invNorm, stdErrorsAt } from "./regression-utils";
+import { computeLinearCIComponents, confidenceCriticalValue, confidenceHalfWidth, stdErrorsAt } from "./regression-utils";
 
-export function regressionLogistic(data, x = (d => d.x), y = (d => d.y), options) {
+/**
+ * Simple logistic regression (binary) using Newton-Raphson (IRLS).
+ * Returns { coef, predict, evaluateGrid }
+ * - coef: [intercept, beta]
+ * - predict(x): probability p(y=1|x)
+ */ export function regressionLogistic(data, x = (d => d.x), y = (d => d.y), options) {
     var _a, _b, _c;
     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 = [];
     visitPoints(data, x, y, ((dx, dy) => {
@@ -15,7 +20,8 @@ export function regressionLogistic(data, x = (d => d.x), y = (d => d.y), options
         evaluateGrid: N => [],
         confidenceInterval: (N = 50) => []
     };
-    let intercept = 0, beta = 0;
+    // initial coef via linear regression rough guess
+        let intercept = 0, beta = 0;
     for (let iter = 0; iter < maxIter; iter++) {
         const p = new Array(n);
         let converged = !0;
@@ -23,12 +29,14 @@ export function regressionLogistic(data, x = (d => d.x), y = (d => d.y), options
             const z = intercept + beta * xs[i], pi = 1 / (1 + Math.exp(-z));
             p[i] = pi;
         }
-        let g0 = 0, g1 = 0, h00 = 0, h01 = 0, h11 = 0;
+        // compute gradient and hessian
+                let g0 = 0, g1 = 0, h00 = 0, h01 = 0, h11 = 0;
         for (let i = 0; i < n; i++) {
             const wi = p[i] * (1 - p[i]), diff = ys[i] - p[i];
             g0 += diff, g1 += diff * xs[i], h00 += wi, h01 += wi * xs[i], h11 += wi * xs[i] * xs[i];
         }
-        const det = h00 * h11 - h01 * h01;
+        // solve 2x2 system H * delta = g
+                const det = h00 * h11 - h01 * h01;
         if (Math.abs(det) < 1e-12) break;
         const delta0 = (h11 * g0 - h01 * g1) / det, delta1 = (-h01 * g0 + h00 * g1) / det;
         if (intercept += delta0, beta += delta1, (Math.abs(delta0) > tol || Math.abs(delta1) > tol) && (converged = !1), 
@@ -71,29 +79,29 @@ export function regressionLogistic(data, x = (d => d.x), y = (d => d.y), options
             if (N <= 0) return out;
             const comps = computeLinearCIComponents(data, x, y, predict);
             if (0 === comps.n) return out;
-            const z = Math.abs(invNorm(1 - alpha / 2));
+            const z = confidenceCriticalValue(alpha);
             if (comps.min === comps.max) {
-                const v = predict(comps.min), errs = stdErrorsAt(comps.min, comps);
+                const v = predict(comps.min), errs = stdErrorsAt(comps.min, comps), meanHalfWidth = confidenceHalfWidth(z, errs.seMean), predHalfWidth = confidenceHalfWidth(z, errs.sePred);
                 for (let i = 0; i < N; i++) out.push({
                     x: comps.min,
                     mean: v,
-                    lower: v - z * errs.seMean,
-                    upper: v + z * errs.seMean,
-                    predLower: v - z * errs.sePred,
-                    predUpper: v + z * errs.sePred
+                    lower: v - meanHalfWidth,
+                    upper: v + meanHalfWidth,
+                    predLower: v - predHalfWidth,
+                    predUpper: v + predHalfWidth
                 });
                 return out;
             }
             const step = (comps.max - comps.min) / (N - 1);
             for (let i = 0; i < N; i++) {
-                const px = i === N - 1 ? comps.max : comps.min + step * i, yh = predict(px), errs = stdErrorsAt(px, comps);
+                const px = i === N - 1 ? comps.max : comps.min + step * i, yh = predict(px), errs = stdErrorsAt(px, comps), meanHalfWidth = confidenceHalfWidth(z, errs.seMean), predHalfWidth = confidenceHalfWidth(z, errs.sePred);
                 out.push({
                     x: px,
                     mean: yh,
-                    lower: yh - z * errs.seMean,
-                    upper: yh + z * errs.seMean,
-                    predLower: yh - z * errs.sePred,
-                    predUpper: yh + z * errs.sePred
+                    lower: yh - meanHalfWidth,
+                    upper: yh + meanHalfWidth,
+                    predLower: yh - predHalfWidth,
+                    predUpper: yh + predHalfWidth
                 });
             }
             return out;

package/es/common/regression-logistic.js.map

@@ -1 +1 @@
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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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{ visitPoints } from './regression-linear';\nimport {\n  computeLinearCIComponents,\n  confidenceCriticalValue,\n  confidenceHalfWidth,\n  stdErrorsAt\n} 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 = confidenceCriticalValue(alpha);\n    if (comps.min === comps.max) {\n      const v = predict(comps.min);\n      const errs = stdErrorsAt(comps.min, comps);\n      const meanHalfWidth = confidenceHalfWidth(z, errs.seMean);\n      const predHalfWidth = confidenceHalfWidth(z, errs.sePred);\n      for (let i = 0; i < N; i++) {\n        out.push({\n          x: comps.min,\n          mean: v,\n          lower: v - meanHalfWidth,\n          upper: v + meanHalfWidth,\n          predLower: v - predHalfWidth,\n          predUpper: v + predHalfWidth\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      const meanHalfWidth = confidenceHalfWidth(z, errs.seMean);\n      const predHalfWidth = confidenceHalfWidth(z, errs.sePred);\n      out.push({\n        x: px,\n        mean: yh,\n        lower: yh - meanHalfWidth,\n        upper: yh + meanHalfWidth,\n        predLower: yh - predHalfWidth,\n        predUpper: yh + predHalfWidth\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"]}

package/es/common/regression-lowess.d.ts

@@ -1,3 +1,12 @@
+/**
+ * Simple lowess implementation (univariate x)
+ * options:
+ * - span: fraction of points used in local regression (0,1]
+ * - degree: 0 (constant) or 1 (linear)
+ * - iterations: number of robustifying iterations
+ * - alpha: confidence level for CI
+ * - maxSamples: maximum number of points to use (default: 1000 for fast processing)
+ */
 export declare function regressionLowess(data: any[], x?: (d: any) => number, y?: (d: any) => number, options?: {
     span?: number;
     degree?: 1 | 0;

package/es/common/regression-lowess.js

@@ -1,6 +1,6 @@
 import { visitPoints } from "./regression-linear";
 
-import { computeLinearCIComponents, invNorm, stdErrorsAt } from "./regression-utils";
+import { computeLinearCIComponents, confidenceCriticalValue, confidenceHalfWidth, stdErrorsAt } from "./regression-utils";
 
 function tricube(u) {
     const uu = Math.abs(u);
@@ -9,43 +9,65 @@ function tricube(u) {
     return t * t * t;
 }
 
-function stratifiedSample(sortedData, maxSamples) {
+/**
+ * Stratified sampling to reduce data size while preserving distribution
+ */ function stratifiedSample(sortedData, maxSamples) {
     const n = sortedData.length;
     if (n <= maxSamples) return sortedData;
     const sampled = [], step = n / maxSamples;
-    for (let i = 0; i < maxSamples; i++) {
+    // More aggressive sampling - use exact step size
+        for (let i = 0; i < maxSamples; i++) {
         const idx = Math.min(Math.floor(i * step), n - 1);
         sampled.push(sortedData[idx]);
     }
     return sampled;
 }
 
-export function regressionLowess(data, x = (d => d.x), y = (d => d.y), options = {}) {
+/**
+ * Simple lowess implementation (univariate x)
+ * options:
+ * - span: fraction of points used in local regression (0,1]
+ * - degree: 0 (constant) or 1 (linear)
+ * - iterations: number of robustifying iterations
+ * - alpha: confidence level for CI
+ * - maxSamples: maximum number of points to use (default: 1000 for fast processing)
+ */ export function regressionLowess(data, x = (d => d.x), y = (d => d.y), options = {}) {
     var _a;
     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 = [];
-    visitPoints(data, x, y, ((dx, dy) => {
+    visitPoints(data, x, y, ((dx, dy, index) => {
         rawPoints.push({
             x: dx,
-            y: dy
+            y: dy,
+            index: index
         });
     })), rawPoints.sort(((a, b) => a.x - b.x));
+    // Apply sampling if needed
     const sampledPoints = stratifiedSample(rawPoints, maxSamples), n = sampledPoints.length, ptsX = new Array(n), ptsY = new Array(n);
     for (let i = 0; i < n; i++) ptsX[i] = sampledPoints[i].x, ptsY[i] = sampledPoints[i].y;
-    function predictSingle(x0, robustWeights) {
+    /**
+     * Optimized predictSingle using binary search on pre-sorted data
+     */    function predictSingle(x0, robustWeights) {
         if (0 === n) return 0;
-        let left = 0, right = n;
+        // Binary search to find insertion point
+                let left = 0, right = n;
         for (;left < right; ) {
             const mid = left + right >> 1;
             ptsX[mid] < x0 ? left = mid + 1 : right = mid;
         }
-        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);
+        const m = Math.min(n, Math.max(2, Math.floor(span * n)));
+        // Expand by distance: equal numbers on either side need not be the nearest points.
+                let lo = left - 1, hi = left;
+        for (let count = 0; count < m; count++) lo >= 0 && (hi >= n || x0 - ptsX[lo] <= ptsX[hi] - x0) ? lo-- : hi++;
+        const actualStart = lo + 1, end = hi;
+        // Find max distance and compute weights in single pass
         let maxDist = 0;
         const windowSize = end - actualStart, distances = new Array(windowSize);
         for (let i = actualStart; i < end; i++) {
             const dist = Math.abs(ptsX[i] - x0);
             distances[i - actualStart] = dist, dist > maxDist && (maxDist = dist);
         }
-        let sumw = 0;
+        // Compute weights using pre-calculated distances
+                let sumw = 0;
         const w = new Array(windowSize);
         for (let i = 0; i < windowSize; i++) {
             let wi = tricube(0 === maxDist ? 0 : distances[i] / maxDist);
@@ -53,14 +75,22 @@ export function regressionLowess(data, x = (d => d.x), y = (d => d.y), options =
             w[i] = wi, sumw += wi;
         }
         if (0 === sumw) {
-            return ptsY[left < n ? left : n - 1];
+            // Fall back to the nearest y, preserving input order for equal distances.
+            let nearestIdx = 0, nearestDistance = Math.abs(ptsX[0] - x0);
+            for (let i = 1; i < n; i++) {
+                const distance = Math.abs(ptsX[i] - x0);
+                (distance < nearestDistance || distance === nearestDistance && sampledPoints[i].index < sampledPoints[nearestIdx].index) && (nearestIdx = i, 
+                nearestDistance = distance);
+            }
+            return ptsY[nearestIdx];
         }
         if (0 === degree) {
             let s = 0;
             for (let i = 0; i < w.length; i++) s += w[i] * ptsY[actualStart + i];
             return s / sumw;
         }
-        let sw = 0, sx = 0, sy = 0, sxx = 0, sxy = 0;
+        // weighted linear regression on local points
+                let sw = 0, sx = 0, sy = 0, sxx = 0, sxy = 0;
         for (let i = actualStart; i < end; i++) {
             const idx = i - actualStart, xi = ptsX[i], yi = ptsY[i], wi = w[idx];
             sw += wi, sx += wi * xi, sy += wi * yi, sxx += wi * xi * xi, sxy += wi * xi * yi;
@@ -92,12 +122,17 @@ export function regressionLowess(data, x = (d => d.x), y = (d => d.y), options =
                 return out;
             }
             const step = (max - min) / (N - 1);
-            let robustWeights;
-            const effectiveIterations = null != options.iterations ? iterations : n > 500 ? 0 : iterations;
+            // optionally add robust iterations
+                        let robustWeights;
+            // Disable robustness iterations for large datasets to improve performance
+            // Users can override by setting iterations explicitly
+                        const effectiveIterations = null != options.iterations ? iterations : n > 500 ? 0 : iterations;
             if (effectiveIterations > 0) for (let iter = 0; iter < effectiveIterations; iter++) {
+                // compute fits - pre-allocate arrays
                 const fits = new Array(n), res = new Array(n);
                 for (let i = 0; i < n; i++) fits[i] = predictSingle(ptsX[i], robustWeights), res[i] = Math.abs(ptsY[i] - fits[i]);
-                const med = res.slice().sort(((a, b) => a - b))[Math.floor(n / 2)] || 0;
+                // median absolute deviation
+                                const med = res.slice().sort(((a, b) => a - b))[Math.floor(n / 2)] || 0;
                 robustWeights = new Array(n);
                 for (let i = 0; i < n; i++) {
                     const u = 0 === med ? 0 : res[i] / (6 * med), w = Math.abs(u) >= 1 ? 0 : (1 - u * u) * (1 - u * u);
@@ -117,33 +152,34 @@ export function regressionLowess(data, x = (d => d.x), y = (d => d.y), options =
             const out = [];
             if (N <= 0) return out;
             if (0 === n) return out;
-            const min = ptsX[0], max = ptsX[n - 1];
+            // use data x-range (already sorted)
+                        const min = ptsX[0], max = ptsX[n - 1];
             if (void 0 === min || void 0 === max || min === 1 / 0 || max === -1 / 0) return out;
             const comps = computeLinearCIComponents(data, x, y, (xx => predictSingle(xx)));
             if (0 === comps.n) return out;
-            const z = Math.abs(invNorm(1 - alpha / 2));
+            const z = confidenceCriticalValue(alpha);
             if (comps.min === comps.max) {
-                const v = predictSingle(comps.min), errs = stdErrorsAt(comps.min, comps);
+                const v = predictSingle(comps.min), errs = stdErrorsAt(comps.min, comps), meanHalfWidth = confidenceHalfWidth(z, errs.seMean), predHalfWidth = confidenceHalfWidth(z, errs.sePred);
                 for (let i = 0; i < N; i++) out.push({
                     x: comps.min,
                     mean: v,
-                    lower: v - z * errs.seMean,
-                    upper: v + z * errs.seMean,
-                    predLower: v - z * errs.sePred,
-                    predUpper: v + z * errs.sePred
+                    lower: v - meanHalfWidth,
+                    upper: v + meanHalfWidth,
+                    predLower: v - predHalfWidth,
+                    predUpper: v + predHalfWidth
                 });
                 return out;
             }
             const step = (max - min) / (N - 1);
             for (let i = 0; i < N; i++) {
-                const px = i === N - 1 ? max : min + step * i, yh = predictSingle(px), errs = stdErrorsAt(px, comps);
+                const px = i === N - 1 ? max : min + step * i, yh = predictSingle(px), errs = stdErrorsAt(px, comps), meanHalfWidth = confidenceHalfWidth(z, errs.seMean), predHalfWidth = confidenceHalfWidth(z, errs.sePred);
                 out.push({
                     x: px,
                     mean: yh,
-                    lower: yh - z * errs.seMean,
-                    upper: yh + z * errs.seMean,
-                    predLower: yh - z * errs.sePred,
-                    predUpper: yh + z * errs.sePred
+                    lower: yh - meanHalfWidth,
+                    upper: yh + meanHalfWidth,
+                    predLower: yh - predHalfWidth,
+                    predUpper: yh + predHalfWidth
                 });
             }
             return out;

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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"]}
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{ visitPoints } from './regression-linear';\nimport {\n  computeLinearCIComponents,\n  confidenceCriticalValue,\n  confidenceHalfWidth,\n  stdErrorsAt\n} from './regression-utils';\n\ninterface LowessPoint {\n  x: number;\n  y: number;\n  index: number;\n}\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: LowessPoint[], maxSamples: number) {\n  const n = sortedData.length;\n  if (n <= maxSamples) {\n    return sortedData;\n  }\n\n  const sampled: LowessPoint[] = [];\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: LowessPoint[] = [];\n  visitPoints(data, x, y, (dx, dy, index) => {\n    rawPoints.push({ x: dx, y: dy, index });\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.min(n, Math.max(2, Math.floor(span * n)));\n\n    // Expand by distance: equal numbers on either side need not be the nearest points.\n    let lo = left - 1;\n    let hi = left;\n    for (let count = 0; count < m; count++) {\n      if (lo >= 0 && (hi >= n || x0 - ptsX[lo] <= ptsX[hi] - x0)) {\n        lo--;\n      } else {\n        hi++;\n      }\n    }\n    const actualStart = lo + 1;\n    const end = hi;\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      // Fall back to the nearest y, preserving input order for equal distances.\n      let nearestIdx = 0;\n      let nearestDistance = Math.abs(ptsX[0] - x0);\n      for (let i = 1; i < n; i++) {\n        const distance = Math.abs(ptsX[i] - x0);\n        if (\n          distance < nearestDistance ||\n          (distance === nearestDistance && sampledPoints[i].index < sampledPoints[nearestIdx].index)\n        ) {\n          nearestIdx = i;\n          nearestDistance = distance;\n        }\n      }\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 = confidenceCriticalValue(alpha);\n    if (comps.min === comps.max) {\n      const v = predictSingle(comps.min);\n      const errs = stdErrorsAt(comps.min, comps);\n      const meanHalfWidth = confidenceHalfWidth(z, errs.seMean);\n      const predHalfWidth = confidenceHalfWidth(z, errs.sePred);\n      for (let i = 0; i < N; i++) {\n        out.push({\n          x: comps.min,\n          mean: v,\n          lower: v - meanHalfWidth,\n          upper: v + meanHalfWidth,\n          predLower: v - predHalfWidth,\n          predUpper: v + predHalfWidth\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      const meanHalfWidth = confidenceHalfWidth(z, errs.seMean);\n      const predHalfWidth = confidenceHalfWidth(z, errs.sePred);\n      out.push({\n        x: px,\n        mean: yh,\n        lower: yh - meanHalfWidth,\n        upper: yh + meanHalfWidth,\n        predLower: yh - predHalfWidth,\n        predUpper: yh + predHalfWidth\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"]}