@visactor/vutils 1.0.9 → 1.0.10

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

@@ -0,0 +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 }\n) {\n  const maxIter = options?.maxIteration ?? 25;\n  const tol = options?.tol ?? 1e-6;\n  // build arrays\n  const xs: number[] = [];\n  const ys: number[] = [];\n  visitPoints(data, x, y, (dx, dy) => {\n    xs.push(dx);\n    ys.push(dy ? 1 : 0);\n  });\n\n  const n = xs.length;\n  if (n === 0) {\n    return {\n      coef: [0, 0],\n      predict: (_x: number) => 0,\n      evaluateGrid: (N: number) => [] as { x: number; y: number }[],\n      confidenceInterval: (N: number = 50) =>\n        [] as { x: number; mean: number; lower: number; upper: number; predLower: number; predUpper: number }[]\n    };\n  }\n\n  // initial coef via linear regression rough guess\n  let intercept = 0;\n  let beta = 0;\n\n  for (let iter = 0; iter < maxIter; iter++) {\n    const p: number[] = new Array(n);\n    let converged = true;\n    for (let i = 0; i < n; i++) {\n      const z = intercept + beta * xs[i];\n      const pi = 1 / (1 + Math.exp(-z));\n      p[i] = pi;\n    }\n\n    // compute gradient and hessian\n    let g0 = 0;\n    let g1 = 0;\n    let h00 = 0;\n    let h01 = 0;\n    let h11 = 0;\n    for (let i = 0; i < n; i++) {\n      const wi = p[i] * (1 - p[i]);\n      const diff = ys[i] - p[i];\n      g0 += diff;\n      g1 += diff * xs[i];\n      h00 += wi;\n      h01 += wi * xs[i];\n      h11 += wi * xs[i] * xs[i];\n    }\n\n    // solve 2x2 system H * delta = g\n    const det = h00 * h11 - h01 * h01;\n    if (Math.abs(det) < 1e-12) {\n      break;\n    }\n    const delta0 = (h11 * g0 - h01 * g1) / det;\n    const delta1 = (-h01 * g0 + h00 * g1) / det;\n\n    intercept += delta0;\n    beta += delta1;\n\n    if (Math.abs(delta0) > tol || Math.abs(delta1) > tol) {\n      converged = false;\n    }\n    if (converged) {\n      break;\n    }\n  }\n\n  const predict = (xx: number) => {\n    const z = intercept + beta * xx;\n    return 1 / (1 + Math.exp(-z));\n  };\n\n  function evaluateGrid(N: number) {\n    const out: { x: number; y: number }[] = [];\n    if (N <= 0) {\n      return out;\n    }\n    let min = Infinity;\n    let max = -Infinity;\n    visitPoints(data, x, y, dx => {\n      if (dx < min) {\n        min = dx;\n      }\n      if (dx > max) {\n        max = dx;\n      }\n    });\n    if (min === Infinity || max === -Infinity) {\n      return out;\n    }\n    if (min === max) {\n      const v = predict(min);\n      for (let i = 0; i < N; i++) {\n        out.push({ x: min, y: v });\n      }\n      return out;\n    }\n    const step = (max - min) / (N - 1);\n    for (let i = 0; i < N; i++) {\n      const px = i === N - 1 ? max : min + step * i;\n      out.push({ x: px, y: predict(px) });\n    }\n    return out;\n  }\n\n  function confidenceInterval(N: number = 50, alpha: number = 0.05) {\n    const out: { x: number; mean: number; lower: number; upper: number; predLower: number; predUpper: number }[] = [];\n\n    if (N <= 0) {\n      return out;\n    }\n\n    const comps = computeLinearCIComponents(data, x, y, predict);\n    if (comps.n === 0) {\n      return out;\n    }\n\n    const z = Math.abs(invNorm(1 - alpha / 2));\n    if (comps.min === comps.max) {\n      const v = predict(comps.min);\n      const errs = stdErrorsAt(comps.min, comps);\n      for (let i = 0; i < N; i++) {\n        out.push({\n          x: comps.min,\n          mean: v,\n          lower: v - z * errs.seMean,\n          upper: v + z * errs.seMean,\n          predLower: v - z * errs.sePred,\n          predUpper: v + z * errs.sePred\n        });\n      }\n      return out;\n    }\n\n    const step = (comps.max - comps.min) / (N - 1);\n    for (let i = 0; i < N; i++) {\n      const px = i === N - 1 ? comps.max : comps.min + step * i;\n      const yh = predict(px);\n      const errs = stdErrorsAt(px, comps);\n      out.push({\n        x: px,\n        mean: yh,\n        lower: yh - z * errs.seMean,\n        upper: yh + z * errs.seMean,\n        predLower: yh - z * errs.sePred,\n        predUpper: yh + z * errs.sePred\n      });\n    }\n    return out;\n  }\n\n  return {\n    coef: [intercept, beta],\n    predict,\n    evaluateGrid,\n    confidenceInterval\n  };\n}\n\nexport default regressionLogistic;\n"]}

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

@@ -0,0 +1,21 @@
+export declare function regressionLowess(data: any[], x?: (d: any) => number, y?: (d: any) => number, options?: {
+    span?: number;
+    degree?: 1 | 0;
+    iterations?: number;
+}): {
+    predict: (x0: number | number[]) => number | number[];
+    evaluate: any;
+    evaluateGrid: (N: number) => {
+        x: number;
+        y: number;
+    }[];
+    confidenceInterval: (N?: number, alpha?: number) => {
+        x: number;
+        mean: number;
+        lower: number;
+        upper: number;
+        predLower: number;
+        predUpper: number;
+    }[];
+};
+export default regressionLowess;

package/es/common/regression-lowess.js

@@ -0,0 +1,136 @@
+import { visitPoints } from "./regression-linear";
+
+import { computeLinearCIComponents, invNorm, stdErrorsAt } from "./regression-utils";
+
+function tricube(u) {
+    const uu = Math.abs(u);
+    if (uu >= 1) return 0;
+    const t = 1 - uu * uu * uu;
+    return t * t * t;
+}
+
+export function regressionLowess(data, x = (d => d.x), y = (d => d.y), options = {}) {
+    const span = options.span || .3, degree = 0 === options.degree ? 0 : 1, iterations = null == options.iterations ? 2 : options.iterations, ptsX = [], ptsY = [];
+    visitPoints(data, x, y, ((dx, dy) => {
+        ptsX.push(dx), ptsY.push(dy);
+    }));
+    const n = ptsX.length;
+    function predictSingle(x0, robustWeights) {
+        if (0 === n) return 0;
+        const dists = [];
+        for (let i = 0; i < n; i++) dists.push({
+            idx: i,
+            dist: Math.abs(ptsX[i] - x0)
+        });
+        dists.sort(((a, b) => a.dist - b.dist));
+        const m = Math.max(2, Math.min(n, Math.floor(span * n))), maxDist = dists[m - 1].dist || 0, w = new Array(m);
+        let sumw = 0;
+        for (let i = 0; i < m; i++) {
+            const idx = dists[i].idx;
+            let wi = tricube(0 === maxDist ? 0 : dists[i].dist / maxDist);
+            robustWeights && null != robustWeights[idx] && (wi *= robustWeights[idx]), w[i] = wi, 
+            sumw += wi;
+        }
+        if (0 === sumw) return ptsY[dists[0].idx];
+        if (0 === degree) {
+            let s = 0;
+            for (let i = 0; i < m; i++) s += w[i] * ptsY[dists[i].idx];
+            return s / sumw;
+        }
+        let sw = 0, sx = 0, sy = 0, sxx = 0, sxy = 0;
+        for (let i = 0; i < m; i++) {
+            const idx = dists[i].idx, xi = ptsX[idx], yi = ptsY[idx], wi = w[i];
+            sw += wi, sx += wi * xi, sy += wi * yi, sxx += wi * xi * xi, sxy += wi * xi * yi;
+        }
+        const meanX = sx / sw, meanY = sy / sw, denom = sxx - sx * meanX, slope = Math.abs(denom) < 1e-12 ? 0 : (sxy - sx * meanY) / denom;
+        return meanY - slope * meanX + slope * x0;
+    }
+    function predict(x0) {
+        if (Array.isArray(x0)) {
+            const out = [];
+            for (let i = 0; i < x0.length; i++) out.push(predictSingle(x0[i]));
+            return out;
+        }
+        return predictSingle(x0);
+    }
+    return {
+        predict: predict,
+        evaluate: predict,
+        evaluateGrid: function(N) {
+            const out = [];
+            if (N <= 0) return out;
+            if (0 === n) return out;
+            let min = 1 / 0, max = -1 / 0;
+            for (let i = 0; i < n; i++) ptsX[i] < min && (min = ptsX[i]), ptsX[i] > max && (max = ptsX[i]);
+            if (min === max) {
+                const v = predictSingle(min);
+                for (let i = 0; i < N; i++) out.push({
+                    x: min,
+                    y: v
+                });
+                return out;
+            }
+            const step = (max - min) / (N - 1);
+            let robustWeights;
+            for (let iter = 0; iter < iterations; iter++) {
+                const fits = [];
+                for (let i = 0; i < n; i++) fits.push(predictSingle(ptsX[i], robustWeights));
+                const res = [];
+                for (let i = 0; i < n; i++) res.push(Math.abs(ptsY[i] - fits[i]));
+                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);
+                    robustWeights[i] = w;
+                }
+            }
+            for (let i = 0; i < N; i++) {
+                const px = i === N - 1 ? max : min + step * i;
+                out.push({
+                    x: px,
+                    y: predictSingle(px, robustWeights)
+                });
+            }
+            return out;
+        },
+        confidenceInterval: function(N = 50, alpha = .05) {
+            const out = [];
+            if (N <= 0) return out;
+            if (0 === n) return out;
+            let min = 1 / 0, max = -1 / 0;
+            for (let i = 0; i < n; i++) ptsX[i] < min && (min = ptsX[i]), ptsX[i] > max && (max = ptsX[i]);
+            if (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));
+            if (comps.min === comps.max) {
+                const v = predictSingle(comps.min), errs = stdErrorsAt(comps.min, comps);
+                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
+                });
+                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);
+                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
+                });
+            }
+            return out;
+        }
+    };
+}
+
+export default regressionLowess;
+//# sourceMappingURL=regression-lowess.js.map

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

@@ -0,0 +1 @@
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{ visitPoints } from './regression-linear';\nimport { computeLinearCIComponents, invNorm, stdErrorsAt } from './regression-utils';\n\nfunction tricube(u: number) {\n  const uu = Math.abs(u);\n  if (uu >= 1) {\n    return 0;\n  }\n  const t = 1 - uu * uu * uu;\n  return t * t * t;\n}\n\n/**\n * Simple lowess implementation (univariate x)\n * options:\n * - span: fraction of points used in local regression (0,1]\n * - degree: 0 (constant) or 1 (linear)\n * - iterations: number of robustifying iterations\n */\nexport function regressionLowess(\n  data: any[],\n  x: (d: any) => number = d => d.x,\n  y: (d: any) => number = d => d.y,\n  options: { span?: number; degree?: 1 | 0; iterations?: number } = {}\n) {\n  const span = options.span || 0.3;\n  const degree = options.degree === 0 ? 0 : 1;\n  const iterations = options.iterations == null ? 2 : options.iterations;\n\n  const ptsX: number[] = [];\n  const ptsY: number[] = [];\n  visitPoints(data, x, y, (dx, dy) => {\n    ptsX.push(dx);\n    ptsY.push(dy);\n  });\n\n  const n = ptsX.length;\n  function predictSingle(x0: number, robustWeights?: number[]) {\n    if (n === 0) {\n      return 0;\n    }\n    // compute distances and select nearest m points\n    const dists: { idx: number; dist: number }[] = [];\n    for (let i = 0; i < n; i++) {\n      dists.push({ idx: i, dist: Math.abs(ptsX[i] - x0) });\n    }\n    dists.sort((a, b) => a.dist - b.dist);\n    const m = Math.max(2, Math.min(n, Math.floor(span * n)));\n    const maxDist = dists[m - 1].dist || 0;\n\n    // compute weights\n    const w: number[] = new Array(m);\n    let sumw = 0;\n    for (let i = 0; i < m; i++) {\n      const idx = dists[i].idx;\n      const u = maxDist === 0 ? 0 : dists[i].dist / maxDist;\n      let wi = tricube(u);\n      if (robustWeights && robustWeights[idx] != null) {\n        wi *= robustWeights[idx];\n      }\n      w[i] = wi;\n      sumw += wi;\n    }\n\n    if (sumw === 0) {\n      // fallback to nearest y\n      return ptsY[dists[0].idx];\n    }\n\n    if (degree === 0) {\n      let s = 0;\n      for (let i = 0; i < m; i++) {\n        s += w[i] * ptsY[dists[i].idx];\n      }\n      return s / sumw;\n    }\n\n    // weighted linear regression on local points\n    let sw = 0;\n    let sx = 0;\n    let sy = 0;\n    let sxx = 0;\n    let sxy = 0;\n    for (let i = 0; i < m; i++) {\n      const idx = dists[i].idx;\n      const xi = ptsX[idx];\n      const yi = ptsY[idx];\n      const wi = w[i];\n      sw += wi;\n      sx += wi * xi;\n      sy += wi * yi;\n      sxx += wi * xi * xi;\n      sxy += wi * xi * yi;\n    }\n\n    const meanX = sx / sw;\n    const meanY = sy / sw;\n    const denom = sxx - sx * meanX;\n    const slope = Math.abs(denom) < 1e-12 ? 0 : (sxy - sx * meanY) / denom;\n    const intercept = meanY - slope * meanX;\n    return intercept + slope * x0;\n  }\n\n  function predict(x0: number | number[]) {\n    if (Array.isArray(x0)) {\n      const out: number[] = [];\n      for (let i = 0; i < x0.length; i++) {\n        out.push(predictSingle(x0[i]));\n      }\n      return out;\n    }\n    return predictSingle(x0 as number);\n  }\n\n  function evaluateGrid(N: number) {\n    const out: { x: number; y: number }[] = [];\n    if (N <= 0) {\n      return out;\n    }\n    if (n === 0) {\n      return out;\n    }\n    let min = Infinity;\n    let max = -Infinity;\n    for (let i = 0; i < n; i++) {\n      if (ptsX[i] < min) {\n        min = ptsX[i];\n      }\n      if (ptsX[i] > max) {\n        max = ptsX[i];\n      }\n    }\n    if (min === max) {\n      const v = predictSingle(min);\n      for (let i = 0; i < N; i++) {\n        out.push({ x: min, y: v });\n      }\n      return out;\n    }\n    const step = (max - min) / (N - 1);\n\n    // optionally add robust iterations\n    let robustWeights: number[] | undefined;\n    for (let iter = 0; iter < iterations; iter++) {\n      // compute fits\n      const fits: number[] = [];\n      for (let i = 0; i < n; i++) {\n        fits.push(predictSingle(ptsX[i], robustWeights));\n      }\n      // compute residuals\n      const res: number[] = [];\n      for (let i = 0; i < n; i++) {\n        res.push(Math.abs(ptsY[i] - fits[i]));\n      }\n      // median absolute deviation\n      const sortedRes = res.slice().sort((a, b) => a - b);\n      const med = sortedRes[Math.floor(n / 2)] || 0;\n      robustWeights = new Array(n);\n      for (let i = 0; i < n; i++) {\n        const u = med === 0 ? 0 : res[i] / (6 * med);\n        const w = Math.abs(u) >= 1 ? 0 : (1 - u * u) * (1 - u * u);\n        robustWeights[i] = w;\n      }\n    }\n\n    for (let i = 0; i < N; i++) {\n      const px = i === N - 1 ? max : min + step * i;\n      out.push({ x: px, y: predictSingle(px, robustWeights) });\n    }\n    return out;\n  }\n\n  function confidenceInterval(N: number = 50, alpha: number = 0.05) {\n    const out: { x: number; mean: number; lower: number; upper: number; predLower: number; predUpper: number }[] = [];\n\n    if (N <= 0) {\n      return out;\n    }\n    if (n === 0) {\n      return out;\n    }\n\n    // use data x-range\n    let min = Infinity;\n    let max = -Infinity;\n    for (let i = 0; i < n; i++) {\n      if (ptsX[i] < min) {\n        min = ptsX[i];\n      }\n      if (ptsX[i] > max) {\n        max = ptsX[i];\n      }\n    }\n    if (min === Infinity || max === -Infinity) {\n      return out;\n    }\n\n    const comps = computeLinearCIComponents(data, x, y, (xx: number) => predictSingle(xx));\n    if (comps.n === 0) {\n      return out;\n    }\n\n    const z = Math.abs(invNorm(1 - alpha / 2));\n    if (comps.min === comps.max) {\n      const v = predictSingle(comps.min);\n      const errs = stdErrorsAt(comps.min, comps);\n      for (let i = 0; i < N; i++) {\n        out.push({\n          x: comps.min,\n          mean: v,\n          lower: v - z * errs.seMean,\n          upper: v + z * errs.seMean,\n          predLower: v - z * errs.sePred,\n          predUpper: v + z * errs.sePred\n        });\n      }\n      return out;\n    }\n\n    const step = (max - min) / (N - 1);\n    for (let i = 0; i < N; i++) {\n      const px = i === N - 1 ? max : min + step * i;\n      const yh = predictSingle(px);\n      const errs = stdErrorsAt(px, comps);\n      out.push({\n        x: px,\n        mean: yh,\n        lower: yh - z * errs.seMean,\n        upper: yh + z * errs.seMean,\n        predLower: yh - z * errs.sePred,\n        predUpper: yh + z * errs.sePred\n      });\n    }\n    return out;\n  }\n\n  return {\n    predict,\n    evaluate: predict as any,\n    evaluateGrid,\n    confidenceInterval\n  };\n}\n\nexport default regressionLowess;\n"]}

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

@@ -0,0 +1,21 @@
+export declare function regressionPolynomial(data: any[], x?: (d: any) => number, y?: (d: any) => number, options?: {
+    degree?: number;
+}): {
+    degree: number;
+    coef: number[];
+    predict: (xx: number) => number;
+    rSquared: number;
+    evaluateGrid(N: number): {
+        x: number;
+        y: number;
+    }[];
+    confidenceInterval(N?: number, alpha?: number): {
+        x: number;
+        mean: number;
+        lower: number;
+        upper: number;
+        predLower: number;
+        predUpper: number;
+    }[];
+};
+export default regressionPolynomial;

package/es/common/regression-polynomial.js

@@ -0,0 +1,134 @@
+import { visitPoints, rSquared } from "./regression-linear";
+
+import isNil from "./isNil";
+
+import { computeLinearCIComponents, invNorm, stdErrorsAt } from "./regression-utils";
+
+function solveLinearSystem(A, b) {
+    const n = b.length, M = new Array(n);
+    for (let i = 0; i < n; i++) M[i] = A[i].slice(), M[i].push(b[i]);
+    for (let k = 0; k < n; k++) {
+        let maxRow = k, maxVal = Math.abs(M[k][k]);
+        for (let i = k + 1; i < n; i++) {
+            const v = Math.abs(M[i][k]);
+            v > maxVal && (maxVal = v, maxRow = i);
+        }
+        if (maxRow !== k) {
+            const tmp = M[k];
+            M[k] = M[maxRow], M[maxRow] = tmp;
+        }
+        if (Math.abs(M[k][k]) < 1e-12) {
+            return new Array(n).fill(0);
+        }
+        for (let j = k + 1; j <= n; j++) M[k][j] = M[k][j] / M[k][k];
+        M[k][k] = 1;
+        for (let i = 0; i < n; i++) {
+            if (i === k) continue;
+            const factor = M[i][k];
+            if (0 !== factor) {
+                for (let j = k + 1; j <= n; j++) M[i][j] -= factor * M[k][j];
+                M[i][k] = 0;
+            }
+        }
+    }
+    const x = new Array(n);
+    for (let i = 0; i < n; i++) x[i] = M[i][n];
+    return x;
+}
+
+export function regressionPolynomial(data, x = (d => d.x), y = (d => d.y), options = {}) {
+    var _a;
+    let degree = null !== (_a = options.degree) && void 0 !== _a ? _a : 0;
+    degree < 0 && (degree = 0);
+    const m = degree + 1, sums = new Array(2 * degree + 1).fill(0);
+    visitPoints(data, x, y, ((dx, dy) => {
+        let xp = 1;
+        for (let k = 0; k < sums.length; k++) sums[k] += xp, xp *= dx;
+    }));
+    const A = new Array(m);
+    for (let i = 0; i < m; i++) {
+        A[i] = new Array(m).fill(0);
+        for (let j = 0; j < m; j++) A[i][j] = sums[i + j];
+    }
+    const B = new Array(m).fill(0);
+    visitPoints(data, x, y, ((dx, dy) => {
+        let xp = 1;
+        for (let k = 0; k < m; k++) B[k] += dy * xp, xp *= dx;
+    }));
+    const coef = solveLinearSystem(A, B), predict = xx => {
+        let xp = 1, v = 0;
+        for (let k = 0; k < coef.length; k++) v += coef[k] * xp, xp *= xx;
+        return v;
+    };
+    return {
+        degree: degree,
+        coef: coef,
+        predict: predict,
+        rSquared: rSquared(data, x, y, (() => {
+            let sum = 0, cnt = 0;
+            return visitPoints(data, x, y, ((_dx, dy) => {
+                sum += dy, cnt++;
+            })), 0 === cnt ? 0 : sum / cnt;
+        })(), predict),
+        evaluateGrid(N) {
+            const out = [];
+            if (N <= 0) return out;
+            let min = 1 / 0, max = -1 / 0;
+            if (visitPoints(data, x, y, (dx => {
+                isNil(dx) || (dx < min && (min = dx), dx > max && (max = dx));
+            })), min === 1 / 0 || max === -1 / 0) return out;
+            if (min === max) {
+                const v = predict(min);
+                for (let i = 0; i < N; i++) out.push({
+                    x: min,
+                    y: v
+                });
+                return out;
+            }
+            const step = (max - min) / (N - 1);
+            for (let i = 0; i < N; i++) {
+                const px = i === N - 1 ? max : min + step * i;
+                out.push({
+                    x: px,
+                    y: predict(px)
+                });
+            }
+            return out;
+        },
+        confidenceInterval(N = 50, alpha = .05) {
+            const out = [];
+            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));
+            if (comps.min === comps.max) {
+                const v = predict(comps.min), errs = stdErrorsAt(comps.min, comps);
+                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
+                });
+                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);
+                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
+                });
+            }
+            return out;
+        }
+    };
+}
+
+export default regressionPolynomial;
+//# sourceMappingURL=regression-polynomial.js.map

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{ visitPoints, rSquared } from './regression-linear';\nimport isNil from './isNil';\nimport { computeLinearCIComponents, invNorm, stdErrorsAt } from './regression-utils';\n\nfunction solveLinearSystem(A: number[][], b: number[]): number[] {\n  // Gaussian elimination with partial pivoting\n  const n = b.length;\n  // clone\n  const M: number[][] = new Array(n);\n  for (let i = 0; i < n; i++) {\n    M[i] = A[i].slice();\n    M[i].push(b[i]);\n  }\n\n  for (let k = 0; k < n; k++) {\n    // find pivot\n    let maxRow = k;\n    let maxVal = Math.abs(M[k][k]);\n    for (let i = k + 1; i < n; i++) {\n      const v = Math.abs(M[i][k]);\n      if (v > maxVal) {\n        maxVal = v;\n        maxRow = i;\n      }\n    }\n    if (maxRow !== k) {\n      const tmp = M[k];\n      M[k] = M[maxRow];\n      M[maxRow] = tmp;\n    }\n\n    // singular check\n    if (Math.abs(M[k][k]) < 1e-12) {\n      // return least squares fallback zeros\n      const res: number[] = new Array(n).fill(0);\n      return res;\n    }\n\n    // normalize row\n    for (let j = k + 1; j <= n; j++) {\n      M[k][j] = M[k][j] / M[k][k];\n    }\n    M[k][k] = 1;\n\n    // eliminate\n    for (let i = 0; i < n; i++) {\n      if (i === k) {\n        continue;\n      }\n      const factor = M[i][k];\n      if (factor === 0) {\n        continue;\n      }\n      for (let j = k + 1; j <= n; j++) {\n        M[i][j] -= factor * M[k][j];\n      }\n      M[i][k] = 0;\n    }\n  }\n\n  const x: number[] = new Array(n);\n  for (let i = 0; i < n; i++) {\n    x[i] = M[i][n];\n  }\n  return x;\n}\n\nexport function regressionPolynomial(\n  data: any[],\n  x: (d: any) => number = d => d.x,\n  y: (d: any) => number = d => d.y,\n  options: { degree?: number } = {}\n) {\n  let degree = options.degree ?? 0;\n  if (degree < 0) {\n    degree = 0;\n  }\n  const m = degree + 1;\n  const sums: number[] = new Array(2 * degree + 1).fill(0);\n\n  visitPoints(data, x, y, (dx, dy) => {\n    let xp = 1;\n    for (let k = 0; k < sums.length; k++) {\n      sums[k] += xp;\n      xp *= dx;\n    }\n  });\n\n  // build normal matrix\n  const A: number[][] = new Array(m);\n  for (let i = 0; i < m; i++) {\n    A[i] = new Array(m).fill(0);\n    for (let j = 0; j < m; j++) {\n      A[i][j] = sums[i + j];\n    }\n  }\n\n  const B: number[] = new Array(m).fill(0);\n  visitPoints(data, x, y, (dx, dy) => {\n    let xp = 1;\n    for (let k = 0; k < m; k++) {\n      B[k] += dy * xp;\n      xp *= dx;\n    }\n  });\n\n  const coef = solveLinearSystem(A, B);\n\n  const predict = (xx: number) => {\n    let xp = 1;\n    let v = 0;\n    for (let k = 0; k < coef.length; k++) {\n      v += coef[k] * xp;\n      xp *= xx;\n    }\n    return v;\n  };\n\n  return {\n    degree,\n    coef,\n    predict,\n    rSquared: rSquared(\n      data,\n      x,\n      y,\n      (() => {\n        // compute mean y\n        let sum = 0;\n        let cnt = 0;\n        visitPoints(data, x, y, (_dx, dy) => {\n          sum += dy;\n          cnt++;\n        });\n        return cnt === 0 ? 0 : sum / cnt;\n      })(),\n      predict\n    ),\n    evaluateGrid(N: number) {\n      const out: { x: number; y: number }[] = [];\n      if (N <= 0) {\n        return out;\n      }\n      // compute range\n      let min = Infinity;\n      let max = -Infinity;\n      visitPoints(data, x, y, dx => {\n        if (!isNil(dx)) {\n          if (dx < min) {\n            min = dx;\n          }\n          if (dx > max) {\n            max = dx;\n          }\n        }\n      });\n      if (min === Infinity || max === -Infinity) {\n        return out;\n      }\n      if (min === max) {\n        const v = predict(min);\n        for (let i = 0; i < N; i++) {\n          out.push({ x: min, y: v });\n        }\n        return out;\n      }\n      const step = (max - min) / (N - 1);\n      for (let i = 0; i < N; i++) {\n        const px = i === N - 1 ? max : min + step * i;\n        out.push({ x: px, y: predict(px) });\n      }\n      return out;\n    },\n    confidenceInterval(N: number = 50, alpha: number = 0.05) {\n      const out: { x: number; mean: number; lower: number; upper: number; predLower: number; predUpper: number }[] = [];\n\n      if (N <= 0) {\n        return out;\n      }\n\n      const comps = computeLinearCIComponents(data, x, y, predict);\n      if (comps.n === 0) {\n        return out;\n      }\n\n      const z = Math.abs(invNorm(1 - alpha / 2));\n      if (comps.min === comps.max) {\n        const v = predict(comps.min);\n        const errs = stdErrorsAt(comps.min, comps);\n        for (let i = 0; i < N; i++) {\n          out.push({\n            x: comps.min,\n            mean: v,\n            lower: v - z * errs.seMean,\n            upper: v + z * errs.seMean,\n            predLower: v - z * errs.sePred,\n            predUpper: v + z * errs.sePred\n          });\n        }\n        return out;\n      }\n\n      const step = (comps.max - comps.min) / (N - 1);\n      for (let i = 0; i < N; i++) {\n        const px = i === N - 1 ? comps.max : comps.min + step * i;\n        const yh = predict(px);\n        const errs = stdErrorsAt(px, comps);\n        out.push({\n          x: px,\n          mean: yh,\n          lower: yh - z * errs.seMean,\n          upper: yh + z * errs.seMean,\n          predLower: yh - z * errs.sePred,\n          predUpper: yh + z * errs.sePred\n        });\n      }\n      return out;\n    }\n  };\n}\n\nexport default regressionPolynomial;\n"]}

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

@@ -0,0 +1,20 @@
+export declare function invNorm(p: number): number;
+export interface LinearCIComponents {
+    min: number;
+    max: number;
+    n: number;
+    X: number;
+    SSE: number;
+    Sxx: number;
+}
+export declare function computeLinearCIComponents(data: any[], x: (d: any) => number, y: (d: any) => number, predict: (x: number) => number): LinearCIComponents;
+export declare function stdErrorsAt(px: number, comps: LinearCIComponents): {
+    seMean: number;
+    sePred: number;
+};
+declare const _default: {
+    invNorm: typeof invNorm;
+    computeLinearCIComponents: typeof computeLinearCIComponents;
+    stdErrorsAt: typeof stdErrorsAt;
+};
+export default _default;

package/es/common/regression-utils.js

@@ -0,0 +1,63 @@
+import isNil from "./isNil";
+
+export function invNorm(p) {
+    if (p <= 0 || p >= 1) return 0;
+    const c1 = -.00778489400243029, c2 = -.322396458041136, c3 = -2.40075827716184, c4 = -2.54973253934373, c5 = 4.37466414146497, c6 = 2.93816398269878, d1 = .00778469570904146, d2 = .32246712907004, d3 = 2.445134137143, d4 = 3.75440866190742;
+    let q, r;
+    return p < .02425 ? (q = Math.sqrt(-2 * Math.log(p)), (((((c1 * q + c2) * q + c3) * q + c4) * q + c5) * q + c6) / ((((d1 * q + d2) * q + d3) * q + d4) * q + 1)) : p <= .97575 ? (q = p - .5, 
+    r = q * q, (((((-39.6968302866538 * r + 220.946098424521) * r - 275.928510446969) * r + 138.357751867269) * r - 30.6647980661472) * r + 2.50662827745924) * q / (((((-54.4760987982241 * r + 161.585836858041) * r - 155.698979859887) * r + 66.8013118877197) * r - 13.2806815528857) * r + 1)) : (q = Math.sqrt(-2 * Math.log(1 - p)), 
+    -(((((c1 * q + c2) * q + c3) * q + c4) * q + c5) * q + c6) / ((((d1 * q + d2) * q + d3) * q + d4) * q + 1));
+}
+
+export function computeLinearCIComponents(data, x, y, predict) {
+    let min = 1 / 0, max = -1 / 0, n = 0, sumX = 0;
+    for (let i = 0; i < data.length; i++) {
+        const d = data[i];
+        let dx = x(d), dy = y(d);
+        !isNil(dx) && (dx = +dx) >= dx && !isNil(dy) && (dy = +dy) >= dy && (dx < min && (min = dx), 
+        dx > max && (max = dx), n++, sumX += dx);
+    }
+    if (0 === n) return {
+        min: min,
+        max: max,
+        n: n,
+        X: 0,
+        SSE: 0,
+        Sxx: 0
+    };
+    const X = sumX / n;
+    let SSE = 0, Sxx = 0;
+    for (let i = 0; i < data.length; i++) {
+        const d = data[i];
+        let dx = x(d), dy = y(d);
+        if (!isNil(dx) && (dx = +dx) >= dx && !isNil(dy) && (dy = +dy) >= dy) {
+            const r = dy - predict(dx);
+            SSE += r * r;
+            const dxc = dx - X;
+            Sxx += dxc * dxc;
+        }
+    }
+    return {
+        min: min,
+        max: max,
+        n: n,
+        X: X,
+        SSE: SSE,
+        Sxx: Sxx
+    };
+}
+
+export function stdErrorsAt(px, comps) {
+    const {n: n, X: X, Sxx: Sxx, SSE: SSE} = comps, s2 = n > 2 ? SSE / (n - 2) : 0;
+    return {
+        seMean: Sxx > 0 ? Math.sqrt(s2 * (1 / n + (px - X) * (px - X) / Sxx)) : Math.sqrt(s2 / n),
+        sePred: Math.sqrt(s2 * (1 + 1 / n + (Sxx > 0 ? (px - X) * (px - X) / Sxx : 0)))
+    };
+}
+
+export default {
+    invNorm: invNorm,
+    computeLinearCIComponents: computeLinearCIComponents,
+    stdErrorsAt: stdErrorsAt
+};
+//# sourceMappingURL=regression-utils.js.map

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

@@ -0,0 +1 @@
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isNil from './isNil';\n\n/**\n * Approximate inverse normal CDF (probit) using Acklam's algorithm.\n * Returns z such that P(Z <= z) = p for standard normal Z.\n */\nexport function invNorm(p: number) {\n  if (p <= 0 || p >= 1) {\n    return 0;\n  }\n\n  const a1 = -39.6968302866538;\n  const a2 = 220.946098424521;\n  const a3 = -275.928510446969;\n  const a4 = 138.357751867269;\n  const a5 = -30.6647980661472;\n  const a6 = 2.50662827745924;\n\n  const b1 = -54.4760987982241;\n  const b2 = 161.585836858041;\n  const b3 = -155.698979859887;\n  const b4 = 66.8013118877197;\n  const b5 = -13.2806815528857;\n\n  const c1 = -0.00778489400243029;\n  const c2 = -0.322396458041136;\n  const c3 = -2.40075827716184;\n  const c4 = -2.54973253934373;\n  const c5 = 4.37466414146497;\n  const c6 = 2.93816398269878;\n\n  const d1 = 0.00778469570904146;\n  const d2 = 0.32246712907004;\n  const d3 = 2.445134137143;\n  const d4 = 3.75440866190742;\n\n  const pLow = 0.02425;\n  const pHigh = 1 - pLow;\n\n  let q: number;\n  let r: number;\n\n  if (p < pLow) {\n    q = Math.sqrt(-2 * Math.log(p));\n    return (((((c1 * q + c2) * q + c3) * q + c4) * q + c5) * q + c6) / ((((d1 * q + d2) * q + d3) * q + d4) * q + 1);\n  }\n\n  if (p <= pHigh) {\n    q = p - 0.5;\n    r = q * q;\n    return (\n      ((((((a1 * r + a2) * r + a3) * r + a4) * r + a5) * r + a6) * q) /\n      (((((b1 * r + b2) * r + b3) * r + b4) * r + b5) * r + 1)\n    );\n  }\n\n  q = Math.sqrt(-2 * Math.log(1 - p));\n  return -((((((c1 * q + c2) * q + c3) * q + c4) * q + c5) * q + c6) / ((((d1 * q + d2) * q + d3) * q + d4) * q + 1));\n}\n\nexport interface LinearCIComponents {\n  min: number;\n  max: number;\n  n: number;\n  X: number; // mean of x\n  SSE: number;\n  Sxx: number;\n}\n\n/**\n * Compute basic components used for linear regression confidence / prediction intervals.\n * - scans data to compute min/max of x, n, mean X, SSE and Sxx (sum (xi - X)^2).\n */\nexport function computeLinearCIComponents(\n  data: any[],\n  x: (d: any) => number,\n  y: (d: any) => number,\n  predict: (x: number) => number\n): LinearCIComponents {\n  // simple local scanner to avoid circular imports\n  let min = Infinity;\n  let max = -Infinity;\n  let n = 0;\n  let sumX = 0;\n\n  for (let i = 0; i < data.length; i++) {\n    const d = data[i];\n    let dx = x(d);\n    let dy = y(d);\n    if (!isNil(dx) && (dx = +dx) >= dx && !isNil(dy) && (dy = +dy) >= dy) {\n      if (dx < min) {\n        min = dx;\n      }\n      if (dx > max) {\n        max = dx;\n      }\n      n++;\n      sumX += dx;\n    }\n  }\n\n  if (n === 0) {\n    return { min, max, n, X: 0, SSE: 0, Sxx: 0 };\n  }\n\n  const X = sumX / n;\n  let SSE = 0;\n  let Sxx = 0;\n  for (let i = 0; i < data.length; i++) {\n    const d = data[i];\n    let dx = x(d);\n    let dy = y(d);\n    if (!isNil(dx) && (dx = +dx) >= dx && !isNil(dy) && (dy = +dy) >= dy) {\n      const r = dy - predict(dx);\n      SSE += r * r;\n      const dxc = dx - X;\n      Sxx += dxc * dxc;\n    }\n  }\n\n  return { min, max, n, X, SSE, Sxx };\n}\n\n/**\n * Compute standard errors for mean and prediction at px using components.\n */\nexport function stdErrorsAt(px: number, comps: LinearCIComponents) {\n  const { n, X, Sxx, SSE } = comps;\n  const s2 = n > 2 ? SSE / (n - 2) : 0;\n  const seMean = Sxx > 0 ? Math.sqrt(s2 * (1 / n + ((px - X) * (px - X)) / Sxx)) : Math.sqrt(s2 / n);\n  const sePred = Math.sqrt(s2 * (1 + 1 / n + (Sxx > 0 ? ((px - X) * (px - X)) / Sxx : 0)));\n  return { seMean, sePred };\n}\n\nexport default {\n  invNorm,\n  computeLinearCIComponents,\n  stdErrorsAt\n};\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@visactor/vutils",
-  "version": "1.0.9",
+  "version": "1.0.10",
   "main": "cjs/index.js",
   "module": "es/index.js",
   "types": "es/index.d.ts",
@@ -30,10 +30,10 @@
     "@types/jest": "~29.5.0",
     "typescript": "4.9.5",
     "@types/node": "*",
-    "@internal/bundler": "0.0.1",
-    "@internal/jest-config": "0.0.1",
     "@internal/eslint-config": "0.0.1",
-    "@internal/ts-config": "0.0.1"
+    "@internal/bundler": "0.0.1",
+    "@internal/ts-config": "0.0.1",
+    "@internal/jest-config": "0.0.1"
   },
   "dependencies": {
     "eventemitter3": "^4.0.7",