fastlowess-wasm 4.0.0 → 4.1.0

package/README.md

@@ -12,7 +12,7 @@
   <em>One LOWESS to Rule Them All</em>
 </p>
 
-The fastest, most robust, and most feature-complete language-agnostic LOWESS (Locally Weighted Scatterplot Smoothing) implementation for **Rust**, **Python**, **R**, **Julia**, **JavaScript**, **C++**, **Go**, **Java**, and **WebAssembly**.
+The fastest, most robust, and most feature-complete language-agnostic LOWESS (Locally Weighted Scatterplot Smoothing) implementation for **Rust**, **Python**, **R**, **Julia**, **Node.js**, **C++**, **Go**, **Java**, and **WebAssembly**.
 
 The `lowess-project` also offers bindings for Rust, Python, R, Julia, Node.js, WebAssembly, C++, Go, and Java — see the [full repository](https://github.com/thisisamirv/lowess-project).
 

package/fastlowess_wasm.d.ts

@@ -25,6 +25,8 @@ export interface SmoothOptions {
     return_residuals?: boolean;
     /** Include robustness weights in result. Default: false. */
     return_robustness_weights?: boolean;
+    /** Include the per-point local fit derivative (slope) in result. Default: false. */
+    return_derivative?: boolean;
     /** Compute diagnostics (RMSE, MAE, R2, etc.). Ignored by OnlineLowess (it has no diagnostics field). Default: false. */
     return_diagnostics?: boolean;
     /** Include standard errors in result. Batch (Lowess) only; ignored by StreamingLowess/OnlineLowess. Default: false. */
@@ -47,9 +49,47 @@ export interface SmoothOptions {
     cv_seed?: number;
     /** Policy for non-finite (NaN/Inf) values in input data ("error", "drop"). Default: "error". */
     missing?: string;
+    /** Retain the fitted model's training data, enabling `LowessResult.predict()`. Batch (Lowess) only. Default: false. */
+    retain_model?: boolean;
 }
 
-/** Configuration options for streaming LOWESS smoothing. A subset of `SmoothOptions`: confidence/prediction intervals, standard errors, cross-validation, and `return_sorted` have no equivalent here. */
+/** Options for `LowessResult.predict()`. */
+export interface PredictOptions {
+    /** Include standard errors in the output. Default: false. */
+    return_se?: boolean;
+    /** Confidence interval coverage level (e.g. 0.95). Disabled when absent. */
+    confidence_level?: number;
+    /** Prediction interval coverage level (e.g. 0.95). Disabled when absent. */
+    prediction_level?: number;
+    /** Include the local fit's derivative (slope) in the output. Default: false. */
+    return_derivative?: boolean;
+    /** Behavior for query points outside the training range ("clamp", "linear", "error"). Default: "clamp". */
+    extrapolation?: string;
+    /** Under "linear" extrapolation, the maximum allowed distance beyond the training boundary before `predict()` errors instead of returning an unbounded value. */
+    max_extrapolation_distance?: number;
+    /** Maximum allowed distance to the farthest point in a query's local window before `predict()` errors, catching in-range-but-sparse query points. */
+    max_neighbor_distance?: number;
+}
+
+/** Result of `LowessResult.predict()`. */
+export interface PredictOutput {
+    /** Predicted y values, one per query point. */
+    readonly y: Float64Array;
+    /** Standard errors (if requested). */
+    readonly standard_errors: Float64Array | undefined;
+    /** Lower confidence interval bounds (if requested). */
+    readonly confidence_lower: Float64Array | undefined;
+    /** Upper confidence interval bounds (if requested). */
+    readonly confidence_upper: Float64Array | undefined;
+    /** Lower prediction interval bounds (if requested). */
+    readonly prediction_lower: Float64Array | undefined;
+    /** Upper prediction interval bounds (if requested). */
+    readonly prediction_upper: Float64Array | undefined;
+    /** Local fit's derivative (slope) at each query point (if requested). */
+    readonly derivative: Float64Array | undefined;
+}
+
+/** Configuration options for streaming LOWESS smoothing. A subset of `SmoothOptions`: cross-validation and `return_sorted` have no equivalent here. */
 export interface StreamingSmoothOptions {
     /** Smoothing fraction (0 < fraction <= 1). Default: 0.67. */
     fraction?: number;
@@ -73,19 +113,27 @@ export interface StreamingSmoothOptions {
     return_residuals?: boolean;
     /** Include robustness weights in result. Default: false. */
     return_robustness_weights?: boolean;
+    /** Include the per-point local fit derivative (slope) in result. Default: false. */
+    return_derivative?: boolean;
     /** Compute diagnostics (RMSE, MAE, R2, etc.). Default: false. */
     return_diagnostics?: boolean;
+    /** Compute standard errors. Default: false. */
+    return_se?: boolean;
+    /** Calculate confidence intervals (e.g., 0.95). Default: undefined. */
+    confidence_intervals?: number;
+    /** Calculate prediction intervals. Default: undefined. */
+    prediction_intervals?: number;
     /** Enable parallel execution. Default: true. */
     parallel?: boolean;
     /** Policy for non-finite (NaN/Inf) values in each chunk ("error", "drop"). Default: "error". */
     missing?: string;
 }
 
-/** Configuration options for online LOWESS smoothing. A subset of `SmoothOptions`: diagnostics, residuals, parallel execution, confidence/prediction intervals, standard errors, cross-validation, and `return_sorted` have no equivalent here. */
+/** Configuration options for online LOWESS smoothing. A subset of `SmoothOptions`: diagnostics, residuals, parallel execution, cross-validation, and `return_sorted` have no equivalent here. `return_se`/`confidence_intervals`/`prediction_intervals` require `update_mode = "full"`. */
 export interface OnlineSmoothOptions {
     /** Smoothing fraction (0 < fraction <= 1). Default: 0.67. */
     fraction?: number;
-    /** Number of robustness iterations. Default: 3. */
+    /** Number of robustness iterations. Requires `update_mode = "full"`. Default: 0. */
     iterations?: number;
     /** Delta for interpolation speedup. Default: auto. Set to 0 to disable. */
     delta?: number;
@@ -103,8 +151,16 @@ export interface OnlineSmoothOptions {
     auto_converge?: number;
     /** Include robustness weights in result. Default: false. */
     return_robustness_weights?: boolean;
+    /** Include the latest point's local fit derivative (slope) in result. Default: false. */
+    return_derivative?: boolean;
     /** Policy for non-finite (NaN/Inf) `x`/`y` values passed to `add_point` ("error", "drop"). Default: "error". */
     missing?: string;
+    /** Compute standard errors. Requires `update_mode = "full"`. Default: false. */
+    return_se?: boolean;
+    /** Calculate confidence intervals (e.g., 0.95). Requires `update_mode = "full"`. Default: undefined. */
+    confidence_intervals?: number;
+    /** Calculate prediction intervals. Requires `update_mode = "full"`. Default: undefined. */
+    prediction_intervals?: number;
 }
 
 /** Configuration options for streaming LOWESS. */
@@ -161,6 +217,11 @@ export class OnlineOutput {
     get residual(): number | undefined;
     get robustness_weight(): number | undefined;
     get iterations_used(): number | undefined;
+    get derivative(): number | undefined;
+    get confidence_lower(): number | undefined;
+    get confidence_upper(): number | undefined;
+    get prediction_lower(): number | undefined;
+    get prediction_upper(): number | undefined;
 }
 
 
@@ -188,6 +249,7 @@ export class LowessResult {
     readonly confidence_lower: Float64Array | undefined;
     readonly confidence_upper: Float64Array | undefined;
     readonly cv_scores: Float64Array | undefined;
+    readonly derivative: Float64Array | undefined;
     readonly diagnostics: Diagnostics | undefined;
     readonly fraction_used: number;
     readonly iterations_used: number | undefined;
@@ -204,7 +266,12 @@ export class OnlineOutput {
     private constructor();
     free(): void;
     [Symbol.dispose](): void;
+    readonly confidence_lower: number | undefined;
+    readonly confidence_upper: number | undefined;
+    readonly derivative: number | undefined;
     readonly iterations_used: number | undefined;
+    readonly prediction_lower: number | undefined;
+    readonly prediction_upper: number | undefined;
     readonly residual: number | undefined;
     readonly robustness_weight: number | undefined;
     readonly standard_error: number | undefined;
@@ -229,6 +296,7 @@ export interface InitOutput {
     readonly __wbg_lowessresult_free: (a: number, b: number) => void;
     readonly __wbg_onlinelowess_free: (a: number, b: number) => void;
     readonly __wbg_onlineoutput_free: (a: number, b: number) => void;
+    readonly __wbg_predictoutput_free: (a: number, b: number) => void;
     readonly __wbg_set_diagnostics_aic: (a: number, b: number, c: number) => void;
     readonly __wbg_set_diagnostics_aicc: (a: number, b: number, c: number) => void;
     readonly __wbg_set_diagnostics_effective_df: (a: number, b: number, c: number) => void;
@@ -243,9 +311,11 @@ export interface InitOutput {
     readonly lowessresult_confidence_lower: (a: number) => any;
     readonly lowessresult_confidence_upper: (a: number) => any;
     readonly lowessresult_cv_scores: (a: number) => any;
+    readonly lowessresult_derivative: (a: number) => any;
     readonly lowessresult_diagnostics: (a: number) => number;
     readonly lowessresult_fraction_used: (a: number) => number;
     readonly lowessresult_iterations_used: (a: number) => number;
+    readonly lowessresult_predict: (a: number, b: any, c: any) => [number, number, number];
     readonly lowessresult_prediction_lower: (a: number) => any;
     readonly lowessresult_prediction_upper: (a: number) => any;
     readonly lowessresult_residuals: (a: number) => any;
@@ -255,11 +325,23 @@ export interface InitOutput {
     readonly lowessresult_y: (a: number) => any;
     readonly onlinelowess_add_point: (a: number, b: number, c: number) => [number, number, number];
     readonly onlinelowess_new: (a: any, b: any) => [number, number, number];
+    readonly onlineoutput_confidence_lower: (a: number) => [number, number];
+    readonly onlineoutput_confidence_upper: (a: number) => [number, number];
+    readonly onlineoutput_derivative: (a: number) => [number, number];
     readonly onlineoutput_iterations_used: (a: number) => number;
+    readonly onlineoutput_prediction_lower: (a: number) => [number, number];
+    readonly onlineoutput_prediction_upper: (a: number) => [number, number];
     readonly onlineoutput_residual: (a: number) => [number, number];
     readonly onlineoutput_robustness_weight: (a: number) => [number, number];
     readonly onlineoutput_standard_error: (a: number) => [number, number];
     readonly onlineoutput_y: (a: number) => number;
+    readonly predictoutput_confidence_lower: (a: number) => any;
+    readonly predictoutput_confidence_upper: (a: number) => any;
+    readonly predictoutput_derivative: (a: number) => any;
+    readonly predictoutput_prediction_lower: (a: number) => any;
+    readonly predictoutput_prediction_upper: (a: number) => any;
+    readonly predictoutput_standard_errors: (a: number) => any;
+    readonly predictoutput_y: (a: number) => any;
     readonly streaminglowess_finalize: (a: number) => [number, number, number];
     readonly streaminglowess_new: (a: any, b: any) => [number, number, number];
     readonly streaminglowess_process_chunk: (a: number, b: any, c: any) => [number, number, number];

package/fastlowess_wasm.js

@@ -189,6 +189,13 @@ export class LowessResult {
         const ret = wasm.lowessresult_cv_scores(this.__wbg_ptr);
         return ret;
     }
+    /**
+     * @returns {Float64Array | undefined}
+     */
+    get derivative() {
+        const ret = wasm.lowessresult_derivative(this.__wbg_ptr);
+        return ret;
+    }
     /**
      * @returns {Diagnostics | undefined}
      */
@@ -210,6 +217,21 @@ export class LowessResult {
         const ret = wasm.lowessresult_iterations_used(this.__wbg_ptr);
         return ret === Number.MAX_SAFE_INTEGER ? undefined : ret;
     }
+    /**
+     * Evaluate the fitted model at out-of-sample query points not in the training set.
+     *
+     * Requires `retain_model: true` to have been set on the builder before `fit()`.
+     * @param {Float64Array} new_x
+     * @param {any} options
+     * @returns {PredictOutput}
+     */
+    predict(new_x, options) {
+        const ret = wasm.lowessresult_predict(this.__wbg_ptr, new_x, options);
+        if (ret[2]) {
+            throw takeFromExternrefTable0(ret[1]);
+        }
+        return PredictOutput.__wrap(ret[0]);
+    }
     /**
      * @returns {Float64Array | undefined}
      */
@@ -318,6 +340,27 @@ export class OnlineOutput {
         const ptr = this.__destroy_into_raw();
         wasm.__wbg_onlineoutput_free(ptr, 0);
     }
+    /**
+     * @returns {number | undefined}
+     */
+    get confidence_lower() {
+        const ret = wasm.onlineoutput_confidence_lower(this.__wbg_ptr);
+        return ret[0] === 0 ? undefined : ret[1];
+    }
+    /**
+     * @returns {number | undefined}
+     */
+    get confidence_upper() {
+        const ret = wasm.onlineoutput_confidence_upper(this.__wbg_ptr);
+        return ret[0] === 0 ? undefined : ret[1];
+    }
+    /**
+     * @returns {number | undefined}
+     */
+    get derivative() {
+        const ret = wasm.onlineoutput_derivative(this.__wbg_ptr);
+        return ret[0] === 0 ? undefined : ret[1];
+    }
     /**
      * @returns {number | undefined}
      */
@@ -325,6 +368,20 @@ export class OnlineOutput {
         const ret = wasm.onlineoutput_iterations_used(this.__wbg_ptr);
         return ret === Number.MAX_SAFE_INTEGER ? undefined : ret;
     }
+    /**
+     * @returns {number | undefined}
+     */
+    get prediction_lower() {
+        const ret = wasm.onlineoutput_prediction_lower(this.__wbg_ptr);
+        return ret[0] === 0 ? undefined : ret[1];
+    }
+    /**
+     * @returns {number | undefined}
+     */
+    get prediction_upper() {
+        const ret = wasm.onlineoutput_prediction_upper(this.__wbg_ptr);
+        return ret[0] === 0 ? undefined : ret[1];
+    }
     /**
      * @returns {number | undefined}
      */
@@ -356,6 +413,78 @@ export class OnlineOutput {
 }
 if (Symbol.dispose) OnlineOutput.prototype[Symbol.dispose] = OnlineOutput.prototype.free;
 
+/**
+ * Result of `LowessResult.predict()`.
+ */
+export class PredictOutput {
+    static __wrap(ptr) {
+        const obj = Object.create(PredictOutput.prototype);
+        obj.__wbg_ptr = ptr;
+        PredictOutputFinalization.register(obj, obj.__wbg_ptr, obj);
+        return obj;
+    }
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        PredictOutputFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_predictoutput_free(ptr, 0);
+    }
+    /**
+     * @returns {Float64Array | undefined}
+     */
+    get confidence_lower() {
+        const ret = wasm.predictoutput_confidence_lower(this.__wbg_ptr);
+        return ret;
+    }
+    /**
+     * @returns {Float64Array | undefined}
+     */
+    get confidence_upper() {
+        const ret = wasm.predictoutput_confidence_upper(this.__wbg_ptr);
+        return ret;
+    }
+    /**
+     * @returns {Float64Array | undefined}
+     */
+    get derivative() {
+        const ret = wasm.predictoutput_derivative(this.__wbg_ptr);
+        return ret;
+    }
+    /**
+     * @returns {Float64Array | undefined}
+     */
+    get prediction_lower() {
+        const ret = wasm.predictoutput_prediction_lower(this.__wbg_ptr);
+        return ret;
+    }
+    /**
+     * @returns {Float64Array | undefined}
+     */
+    get prediction_upper() {
+        const ret = wasm.predictoutput_prediction_upper(this.__wbg_ptr);
+        return ret;
+    }
+    /**
+     * @returns {Float64Array | undefined}
+     */
+    get standard_errors() {
+        const ret = wasm.predictoutput_standard_errors(this.__wbg_ptr);
+        return ret;
+    }
+    /**
+     * @returns {Float64Array}
+     */
+    get y() {
+        const ret = wasm.predictoutput_y(this.__wbg_ptr);
+        return ret;
+    }
+}
+if (Symbol.dispose) PredictOutput.prototype[Symbol.dispose] = PredictOutput.prototype.free;
+
 export class StreamingLowess {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -645,6 +774,9 @@ const OnlineLowessFinalization = (typeof FinalizationRegistry === 'undefined')
 const OnlineOutputFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_onlineoutput_free(ptr, 1));
+const PredictOutputFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_predictoutput_free(ptr, 1));
 const StreamingLowessFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_streaminglowess_free(ptr, 1));

package/package.json

@@ -5,7 +5,7 @@
     "Amir Valizadeh <thisisamirv@gmail.com>"
   ],
   "description": "High-performance LOWESS (Locally Weighted Scatterplot Smoothing)",
-  "version": "4.0.0",
+  "version": "4.1.0",
   "license": "MIT OR Apache-2.0",
   "repository": {
     "type": "git",