mathfuse 1.0.0

package/dist/cjs/numerical/index.js

@@ -0,0 +1,300 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.kahanSum = exports.remap = exports.approxEqual = exports.roundTo = exports.clamp = exports.lagrange = exports.tableInterpolate = exports.inverseLerp = exports.lerp = exports.gaussLegendre = exports.integrate = exports.gradient = exports.secondDerivative = exports.derivative = exports.brent = exports.newtonRaphson = exports.bisection = void 0;
+/**
+ * Bisection method — guaranteed convergence on a bracketed root.
+ * @param f - continuous function
+ * @param a - left bracket
+ * @param b - right bracket (f(a) and f(b) must have opposite signs)
+ */
+function bisection(f, a, b, tol = 1e-10, maxIter = 100) {
+    if (f(a) * f(b) > 0) {
+        throw new RangeError('f(a) and f(b) must have opposite signs (bracket the root)');
+    }
+    let lo = a, hi = b, mid = a, iter = 0;
+    while (iter < maxIter) {
+        mid = (lo + hi) / 2;
+        const fmid = f(mid);
+        const error = (hi - lo) / 2;
+        if (error < tol || fmid === 0) {
+            return { root: mid, iterations: iter + 1, converged: true, error };
+        }
+        if (f(lo) * fmid < 0)
+            hi = mid;
+        else
+            lo = mid;
+        iter++;
+    }
+    return { root: mid, iterations: maxIter, converged: false, error: (hi - lo) / 2 };
+}
+exports.bisection = bisection;
+/**
+ * Newton-Raphson method — fast quadratic convergence near smooth roots.
+ * @param f - function
+ * @param df - derivative (if omitted, estimated numerically)
+ */
+function newtonRaphson(f, x0, df, tol = 1e-10, maxIter = 100) {
+    const h = 1e-7;
+    const deriv = df ?? ((x) => (f(x + h) - f(x - h)) / (2 * h));
+    let x = x0;
+    for (let iter = 0; iter < maxIter; iter++) {
+        const fx = f(x);
+        const dfx = deriv(x);
+        if (Math.abs(dfx) < 1e-14)
+            throw new RangeError('derivative is zero — Newton-Raphson failed');
+        const dx = fx / dfx;
+        x -= dx;
+        if (Math.abs(dx) < tol) {
+            return { root: x, iterations: iter + 1, converged: true, error: Math.abs(dx) };
+        }
+    }
+    return { root: x, iterations: maxIter, converged: false, error: Math.abs(f(x)) };
+}
+exports.newtonRaphson = newtonRaphson;
+/**
+ * Brent's method — combines bisection, secant, and inverse quadratic interpolation.
+ * Robust and fast — the recommended general-purpose root finder.
+ */
+function brent(f, a, b, tol = 1e-10, maxIter = 100) {
+    let fa = f(a), fb = f(b);
+    if (fa * fb > 0) {
+        throw new RangeError('f(a) and f(b) must have opposite signs');
+    }
+    if (Math.abs(fa) < Math.abs(fb)) {
+        [a, b] = [b, a];
+        [fa, fb] = [fb, fa];
+    }
+    let c = a, fc = fa, s = 0;
+    let mflag = true, d = 0;
+    for (let iter = 0; iter < maxIter; iter++) {
+        if (Math.abs(b - a) < tol) {
+            return { root: b, iterations: iter + 1, converged: true, error: Math.abs(b - a) };
+        }
+        if (fa !== fc && fb !== fc) {
+            s = (a * fb * fc) / ((fa - fb) * (fa - fc)) +
+                (b * fa * fc) / ((fb - fa) * (fb - fc)) +
+                (c * fa * fb) / ((fc - fa) * (fc - fb));
+        }
+        else {
+            s = b - fb * (b - a) / (fb - fa);
+        }
+        const cond1 = (s < (3 * a + b) / 4 || s > b);
+        const cond2 = mflag && Math.abs(s - b) >= Math.abs(b - c) / 2;
+        const cond3 = !mflag && Math.abs(s - b) >= Math.abs(c - d) / 2;
+        if (cond1 || cond2 || cond3) {
+            s = (a + b) / 2;
+            mflag = true;
+        }
+        else {
+            mflag = false;
+        }
+        const fs = f(s);
+        d = c;
+        c = b;
+        fc = fb;
+        if (fa * fs < 0) {
+            b = s;
+            fb = fs;
+        }
+        else {
+            a = s;
+            fa = fs;
+        }
+        if (Math.abs(fa) < Math.abs(fb)) {
+            [a, b] = [b, a];
+            [fa, fb] = [fb, fa];
+        }
+    }
+    return { root: b, iterations: maxIter, converged: false, error: Math.abs(f(b)) };
+}
+exports.brent = brent;
+// ─── Numerical Differentiation ────────────────────────────────────────────────
+/**
+ * First derivative using central differences (O(h²) accuracy).
+ */
+function derivative(f, x, h = 1e-5) {
+    return (f(x + h) - f(x - h)) / (2 * h);
+}
+exports.derivative = derivative;
+/**
+ * Second derivative using central differences.
+ */
+function secondDerivative(f, x, h = 1e-4) {
+    return (f(x + h) - 2 * f(x) + f(x - h)) / h ** 2;
+}
+exports.secondDerivative = secondDerivative;
+/**
+ * Gradient of a multivariate function at point x.
+ * @param f - function accepting a vector and returning a scalar
+ * @param x - point at which to compute the gradient
+ */
+function gradient(f, x, h = 1e-5) {
+    return x.map((_, i) => {
+        const xp = [...x];
+        xp[i] += h;
+        const xm = [...x];
+        xm[i] -= h;
+        return (f(xp) - f(xm)) / (2 * h);
+    });
+}
+exports.gradient = gradient;
+// ─── Numerical Integration ────────────────────────────────────────────────────
+/**
+ * Adaptive Simpson's rule — highly accurate for smooth functions.
+ */
+function integrate(f, a, b, tol = 1e-8, maxDepth = 50) {
+    function simpsonRule(fa, fm, fb, width) {
+        return (width / 6) * (fa + 4 * fm + fb);
+    }
+    function adaptive(x0, x1, fa, fm, fb, whole, depth) {
+        const mid = (x0 + x1) / 2;
+        const m0 = (x0 + mid) / 2;
+        const m1 = (mid + x1) / 2;
+        const fm0 = f(m0);
+        const fm1 = f(m1);
+        const leftV = simpsonRule(fa, fm0, fm, mid - x0);
+        const rightV = simpsonRule(fm, fm1, fb, x1 - mid);
+        const delta = leftV + rightV - whole;
+        if (depth >= maxDepth || Math.abs(delta) <= 15 * tol) {
+            return leftV + rightV + delta / 15;
+        }
+        return (adaptive(x0, mid, fa, fm0, fm, leftV, depth + 1) +
+            adaptive(mid, x1, fm, fm1, fb, rightV, depth + 1));
+    }
+    const mid = (a + b) / 2;
+    const fa = f(a), fm = f(mid), fb = f(b);
+    const whole = simpsonRule(fa, fm, fb, b - a);
+    return adaptive(a, b, fa, fm, fb, whole, 0);
+}
+exports.integrate = integrate;
+/**
+ * Gauss-Legendre quadrature (5-point) — excellent for polynomials and smooth functions.
+ * @param f - function to integrate
+ * @param a - lower bound
+ * @param b - upper bound
+ */
+function gaussLegendre(f, a, b) {
+    // 5-point GL nodes and weights on [-1, 1]
+    const nodes = [
+        -0.9061798459386640, -0.5384693101056831, 0,
+        0.5384693101056831, 0.9061798459386640,
+    ];
+    const weights = [
+        0.2369268850561891, 0.4786286704993665, 0.5688888888888889,
+        0.4786286704993665, 0.2369268850561891,
+    ];
+    const half = (b - a) / 2;
+    const mid = (a + b) / 2;
+    return half * nodes.reduce((s, t, i) => s + weights[i] * f(mid + half * t), 0);
+}
+exports.gaussLegendre = gaussLegendre;
+// ─── Interpolation ────────────────────────────────────────────────────────────
+/**
+ * Linear interpolation between two points.
+ */
+function lerp(a, b, t) {
+    return a + (b - a) * t;
+}
+exports.lerp = lerp;
+/**
+ * Inverse lerp — find t such that lerp(a, b, t) === value.
+ */
+function inverseLerp(a, b, value) {
+    if (a === b)
+        throw new RangeError('a and b must be different for inverse lerp');
+    return (value - a) / (b - a);
+}
+exports.inverseLerp = inverseLerp;
+/**
+ * Linear interpolation from a data table (sorted x values required).
+ * @param xs - sorted x values
+ * @param ys - corresponding y values
+ * @param x - query x value
+ */
+function tableInterpolate(xs, ys, x) {
+    if (xs.length !== ys.length || xs.length < 2) {
+        throw new RangeError('xs and ys must have equal length >= 2');
+    }
+    if (x <= xs[0])
+        return ys[0];
+    if (x >= xs[xs.length - 1])
+        return ys[ys.length - 1];
+    let lo = 0, hi = xs.length - 1;
+    while (hi - lo > 1) {
+        const mid = (lo + hi) >> 1;
+        if (xs[mid] <= x)
+            lo = mid;
+        else
+            hi = mid;
+    }
+    return ys[lo] + ((x - xs[lo]) / (xs[hi] - xs[lo])) * (ys[hi] - ys[lo]);
+}
+exports.tableInterpolate = tableInterpolate;
+/**
+ * Lagrange polynomial interpolation at a query point.
+ */
+function lagrange(xs, ys, x) {
+    if (xs.length !== ys.length)
+        throw new RangeError('xs and ys must have equal length');
+    const n = xs.length;
+    let result = 0;
+    for (let i = 0; i < n; i++) {
+        let term = ys[i];
+        for (let j = 0; j < n; j++) {
+            if (j !== i) {
+                if (xs[i] === xs[j])
+                    throw new RangeError('xs must have distinct values');
+                term *= (x - xs[j]) / (xs[i] - xs[j]);
+            }
+        }
+        result += term;
+    }
+    return result;
+}
+exports.lagrange = lagrange;
+// ─── Misc Numerical Utilities ─────────────────────────────────────────────────
+/**
+ * Clamp a value to [min, max].
+ */
+function clamp(value, min, max) {
+    return Math.min(max, Math.max(min, value));
+}
+exports.clamp = clamp;
+/**
+ * Round to n decimal places.
+ */
+function roundTo(value, decimals) {
+    const factor = 10 ** decimals;
+    return Math.round(value * factor) / factor;
+}
+exports.roundTo = roundTo;
+/**
+ * Check if two floats are approximately equal.
+ */
+function approxEqual(a, b, relTol = 1e-9, absTol = 0) {
+    return Math.abs(a - b) <= Math.max(relTol * Math.max(Math.abs(a), Math.abs(b)), absTol);
+}
+exports.approxEqual = approxEqual;
+/**
+ * Map a value from one range to another.
+ * @example remap(5, 0, 10, 0, 100) // 50
+ */
+function remap(value, inMin, inMax, outMin, outMax) {
+    return outMin + ((value - inMin) / (inMax - inMin)) * (outMax - outMin);
+}
+exports.remap = remap;
+/**
+ * Sum of an array using compensated Kahan summation (reduces floating-point error).
+ */
+function kahanSum(data) {
+    let sum = 0, comp = 0;
+    for (const v of data) {
+        const y = v - comp;
+        const t = sum + y;
+        comp = t - sum - y;
+        sum = t;
+    }
+    return sum;
+}
+exports.kahanSum = kahanSum;
+//# sourceMappingURL=index.js.map

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package/dist/cjs/stats/index.d.ts

@@ -0,0 +1,32 @@
+/**
+ * @module stats
+ * Descriptive statistics, correlation, normalization, and regression.
+ */
+export declare function mean(data: number[]): number;
+export declare function geometricMean(data: number[]): number;
+export declare function harmonicMean(data: number[]): number;
+export declare function median(data: number[]): number;
+export declare function mode(data: number[]): number[];
+export declare function weightedMean(data: number[], weights: number[]): number;
+export declare function variance(data: number[], population?: boolean): number;
+export declare function stdDev(data: number[], population?: boolean): number;
+export declare function range(data: number[]): number;
+export declare function iqr(data: number[]): number;
+export declare function mad(data: number[]): number;
+export declare function percentile(data: number[], p: number): number;
+export declare function fiveNumberSummary(data: number[]): [number, number, number, number, number];
+export declare function skewness(data: number[]): number;
+export declare function kurtosis(data: number[]): number;
+export declare function covariance(x: number[], y: number[]): number;
+export declare function pearsonCorrelation(x: number[], y: number[]): number;
+export declare function spearmanCorrelation(x: number[], y: number[]): number;
+export declare function zScore(data: number[]): number[];
+export declare function minMaxNormalize(data: number[]): number[];
+export interface RegressionResult {
+    slope: number;
+    intercept: number;
+    r2: number;
+    predict: (x: number) => number;
+}
+export declare function linearRegression(x: number[], y: number[]): RegressionResult;
+//# sourceMappingURL=index.d.ts.map

package/dist/cjs/stats/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/cjs/stats/index.js

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+"use strict";
+/**
+ * @module stats
+ * Descriptive statistics, correlation, normalization, and regression.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.linearRegression = exports.minMaxNormalize = exports.zScore = exports.spearmanCorrelation = exports.pearsonCorrelation = exports.covariance = exports.kurtosis = exports.skewness = exports.fiveNumberSummary = exports.percentile = exports.mad = exports.iqr = exports.range = exports.stdDev = exports.variance = exports.weightedMean = exports.mode = exports.median = exports.harmonicMean = exports.geometricMean = exports.mean = void 0;
+// ─── Helpers ────────────────────────────────────────────────────────────────
+function assertNonEmpty(data, label = 'data') {
+    if (data.length === 0)
+        throw new RangeError(`${label} must be non-empty`);
+}
+// ─── Central Tendency ───────────────────────────────────────────────────────
+function mean(data) {
+    assertNonEmpty(data);
+    return data.reduce((s, v) => s + v, 0) / data.length;
+}
+exports.mean = mean;
+function geometricMean(data) {
+    assertNonEmpty(data);
+    if (data.some((v) => v <= 0)) {
+        throw new RangeError('geometricMean requires all values to be positive');
+    }
+    const logSum = data.reduce((s, v) => s + Math.log(v), 0);
+    return Math.exp(logSum / data.length);
+}
+exports.geometricMean = geometricMean;
+function harmonicMean(data) {
+    assertNonEmpty(data);
+    if (data.some((v) => v === 0)) {
+        throw new RangeError('harmonicMean requires all values to be non-zero');
+    }
+    const recipSum = data.reduce((s, v) => s + 1 / v, 0);
+    return data.length / recipSum;
+}
+exports.harmonicMean = harmonicMean;
+function median(data) {
+    assertNonEmpty(data);
+    const sorted = [...data].sort((a, b) => a - b);
+    const mid = Math.floor(sorted.length / 2);
+    return sorted.length % 2 !== 0
+        ? sorted[mid]
+        : (sorted[mid - 1] + sorted[mid]) / 2;
+}
+exports.median = median;
+function mode(data) {
+    assertNonEmpty(data);
+    const freq = new Map();
+    for (const v of data)
+        freq.set(v, (freq.get(v) ?? 0) + 1);
+    const maxFreq = Math.max(...freq.values());
+    return [...freq.entries()]
+        .filter(([, f]) => f === maxFreq)
+        .map(([v]) => v)
+        .sort((a, b) => a - b);
+}
+exports.mode = mode;
+function weightedMean(data, weights) {
+    assertNonEmpty(data);
+    if (data.length !== weights.length) {
+        throw new RangeError('data and weights must have equal length');
+    }
+    const wSum = weights.reduce((s, w) => s + w, 0);
+    return data.reduce((s, v, i) => s + v * weights[i], 0) / wSum;
+}
+exports.weightedMean = weightedMean;
+// ─── Spread ─────────────────────────────────────────────────────────────────
+function variance(data, population = false) {
+    assertNonEmpty(data);
+    if (!population && data.length < 2) {
+        throw new RangeError('sample variance requires at least 2 data points');
+    }
+    const m = mean(data);
+    const sum = data.reduce((s, v) => s + (v - m) ** 2, 0);
+    return sum / (population ? data.length : data.length - 1);
+}
+exports.variance = variance;
+function stdDev(data, population = false) {
+    return Math.sqrt(variance(data, population));
+}
+exports.stdDev = stdDev;
+function range(data) {
+    assertNonEmpty(data);
+    return Math.max(...data) - Math.min(...data);
+}
+exports.range = range;
+function iqr(data) {
+    assertNonEmpty(data);
+    return percentile(data, 75) - percentile(data, 25);
+}
+exports.iqr = iqr;
+function mad(data) {
+    assertNonEmpty(data);
+    const m = median(data);
+    return median(data.map((v) => Math.abs(v - m)));
+}
+exports.mad = mad;
+// ─── Percentile ─────────────────────────────────────────────────────────────
+function percentile(data, p) {
+    assertNonEmpty(data);
+    const sorted = [...data].sort((a, b) => a - b);
+    const idx = (p / 100) * (sorted.length - 1);
+    const lo = Math.floor(idx);
+    const hi = Math.ceil(idx);
+    return sorted[lo] + (idx - lo) * (sorted[hi] - sorted[lo]);
+}
+exports.percentile = percentile;
+function fiveNumberSummary(data) {
+    assertNonEmpty(data);
+    const sorted = [...data].sort((a, b) => a - b);
+    return [
+        sorted[0],
+        percentile(data, 25),
+        median(data),
+        percentile(data, 75),
+        sorted[sorted.length - 1],
+    ];
+}
+exports.fiveNumberSummary = fiveNumberSummary;
+// ─── Shape ──────────────────────────────────────────────────────────────────
+function skewness(data) {
+    assertNonEmpty(data);
+    if (data.length < 3) {
+        throw new RangeError('skewness requires at least 3 data points');
+    }
+    const m = mean(data);
+    const s = stdDev(data);
+    if (s === 0)
+        return 0;
+    const n = data.length;
+    return ((n / ((n - 1) * (n - 2))) *
+        data.reduce((sum, v) => sum + ((v - m) / s) ** 3, 0));
+}
+exports.skewness = skewness;
+function kurtosis(data) {
+    assertNonEmpty(data);
+    if (data.length < 4) {
+        throw new RangeError('kurtosis requires at least 4 data points');
+    }
+    const m = mean(data);
+    const s = stdDev(data, true);
+    if (s === 0)
+        return 0;
+    const n = data.length;
+    const k4 = data.reduce((sum, v) => sum + ((v - m) / s) ** 4, 0);
+    return k4 / n - 3;
+}
+exports.kurtosis = kurtosis;
+// ─── Correlation & Covariance ───────────────────────────────────────────────
+function covariance(x, y) {
+    if (x.length !== y.length)
+        throw new RangeError('x and y must have equal length');
+    assertNonEmpty(x);
+    if (x.length < 2)
+        throw new RangeError('covariance requires at least 2 data points');
+    const mx = mean(x), my = mean(y);
+    return x.reduce((s, v, i) => s + (v - mx) * (y[i] - my), 0) / (x.length - 1);
+}
+exports.covariance = covariance;
+function pearsonCorrelation(x, y) {
+    const sx = stdDev(x), sy = stdDev(y);
+    if (sx === 0 || sy === 0)
+        return 0;
+    return covariance(x, y) / (sx * sy);
+}
+exports.pearsonCorrelation = pearsonCorrelation;
+function spearmanCorrelation(x, y) {
+    if (x.length !== y.length)
+        throw new RangeError('x and y must have equal length');
+    const rankArr = (arr) => {
+        const sorted = [...arr].sort((a, b) => a - b);
+        const ranks = new Array(arr.length);
+        // Build rank map with average ranks for ties
+        const rankMap = new Map();
+        let i = 0;
+        while (i < sorted.length) {
+            let j = i;
+            while (j < sorted.length && sorted[j] === sorted[i])
+                j++;
+            const avgRank = (i + 1 + j) / 2; // average of 1-indexed positions
+            rankMap.set(sorted[i], avgRank);
+            i = j;
+        }
+        for (let k = 0; k < arr.length; k++) {
+            ranks[k] = rankMap.get(arr[k]);
+        }
+        return ranks;
+    };
+    return pearsonCorrelation(rankArr(x), rankArr(y));
+}
+exports.spearmanCorrelation = spearmanCorrelation;
+// ─── Normalization ──────────────────────────────────────────────────────────
+function zScore(data) {
+    const m = mean(data);
+    const s = stdDev(data);
+    return data.map((v) => (v - m) / s);
+}
+exports.zScore = zScore;
+function minMaxNormalize(data) {
+    assertNonEmpty(data);
+    const mn = Math.min(...data);
+    const mx = Math.max(...data);
+    const r = mx - mn;
+    if (r === 0)
+        return data.map(() => 0);
+    return data.map((v) => (v - mn) / r);
+}
+exports.minMaxNormalize = minMaxNormalize;
+function linearRegression(x, y) {
+    if (x.length !== y.length)
+        throw new RangeError('x and y must have equal length');
+    assertNonEmpty(x);
+    if (x.length < 2)
+        throw new RangeError('linearRegression requires at least 2 data points');
+    const n = x.length;
+    const sx = x.reduce((s, v) => s + v, 0);
+    const sy = y.reduce((s, v) => s + v, 0);
+    const sxy = x.reduce((s, v, i) => s + v * y[i], 0);
+    const sxx = x.reduce((s, v) => s + v * v, 0);
+    const denom = n * sxx - sx * sx;
+    if (denom === 0)
+        throw new RangeError('linearRegression requires at least 2 distinct x values');
+    const slope = (n * sxy - sx * sy) / denom;
+    const intercept = (sy - slope * sx) / n;
+    const yMean = sy / n;
+    const ssTot = y.reduce((s, v) => s + (v - yMean) ** 2, 0);
+    const ssRes = y.reduce((s, v, i) => s + (v - (slope * x[i] + intercept)) ** 2, 0);
+    const r2 = ssTot === 0 ? 1 : 1 - ssRes / ssTot;
+    return { slope, intercept, r2, predict: (xv) => slope * xv + intercept };
+}
+exports.linearRegression = linearRegression;
+//# sourceMappingURL=index.js.map

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