margin-ts 0.6.0

package/LICENSE

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+MIT License
+
+Copyright (c) 2026 Cope Labs LLC
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

package/README.md

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+# margin
+
+**Typed health classification for systems that measure things.**
+
+TypeScript port of the [Python margin library](https://github.com/sethc5/margin). Zero dependencies.
+
+```typescript
+import { Parser, createThresholds, expressionToString } from 'margin-ts';
+
+const parser = new Parser(
+  { throughput: 500, errorRate: 0.002 },
+  createThresholds(400, 150),
+  { errorRate: createThresholds(0.01, 0.10, false) },
+);
+
+const expr = parser.parse({ throughput: 480, errorRate: 0.03 });
+console.log(expressionToString(expr));
+// [throughput:INTACT(-0.04σ)] [errorRate:DEGRADED(-14.00σ)]
+```
+
+Throughput and error rate on the same scale. One is higher-is-better, the other is lower-is-better. Both classified correctly. Sigma-normalised so you can compare them.
+
+## Install
+
+```bash
+npm install margin-ts
+```
+
+## What it does
+
+A number comes in. Margin gives it:
+
+- **Health** — INTACT / DEGRADED / ABLATED / RECOVERING / OOD
+- **Polarity** — higher-is-better or lower-is-better, handled correctly everywhere
+- **Sigma** — dimensionless deviation from baseline, always positive = healthier
+- **Confidence** — CERTAIN / HIGH / MODERATE / LOW / INDETERMINATE
+- **Drift** — trajectory: STABLE / DRIFTING / ACCELERATING / DECELERATING / REVERTING / OSCILLATING
+- **Anomaly** — outlier: EXPECTED / UNUSUAL / ANOMALOUS / NOVEL
+
+## Drift detection
+
+```typescript
+import { classifyDrift, DriftState } from 'margin-ts';
+
+const dc = classifyDrift(observations);
+dc.state;     // DriftState.DRIFTING
+dc.direction; // DriftDirection.WORSENING
+dc.rate;      // slope per second (polarity-normalised)
+```
+
+## Anomaly detection
+
+```typescript
+import { classifyAnomaly, AnomalyState } from 'margin-ts';
+
+const ac = classifyAnomaly(currentValue, referenceValues, { component: 'cpu' });
+ac.state;    // AnomalyState.NOVEL
+ac.zScore;   // how many σ from historical mean
+ac.isNovel;  // true if outside historical range
+```
+
+## API parity with Python
+
+The TypeScript port mirrors the Python library's core types:
+
+| Python | TypeScript |
+|--------|-----------|
+| `Health.INTACT` | `Health.INTACT` |
+| `Thresholds(intact=80, ablated=30)` | `createThresholds(80, 30)` |
+| `classify(value, confidence, thresholds)` | `classify(value, confidence, thresholds)` |
+| `Parser(baselines, thresholds)` | `new Parser(baselines, thresholds)` |
+| `expr.to_string()` | `expressionToString(expr)` |
+| `classify_drift(observations)` | `classifyDrift(observations)` |
+| `classify_anomaly(value, ref)` | `classifyAnomaly(value, ref)` |
+
+## License
+
+MIT — Copyright (c) 2026 Cope Labs LLC

package/dist/anomaly.d.ts

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+/**
+ * Anomaly detection: typed states for statistical outliers.
+ *
+ * Health says "is it good?", Drift says "is it changing?",
+ * Anomaly says "is it normal?"
+ */
+import { Confidence } from './confidence.js';
+export declare enum AnomalyState {
+    EXPECTED = "EXPECTED",
+    UNUSUAL = "UNUSUAL",
+    ANOMALOUS = "ANOMALOUS",
+    NOVEL = "NOVEL"
+}
+export declare const ANOMALY_SEVERITY: Record<AnomalyState, number>;
+export interface AnomalyClassification {
+    component: string;
+    state: AnomalyState;
+    zScore: number;
+    historicalMean: number;
+    historicalStd: number;
+    historicalMin: number;
+    historicalMax: number;
+    isNovel: boolean;
+    confidence: Confidence;
+    nReference: number;
+}
+export declare function classifyAnomaly(value: number, reference: number[], options?: {
+    component?: string;
+    unusualThreshold?: number;
+    anomalousThreshold?: number;
+    novelMargin?: number;
+    minReference?: number;
+}): AnomalyClassification | null;
+//# sourceMappingURL=anomaly.d.ts.map

package/dist/anomaly.d.ts.map

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package/dist/anomaly.js

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+"use strict";
+/**
+ * Anomaly detection: typed states for statistical outliers.
+ *
+ * Health says "is it good?", Drift says "is it changing?",
+ * Anomaly says "is it normal?"
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.ANOMALY_SEVERITY = exports.AnomalyState = void 0;
+exports.classifyAnomaly = classifyAnomaly;
+const confidence_js_1 = require("./confidence.js");
+var AnomalyState;
+(function (AnomalyState) {
+    AnomalyState["EXPECTED"] = "EXPECTED";
+    AnomalyState["UNUSUAL"] = "UNUSUAL";
+    AnomalyState["ANOMALOUS"] = "ANOMALOUS";
+    AnomalyState["NOVEL"] = "NOVEL";
+})(AnomalyState || (exports.AnomalyState = AnomalyState = {}));
+exports.ANOMALY_SEVERITY = {
+    [AnomalyState.EXPECTED]: 0,
+    [AnomalyState.UNUSUAL]: 1,
+    [AnomalyState.ANOMALOUS]: 2,
+    [AnomalyState.NOVEL]: 3,
+};
+function mean(xs) {
+    return xs.reduce((a, b) => a + b, 0) / xs.length;
+}
+function std(xs, m) {
+    if (xs.length < 2)
+        return 0;
+    const variance = xs.reduce((a, x) => a + (x - m) ** 2, 0) / (xs.length - 1);
+    return Math.sqrt(variance);
+}
+function confidenceFromN(n) {
+    if (n >= 30)
+        return confidence_js_1.Confidence.HIGH;
+    if (n >= 10)
+        return confidence_js_1.Confidence.MODERATE;
+    if (n >= 3)
+        return confidence_js_1.Confidence.LOW;
+    return confidence_js_1.Confidence.INDETERMINATE;
+}
+function classifyAnomaly(value, reference, options = {}) {
+    const component = options.component ?? '';
+    const unusualThreshold = options.unusualThreshold ?? 2.0;
+    const anomalousThreshold = options.anomalousThreshold ?? 3.0;
+    const novelMargin = options.novelMargin ?? 0.1;
+    const minReference = options.minReference ?? 3;
+    if (reference.length < minReference)
+        return null;
+    const refMean = mean(reference);
+    const refStd = std(reference, refMean);
+    const refMin = Math.min(...reference);
+    const refMax = Math.max(...reference);
+    const n = reference.length;
+    // Z-score
+    let z;
+    if (refStd > 0) {
+        z = (value - refMean) / refStd;
+    }
+    else {
+        z = value === refMean ? 0 : (value > refMean ? Infinity : -Infinity);
+    }
+    // Novelty check
+    const refRange = refMax - refMin;
+    const margin = refRange > 0 ? Math.max(refRange * novelMargin, refStd) : refStd * 2;
+    const isNovel = value < refMin - margin || value > refMax + margin;
+    // Classification
+    let state;
+    if (isNovel)
+        state = AnomalyState.NOVEL;
+    else if (Math.abs(z) >= anomalousThreshold)
+        state = AnomalyState.ANOMALOUS;
+    else if (Math.abs(z) >= unusualThreshold)
+        state = AnomalyState.UNUSUAL;
+    else
+        state = AnomalyState.EXPECTED;
+    return {
+        component,
+        state,
+        zScore: z,
+        historicalMean: refMean,
+        historicalStd: refStd,
+        historicalMin: refMin,
+        historicalMax: refMax,
+        isNovel,
+        confidence: confidenceFromN(n),
+        nReference: n,
+    };
+}
+//# sourceMappingURL=anomaly.js.map

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package/dist/confidence.d.ts

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+/**
+ * Confidence tiers for uncertain comparisons.
+ * Replaces binary booleans with graded confidence levels.
+ */
+export declare enum Confidence {
+    CERTAIN = "certain",
+    HIGH = "high",
+    MODERATE = "moderate",
+    LOW = "low",
+    INDETERMINATE = "indeterminate"
+}
+export declare function confidenceRank(c: Confidence): number;
+export declare function confidenceGte(a: Confidence, b: Confidence): boolean;
+export declare function confidenceLt(a: Confidence, b: Confidence): boolean;
+export declare function minConfidence(...confs: Confidence[]): Confidence;
+//# sourceMappingURL=confidence.d.ts.map

package/dist/confidence.d.ts.map

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package/dist/confidence.js

@@ -0,0 +1,41 @@
+"use strict";
+/**
+ * Confidence tiers for uncertain comparisons.
+ * Replaces binary booleans with graded confidence levels.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.Confidence = void 0;
+exports.confidenceRank = confidenceRank;
+exports.confidenceGte = confidenceGte;
+exports.confidenceLt = confidenceLt;
+exports.minConfidence = minConfidence;
+var Confidence;
+(function (Confidence) {
+    Confidence["CERTAIN"] = "certain";
+    Confidence["HIGH"] = "high";
+    Confidence["MODERATE"] = "moderate";
+    Confidence["LOW"] = "low";
+    Confidence["INDETERMINATE"] = "indeterminate";
+})(Confidence || (exports.Confidence = Confidence = {}));
+const RANK = {
+    [Confidence.CERTAIN]: 4,
+    [Confidence.HIGH]: 3,
+    [Confidence.MODERATE]: 2,
+    [Confidence.LOW]: 1,
+    [Confidence.INDETERMINATE]: 0,
+};
+function confidenceRank(c) {
+    return RANK[c];
+}
+function confidenceGte(a, b) {
+    return RANK[a] >= RANK[b];
+}
+function confidenceLt(a, b) {
+    return RANK[a] < RANK[b];
+}
+function minConfidence(...confs) {
+    if (confs.length === 0)
+        return Confidence.INDETERMINATE;
+    return confs.reduce((a, b) => (RANK[a] <= RANK[b] ? a : b));
+}
+//# sourceMappingURL=confidence.js.map

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package/dist/drift.d.ts

@@ -0,0 +1,36 @@
+/**
+ * Drift classification: typed states for value trajectories.
+ *
+ * Health tells you WHERE a value is. Drift tells you WHERE IT'S HEADED.
+ */
+import { Confidence } from './confidence.js';
+import { Observation } from './observation.js';
+export declare enum DriftState {
+    STABLE = "STABLE",
+    DRIFTING = "DRIFTING",
+    ACCELERATING = "ACCELERATING",
+    DECELERATING = "DECELERATING",
+    REVERTING = "REVERTING",
+    OSCILLATING = "OSCILLATING"
+}
+export declare enum DriftDirection {
+    IMPROVING = "IMPROVING",
+    WORSENING = "WORSENING",
+    NEUTRAL = "NEUTRAL"
+}
+export interface DriftClassification {
+    component: string;
+    state: DriftState;
+    direction: DriftDirection;
+    rate: number;
+    acceleration: number;
+    rSquared: number;
+    confidence: Confidence;
+    nSamples: number;
+    windowSeconds: number;
+}
+export declare function classifyDrift(observations: Observation[], options?: {
+    minSamples?: number;
+    noiseThreshold?: number;
+}): DriftClassification | null;
+//# sourceMappingURL=drift.d.ts.map

package/dist/drift.d.ts.map

@@ -0,0 +1 @@
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package/dist/drift.js

@@ -0,0 +1,141 @@
+"use strict";
+/**
+ * Drift classification: typed states for value trajectories.
+ *
+ * Health tells you WHERE a value is. Drift tells you WHERE IT'S HEADED.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.DriftDirection = exports.DriftState = void 0;
+exports.classifyDrift = classifyDrift;
+const confidence_js_1 = require("./confidence.js");
+var DriftState;
+(function (DriftState) {
+    DriftState["STABLE"] = "STABLE";
+    DriftState["DRIFTING"] = "DRIFTING";
+    DriftState["ACCELERATING"] = "ACCELERATING";
+    DriftState["DECELERATING"] = "DECELERATING";
+    DriftState["REVERTING"] = "REVERTING";
+    DriftState["OSCILLATING"] = "OSCILLATING";
+})(DriftState || (exports.DriftState = DriftState = {}));
+var DriftDirection;
+(function (DriftDirection) {
+    DriftDirection["IMPROVING"] = "IMPROVING";
+    DriftDirection["WORSENING"] = "WORSENING";
+    DriftDirection["NEUTRAL"] = "NEUTRAL";
+})(DriftDirection || (exports.DriftDirection = DriftDirection = {}));
+// -----------------------------------------------------------------------
+// Linear regression
+// -----------------------------------------------------------------------
+function linreg(xs, ys) {
+    const n = xs.length;
+    const mx = xs.reduce((a, b) => a + b, 0) / n;
+    const my = ys.reduce((a, b) => a + b, 0) / n;
+    let ssxx = 0, ssyy = 0, ssxy = 0;
+    for (let i = 0; i < n; i++) {
+        ssxx += (xs[i] - mx) ** 2;
+        ssyy += (ys[i] - my) ** 2;
+        ssxy += (xs[i] - mx) * (ys[i] - my);
+    }
+    if (ssxx === 0)
+        return { slope: 0, intercept: my, rSq: 0, se: 0 };
+    const slope = ssxy / ssxx;
+    const intercept = my - slope * mx;
+    let ssRes = 0;
+    for (let i = 0; i < n; i++)
+        ssRes += (ys[i] - (intercept + slope * xs[i])) ** 2;
+    const rSq = ssyy > 0 ? Math.max(1 - ssRes / ssyy, 0) : 0;
+    const se = ssxx > 0 ? Math.sqrt(ssRes / Math.max(n - 2, 1) / ssxx) : 0;
+    return { slope, intercept, rSq, se };
+}
+// -----------------------------------------------------------------------
+// Oscillation detection
+// -----------------------------------------------------------------------
+function isOscillating(ys, residuals) {
+    if (ys.length < 5)
+        return false;
+    const maxRes = Math.max(...residuals.map(Math.abs));
+    const tol = 0.01 * maxRes;
+    let crossings = 0;
+    for (let i = 1; i < residuals.length; i++) {
+        if (residuals[i - 1] * residuals[i] < 0 &&
+            Math.abs(residuals[i - 1]) > tol && Math.abs(residuals[i]) > tol) {
+            crossings++;
+        }
+    }
+    const amplitude = Math.max(...ys) - Math.min(...ys);
+    const meanAbs = ys.reduce((a, b) => a + Math.abs(b), 0) / ys.length;
+    const relAmp = amplitude / Math.max(meanAbs, 1e-10);
+    return crossings >= 2 && relAmp > 0.02;
+}
+// -----------------------------------------------------------------------
+// Main classification
+// -----------------------------------------------------------------------
+function classifyDrift(observations, options = {}) {
+    const minSamples = options.minSamples ?? 3;
+    const noiseThreshold = options.noiseThreshold ?? 1.5;
+    const timed = observations
+        .filter(o => o.measuredAt != null)
+        .sort((a, b) => a.measuredAt.getTime() - b.measuredAt.getTime());
+    if (timed.length < minSamples)
+        return null;
+    const name = timed[0].name;
+    const higherIsBetter = timed[0].higherIsBetter;
+    const baseline = timed[0].baseline;
+    const t0 = timed[0].measuredAt.getTime();
+    const xs = timed.map(o => (o.measuredAt.getTime() - t0) / 1000);
+    const ys = timed.map(o => o.value);
+    const n = xs.length;
+    const window = xs[n - 1] - xs[0];
+    if (window === 0)
+        return null;
+    const { slope, intercept, rSq, se } = linreg(xs, ys);
+    const residuals = ys.map((y, i) => y - (intercept + slope * xs[i]));
+    const normSlope = higherIsBetter ? slope : -slope;
+    // Slope significance
+    const slopeSignificant = se === 0 ? Math.abs(slope) > 0 : Math.abs(slope) > noiseThreshold * se;
+    let state;
+    let direction;
+    if (!slopeSignificant) {
+        if (isOscillating(ys, residuals)) {
+            state = DriftState.OSCILLATING;
+            direction = DriftDirection.NEUTRAL;
+        }
+        else {
+            state = DriftState.STABLE;
+            direction = DriftDirection.NEUTRAL;
+        }
+    }
+    else {
+        direction = normSlope > 0 ? DriftDirection.IMPROVING : DriftDirection.WORSENING;
+        const firstVal = ys[0];
+        const currentVal = ys[n - 1];
+        const wasUnhealthy = higherIsBetter ? firstVal < baseline : firstVal > baseline;
+        const nowCloser = Math.abs(currentVal - baseline) < Math.abs(firstVal - baseline);
+        if (wasUnhealthy && nowCloser) {
+            state = DriftState.REVERTING;
+        }
+        else {
+            state = DriftState.DRIFTING;
+        }
+    }
+    // Confidence
+    let confidence;
+    if (n >= 10 && rSq > 0.8)
+        confidence = confidence_js_1.Confidence.HIGH;
+    else if (n >= 5 && rSq > 0.5)
+        confidence = confidence_js_1.Confidence.MODERATE;
+    else
+        confidence = confidence_js_1.Confidence.LOW;
+    return {
+        component: name,
+        state,
+        direction,
+        rate: normSlope,
+        acceleration: 0,
+        rSquared: rSq,
+        confidence,
+        nSamples: n,
+        windowSeconds: window,
+    };
+}
+//# sourceMappingURL=drift.js.map

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package/dist/health.d.ts

@@ -0,0 +1,26 @@
+/**
+ * Health classification: typed states for any monitored component.
+ *
+ * Maps a scalar measurement against thresholds into a typed health predicate.
+ * Supports both polarities: higher_is_better and lower_is_better.
+ */
+import { Confidence } from './confidence.js';
+export declare enum Health {
+    INTACT = "INTACT",
+    DEGRADED = "DEGRADED",
+    ABLATED = "ABLATED",
+    RECOVERING = "RECOVERING",
+    OOD = "OOD"
+}
+export declare const SEVERITY: Record<Health, number>;
+export interface Thresholds {
+    intact: number;
+    ablated: number;
+    higherIsBetter?: boolean;
+    activeMin?: number;
+}
+export declare function createThresholds(intact: number, ablated: number, higherIsBetter?: boolean, activeMin?: number): Thresholds;
+export declare function isIntact(value: number, t: Thresholds): boolean;
+export declare function isAblated(value: number, t: Thresholds): boolean;
+export declare function classify(value: number, confidence: Confidence, thresholds: Thresholds, correcting?: boolean): Health;
+//# sourceMappingURL=health.d.ts.map

package/dist/health.d.ts.map

@@ -0,0 +1 @@
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package/dist/health.js

@@ -0,0 +1,54 @@
+"use strict";
+/**
+ * Health classification: typed states for any monitored component.
+ *
+ * Maps a scalar measurement against thresholds into a typed health predicate.
+ * Supports both polarities: higher_is_better and lower_is_better.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.SEVERITY = exports.Health = void 0;
+exports.createThresholds = createThresholds;
+exports.isIntact = isIntact;
+exports.isAblated = isAblated;
+exports.classify = classify;
+const confidence_js_1 = require("./confidence.js");
+var Health;
+(function (Health) {
+    Health["INTACT"] = "INTACT";
+    Health["DEGRADED"] = "DEGRADED";
+    Health["ABLATED"] = "ABLATED";
+    Health["RECOVERING"] = "RECOVERING";
+    Health["OOD"] = "OOD";
+})(Health || (exports.Health = Health = {}));
+exports.SEVERITY = {
+    [Health.INTACT]: 0,
+    [Health.RECOVERING]: 1,
+    [Health.DEGRADED]: 2,
+    [Health.ABLATED]: 3,
+    [Health.OOD]: 4,
+};
+function createThresholds(intact, ablated, higherIsBetter = true, activeMin = 0.05) {
+    if (higherIsBetter && ablated > intact) {
+        throw new Error(`higherIsBetter but ablated (${ablated}) > intact (${intact})`);
+    }
+    if (!higherIsBetter && ablated < intact) {
+        throw new Error(`lowerIsBetter but ablated (${ablated}) < intact (${intact})`);
+    }
+    return { intact, ablated, higherIsBetter, activeMin };
+}
+function isIntact(value, t) {
+    return t.higherIsBetter !== false ? value >= t.intact : value <= t.intact;
+}
+function isAblated(value, t) {
+    return t.higherIsBetter !== false ? value < t.ablated : value > t.ablated;
+}
+function classify(value, confidence, thresholds, correcting = false) {
+    if (confidence === confidence_js_1.Confidence.INDETERMINATE)
+        return Health.OOD;
+    if (isIntact(value, thresholds))
+        return Health.INTACT;
+    if (isAblated(value, thresholds))
+        return correcting ? Health.RECOVERING : Health.ABLATED;
+    return correcting ? Health.RECOVERING : Health.DEGRADED;
+}
+//# sourceMappingURL=health.js.map

package/dist/health.js.map

@@ -0,0 +1 @@
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package/dist/index.d.ts

@@ -0,0 +1,14 @@
+/**
+ * margin — Typed health classification for systems that measure things.
+ *
+ * TypeScript port of the Python margin library.
+ * Zero dependencies. Pure TypeScript.
+ *
+ * Copyright (c) 2026 Cope Labs LLC. MIT License.
+ */
+export { Confidence, confidenceRank, confidenceGte, confidenceLt, minConfidence } from './confidence.js';
+export { Health, SEVERITY, Thresholds, createThresholds, isIntact, isAblated, classify, } from './health.js';
+export { Op, Observation, Correction, Expression, observationSigma, observationToAtom, observationToDict, observationFromDict, correctionIsActive, createExpression, healthOf, degraded, expressionToString, expressionToDict, Parser, } from './observation.js';
+export { DriftState, DriftDirection, DriftClassification, classifyDrift, } from './drift.js';
+export { AnomalyState, ANOMALY_SEVERITY, AnomalyClassification, classifyAnomaly, } from './anomaly.js';
+//# sourceMappingURL=index.d.ts.map

package/dist/index.d.ts.map

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