agentdb 1.6.1 → 2.0.0-alpha.2

package/dist/malp/index.d.ts

@@ -0,0 +1,33 @@
+/**
+ * MALP - Maximum Agreement Linear Predictor
+ *
+ * A regression library that maximizes the Concordance Correlation Coefficient (CCC)
+ * instead of minimizing squared error. Optimized for measurement validation,
+ * method comparison, and scenarios requiring high agreement between predictions
+ * and observations.
+ *
+ * @module malp
+ *
+ * @example
+ * ```typescript
+ * import { MALPRegressor, compareMALPvsOLS } from 'agentdb/malp';
+ *
+ * // Fit MALP model
+ * const model = new MALPRegressor();
+ * model.fit(X, y);
+ * const predictions = model.predict(X);
+ * const cccScore = model.score(X, y);
+ *
+ * // Compare with OLS
+ * const comparison = compareMALPvsOLS(X_train, y_train, X_test, y_test);
+ * console.log(comparison.summary);
+ * ```
+ */
+export { type Matrix, type Vector, createMatrix, createVector, matVecMultiply, matMatMultiply, transpose, leastSquares, mean, std, variance, covariance, pearsonCorr, dot, norm, vectorAdd, vectorSubtract, scalarMultiply, addIntercept, EPSILON } from './core/linalg';
+export { type CCCComponents, computeCCC, computeCCCGradient, computeCCCHessianDiagonal, cccLoss, interpretCCC, validateCCC } from './core/ccc';
+export { type OptimizerConfig, type OptimizationStep, type OptimizationResult, GradientAscentOptimizer, optimizeMALP, DEFAULT_OPTIMIZER_CONFIG } from './core/optimizer';
+export { type MALPConfig, type MALPRegressorConfig, type FitResult, MALPRegressor, fitMALP, crossValidateMALP, DEFAULT_MALP_CONFIG } from './models/regressor';
+export { type AgreementMetrics, type BlandAltmanAnalysis, computeAgreementMetrics, blandAltmanAnalysis, computePrecisionMetrics, computeBiasMetrics, isAgreementAcceptable, generateAgreementReport } from './metrics/agreement';
+export { type RegressionMetrics, type ComparisonResults, OLSRegressor, computeRegressionMetrics, compareMALPvsOLS, crossValidateComparison } from './metrics/comparison';
+export declare const MALP_VERSION = "1.0.0";
+//# sourceMappingURL=index.d.ts.map

package/dist/malp/index.d.ts.map

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package/dist/malp/index.js

@@ -0,0 +1,37 @@
+/**
+ * MALP - Maximum Agreement Linear Predictor
+ *
+ * A regression library that maximizes the Concordance Correlation Coefficient (CCC)
+ * instead of minimizing squared error. Optimized for measurement validation,
+ * method comparison, and scenarios requiring high agreement between predictions
+ * and observations.
+ *
+ * @module malp
+ *
+ * @example
+ * ```typescript
+ * import { MALPRegressor, compareMALPvsOLS } from 'agentdb/malp';
+ *
+ * // Fit MALP model
+ * const model = new MALPRegressor();
+ * model.fit(X, y);
+ * const predictions = model.predict(X);
+ * const cccScore = model.score(X, y);
+ *
+ * // Compare with OLS
+ * const comparison = compareMALPvsOLS(X_train, y_train, X_test, y_test);
+ * console.log(comparison.summary);
+ * ```
+ */
+// Core functionality
+export { createMatrix, createVector, matVecMultiply, matMatMultiply, transpose, leastSquares, mean, std, variance, covariance, pearsonCorr, dot, norm, vectorAdd, vectorSubtract, scalarMultiply, addIntercept, EPSILON } from './core/linalg';
+export { computeCCC, computeCCCGradient, computeCCCHessianDiagonal, cccLoss, interpretCCC, validateCCC } from './core/ccc';
+export { GradientAscentOptimizer, optimizeMALP, DEFAULT_OPTIMIZER_CONFIG } from './core/optimizer';
+// Models
+export { MALPRegressor, fitMALP, crossValidateMALP, DEFAULT_MALP_CONFIG } from './models/regressor';
+// Metrics
+export { computeAgreementMetrics, blandAltmanAnalysis, computePrecisionMetrics, computeBiasMetrics, isAgreementAcceptable, generateAgreementReport } from './metrics/agreement';
+export { OLSRegressor, computeRegressionMetrics, compareMALPvsOLS, crossValidateComparison } from './metrics/comparison';
+// Version info
+export const MALP_VERSION = '1.0.0';
+//# sourceMappingURL=index.js.map

package/dist/malp/index.js.map

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package/dist/malp/metrics/agreement.d.ts

@@ -0,0 +1,106 @@
+/**
+ * Agreement Metrics for Method Comparison
+ *
+ * Provides comprehensive metrics for assessing agreement between two measurement methods,
+ * with focus on CCC and related statistics.
+ */
+import { Vector } from '../core/linalg';
+import { CCCComponents } from '../core/ccc';
+/**
+ * Complete agreement metrics suite
+ */
+export interface AgreementMetrics {
+    /** Concordance Correlation Coefficient */
+    ccc: number;
+    /** CCC interpretation */
+    cccInterpretation: string;
+    /** Pearson correlation coefficient */
+    pearsonCorr: number;
+    /** Mean difference (bias) */
+    meanDifference: number;
+    /** Standard deviation of differences */
+    sdDifference: number;
+    /** 95% Limits of Agreement (Bland-Altman) */
+    limitsOfAgreement: [number, number];
+    /** Mean of the two methods */
+    overallMean: number;
+    /** Coefficient of variation */
+    coefficientOfVariation: number;
+    /** Total Deviation Index (TDI) at 90% coverage */
+    tdi90: number;
+    /** Coverage Probability (CP) */
+    coverageProbability: number;
+    /** CCC components breakdown */
+    cccComponents: CCCComponents;
+}
+/**
+ * Bland-Altman analysis results
+ */
+export interface BlandAltmanAnalysis {
+    /** Mean difference (bias) */
+    meanDifference: number;
+    /** Standard deviation of differences */
+    sdDifference: number;
+    /** Lower limit of agreement (mean - 1.96*SD) */
+    lowerLimit: number;
+    /** Upper limit of agreement (mean + 1.96*SD) */
+    upperLimit: number;
+    /** Differences vector */
+    differences: number[];
+    /** Means vector */
+    means: number[];
+    /** Whether differences are within acceptable range */
+    withinLimits: boolean[];
+}
+/**
+ * Compute comprehensive agreement metrics
+ *
+ * @param x - First method (reference/gold standard)
+ * @param y - Second method (new/test method)
+ * @param acceptableLimit - Optional acceptable difference limit
+ * @returns Complete set of agreement metrics
+ */
+export declare function computeAgreementMetrics(x: number[] | Vector, y: number[] | Vector, acceptableLimit?: number): AgreementMetrics;
+/**
+ * Perform Bland-Altman analysis
+ *
+ * @param x - First method measurements
+ * @param y - Second method measurements
+ * @param acceptableLimit - Optional acceptable difference limit
+ * @returns Bland-Altman analysis results
+ */
+export declare function blandAltmanAnalysis(x: number[] | Vector, y: number[] | Vector, acceptableLimit?: number): BlandAltmanAnalysis;
+/**
+ * Compute precision (repeatability) metrics
+ */
+export declare function computePrecisionMetrics(x: Vector, y: Vector): {
+    withinSubjectSD: number;
+    repeatabilityCoefficient: number;
+    withinSubjectCV: number;
+};
+/**
+ * Compute bias and accuracy metrics
+ */
+export declare function computeBiasMetrics(x: Vector, y: Vector): {
+    meanBias: number;
+    proportionalBias: number;
+    fixedBias: number;
+    relativeAccuracy: number;
+};
+/**
+ * Check if agreement is acceptable based on predefined criteria
+ */
+export declare function isAgreementAcceptable(metrics: AgreementMetrics, criteria?: {
+    minCCC?: number;
+    maxMeanDifference?: number;
+    maxSDDifference?: number;
+    minCoverageProbability?: number;
+}): {
+    acceptable: boolean;
+    reasons: string[];
+};
+/**
+ * Generate agreement report
+ */
+export declare function generateAgreementReport(metrics: AgreementMetrics): string;
+//# sourceMappingURL=agreement.d.ts.map

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package/dist/malp/metrics/agreement.js

@@ -0,0 +1,199 @@
+/**
+ * Agreement Metrics for Method Comparison
+ *
+ * Provides comprehensive metrics for assessing agreement between two measurement methods,
+ * with focus on CCC and related statistics.
+ */
+import { createVector, mean, std } from '../core/linalg';
+import { computeCCC, interpretCCC } from '../core/ccc';
+/**
+ * Compute comprehensive agreement metrics
+ *
+ * @param x - First method (reference/gold standard)
+ * @param y - Second method (new/test method)
+ * @param acceptableLimit - Optional acceptable difference limit
+ * @returns Complete set of agreement metrics
+ */
+export function computeAgreementMetrics(x, y, acceptableLimit) {
+    const xVec = Array.isArray(x) ? createVector(x) : x;
+    const yVec = Array.isArray(y) ? createVector(y) : y;
+    if (xVec.length !== yVec.length) {
+        throw new Error(`Vector length mismatch: ${xVec.length} !== ${yVec.length}`);
+    }
+    // Compute CCC and components
+    const { ccc, components } = computeCCC(xVec, yVec);
+    const cccInterpretation = interpretCCC(ccc);
+    // Compute differences
+    const differences = xVec.data.map((val, i) => val - yVec.data[i]);
+    const diffVec = createVector(differences);
+    // Bland-Altman metrics
+    const meanDifference = mean(diffVec);
+    const sdDifference = std(diffVec, meanDifference);
+    const limitsOfAgreement = [
+        meanDifference - 1.96 * sdDifference,
+        meanDifference + 1.96 * sdDifference
+    ];
+    // Overall statistics
+    const overallMean = (components.muX + components.muY) / 2;
+    const coefficientOfVariation = (Math.sqrt((components.sigmaX ** 2 + components.sigmaY ** 2) / 2) / overallMean) * 100;
+    // Total Deviation Index (TDI) - 90th percentile of absolute differences
+    const sortedAbsDiffs = differences.map(Math.abs).sort((a, b) => a - b);
+    const tdi90Index = Math.floor(0.9 * sortedAbsDiffs.length);
+    const tdi90 = sortedAbsDiffs[tdi90Index];
+    // Coverage Probability - proportion within acceptable limit
+    let coverageProbability = 1.0;
+    if (acceptableLimit !== undefined) {
+        const withinLimit = differences.filter(d => Math.abs(d) <= acceptableLimit).length;
+        coverageProbability = withinLimit / differences.length;
+    }
+    return {
+        ccc,
+        cccInterpretation,
+        pearsonCorr: components.rho,
+        meanDifference,
+        sdDifference,
+        limitsOfAgreement,
+        overallMean,
+        coefficientOfVariation,
+        tdi90,
+        coverageProbability,
+        cccComponents: components
+    };
+}
+/**
+ * Perform Bland-Altman analysis
+ *
+ * @param x - First method measurements
+ * @param y - Second method measurements
+ * @param acceptableLimit - Optional acceptable difference limit
+ * @returns Bland-Altman analysis results
+ */
+export function blandAltmanAnalysis(x, y, acceptableLimit) {
+    const xVec = Array.isArray(x) ? createVector(x) : x;
+    const yVec = Array.isArray(y) ? createVector(y) : y;
+    if (xVec.length !== yVec.length) {
+        throw new Error(`Vector length mismatch: ${xVec.length} !== ${yVec.length}`);
+    }
+    // Compute differences and means
+    const differences = [];
+    const means = [];
+    const withinLimits = [];
+    for (let i = 0; i < xVec.length; i++) {
+        const diff = xVec.data[i] - yVec.data[i];
+        const mean = (xVec.data[i] + yVec.data[i]) / 2;
+        differences.push(diff);
+        means.push(mean);
+        if (acceptableLimit !== undefined) {
+            withinLimits.push(Math.abs(diff) <= acceptableLimit);
+        }
+        else {
+            withinLimits.push(true);
+        }
+    }
+    const diffVec = createVector(differences);
+    const meanDifference = mean(diffVec);
+    const sdDifference = std(diffVec, meanDifference);
+    return {
+        meanDifference,
+        sdDifference,
+        lowerLimit: meanDifference - 1.96 * sdDifference,
+        upperLimit: meanDifference + 1.96 * sdDifference,
+        differences,
+        means,
+        withinLimits
+    };
+}
+/**
+ * Compute precision (repeatability) metrics
+ */
+export function computePrecisionMetrics(x, y) {
+    const differences = x.data.map((val, i) => val - y.data[i]);
+    const diffVec = createVector(differences);
+    // Within-subject standard deviation (SD of differences / sqrt(2))
+    const withinSubjectSD = std(diffVec) / Math.sqrt(2);
+    // Repeatability coefficient (1.96 * sqrt(2) * SD_within)
+    const repeatabilityCoefficient = 1.96 * Math.sqrt(2) * withinSubjectSD;
+    // Within-subject coefficient of variation
+    const overallMean = (mean(x) + mean(y)) / 2;
+    const withinSubjectCV = (withinSubjectSD / overallMean) * 100;
+    return {
+        withinSubjectSD,
+        repeatabilityCoefficient,
+        withinSubjectCV
+    };
+}
+/**
+ * Compute bias and accuracy metrics
+ */
+export function computeBiasMetrics(x, y) {
+    const { components } = computeCCC(x, y);
+    // Mean bias (average difference)
+    const meanBias = components.muX - components.muY;
+    // Proportional bias (slope of regression line - 1)
+    const proportionalBias = (components.sigmaY / components.sigmaX) * components.rho - 1;
+    // Fixed bias (intercept of regression line)
+    const fixedBias = components.muY - (components.muY / components.muX) * components.muX;
+    // Relative accuracy (ratio of means)
+    const relativeAccuracy = components.muY / components.muX;
+    return {
+        meanBias,
+        proportionalBias,
+        fixedBias,
+        relativeAccuracy
+    };
+}
+/**
+ * Check if agreement is acceptable based on predefined criteria
+ */
+export function isAgreementAcceptable(metrics, criteria = {}) {
+    const reasons = [];
+    let acceptable = true;
+    if (criteria.minCCC !== undefined && metrics.ccc < criteria.minCCC) {
+        acceptable = false;
+        reasons.push(`CCC (${metrics.ccc.toFixed(3)}) below minimum (${criteria.minCCC})`);
+    }
+    if (criteria.maxMeanDifference !== undefined && Math.abs(metrics.meanDifference) > criteria.maxMeanDifference) {
+        acceptable = false;
+        reasons.push(`Mean difference (${metrics.meanDifference.toFixed(3)}) exceeds maximum (${criteria.maxMeanDifference})`);
+    }
+    if (criteria.maxSDDifference !== undefined && metrics.sdDifference > criteria.maxSDDifference) {
+        acceptable = false;
+        reasons.push(`SD of differences (${metrics.sdDifference.toFixed(3)}) exceeds maximum (${criteria.maxSDDifference})`);
+    }
+    if (criteria.minCoverageProbability !== undefined && metrics.coverageProbability < criteria.minCoverageProbability) {
+        acceptable = false;
+        reasons.push(`Coverage probability (${metrics.coverageProbability.toFixed(3)}) below minimum (${criteria.minCoverageProbability})`);
+    }
+    return { acceptable, reasons };
+}
+/**
+ * Generate agreement report
+ */
+export function generateAgreementReport(metrics) {
+    const lines = [
+        '=== Agreement Analysis Report ===',
+        '',
+        'Primary Metrics:',
+        `  CCC: ${metrics.ccc.toFixed(4)} (${metrics.cccInterpretation})`,
+        `  Pearson r: ${metrics.pearsonCorr.toFixed(4)}`,
+        '',
+        'Bland-Altman Analysis:',
+        `  Mean Difference (Bias): ${metrics.meanDifference.toFixed(4)}`,
+        `  SD of Differences: ${metrics.sdDifference.toFixed(4)}`,
+        `  95% Limits of Agreement: [${metrics.limitsOfAgreement[0].toFixed(4)}, ${metrics.limitsOfAgreement[1].toFixed(4)}]`,
+        '',
+        'Precision Metrics:',
+        `  Coefficient of Variation: ${metrics.coefficientOfVariation.toFixed(2)}%`,
+        `  TDI (90%): ${metrics.tdi90.toFixed(4)}`,
+        `  Coverage Probability: ${(metrics.coverageProbability * 100).toFixed(2)}%`,
+        '',
+        'CCC Components:',
+        `  Location Shift: ${metrics.cccComponents.locationShift.toFixed(4)}`,
+        `  Scale Shift: ${metrics.cccComponents.scaleShift.toFixed(4)}`,
+        `  Precision: ${metrics.cccComponents.precision.toFixed(4)}`,
+        `  Accuracy: ${metrics.cccComponents.accuracy.toFixed(4)}`,
+        ''
+    ];
+    return lines.join('\n');
+}
+//# sourceMappingURL=agreement.js.map

package/dist/malp/metrics/agreement.js.map

@@ -0,0 +1 @@
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package/dist/malp/metrics/comparison.d.ts

@@ -0,0 +1,93 @@
+/**
+ * Model Comparison Utilities
+ *
+ * Compare MALP regression with Ordinary Least Squares (OLS)
+ * and other regression methods.
+ */
+import { Vector, Matrix } from '../core/linalg';
+/**
+ * Regression model performance metrics
+ */
+export interface RegressionMetrics {
+    /** Model name */
+    name: string;
+    /** Concordance Correlation Coefficient */
+    ccc: number;
+    /** Mean Squared Error */
+    mse: number;
+    /** Root Mean Squared Error */
+    rmse: number;
+    /** Mean Absolute Error */
+    mae: number;
+    /** R-squared (coefficient of determination) */
+    r2: number;
+    /** Adjusted R-squared */
+    adjustedR2: number;
+    /** Akaike Information Criterion */
+    aic: number;
+    /** Bayesian Information Criterion */
+    bic: number;
+}
+/**
+ * Winner types for metric comparisons
+ */
+export type Winner = 'MALP' | 'OLS' | 'Tie';
+/**
+ * Comparison results between two models
+ */
+export interface ComparisonResults {
+    /** MALP model metrics */
+    malp: RegressionMetrics;
+    /** OLS model metrics */
+    ols: RegressionMetrics;
+    /** Performance differences (MALP - OLS) */
+    differences: {
+        ccc: number;
+        mse: number;
+        rmse: number;
+        mae: number;
+        r2: number;
+    };
+    /** Which model is better for each metric */
+    winner: {
+        ccc: Winner;
+        mse: Winner;
+        agreement: Winner;
+        overall: Winner;
+    };
+    /** Summary message */
+    summary: string;
+}
+/**
+ * Ordinary Least Squares Regressor
+ */
+export declare class OLSRegressor {
+    private coefficients;
+    private intercept;
+    private isFitted;
+    fit(X: number[][] | Matrix, y: number[] | Vector): this;
+    predict(X: number[][] | Matrix): number[];
+    private addInterceptColumn;
+    getCoefficients(): number[] | null;
+    getIntercept(): number;
+}
+/**
+ * Compute comprehensive metrics for a regression model
+ */
+export declare function computeRegressionMetrics(name: string, yTrue: number[] | Vector, yPred: number[] | Vector, nFeatures: number): RegressionMetrics;
+/**
+ * Compare MALP and OLS models
+ */
+export declare function compareMALPvsOLS(XTrain: number[][] | Matrix, yTrain: number[] | Vector, XTest?: number[][] | Matrix, yTest?: number[] | Vector): ComparisonResults;
+/**
+ * Cross-validation comparison
+ */
+export declare function crossValidateComparison(X: number[][] | Matrix, y: number[] | Vector, nFolds?: number): {
+    malpScores: number[];
+    olsScores: number[];
+    malpMean: number;
+    olsMean: number;
+    malpStd: number;
+    olsStd: number;
+};
+//# sourceMappingURL=comparison.d.ts.map

package/dist/malp/metrics/comparison.d.ts.map

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