@visactor/vutils 1.0.26 → 1.0.28

package/es/common/ascending.js

@@ -1,4 +1,3 @@
 export function ascending(a, b) {
     return a < b ? -1 : a > b ? 1 : a >= b ? 0 : NaN;
-}
-//# sourceMappingURL=ascending.js.map
+}

package/es/common/deviation.js

@@ -3,4 +3,5 @@ import { variance } from "./variance";
 export function deviation(values, valueof) {
     const v = variance(values, valueof);
     return v ? Math.sqrt(v) : v;
-}
+}
+//# sourceMappingURL=deviation.js.map

package/es/common/getType.js

@@ -1,4 +1,3 @@
 const getType = value => ({}.toString.call(value).replace(/^\[object /, "").replace(/]$/, ""));
 
-export default getType;
-//# sourceMappingURL=getType.js.map
+export default getType;

package/es/common/isFunction.js

@@ -26,4 +26,5 @@
 // eslint-disable-next-line @typescript-eslint/ban-types
 const isFunction = value => "function" == typeof value;
 
-export default isFunction;
+export default isFunction;
+//# sourceMappingURL=isFunction.js.map

package/es/common/isObject.js

@@ -25,5 +25,4 @@ const isObject = value => {
     return null !== value && "object" === type || "function" === type;
 };
 
-export default isObject;
-//# sourceMappingURL=isObject.js.map
+export default isObject;

package/es/common/isPrototype.js

@@ -4,4 +4,4 @@ const objectProto = Object.prototype, isPrototype = function(value) {
 };
 
 export default isPrototype;
-//# sourceMappingURL=isPrototype.js.map
+//# sourceMappingURL=isPrototype.js.map

package/es/common/isRegExp.js

@@ -3,4 +3,4 @@ import isType from "./isType";
 const isRegExp = value => isType(value, "RegExp");
 
 export default isRegExp;
-//# sourceMappingURL=isRegExp.js.map
+//# sourceMappingURL=isRegExp.js.map

package/es/common/isShallowEqual.js

@@ -20,4 +20,4 @@ export function isShallowEqual(objA, objB) {
     return Object.keys(objA).forEach((k => !!is(objA[k], objB[k]) || (ret = !1, ret))), 
     ret;
 }
-//# sourceMappingURL=isShallowEqual.js.map
+//# sourceMappingURL=isShallowEqual.js.map

package/es/common/isString.js

@@ -18,4 +18,4 @@ import isType from "./isType";
 };
 
 export default isString;
-//# sourceMappingURL=isString.js.map
+//# sourceMappingURL=isString.js.map

package/es/common/isType.js

@@ -7,4 +7,4 @@
 const isType = (value, type) => Object.prototype.toString.call(value) === `[object ${type}]`;
 
 export default isType;
-//# sourceMappingURL=isType.js.map
+//# sourceMappingURL=isType.js.map

package/es/common/kde.d.ts

@@ -22,6 +22,10 @@ export interface KDEOptions {
     kernel?: Kernel;
     bandwidth?: number;
     bandwidthMethod?: 'scott' | 'silverman';
+    /** Automatic bandwidth uses population deviation by default, preserving existing behavior. */
+    standardDeviation?: 'sample' | 'population';
+    /** Positive multiplier applied once to either fixed or automatic bandwidth. */
+    bandwidthAdjust?: number;
 }
 export interface KDEEvaluator {
     bandwidth: number;

package/es/common/kde.js

@@ -6,8 +6,11 @@
  * - bandwidth selectors: scott, silverman
  * - kde: main function to compute density estimates at provided points
  */
-/** Gaussian kernel (standard normal) */
-export const gaussian = u => 1 / Math.sqrt(2 * Math.PI) * Math.exp(-.5 * u * u);
+import { mean } from "./mean";
+
+import { variance } from "./variance";
+
+/** Gaussian kernel (standard normal) */ export const gaussian = u => 1 / Math.sqrt(2 * Math.PI) * Math.exp(-.5 * u * u);
 
 /** Epanechnikov kernel (compact support) */ export const epanechnikov = u => Math.abs(u) <= 1 ? .75 * (1 - u * u) : 0;
 
@@ -26,32 +29,44 @@ export function silverman(n, std, dim = 1) {
 
 /**
  * Compute standard deviation for numeric array
- */ function std(values) {
+ */ function std(values, convention) {
     const n = values.length;
-    if (0 === n) return 0;
-    let mean = 0;
-    for (let i = 0; i < n; i++) mean += values[i];
-    mean /= n;
-    let s = 0;
+    if (n < 2) return 0;
+    const center = mean(values), differences = [];
+    let scale = 0, sourceScale = 1;
     for (let i = 0; i < n; i++) {
-        const d = values[i] - mean;
-        s += d * d;
+        const difference = values[i] - center;
+        differences.push(difference), scale = Math.max(scale, Math.abs(difference));
+    }
+    // Finite values of opposite signs can overflow subtraction although population deviation is representable.
+        if (scale === 1 / 0) {
+        sourceScale = Math.abs(center);
+        for (const value of values) sourceScale = Math.max(sourceScale, Math.abs(value));
+        scale = 0;
+        for (let i = 0; i < n; i++) differences[i] = values[i] / sourceScale - center / sourceScale, 
+        scale = Math.max(scale, Math.abs(differences[i]));
     }
-    return Math.sqrt(s / n);
+    if (0 === scale) return 0;
+    for (let i = 0; i < n; i++) differences[i] /= scale;
+    const correction = "population" === convention ? (n - 1) / n : 1;
+    return Math.sqrt(variance(differences) * correction) * scale * sourceScale;
 }
 
 /**
  * Factory: create a KDE evaluator for given data and options.
  * Usage: const model = kde(data, options); model.evaluate(x) or model.evaluate([x1,x2])
  */ export function kde(data, options = {}) {
+    const deviation = void 0 === options.standardDeviation ? "population" : options.standardDeviation, adjustment = void 0 === options.bandwidthAdjust ? 1 : options.bandwidthAdjust;
+    if ("sample" !== deviation && "population" !== deviation) throw new RangeError("standardDeviation must be sample or population");
+    if (!Number.isFinite(adjustment) || adjustment <= 0) throw new RangeError("bandwidthAdjust must be finite and positive");
     const n = data.length, kernel = options.kernel || gaussian;
     let h = options.bandwidth;
     if (!h || h <= 0) {
-        const sd = std(data) || 0, method = options.bandwidthMethod || "scott";
+        const sd = std(data, deviation) || 0, method = options.bandwidthMethod || "scott";
         h = "silverman" === method ? silverman(n, sd, 1) : scott(n, sd, 1);
     }
     // if still zero (constant data), evaluator returns zeros
-        if (!h || h <= 0) {
+    if (h *= adjustment, !h || h <= 0) {
         return {
             bandwidth: 0,
             kernel: kernel,
@@ -87,7 +102,7 @@ export function silverman(n, std, dim = 1) {
             }
         };
     }
-    const invNh = 1 / (n * h);
+    const invNh = 1 / n / h;
     function evalPoint(x) {
         let sum = 0;
         for (let j = 0; j < n; j++) sum += kernel((x - data[j]) / h);

package/es/common/kde.js.map

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* Kernel Density Estimation (KDE) utilities\n *\n * Exports:\n * - Kernel functions: gaussian, epanechnikov\n * - bandwidth selectors: scott, silverman\n * - kde: main function to compute density estimates at provided points\n */\n\nexport type Kernel = (u: number) => number;\n\n/** Gaussian kernel (standard normal) */\nexport const gaussian: Kernel = (u: number) => {\n  const invSqrt2Pi = 1 / Math.sqrt(2 * Math.PI);\n  return invSqrt2Pi * Math.exp(-0.5 * u * u);\n};\n\n/** Epanechnikov kernel (compact support) */\nexport const epanechnikov: Kernel = (u: number) => {\n  const absu = Math.abs(u);\n  return absu <= 1 ? 0.75 * (1 - u * u) : 0;\n};\n\n/**\n * Bandwidth selectors\n * - scott: h = n^{-1/(d+4)} * std\n * - silverman: h = ( (4/(d+2))^{1/(d+4)} ) * n^{-1/(d+4)} * std\n */\nexport function scott(n: number, std: number, dim = 1) {\n  if (n <= 0 || std === 0) {\n    return 0;\n  }\n  return std * Math.pow(n, -1 / (dim + 4));\n}\n\nexport function silverman(n: number, std: number, dim = 1) {\n  if (n <= 0 || std === 0) {\n    return 0;\n  }\n  const factor = Math.pow(4 / (dim + 2), 1 / (dim + 4));\n  return factor * std * Math.pow(n, -1 / (dim + 4));\n}\n\nexport interface KDEOptions {\n  kernel?: Kernel;\n  bandwidth?: number; // fixed bandwidth\n  bandwidthMethod?: 'scott' | 'silverman';\n  // if bandwidth not provided, compute from data using method\n}\n\n/**\n * Compute standard deviation for numeric array\n */\nfunction std(values: number[]) {\n  const n = values.length;\n  if (n === 0) {\n    return 0;\n  }\n  let mean = 0;\n  for (let i = 0; i < n; i++) {\n    mean += values[i];\n  }\n  mean /= n;\n  let s = 0;\n  for (let i = 0; i < n; i++) {\n    const d = values[i] - mean;\n    s += d * d;\n  }\n  return Math.sqrt(s / n);\n}\n\nexport interface KDEEvaluator {\n  bandwidth: number;\n  kernel: Kernel;\n  /**\n   * Evaluate density at a single point or array of points.\n   * - If given a number, returns a number.\n   * - If given an array, returns an array aligned with input.\n   */\n  evaluate: ((x: number) => number) & ((xs: number[]) => number[]);\n  /**\n   * Produce N uniformly spaced points across the data range and evaluate densities.\n   * Returns an array { x: number, y: number }[].\n   */\n  evaluateGrid: (N: number) => { x: number; y: number }[];\n}\n\n/**\n * Factory: create a KDE evaluator for given data and options.\n * Usage: const model = kde(data, options); model.evaluate(x) or model.evaluate([x1,x2])\n */\nexport function kde(data: number[], options: KDEOptions = {}): KDEEvaluator {\n  const n = data.length;\n  const kernel = options.kernel || gaussian;\n\n  let h = options.bandwidth;\n  if (!h || h <= 0) {\n    const sd = std(data) || 0;\n    const method = options.bandwidthMethod || 'scott';\n    if (method === 'silverman') {\n      h = silverman(n, sd, 1);\n    } else {\n      h = scott(n, sd, 1);\n    }\n  }\n\n  // if still zero (constant data), evaluator returns zeros\n  if (!h || h <= 0) {\n    const zerosEval = (x: number | number[]) => {\n      if (Array.isArray(x)) {\n        const out: number[] = [];\n        for (let i = 0; i < x.length; i++) {\n          out.push(0);\n        }\n        return out;\n      }\n      return 0;\n    };\n    const zerosGrid = (N: number) => {\n      const out: { x: number; y: number }[] = [];\n      if (N <= 0) {\n        return out;\n      }\n      // compute data min (use data range if available)\n      let min = Infinity;\n      let max = -Infinity;\n      for (let j = 0; j < n; j++) {\n        const v = data[j];\n        if (v < min) {\n          min = v;\n        }\n        if (v > max) {\n          max = v;\n        }\n      }\n      if (min === Infinity || max === -Infinity) {\n        for (let i = 0; i < N; i++) {\n          out.push({ x: 0, y: 0 });\n        }\n        return out;\n      }\n      for (let i = 0; i < N; i++) {\n        out.push({ x: min, y: 0 });\n      }\n      return out;\n    };\n    return {\n      bandwidth: 0,\n      kernel,\n      evaluate: zerosEval as any,\n      evaluateGrid: zerosGrid\n    };\n  }\n\n  const invNh = 1 / (n * h);\n\n  function evalPoint(x: number) {\n    let sum = 0;\n    for (let j = 0; j < n; j++) {\n      sum += kernel((x - data[j]) / h);\n    }\n    return sum * invNh;\n  }\n\n  function evaluate(x: number | number[]) {\n    if (Array.isArray(x)) {\n      const out: number[] = [];\n      for (let i = 0; i < x.length; i++) {\n        out.push(evalPoint(x[i]));\n      }\n      return out;\n    }\n    return evalPoint(x as number);\n  }\n\n  return {\n    bandwidth: h,\n    kernel,\n    evaluate: evaluate as any,\n    evaluateGrid(N: number) {\n      const out: { x: number; y: number }[] = [];\n      if (N <= 0) {\n        return out;\n      }\n      // compute data range\n      let min = Infinity;\n      let max = -Infinity;\n      for (let i = 0; i < n; i++) {\n        const v = data[i];\n        if (v < min) {\n          min = v;\n        }\n        if (v > max) {\n          max = v;\n        }\n      }\n      if (min === Infinity || max === -Infinity) {\n        return out;\n      }\n      if (min === max) {\n        // single point repeated\n        for (let i = 0; i < N; i++) {\n          out.push({ x: min, y: evalPoint(min) });\n        }\n        return out;\n      }\n\n      const step = (max - min) / (N - 1);\n      for (let i = 0; i < N; i++) {\n        const x = i === N - 1 ? max : min + step * i;\n        out.push({ x, y: evalPoint(x) });\n      }\n      return out;\n    }\n  };\n}\n\nexport default kde;\n"]}
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* Kernel Density Estimation (KDE) utilities\n *\n * Exports:\n * - Kernel functions: gaussian, epanechnikov\n * - bandwidth selectors: scott, silverman\n * - kde: main function to compute density estimates at provided points\n */\n\nimport { mean } from './mean';\nimport { variance } from './variance';\n\nexport type Kernel = (u: number) => number;\n\n/** Gaussian kernel (standard normal) */\nexport const gaussian: Kernel = (u: number) => {\n  const invSqrt2Pi = 1 / Math.sqrt(2 * Math.PI);\n  return invSqrt2Pi * Math.exp(-0.5 * u * u);\n};\n\n/** Epanechnikov kernel (compact support) */\nexport const epanechnikov: Kernel = (u: number) => {\n  const absu = Math.abs(u);\n  return absu <= 1 ? 0.75 * (1 - u * u) : 0;\n};\n\n/**\n * Bandwidth selectors\n * - scott: h = n^{-1/(d+4)} * std\n * - silverman: h = ( (4/(d+2))^{1/(d+4)} ) * n^{-1/(d+4)} * std\n */\nexport function scott(n: number, std: number, dim = 1) {\n  if (n <= 0 || std === 0) {\n    return 0;\n  }\n  return std * Math.pow(n, -1 / (dim + 4));\n}\n\nexport function silverman(n: number, std: number, dim = 1) {\n  if (n <= 0 || std === 0) {\n    return 0;\n  }\n  const factor = Math.pow(4 / (dim + 2), 1 / (dim + 4));\n  return factor * std * Math.pow(n, -1 / (dim + 4));\n}\n\nexport interface KDEOptions {\n  kernel?: Kernel;\n  bandwidth?: number; // fixed bandwidth\n  bandwidthMethod?: 'scott' | 'silverman';\n  /** Automatic bandwidth uses population deviation by default, preserving existing behavior. */\n  standardDeviation?: 'sample' | 'population';\n  /** Positive multiplier applied once to either fixed or automatic bandwidth. */\n  bandwidthAdjust?: number;\n  // if bandwidth not provided, compute from data using method\n}\n\n/**\n * Compute standard deviation for numeric array\n */\nfunction std(values: number[], convention: 'sample' | 'population') {\n  const n = values.length;\n  if (n < 2) {\n    return 0;\n  }\n  const center = mean(values);\n  const differences: number[] = [];\n  let scale = 0;\n  let sourceScale = 1;\n  for (let i = 0; i < n; i++) {\n    const difference = values[i] - center;\n    differences.push(difference);\n    scale = Math.max(scale, Math.abs(difference));\n  }\n  // Finite values of opposite signs can overflow subtraction although population deviation is representable.\n  if (scale === Infinity) {\n    sourceScale = Math.abs(center);\n    for (const value of values) {\n      sourceScale = Math.max(sourceScale, Math.abs(value));\n    }\n    scale = 0;\n    for (let i = 0; i < n; i++) {\n      differences[i] = values[i] / sourceScale - center / sourceScale;\n      scale = Math.max(scale, Math.abs(differences[i]));\n    }\n  }\n  if (scale === 0) {\n    return 0;\n  }\n  for (let i = 0; i < n; i++) {\n    differences[i] /= scale;\n  }\n  const correction = convention === 'population' ? (n - 1) / n : 1;\n  return Math.sqrt(variance(differences) * correction) * scale * sourceScale;\n}\n\nexport interface KDEEvaluator {\n  bandwidth: number;\n  kernel: Kernel;\n  /**\n   * Evaluate density at a single point or array of points.\n   * - If given a number, returns a number.\n   * - If given an array, returns an array aligned with input.\n   */\n  evaluate: ((x: number) => number) & ((xs: number[]) => number[]);\n  /**\n   * Produce N uniformly spaced points across the data range and evaluate densities.\n   * Returns an array { x: number, y: number }[].\n   */\n  evaluateGrid: (N: number) => { x: number; y: number }[];\n}\n\n/**\n * Factory: create a KDE evaluator for given data and options.\n * Usage: const model = kde(data, options); model.evaluate(x) or model.evaluate([x1,x2])\n */\nexport function kde(data: number[], options: KDEOptions = {}): KDEEvaluator {\n  const deviation = options.standardDeviation === undefined ? 'population' : options.standardDeviation;\n  const adjustment = options.bandwidthAdjust === undefined ? 1 : options.bandwidthAdjust;\n  if (deviation !== 'sample' && deviation !== 'population') {\n    throw new RangeError('standardDeviation must be sample or population');\n  }\n  if (!Number.isFinite(adjustment) || adjustment <= 0) {\n    throw new RangeError('bandwidthAdjust must be finite and positive');\n  }\n  const n = data.length;\n  const kernel = options.kernel || gaussian;\n\n  let h = options.bandwidth;\n  if (!h || h <= 0) {\n    const sd = std(data, deviation) || 0;\n    const method = options.bandwidthMethod || 'scott';\n    if (method === 'silverman') {\n      h = silverman(n, sd, 1);\n    } else {\n      h = scott(n, sd, 1);\n    }\n  }\n  h *= adjustment;\n\n  // if still zero (constant data), evaluator returns zeros\n  if (!h || h <= 0) {\n    const zerosEval = (x: number | number[]) => {\n      if (Array.isArray(x)) {\n        const out: number[] = [];\n        for (let i = 0; i < x.length; i++) {\n          out.push(0);\n        }\n        return out;\n      }\n      return 0;\n    };\n    const zerosGrid = (N: number) => {\n      const out: { x: number; y: number }[] = [];\n      if (N <= 0) {\n        return out;\n      }\n      // compute data min (use data range if available)\n      let min = Infinity;\n      let max = -Infinity;\n      for (let j = 0; j < n; j++) {\n        const v = data[j];\n        if (v < min) {\n          min = v;\n        }\n        if (v > max) {\n          max = v;\n        }\n      }\n      if (min === Infinity || max === -Infinity) {\n        for (let i = 0; i < N; i++) {\n          out.push({ x: 0, y: 0 });\n        }\n        return out;\n      }\n      for (let i = 0; i < N; i++) {\n        out.push({ x: min, y: 0 });\n      }\n      return out;\n    };\n    return {\n      bandwidth: 0,\n      kernel,\n      evaluate: zerosEval as any,\n      evaluateGrid: zerosGrid\n    };\n  }\n\n  const invNh = 1 / n / h;\n\n  function evalPoint(x: number) {\n    let sum = 0;\n    for (let j = 0; j < n; j++) {\n      sum += kernel((x - data[j]) / h);\n    }\n    return sum * invNh;\n  }\n\n  function evaluate(x: number | number[]) {\n    if (Array.isArray(x)) {\n      const out: number[] = [];\n      for (let i = 0; i < x.length; i++) {\n        out.push(evalPoint(x[i]));\n      }\n      return out;\n    }\n    return evalPoint(x as number);\n  }\n\n  return {\n    bandwidth: h,\n    kernel,\n    evaluate: evaluate as any,\n    evaluateGrid(N: number) {\n      const out: { x: number; y: number }[] = [];\n      if (N <= 0) {\n        return out;\n      }\n      // compute data range\n      let min = Infinity;\n      let max = -Infinity;\n      for (let i = 0; i < n; i++) {\n        const v = data[i];\n        if (v < min) {\n          min = v;\n        }\n        if (v > max) {\n          max = v;\n        }\n      }\n      if (min === Infinity || max === -Infinity) {\n        return out;\n      }\n      if (min === max) {\n        // single point repeated\n        for (let i = 0; i < N; i++) {\n          out.push({ x: min, y: evalPoint(min) });\n        }\n        return out;\n      }\n\n      const step = (max - min) / (N - 1);\n      for (let i = 0; i < N; i++) {\n        const x = i === N - 1 ? max : min + step * i;\n        out.push({ x, y: evalPoint(x) });\n      }\n      return out;\n    }\n  };\n}\n\nexport default kde;\n"]}

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

@@ -1,5 +1,5 @@
 /**
- * 局部线性 LOWESS。默认全量观测、span=2/3、三次稳健重加权。
+ * 局部线性 LOWESS。默认全量观测，保留历史参数 span=0.3、iterations=2。
  * delta 显式插值加速；maxSamples 仅保留显式选择的历史抽样用途。
  * predict 与 evaluateGrid 查询构建时固定的同一模型，不触发再拟合。
  */

package/es/common/regression-lowess.js

@@ -5,12 +5,12 @@ import { median } from "./median";
 import { computeLinearCIComponents, confidenceCriticalValue, confidenceHalfWidth, stdErrorsAt } from "./regression-utils";
 
 /**
- * 局部线性 LOWESS。默认全量观测、span=2/3、三次稳健重加权。
+ * 局部线性 LOWESS。默认全量观测，保留历史参数 span=0.3、iterations=2。
  * delta 显式插值加速；maxSamples 仅保留显式选择的历史抽样用途。
  * predict 与 evaluateGrid 查询构建时固定的同一模型，不触发再拟合。
  */ export function regressionLowess(data, x = (d => d.x), y = (d => d.y), options = {}) {
     var _a, _b, _c, _d, _e;
-    const span = null !== (_a = options.span) && void 0 !== _a ? _a : 2 / 3, degree = null !== (_b = options.degree) && void 0 !== _b ? _b : 1, iterations = null !== (_c = options.iterations) && void 0 !== _c ? _c : 3, delta = null !== (_d = options.delta) && void 0 !== _d ? _d : 0, alpha = null !== (_e = options.alpha) && void 0 !== _e ? _e : .05;
+    const span = null !== (_a = options.span) && void 0 !== _a ? _a : .3, degree = null !== (_b = options.degree) && void 0 !== _b ? _b : 1, iterations = null !== (_c = options.iterations) && void 0 !== _c ? _c : 2, delta = null !== (_d = options.delta) && void 0 !== _d ? _d : 0, alpha = null !== (_e = options.alpha) && void 0 !== _e ? _e : .05;
     if (!(span > 0 && span <= 1) || !Number.isInteger(iterations) || iterations < 0 || !Number.isFinite(delta) || delta < 0 || 0 !== degree && 1 !== degree || null != options.maxSamples && (!Number.isInteger(options.maxSamples) || options.maxSamples < 2)) throw new RangeError("Invalid LOWESS span, degree, iterations, delta or maxSamples");
     let pts = regressionPoints(data, x, y).sort(((a, b) => a.x - b.x || a.y - b.y));
     if (null != options.maxSamples && pts.length > options.maxSamples) {

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

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{ regressionPoints, regressionGrid, regressionBasis, normalizeRegression } from './regression-solver';\nimport { median } from './median';\nimport {\n  computeLinearCIComponents,\n  confidenceCriticalValue,\n  confidenceHalfWidth,\n  stdErrorsAt\n} from './regression-utils';\n\n/**\n * 局部线性 LOWESS。默认全量观测、span=2/3、三次稳健重加权。\n * delta 显式插值加速；maxSamples 仅保留显式选择的历史抽样用途。\n * predict 与 evaluateGrid 查询构建时固定的同一模型，不触发再拟合。\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: {\n    span?: number;\n    degree?: 1 | 0;\n    iterations?: number;\n    alpha?: number;\n    maxSamples?: number;\n    delta?: number;\n  } = {}\n) {\n  const span = options.span ?? 2 / 3;\n  const degree = options.degree ?? 1;\n  const iterations = options.iterations ?? 3;\n  const delta = options.delta ?? 0;\n  const alpha = options.alpha ?? 0.05;\n  if (\n    !(span > 0 && span <= 1) ||\n    !Number.isInteger(iterations) ||\n    iterations < 0 ||\n    !Number.isFinite(delta) ||\n    delta < 0 ||\n    (degree !== 0 && degree !== 1) ||\n    (options.maxSamples != null && (!Number.isInteger(options.maxSamples) || options.maxSamples < 2))\n  ) {\n    throw new RangeError('Invalid LOWESS span, degree, iterations, delta or maxSamples');\n  }\n  let pts = regressionPoints(data, x, y).sort((a, b) => a.x - b.x || a.y - b.y);\n  if (options.maxSamples != null && pts.length > options.maxSamples) {\n    const full = pts;\n    const count = options.maxSamples;\n    pts = Array.from({ length: count }, (_, i) => full[Math.floor((i * (full.length - 1)) / (count - 1))]);\n  }\n  const n = pts.length;\n  const ptsX = pts.map(p => p.x);\n  const ptsY = pts.map(p => p.y);\n  const basis = regressionBasis(pts);\n  const normalizedX = ptsX.map(v => normalizeRegression(v, basis.xCenter, basis.xScale));\n  const normalizedY = ptsY.map(v => normalizeRegression(v, basis.yCenter, basis.yScale));\n  const count = Math.min(n, Math.max(2, Math.floor(span * n + 1e-10)));\n  let robustWeights: number[] | undefined;\n\n  function exact(x0: number) {\n    if (!n) {\n      return 0;\n    }\n    const query = normalizeRegression(x0, basis.xCenter, basis.xScale);\n    // 找到连续的最近邻窗口；相等距离选择较小的 x（ties 的 y 已排序）。\n    let left = 0;\n    let right = n - count;\n    while (left < right) {\n      const mid = (left + right) >>> 1;\n      const lowerDistance = x0 - ptsX[mid];\n      const upperDistance = ptsX[mid + count] - x0;\n      if (\n        Number.isFinite(lowerDistance) && Number.isFinite(upperDistance)\n          ? lowerDistance > upperDistance\n          : query - normalizedX[mid] > normalizedX[mid + count] - query\n      ) {\n        left = mid + 1;\n      } else {\n        right = mid;\n      }\n    }\n    let start = left;\n    let end = left + count;\n    if (ptsX[start] === ptsX[end - 1]) {\n      while (start > 0 && ptsX[start - 1] === ptsX[start]) {\n        start--;\n      }\n      while (end < n && ptsX[end] === ptsX[start]) {\n        end++;\n      }\n    }\n    const rawRadius = Math.max(Math.abs(ptsX[start] - x0), Math.abs(ptsX[end - 1] - x0));\n    const scaled = !Number.isFinite(rawRadius);\n    const radius = scaled\n      ? Math.max(Math.abs(normalizedX[start] - query), Math.abs(normalizedX[end - 1] - query))\n      : rawRadius;\n    // 局部响应坐标不能由远处、未参与该邻域的观测决定精度。\n    let yMin = Infinity;\n    let yMax = -Infinity;\n    for (let i = start; i < end; i++) {\n      yMin = Math.min(yMin, ptsY[i]);\n      yMax = Math.max(yMax, ptsY[i]);\n    }\n    const yCenter = yMin / 2 + yMax / 2;\n    const yScale = Math.max(Math.abs(yMin - yCenter), Math.abs(yMax - yCenter)) || 1;\n    let sw = 0;\n    let sx = 0;\n    let sy = 0;\n    let sxx = 0;\n    let sxy = 0;\n    for (let i = start; i < end; i++) {\n      const z = radius === 0 ? 0 : (scaled ? normalizedX[i] - query : ptsX[i] - x0) / radius;\n      const u = Math.abs(z);\n      const t = u >= 1 ? 0 : 1 - u * u * u;\n      const w = t * t * t * (robustWeights ? robustWeights[i] : 1);\n      sw += w;\n      sx += w * z;\n      const response = normalizeRegression(ptsY[i], yCenter, yScale);\n      sy += w * response;\n      sxx += w * z * z;\n      sxy += w * z * response;\n    }\n    if (sw === 0) {\n      // 核边界零权重时使用最近有效观测的加权常数；等距离取均值。\n      let distance = Infinity;\n      let weight = 0;\n      let value = 0;\n      for (let i = 0; i < n; i++) {\n        const w = robustWeights ? robustWeights[i] : 1;\n        if (w === 0) {\n          continue;\n        }\n        const d = Math.abs(scaled ? normalizedX[i] - query : ptsX[i] - x0);\n        if (d < distance) {\n          distance = d;\n          weight = w;\n          value = ptsY[i];\n        } else if (d === distance) {\n          value = value * (weight / (weight + w)) + ptsY[i] * (w / (weight + w));\n          weight += w;\n        }\n      }\n      if (weight === 0) {\n        throw new RangeError('LOWESS has no effective local observations');\n      }\n      return value;\n    }\n    const mx = sx / sw;\n    const my = sy / sw;\n    const variance = sxx / sw - mx * mx;\n    const slope = degree === 0 || variance <= Number.EPSILON * 32 ? 0 : (sxy / sw - mx * my) / variance;\n    return yCenter + yScale * (my - slope * mx);\n  }\n\n  // delta 不删除观测。只减少局部回归求值位置，全部残差参与重加权。\n  const anchors: number[] = [];\n  for (let i = 0; i < n; ) {\n    anchors.push(i);\n    if (i === n - 1) {\n      break;\n    }\n    let next = i + 1;\n    if (delta > 0) {\n      while (next + 1 < n && ptsX[next + 1] - ptsX[i] <= delta) {\n        next++;\n      }\n    }\n    // 重复 x 一起使用同一预测；端点不能丢失。\n    while (next + 1 < n && ptsX[next + 1] === ptsX[next]) {\n      next++;\n    }\n    i = next;\n  }\n  let fits = new Array<number>(n);\n  function fitObservations() {\n    const out = new Array<number>(n);\n    for (let a = 0; a < anchors.length; a++) {\n      const index = anchors[a];\n      out[index] = exact(ptsX[index]);\n      if (a === 0) {\n        continue;\n      }\n      const previous = anchors[a - 1];\n      const rawWidth = ptsX[index] - ptsX[previous];\n      const width = Number.isFinite(rawWidth) ? rawWidth : normalizedX[index] - normalizedX[previous];\n      for (let i = previous + 1; i < index; i++) {\n        const t =\n          width === 0\n            ? 0\n            : (Number.isFinite(rawWidth) ? ptsX[i] - ptsX[previous] : normalizedX[i] - normalizedX[previous]) / width;\n        out[i] = out[previous] * (1 - t) + out[index] * t;\n      }\n    }\n    return out;\n  }\n  for (let iteration = 0; iteration <= iterations; iteration++) {\n    fits = fitObservations();\n    if (iteration === iterations) {\n      break;\n    }\n    const residuals = fits.map((v, i) => {\n      const residual = ptsY[i] - v;\n      return Number.isFinite(residual)\n        ? Math.abs(residual / basis.yScale)\n        : Math.abs(normalizedY[i] - normalizeRegression(v, basis.yCenter, basis.yScale));\n    });\n    const med = median(residuals.slice());\n    const currentFits = fits;\n    robustWeights = residuals.map((r, i) => {\n      if (med === 0) {\n        const tolerance = Number.EPSILON * 64 * (Math.max(Math.abs(ptsY[i]), Math.abs(currentFits[i])) / basis.yScale);\n        return r <= tolerance ? 1 : 0;\n      }\n      const u = r / (6 * med);\n      return u >= 1 ? 0 : (1 - u * u) ** 2;\n    });\n  }\n  function predictSingle(x0: number): number {\n    if (delta === 0 || n < 2 || x0 < ptsX[0] || x0 > ptsX[n - 1]) {\n      return exact(x0);\n    }\n    let lo = 0;\n    let hi = n - 1;\n    while (hi - lo > 1) {\n      const mid = (lo + hi) >>> 1;\n      if (ptsX[mid] <= x0) {\n        lo = mid;\n      } else {\n        hi = mid;\n      }\n    }\n    if (ptsX[hi] === ptsX[lo]) {\n      return fits[lo];\n    }\n    const width = ptsX[hi] - ptsX[lo];\n    const t = Number.isFinite(width)\n      ? (x0 - ptsX[lo]) / width\n      : (normalizeRegression(x0, basis.xCenter, basis.xScale) - normalizedX[lo]) / (normalizedX[hi] - normalizedX[lo]);\n    return fits[lo] * (1 - t) + fits[hi] * t;\n  }\n  function predict(x0: number | number[]) {\n    return Array.isArray(x0) ? x0.map(predictSingle) : predictSingle(x0);\n  }\n  function evaluateGrid(N: number) {\n    return regressionGrid(ptsX[0], ptsX[n - 1], N, predictSingle);\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,\n    evaluateGrid,\n    confidenceInterval,\n    // 节点值按 x 排序，重复观测仍保持其统计权重。\n    fitted: pts.map((p, i) => ({ x: p.x, y: fits[i] }))\n  };\n}\nexport default regressionLowess;\n"]}
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{ regressionPoints, regressionGrid, regressionBasis, normalizeRegression } from './regression-solver';\nimport { median } from './median';\nimport {\n  computeLinearCIComponents,\n  confidenceCriticalValue,\n  confidenceHalfWidth,\n  stdErrorsAt\n} from './regression-utils';\n\n/**\n * 局部线性 LOWESS。默认全量观测，保留历史参数 span=0.3、iterations=2。\n * delta 显式插值加速；maxSamples 仅保留显式选择的历史抽样用途。\n * predict 与 evaluateGrid 查询构建时固定的同一模型，不触发再拟合。\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: {\n    span?: number;\n    degree?: 1 | 0;\n    iterations?: number;\n    alpha?: number;\n    maxSamples?: number;\n    delta?: number;\n  } = {}\n) {\n  const span = options.span ?? 0.3;\n  const degree = options.degree ?? 1;\n  const iterations = options.iterations ?? 2;\n  const delta = options.delta ?? 0;\n  const alpha = options.alpha ?? 0.05;\n  if (\n    !(span > 0 && span <= 1) ||\n    !Number.isInteger(iterations) ||\n    iterations < 0 ||\n    !Number.isFinite(delta) ||\n    delta < 0 ||\n    (degree !== 0 && degree !== 1) ||\n    (options.maxSamples != null && (!Number.isInteger(options.maxSamples) || options.maxSamples < 2))\n  ) {\n    throw new RangeError('Invalid LOWESS span, degree, iterations, delta or maxSamples');\n  }\n  let pts = regressionPoints(data, x, y).sort((a, b) => a.x - b.x || a.y - b.y);\n  if (options.maxSamples != null && pts.length > options.maxSamples) {\n    const full = pts;\n    const count = options.maxSamples;\n    pts = Array.from({ length: count }, (_, i) => full[Math.floor((i * (full.length - 1)) / (count - 1))]);\n  }\n  const n = pts.length;\n  const ptsX = pts.map(p => p.x);\n  const ptsY = pts.map(p => p.y);\n  const basis = regressionBasis(pts);\n  const normalizedX = ptsX.map(v => normalizeRegression(v, basis.xCenter, basis.xScale));\n  const normalizedY = ptsY.map(v => normalizeRegression(v, basis.yCenter, basis.yScale));\n  const count = Math.min(n, Math.max(2, Math.floor(span * n + 1e-10)));\n  let robustWeights: number[] | undefined;\n\n  function exact(x0: number) {\n    if (!n) {\n      return 0;\n    }\n    const query = normalizeRegression(x0, basis.xCenter, basis.xScale);\n    // 找到连续的最近邻窗口；相等距离选择较小的 x（ties 的 y 已排序）。\n    let left = 0;\n    let right = n - count;\n    while (left < right) {\n      const mid = (left + right) >>> 1;\n      const lowerDistance = x0 - ptsX[mid];\n      const upperDistance = ptsX[mid + count] - x0;\n      if (\n        Number.isFinite(lowerDistance) && Number.isFinite(upperDistance)\n          ? lowerDistance > upperDistance\n          : query - normalizedX[mid] > normalizedX[mid + count] - query\n      ) {\n        left = mid + 1;\n      } else {\n        right = mid;\n      }\n    }\n    let start = left;\n    let end = left + count;\n    if (ptsX[start] === ptsX[end - 1]) {\n      while (start > 0 && ptsX[start - 1] === ptsX[start]) {\n        start--;\n      }\n      while (end < n && ptsX[end] === ptsX[start]) {\n        end++;\n      }\n    }\n    const rawRadius = Math.max(Math.abs(ptsX[start] - x0), Math.abs(ptsX[end - 1] - x0));\n    const scaled = !Number.isFinite(rawRadius);\n    const radius = scaled\n      ? Math.max(Math.abs(normalizedX[start] - query), Math.abs(normalizedX[end - 1] - query))\n      : rawRadius;\n    // 局部响应坐标不能由远处、未参与该邻域的观测决定精度。\n    let yMin = Infinity;\n    let yMax = -Infinity;\n    for (let i = start; i < end; i++) {\n      yMin = Math.min(yMin, ptsY[i]);\n      yMax = Math.max(yMax, ptsY[i]);\n    }\n    const yCenter = yMin / 2 + yMax / 2;\n    const yScale = Math.max(Math.abs(yMin - yCenter), Math.abs(yMax - yCenter)) || 1;\n    let sw = 0;\n    let sx = 0;\n    let sy = 0;\n    let sxx = 0;\n    let sxy = 0;\n    for (let i = start; i < end; i++) {\n      const z = radius === 0 ? 0 : (scaled ? normalizedX[i] - query : ptsX[i] - x0) / radius;\n      const u = Math.abs(z);\n      const t = u >= 1 ? 0 : 1 - u * u * u;\n      const w = t * t * t * (robustWeights ? robustWeights[i] : 1);\n      sw += w;\n      sx += w * z;\n      const response = normalizeRegression(ptsY[i], yCenter, yScale);\n      sy += w * response;\n      sxx += w * z * z;\n      sxy += w * z * response;\n    }\n    if (sw === 0) {\n      // 核边界零权重时使用最近有效观测的加权常数；等距离取均值。\n      let distance = Infinity;\n      let weight = 0;\n      let value = 0;\n      for (let i = 0; i < n; i++) {\n        const w = robustWeights ? robustWeights[i] : 1;\n        if (w === 0) {\n          continue;\n        }\n        const d = Math.abs(scaled ? normalizedX[i] - query : ptsX[i] - x0);\n        if (d < distance) {\n          distance = d;\n          weight = w;\n          value = ptsY[i];\n        } else if (d === distance) {\n          value = value * (weight / (weight + w)) + ptsY[i] * (w / (weight + w));\n          weight += w;\n        }\n      }\n      if (weight === 0) {\n        throw new RangeError('LOWESS has no effective local observations');\n      }\n      return value;\n    }\n    const mx = sx / sw;\n    const my = sy / sw;\n    const variance = sxx / sw - mx * mx;\n    const slope = degree === 0 || variance <= Number.EPSILON * 32 ? 0 : (sxy / sw - mx * my) / variance;\n    return yCenter + yScale * (my - slope * mx);\n  }\n\n  // delta 不删除观测。只减少局部回归求值位置，全部残差参与重加权。\n  const anchors: number[] = [];\n  for (let i = 0; i < n; ) {\n    anchors.push(i);\n    if (i === n - 1) {\n      break;\n    }\n    let next = i + 1;\n    if (delta > 0) {\n      while (next + 1 < n && ptsX[next + 1] - ptsX[i] <= delta) {\n        next++;\n      }\n    }\n    // 重复 x 一起使用同一预测；端点不能丢失。\n    while (next + 1 < n && ptsX[next + 1] === ptsX[next]) {\n      next++;\n    }\n    i = next;\n  }\n  let fits = new Array<number>(n);\n  function fitObservations() {\n    const out = new Array<number>(n);\n    for (let a = 0; a < anchors.length; a++) {\n      const index = anchors[a];\n      out[index] = exact(ptsX[index]);\n      if (a === 0) {\n        continue;\n      }\n      const previous = anchors[a - 1];\n      const rawWidth = ptsX[index] - ptsX[previous];\n      const width = Number.isFinite(rawWidth) ? rawWidth : normalizedX[index] - normalizedX[previous];\n      for (let i = previous + 1; i < index; i++) {\n        const t =\n          width === 0\n            ? 0\n            : (Number.isFinite(rawWidth) ? ptsX[i] - ptsX[previous] : normalizedX[i] - normalizedX[previous]) / width;\n        out[i] = out[previous] * (1 - t) + out[index] * t;\n      }\n    }\n    return out;\n  }\n  for (let iteration = 0; iteration <= iterations; iteration++) {\n    fits = fitObservations();\n    if (iteration === iterations) {\n      break;\n    }\n    const residuals = fits.map((v, i) => {\n      const residual = ptsY[i] - v;\n      return Number.isFinite(residual)\n        ? Math.abs(residual / basis.yScale)\n        : Math.abs(normalizedY[i] - normalizeRegression(v, basis.yCenter, basis.yScale));\n    });\n    const med = median(residuals.slice());\n    const currentFits = fits;\n    robustWeights = residuals.map((r, i) => {\n      if (med === 0) {\n        const tolerance = Number.EPSILON * 64 * (Math.max(Math.abs(ptsY[i]), Math.abs(currentFits[i])) / basis.yScale);\n        return r <= tolerance ? 1 : 0;\n      }\n      const u = r / (6 * med);\n      return u >= 1 ? 0 : (1 - u * u) ** 2;\n    });\n  }\n  function predictSingle(x0: number): number {\n    if (delta === 0 || n < 2 || x0 < ptsX[0] || x0 > ptsX[n - 1]) {\n      return exact(x0);\n    }\n    let lo = 0;\n    let hi = n - 1;\n    while (hi - lo > 1) {\n      const mid = (lo + hi) >>> 1;\n      if (ptsX[mid] <= x0) {\n        lo = mid;\n      } else {\n        hi = mid;\n      }\n    }\n    if (ptsX[hi] === ptsX[lo]) {\n      return fits[lo];\n    }\n    const width = ptsX[hi] - ptsX[lo];\n    const t = Number.isFinite(width)\n      ? (x0 - ptsX[lo]) / width\n      : (normalizeRegression(x0, basis.xCenter, basis.xScale) - normalizedX[lo]) / (normalizedX[hi] - normalizedX[lo]);\n    return fits[lo] * (1 - t) + fits[hi] * t;\n  }\n  function predict(x0: number | number[]) {\n    return Array.isArray(x0) ? x0.map(predictSingle) : predictSingle(x0);\n  }\n  function evaluateGrid(N: number) {\n    return regressionGrid(ptsX[0], ptsX[n - 1], N, predictSingle);\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,\n    evaluateGrid,\n    confidenceInterval,\n    // 节点值按 x 排序，重复观测仍保持其统计权重。\n    fitted: pts.map((p, i) => ({ x: p.x, y: fits[i] }))\n  };\n}\nexport default regressionLowess;\n"]}

package/es/data-structure/bounds.js

@@ -225,4 +225,4 @@ export class OBBBounds extends Bounds {
         }, this.angle, originPoint) ];
     }
 }
-//# sourceMappingURL=bounds.js.map
+//# sourceMappingURL=bounds.js.map

package/es/data-structure/hashTable.js

@@ -110,4 +110,5 @@ export class HashTable {
     toImmutableMap() {
         // do nothing
     }
-}
+}
+//# sourceMappingURL=hashTable.js.map

package/es/data-structure/index.js

@@ -7,4 +7,4 @@ export * from "./point";
 export * from "./bounds";
 
 export * from "./matrix";
-//# sourceMappingURL=index.js.map
+//# sourceMappingURL=index.js.map

package/es/data-structure/matrix.js

@@ -150,4 +150,4 @@ export class Matrix {
     out.e = oe + oa * rotateCenterX + oc * rotateCenterY - a1 * offsetX - c1 * offsetY, 
     out.f = of + ob * rotateCenterX + od * rotateCenterY - b1 * offsetX - d1 * offsetY;
 }
-//# sourceMappingURL=matrix.js.map
+//# sourceMappingURL=matrix.js.map

package/es/data-structure/point.js

@@ -66,4 +66,4 @@ export class PolarPoint {
         return this.r = r, this.theta = theta, this;
     }
 }
-//# sourceMappingURL=point.js.map
+//# sourceMappingURL=point.js.map

package/package.json

@@ -1,14 +1,13 @@
 {
   "name": "@visactor/vutils",
-  "version": "1.0.26",
+  "version": "1.0.28",
   "main": "cjs/index.js",
   "module": "es/index.js",
   "types": "es/index.d.ts",
   "files": [
     "cjs",
     "es",
-    "dist",
-    "REGRESSION.md"
+    "dist"
   ],
   "description": "util",
   "author": {
@@ -37,8 +36,8 @@
     "typescript": "4.9.5",
     "@types/node": "*",
     "@internal/bundler": "0.0.1",
-    "@internal/eslint-config": "0.0.1",
     "@internal/ts-config": "0.0.1",
+    "@internal/eslint-config": "0.0.1",
     "@internal/jest-config": "0.0.1"
   },
   "dependencies": {

package/REGRESSION.md

@@ -1,36 +0,0 @@
-# 一元回归与成对 bootstrap 契约
-
-本轮修正面向 VUtil 1.0.25 的回归工具；正式 npm 1.0.25 不包含这些修复和新 API。
-
-- regressionLinear：使用中心化/缩放的一元 OLS，预测在稳定坐标中求值，保留 coef.a/b。增加 rank；常量 x 的历史常数估计继续有定义，图表需要可识别斜率时由输入边界拒绝。
-- regressionPolynomial：以归一化设计矩阵做增量 Givens QR；秩不足时对小型 R 做 Jacobi SVD 得到最小范数解，增加 rank，不再返回伪造零系数。coef 保持升幂的原始 x 坐标含义，predict 用稳定基底。degree 为非负整数，默认仍为 0。原始系数不能有限表示时明确报 RangeError。
-- regressionLowess：默认 span 从 0.3 改为 2/3、iterations 从 2 改为 3，使用全部有效观测；不再隐藏抽样或按 N 关闭稳健迭代。拟合时固定稳健状态，predict/evaluateGrid/fitted 节点一致。显式 maxSamples 保留历史抽样用途，并包含端点；delta 默认为 0，正值以观测锚点插值加速，全量观测仍参与局部权重与稳健残差。fitted 按 x 排序，保留重复样本。此默认行为调整会改变旧 LOWESS 曲线，调用方需要明确选择参数。
-- LOWESS 使用查询点附近的局部 x/y 坐标，避免远处观测压缩近邻精度；只有距离或插值区间溢出时才改用归一化 x 距离。
-- 等距离邻域选择较小 x，再按 y 排序，不依赖调用方行顺序。相同 x 的零半径邻域包含所有相同 x 观测。零核权重时用最近有效观测的加权常数，等距离取均值；没有有效稳健观测时明确报错。median=0 时保留数值精度内零残差点的权重，对明显非零残差赋零权重。
-- regressionBootstrap 从包根导出，仅 linear/polynomial。options 为 method/degree?/grid/level/resamples/seed，完整 (x,y) 成对有放回抽样，每次拟合一次。原始组须有满秩设计及正残差自由度，退化重采样在原始固定归一化基底中取最小范数解，不删抽样或重抽。每个 grid 位置按线性插值分位数生成 lower/upper，表示均值响应的逐点 percentile CI，不是预测区间。
-
-既有 confidenceInterval 的正态临界值与旧区间用途没有在本轮改成 bootstrap。尤其旧多项式/LOWESS 区间近似不能用来声称符合新的回归置信带契约；完整整理独立处理。
-
-缺失 accessor 的既有排除行为保留；无穷大不参与拟合，StatPlots 另有更严格的有限原始观测边界。新增求解器不修改输入。bootstrap 在内部对配对排序，同组同 seed 可复现；不承诺与 NumPy RNG 相同。
-
-独立数值对照使用 __tests__/fixtures/regression-python.json 的固定参考数据，文件记录参考环境的 Python、NumPy 和 statsmodels 版本；TypeScript 测试直接读取 JSON，无需 Python 运行环境。LOWESS 正常非退化数据对照 statsmodels，bootstrap 重放同一抽样索引后对照 NumPy 最小二乘与分位数。退化/ties 行为及坐标基底差异单独声明，不承诺全部参数逐位相同。
-
-性能在真实 Node 构建产物测量，避免 Jest VM 对 Math 属性代理的显著额外成本；先 npm run build，再运行 lowess-performance.test.ts 或 node benchmarks/lowess.cjs。保留原 100/150/200ms 预算，使用显式 delta 并断言所有节点保留，精确路径另由数值测试和浏览器实测覆盖。VUtils 的 Jest 配置使用单 worker，CI 的 Rush test 使用 --parallelism 1，避免同包或其他包并发测试影响墙钟预算；所有单元与性能用例均执行。
-
-## 调用示例
-
-```ts
-import { regressionLinear, regressionBootstrap, regressionLowess } from '@visactor/vutils';
-
-const samples = [{ x: 0, y: 1 }, { x: 1, y: 3 }, { x: 2, y: 4 }, { x: 3, y: 7 }];
-const model = regressionLinear(samples);
-const curve = model.evaluateGrid(100);
-const bounds = regressionBootstrap(samples, {
-  method: 'linear', grid: curve.map(p => p.x), level: 0.95, resamples: 1000, seed: 0
-});
-const smooth = regressionLowess(samples, undefined, undefined, { span: 2 / 3, iterations: 3, delta: 0 });
-// bounds 与 curve 使用相同 x；LOWESS 的 fitted 保留排序后的全部有效观测。
-const prediction = smooth.predict(1);
-```
-
-bootstrap 的 level 严格在 (0,1)，resamples 为正整数，seed 为 uint32；grid 为有限数字数组。主模型不满秩或没有残差自由度时抛出 RangeError。bootstrap 的多项式使用 method='polynomial' 和正整数 degree。图表层可采用更严格的次数和预算上限，不改变通用求解器契约。