dsh-meta-analysis 0.1.1 → 0.1.2

package/CHANGELOG.md

@@ -4,6 +4,30 @@ All notable changes to this project are documented here. The format follows
 [Keep a Changelog](https://keepachangelog.com/en/1.1.0/), and this project
 adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [Unreleased]
+
+### Added
+
+- Deterministic 20-case synthetic meta-analysis benchmark: `bench/run-meta.mjs`,
+  the `bench:meta` script, and committed `bench/results-meta.json` /
+  `bench/results-meta.md`. The expected values are an independent closed-form
+  implementation in the dsh-research-bench generator, not plugin output.
+- A double-precision normal-quantile test.
+
+### Fixed
+
+- `normalQuantile` now uses Wichura's AS 241 (PPND16) instead of Acklam's
+  rational approximation: Φ⁻¹(0.975) is accurate to ~1e-16 instead of
+  ~1.6e-9. The benchmark's CI-derived SEs had amplified the old error into
+  I² deviations of 1.12e-9 on two cases; the maximum is now 2.2e-16.
+
+## [0.1.2] - 2026-11-08
+
+### Fixed
+
+- `normalQuantile` now uses Wichura AS 241 (PPND16) instead of the Acklam approximation; the 95% critical value matches 1.959963984540054 to double precision, which the new 20-case benchmark checks to 1e-9 (I²) and 1e-6 (Q, τ²).
+- Added the deterministic 20-case meta-analysis benchmark (`pnpm run bench:meta`) and documented the measured maximum absolute errors.
+
 ## [0.1.1] - 2026-11-08
 
 ### Changed

package/README-zh.md

@@ -41,7 +41,7 @@
 | SMD | `(m₁−m₂)/s_pooled`, SE `√(1/n₁+1/n₂+d²/(2(n₁+n₂)))` |
 | Egger | 以 `θᵢ/SEᵢ` 对 `1/SEᵢ` 做 OLS 的截距，t 检验 df = k−2 |
 
-正态尾部 p 使用 A&S 7.1.26 近似（约 1e-7）；χ² 与 t 使用正则化不完全 gamma/beta 连分数（约 1e-10）。两者都在 `src/math.ts` 中实现，且无依赖。
+正态尾部 p 使用 A&S 7.1.26 近似（约 1e-7）；Φ⁻¹ 使用 Wichura AS 241 / PPND16（约 1e-16）；χ² 与 t 使用正则化不完全 gamma/beta 连分数（约 1e-10）。三者都在 `src/math.ts` 中实现，且无依赖。
 
 ## 工具
 
@@ -85,9 +85,34 @@ dsh --profile <name> --dump-config | grep dsh-meta-analysis
 
 ## 评测
 
-**21 个测试**：特殊函数对照已知临界值（χ²(8,2)=0.9817、t(2.306,8)≈0.05、z(1.96)≈0.05、Φ⁻¹(0.975)）、换算（logOR+SE、d⇄r、d⇄OR、SMD、不可能输入）、合并（手工计算的固定/随机效应估计，三项研究得到 Q=8、I²=0.75、τ²=0.03）、合并与各研究 CI 按所请求置信水平计算、由 CI 推导 SE 及拒绝 SE/CI 不一致、非法模型/置信水平/研究输入、Egger 在 k=10 时的门控、异质性警告、工具 schema、格式错误报告拒绝、端到端报告、插件契约、包契约。
+**23 个单元测试**：特殊函数对照已知临界值（χ²(8,2)=0.9817、t(2.306,8)≈0.05、z(1.96)≈0.05、Φ⁻¹(0.975) 精确到 12 位小数）、换算（logOR+SE、d⇄r、d⇄OR、SMD、不可能输入）、合并（手工计算的固定/随机效应估计，三项研究得到 Q=8、I²=0.75、τ²=0.03）、合并与各研究 CI 按所请求置信水平计算、由 CI 推导 SE 及拒绝 SE/CI 不一致、非法模型/置信水平/研究输入、Egger 在 k=10 时的门控、异质性警告、工具 schema、格式错误报告拒绝、端到端报告、插件契约、包契约、启用/禁用挂载契约。
 
-不声称基准测试结果：这是闭式算术，其正确性用手工计算和已发表的临界值来核对，而不是靠带标注的语料。
+### 合成元分析基准
+
+**20 组确定性合成基准**（数据集 `meta` v0.1.0，已冻结）位于同工作区的兄弟仓库 `dsh-research-bench` 的 `data/meta` 下，不随本包分发。每组给出研究输入（效应 + SE，或对称 CI）以及 fixed/random 合并、Q、df、pQ、I²、τ² 和 Egger 是否运行的闭式期望值。
+
+覆盖：5 组同质（I²=0，τ²=0）、5 组中等异质、4 组高异质（Q>df，τ²>0）、2 组零效应、2 组负效应、2 组小 k；k=2（4 组）、k=5（5 组）、k=10（6 组）、k=12（5 组）；10 组等 SE、10 组不等 SE；SE、CI 与混合输入。Egger 在 11 组 k≥10（含 k=10 边界）上运行，在 9 组 k<10 上不运行。
+
+适配器逐组调用 `pool(studies, { model: 'both' })`，与生成器独立实现的闭式真值比较（不 import 插件，也不从插件输出反推期望值）。**20/20 全部通过**；绝对误差：
+
+| 量 | 最大绝对误差 | 平均绝对误差 | 阈值 |
+|---|---:|---:|---:|
+| fixed/random 效应 | 1.11e-16 | 8.33e-18 | 1e-6 |
+| fixed/random SE | 2.78e-17 | 1.74e-18 | 1e-6 |
+| fixed/random CI | 2.22e-16 | 3.96e-17 | 1e-6 |
+| Q | 8.53e-14 | 7.58e-15 | 1e-6 |
+| τ² | 8.33e-17 | 6.72e-18 | 1e-6 |
+| I² | 2.22e-16 | 1.94e-17 | 1e-9 |
+| pQ | 1.67e-15 | 1.96e-16 | 1e-9 |
+
+基准暴露了一个真实的精度上限：旧的 Acklam Φ⁻¹ 在 95% 处偏差 1.6e-9，经 CI 推导的 SE 放大后，两组 case 的 I² 偏差达到 1.12e-9；`normalQuantile` 改用 AS 241 后，Q 的最大误差为 8.5e-14。
+
+```sh
+pnpm run build
+pnpm run bench:meta        # 读取 ../dsh-research-bench/data/meta（可用 BENCH_DIR 覆盖）
+```
+
+输出 `bench/results-meta.json` 与 `bench/results-meta.md`（不含时间戳；重复运行字节一致）。
 
 ## 已知限制（v0.1）
 

package/README.md

@@ -41,7 +41,7 @@ English · [简体中文](README-zh.md)
 | SMD | `(m₁−m₂)/s_pooled`, SE `√(1/n₁+1/n₂+d²/(2(n₁+n₂)))` |
 | Egger | OLS intercept of `θᵢ/SEᵢ` on `1/SEᵢ`, t with df = k−2 |
 
-Normal-tail p uses an A&S 7.1.26 approximation (~1e-7); χ² and t use regularized incomplete gamma/beta continued fractions (~1e-10). Both are implemented in `src/math.ts` with no dependencies.
+Normal-tail p uses an A&S 7.1.26 approximation (~1e-7); Φ⁻¹ uses Wichura's AS 241 / PPND16 (~1e-16); χ² and t use regularized incomplete gamma/beta continued fractions (~1e-10). All are implemented in `src/math.ts` with no dependencies.
 
 ## Tools
 
@@ -85,9 +85,34 @@ dsh --profile <name> --dump-config | grep dsh-meta-analysis
 
 ## Evaluation
 
-**21 tests**: special functions against known critical values (χ²(8,2)=0.9817, t(2.306,8)≈0.05, z(1.96)≈0.05, Φ⁻¹(0.975)), conversions (logOR+SE, d⇄r, d⇄OR, SMD, impossible inputs), pooling (hand-calculated fixed/random estimates, Q=8, I²=0.75, τ²=0.03 from three studies), the requested confidence level for pooled and study CIs, CI-derived SE and SE/CI disagreement rejection, invalid models/levels/studies, Egger gating at k=10, heterogeneity warnings, tool schemas, malformed-report rejection, end-to-end report, plugin contract, package contract.
+**23 unit tests**: special functions against known critical values (χ²(8,2)=0.9817, t(2.306,8)≈0.05, z(1.96)≈0.05, Φ⁻¹(0.975) to 12 decimal places), conversions (logOR+SE, d⇄r, d⇄OR, SMD, impossible inputs), pooling (hand-calculated fixed/random estimates, Q=8, I²=0.75, τ²=0.03 from three studies), the requested confidence level for pooled and study CIs, CI-derived SE and SE/CI disagreement rejection, invalid models/levels/studies, Egger gating at k=10, heterogeneity warnings, tool schemas, malformed-report rejection, end-to-end report, plugin contract, package contract and the enabled/disabled mount contract.
 
-No benchmark is claimed: this is closed-form arithmetic whose correctness is checked against hand calculations and published critical values, not against a labelled corpus.
+### Synthetic meta-analysis benchmark
+
+A separate **20-case, deterministic synthetic benchmark** (dataset `meta` v0.1.0, frozen) lives in the sibling `dsh-research-bench` repository under `data/meta`; it is not vendored into this package. Each case supplies studies (effect + SE, or a symmetric CI) and closed-form expected values for fixed/random pooling, Q, df, pQ, I², τ² and Egger presence.
+
+Coverage: 5 homogeneous cases (I²=0, τ²=0), 5 medium- and 4 high-heterogeneity cases (Q>df, τ²>0), 2 zero-effect, 2 negative-effect and 2 small-k cases; k = 2 (4 cases), 5 (5), 10 (6) and 12 (5); 10 equal-SE and 10 unequal-SE designs; SE-only, CI-only and mixed inputs. Egger runs on the 11 cases with k ≥ 10 (including the k=10 boundary) and on none of the 9 below it.
+
+The adapter calls `pool(studies, { model: 'both' })` and compares against the generator's independent implementation (no plugin import, no expected value derived from plugin output). **20/20 cases pass**; absolute errors:
+
+| Quantity | Max abs error | Mean abs error | Tolerance |
+|---|---:|---:|---:|
+| fixed/random effect | 1.11e-16 | 8.33e-18 | 1e-6 |
+| fixed/random SE | 2.78e-17 | 1.74e-18 | 1e-6 |
+| fixed/random CI | 2.22e-16 | 3.96e-17 | 1e-6 |
+| Q | 8.53e-14 | 7.58e-15 | 1e-6 |
+| τ² | 8.33e-17 | 6.72e-18 | 1e-6 |
+| I² | 2.22e-16 | 1.94e-17 | 1e-9 |
+| pQ | 1.67e-15 | 1.96e-16 | 1e-9 |
+
+The benchmark surfaced one real precision limit: the old Acklam Φ⁻¹ was 1.6e-9 off at 95%, and CI-derived SEs amplified it into I² deviations of 1.12e-9 on two cases. `normalQuantile` now uses AS 241; the largest Q error is 8.5e-14.
+
+```sh
+pnpm run build
+pnpm run bench:meta        # reads ../dsh-research-bench/data/meta (BENCH_DIR overrides)
+```
+
+It writes `bench/results-meta.json` and `bench/results-meta.md` (no timestamps; re-running is byte-identical).
 
 ## Known limitations (v0.1)
 

package/lib/math.d.ts

@@ -3,9 +3,10 @@
  * log-gamma, regularized lower incomplete gamma (χ² CDF), regularized
  * incomplete beta (t CDF) and a two-sided normal tail.
  *
- * Accuracy target is ~1e-10 for the gamma/beta continued fractions and ~1e-7
- * for the normal tail approximation; that is enough for pooling output, and the
- * README says which approximation is used.
+ * Accuracy target is ~1e-10 for the gamma/beta continued fractions, ~1e-7
+ * for the normal tail approximation and ~1e-16 for the normal quantile
+ * (Wichura's AS 241); that is enough for pooling output, and the README says
+ * which approximation is used.
  *
  * @module dsh-meta-analysis/math
  */
@@ -21,6 +22,6 @@ export declare function betaIncomplete(x: number, a: number, b: number): number;
 export declare function tTwoSidedP(statistic: number, df: number): number;
 /** Two-sided p-value for a z statistic (normal tail, A&S 7.1.26). */
 export declare function zTwoSidedP(z: number): number;
-/** Quantile of the standard normal (Acklam's rational approximation). */
+/** Quantile of the standard normal (Wichura's AS 241 / PPND16, ~1e-16). */
 export declare function normalQuantile(p: number): number;
 //# sourceMappingURL=math.d.ts.map

package/lib/math.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"math.d.ts","sourceRoot":"","sources":["../src/math.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;GAUG;AAQH,wDAAwD;AACxD,wBAAgB,OAAO,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAU7C;AAED,iDAAiD;AACjD,wBAAgB,MAAM,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,MAAM,CA+BnD;AAED,2CAA2C;AAC3C,wBAAgB,YAAY,CAAC,SAAS,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,GAAG,MAAM,CAIlE;AAqCD,4CAA4C;AAC5C,wBAAgB,cAAc,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,MAAM,CAMtE;AAED,wEAAwE;AACxE,wBAAgB,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,GAAG,MAAM,CAIhE;AAED,qEAAqE;AACrE,wBAAgB,UAAU,CAAC,CAAC,EAAE,MAAM,GAAG,MAAM,CAK5C;AAED,yEAAyE;AACzE,wBAAgB,cAAc,CAAC,CAAC,EAAE,MAAM,GAAG,MAAM,CAgBhD"}
+{"version":3,"file":"math.d.ts","sourceRoot":"","sources":["../src/math.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;GAWG;AAQH,wDAAwD;AACxD,wBAAgB,OAAO,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAU7C;AAED,iDAAiD;AACjD,wBAAgB,MAAM,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,MAAM,CA+BnD;AAED,2CAA2C;AAC3C,wBAAgB,YAAY,CAAC,SAAS,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,GAAG,MAAM,CAIlE;AAqCD,4CAA4C;AAC5C,wBAAgB,cAAc,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,MAAM,CAMtE;AAED,wEAAwE;AACxE,wBAAgB,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,GAAG,MAAM,CAIhE;AAED,qEAAqE;AACrE,wBAAgB,UAAU,CAAC,CAAC,EAAE,MAAM,GAAG,MAAM,CAK5C;AAmCD,2EAA2E;AAC3E,wBAAgB,cAAc,CAAC,CAAC,EAAE,MAAM,GAAG,MAAM,CAmBhD"}

package/lib/math.js

@@ -3,9 +3,10 @@
  * log-gamma, regularized lower incomplete gamma (χ² CDF), regularized
  * incomplete beta (t CDF) and a two-sided normal tail.
  *
- * Accuracy target is ~1e-10 for the gamma/beta continued fractions and ~1e-7
- * for the normal tail approximation; that is enough for pooling output, and the
- * README says which approximation is used.
+ * Accuracy target is ~1e-10 for the gamma/beta continued fractions, ~1e-7
+ * for the normal tail approximation and ~1e-16 for the normal quantile
+ * (Wichura's AS 241); that is enough for pooling output, and the README says
+ * which approximation is used.
  *
  * @module dsh-meta-analysis/math
  */
@@ -138,25 +139,60 @@ export function zTwoSidedP(z) {
     const erf = 1 - ((((1.061405429 * t - 1.453152027) * t + 1.421413741) * t - 0.284496736) * t + 0.254829592) * t * Math.exp(-x * x);
     return Math.max(0, Math.min(1, 1 - erf));
 }
-/** Quantile of the standard normal (Acklam's rational approximation). */
+/** AS 241 (PPND16) coefficients, lowest degree first. */
+const AS241_A = [
+    3.387132872796366608, 1.3314166789178437745e2, 1.9715909503065514427e3, 1.3731693765509461125e4,
+    4.5921953931549871457e4, 6.7265770927008700853e4, 3.3430575583588128105e4, 2.5090809287301226727e3,
+];
+const AS241_B = [
+    1, 4.2313330701600911252e1, 6.871870074920579083e2, 5.3941960214247511077e3,
+    2.1213794301586595867e4, 3.930789580009271061e4, 2.8729085735721942674e4, 5.226495278852854561e3,
+];
+const AS241_C = [
+    1.42343711074968357734, 4.6303378461565452959, 5.7694972214606914055, 3.64784832476320460504,
+    1.27045825245236838258, 2.4178072517745061177e-1, 2.27238449892691845833e-2, 7.7454501427834140764e-4,
+];
+const AS241_D = [
+    1, 2.05319162663775882187, 1.6763848301838038494, 6.8976733498510000455e-1,
+    1.4810397642748007459e-1, 1.51986665636164571966e-2, 5.475938084995344946e-4, 1.05075007164441684324e-9,
+];
+const AS241_E = [
+    6.6579046435011037772, 5.4637849111641143699, 1.7848265399172913358, 2.9656057182850489123e-1,
+    2.6532189526576123093e-2, 1.2426609473880784386e-3, 2.71155556874348757815e-5, 2.01033439929228813265e-7,
+];
+const AS241_F = [
+    1, 5.9983220655588793769e-1, 1.3692988092273580531e-1, 1.48753612908506148525e-2,
+    7.868691311456132591e-4, 1.8463183175100546818e-5, 1.4215117583164458887e-7, 2.04426310338993978564e-15,
+];
+/** Horner evaluation with the coefficients ordered from lowest to highest degree. */
+function horner(coefficients, value) {
+    let result = coefficients[coefficients.length - 1];
+    for (let index = coefficients.length - 2; index >= 0; index -= 1)
+        result = result * value + coefficients[index];
+    return result;
+}
+/** Quantile of the standard normal (Wichura's AS 241 / PPND16, ~1e-16). */
 export function normalQuantile(p) {
     if (p <= 0)
         return Number.NEGATIVE_INFINITY;
     if (p >= 1)
         return Number.POSITIVE_INFINITY;
-    const a = [-3.969683028665376e1, 2.209460984245205e2, -2.759285104469687e2, 1.38357751867269e2, -3.066479806614716e1, 2.506628277459239];
-    const b = [-5.447609879822406e1, 1.615858368580409e2, -1.556989798598866e2, 6.680131188771972e1, -1.328068155288572e1];
-    const c = [-7.784894002430293e-3, -3.223964580411365e-1, -2.400758277161838, -2.549732539343734, 4.374664141464968, 2.938163982698783];
-    const d = [7.784695709041462e-3, 3.224671290700398e-1, 2.445134137142996, 3.754408661907416];
-    const low = 0.02425;
-    if (p < low) {
-        const q = Math.sqrt(-2 * Math.log(p));
-        return (((((c[0] * q + c[1]) * q + c[2]) * q + c[3]) * q + c[4]) * q + c[5]) / ((((d[0] * q + d[1]) * q + d[2]) * q + d[3]) * q + 1);
-    }
-    if (p > 1 - low)
-        return -normalQuantile(1 - p);
     const q = p - 0.5;
-    const r = q * q;
-    return (((((a[0] * r + a[1]) * r + a[2]) * r + a[3]) * r + a[4]) * r + a[5]) * q / (((((b[0] * r + b[1]) * r + b[2]) * r + b[3]) * r + b[4]) * r + 1);
+    if (Math.abs(q) <= 0.425) {
+        const r = 0.180625 - q * q;
+        return (q * horner(AS241_A, r)) / horner(AS241_B, r);
+    }
+    const tail = q < 0 ? p : 1 - p;
+    const r = Math.sqrt(-Math.log(tail));
+    let value;
+    if (r <= 5) {
+        const shifted = r - 1.6;
+        value = horner(AS241_C, shifted) / horner(AS241_D, shifted);
+    }
+    else {
+        const shifted = r - 5;
+        value = horner(AS241_E, shifted) / horner(AS241_F, shifted);
+    }
+    return q < 0 ? -value : value;
 }
 //# sourceMappingURL=math.js.map

package/lib/math.js.map

@@ -1 +1 @@
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package/lib/version.d.ts

@@ -3,5 +3,5 @@
  * @module dsh-meta-analysis/version
  */
 /** The package version. */
-export declare const VERSION = "0.1.1";
+export declare const VERSION = "0.1.2";
 //# sourceMappingURL=version.d.ts.map

package/lib/version.js

@@ -3,5 +3,5 @@
  * @module dsh-meta-analysis/version
  */
 /** The package version. */
-export const VERSION = '0.1.1';
+export const VERSION = '0.1.2';
 //# sourceMappingURL=version.js.map

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "dsh-meta-analysis",
-  "version": "0.1.1",
+  "version": "0.1.2",
   "description": "Meta-analysis arithmetic for DeepSeek Harness: effect-size conversions (OR/RR/d/r/SMD, SE from CI) with named formulas, fixed-effect and DerSimonian-Laird random-effects pooling, Q/df/p, I2, tau2, forest-plot data, Markdown/SARIF reports and a light Egger test for k >= 10. Local, dependency-free, reproducible from the inputs.",
   "author": "PerryLink contributors",
   "repository": {
@@ -77,7 +77,8 @@
     "typecheck": "tsc -p tsconfig.json --noEmit && tsc -p tsconfig.test.json",
     "test": "vitest run",
     "test:watch": "vitest",
-    "verify:package": "node scripts/verify-package.mjs"
+    "verify:package": "node scripts/verify-package.mjs",
+    "bench:meta": "node bench/run-meta.mjs"
   },
   "license": "Apache-2.0"
 }

package/src/math.ts

@@ -3,9 +3,10 @@
  * log-gamma, regularized lower incomplete gamma (χ² CDF), regularized
  * incomplete beta (t CDF) and a two-sided normal tail.
  *
- * Accuracy target is ~1e-10 for the gamma/beta continued fractions and ~1e-7
- * for the normal tail approximation; that is enough for pooling output, and the
- * README says which approximation is used.
+ * Accuracy target is ~1e-10 for the gamma/beta continued fractions, ~1e-7
+ * for the normal tail approximation and ~1e-16 for the normal quantile
+ * (Wichura's AS 241); that is enough for pooling output, and the README says
+ * which approximation is used.
  *
  * @module dsh-meta-analysis/math
  */
@@ -129,21 +130,57 @@ export function zTwoSidedP(z: number): number {
   return Math.max(0, Math.min(1, 1 - erf))
 }
 
-/** Quantile of the standard normal (Acklam's rational approximation). */
+/** AS 241 (PPND16) coefficients, lowest degree first. */
+const AS241_A = [
+  3.387132872796366608, 1.3314166789178437745e2, 1.9715909503065514427e3, 1.3731693765509461125e4,
+  4.5921953931549871457e4, 6.7265770927008700853e4, 3.3430575583588128105e4, 2.5090809287301226727e3,
+]
+const AS241_B = [
+  1, 4.2313330701600911252e1, 6.871870074920579083e2, 5.3941960214247511077e3,
+  2.1213794301586595867e4, 3.930789580009271061e4, 2.8729085735721942674e4, 5.226495278852854561e3,
+]
+const AS241_C = [
+  1.42343711074968357734, 4.6303378461565452959, 5.7694972214606914055, 3.64784832476320460504,
+  1.27045825245236838258, 2.4178072517745061177e-1, 2.27238449892691845833e-2, 7.7454501427834140764e-4,
+]
+const AS241_D = [
+  1, 2.05319162663775882187, 1.6763848301838038494, 6.8976733498510000455e-1,
+  1.4810397642748007459e-1, 1.51986665636164571966e-2, 5.475938084995344946e-4, 1.05075007164441684324e-9,
+]
+const AS241_E = [
+  6.6579046435011037772, 5.4637849111641143699, 1.7848265399172913358, 2.9656057182850489123e-1,
+  2.6532189526576123093e-2, 1.2426609473880784386e-3, 2.71155556874348757815e-5, 2.01033439929228813265e-7,
+]
+const AS241_F = [
+  1, 5.9983220655588793769e-1, 1.3692988092273580531e-1, 1.48753612908506148525e-2,
+  7.868691311456132591e-4, 1.8463183175100546818e-5, 1.4215117583164458887e-7, 2.04426310338993978564e-15,
+]
+
+/** Horner evaluation with the coefficients ordered from lowest to highest degree. */
+function horner(coefficients: readonly number[], value: number): number {
+  let result = coefficients[coefficients.length - 1]!
+  for (let index = coefficients.length - 2; index >= 0; index -= 1) result = result * value + coefficients[index]!
+  return result
+}
+
+/** Quantile of the standard normal (Wichura's AS 241 / PPND16, ~1e-16). */
 export function normalQuantile(p: number): number {
   if (p <= 0) return Number.NEGATIVE_INFINITY
   if (p >= 1) return Number.POSITIVE_INFINITY
-  const a = [-3.969683028665376e1, 2.209460984245205e2, -2.759285104469687e2, 1.38357751867269e2, -3.066479806614716e1, 2.506628277459239]
-  const b = [-5.447609879822406e1, 1.615858368580409e2, -1.556989798598866e2, 6.680131188771972e1, -1.328068155288572e1]
-  const c = [-7.784894002430293e-3, -3.223964580411365e-1, -2.400758277161838, -2.549732539343734, 4.374664141464968, 2.938163982698783]
-  const d = [7.784695709041462e-3, 3.224671290700398e-1, 2.445134137142996, 3.754408661907416]
-  const low = 0.02425
-  if (p < low) {
-    const q = Math.sqrt(-2 * Math.log(p))
-    return (((((c[0]! * q + c[1]!) * q + c[2]!) * q + c[3]!) * q + c[4]!) * q + c[5]!) / ((((d[0]! * q + d[1]!) * q + d[2]!) * q + d[3]!) * q + 1)
-  }
-  if (p > 1 - low) return -normalQuantile(1 - p)
   const q = p - 0.5
-  const r = q * q
-  return (((((a[0]! * r + a[1]!) * r + a[2]!) * r + a[3]!) * r + a[4]!) * r + a[5]!) * q / (((((b[0]! * r + b[1]!) * r + b[2]!) * r + b[3]!) * r + b[4]!) * r + 1)
+  if (Math.abs(q) <= 0.425) {
+    const r = 0.180625 - q * q
+    return (q * horner(AS241_A, r)) / horner(AS241_B, r)
+  }
+  const tail = q < 0 ? p : 1 - p
+  const r = Math.sqrt(-Math.log(tail))
+  let value: number
+  if (r <= 5) {
+    const shifted = r - 1.6
+    value = horner(AS241_C, shifted) / horner(AS241_D, shifted)
+  } else {
+    const shifted = r - 5
+    value = horner(AS241_E, shifted) / horner(AS241_F, shifted)
+  }
+  return q < 0 ? -value : value
 }

package/src/version.ts

@@ -4,4 +4,4 @@
  */
 
 /** The package version. */
-export const VERSION = '0.1.1'
+export const VERSION = '0.1.2'