peeksafe 0.0.0-stage → 0.2.0

package/dist/plan.js.map

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

@@ -0,0 +1,17 @@
+export interface Rand {
+    (): number;
+    /** A single Bernoulli draw at rate `p`. */
+    bernoulli(p: number): boolean;
+    /** A uniform integer in `[0, nExclusive)`. */
+    int(nExclusive: number): number;
+    /** A uniform choice. Throws on an empty array rather than returning undefined. */
+    pick<T>(xs: readonly T[]): T;
+    /** A standard normal draw, via Box-Muller. */
+    normal(): number;
+}
+/** FNV-1a. Used to derive an independent seed per named stream. */
+export declare function hash32(s: string): number;
+export declare function makeRand(seed: number | string): Rand;
+/** A stream keyed by name, reproducible regardless of call order elsewhere. */
+export declare const streamFor: (...parts: Array<string | number>) => Rand;
+//# sourceMappingURL=rand.d.ts.map

package/dist/rand.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"rand.d.ts","sourceRoot":"","sources":["../src/rand.ts"],"names":[],"mappings":"AAwBA,MAAM,WAAW,IAAI;IACnB,IAAI,MAAM,CAAC;IACX,2CAA2C;IAC3C,SAAS,CAAC,CAAC,EAAE,MAAM,GAAG,OAAO,CAAC;IAC9B,8CAA8C;IAC9C,GAAG,CAAC,UAAU,EAAE,MAAM,GAAG,MAAM,CAAC;IAChC,kFAAkF;IAClF,IAAI,CAAC,CAAC,EAAE,EAAE,EAAE,SAAS,CAAC,EAAE,GAAG,CAAC,CAAC;IAC7B,8CAA8C;IAC9C,MAAM,IAAI,MAAM,CAAC;CAClB;AAgCD,mEAAmE;AACnE,wBAAgB,MAAM,CAAC,CAAC,EAAE,MAAM,GAAG,MAAM,CAOxC;AAED,wBAAgB,QAAQ,CAAC,IAAI,EAAE,MAAM,GAAG,MAAM,GAAG,IAAI,CAwDpD;AAED,+EAA+E;AAC/E,eAAO,MAAM,SAAS,aAAc,KAAK,CAAC,MAAM,GAAG,MAAM,CAAC,KAAG,IAC1B,CAAC"}

package/dist/rand.js

@@ -0,0 +1,104 @@
+/**
+ * rand.ts: deterministic randomness.
+ *
+ * Everything stochastic in peeksafe (the Monte Carlo checks in `test/`, and any
+ * simulation a caller wants to run) draws from here.
+ *
+ * The generator is a linear congruential generator feeding an integer avalanche.
+ * The LCG alone is not good enough: consecutive outputs of an LCG sit on a
+ * lattice, which visibly biases Bernoulli streams, and a Bernoulli stream is the
+ * only thing this library ever simulates. The mixer decorrelates without adding
+ * a dependency and without losing determinism.
+ *
+ * Both sets of constants are published parameters rather than anybody's source
+ * code, and both are named in NOTICE.
+ *
+ * The exact stream matters. The measurements in the README and in
+ * `test/paper.test.ts` were produced by this generator, so replacing it with a
+ * better one (sfc32, pcg) would change every reported figure. That is a fine
+ * thing to do deliberately, with the numbers re-derived and the README updated.
+ * It is not a fine thing to do by accident, which is why the constants are
+ * spelled out here rather than imported.
+ */
+import { PeeksafeError, requireProbability } from "./errors.js";
+/**
+ * LCG with Knuth's multiplier 1664525 and increment 1013904223, modulo 2^32.
+ *
+ * These are tabulated constants (Knuth, TAOCP vol. 2), reprinted in most
+ * numerical texts. Exact in float64: 2^32 * 1664525 sits under 2^53, so the
+ * product never loses a bit before the mask.
+ */
+function lcg(seed) {
+    let s = seed >>> 0;
+    return () => {
+        s = (s * 1664525 + 1013904223) >>> 0;
+        return s / 0x100000000;
+    };
+}
+/**
+ * 32-bit avalanche: the `lowbias32` multipliers from Chris Wellons' hash
+ * function prospector, which he placed in the public domain. Two rounds of
+ * xor-shift-multiply, chosen by search for low bias rather than derived.
+ */
+function mix32(x) {
+    let h = x >>> 0;
+    h ^= h >>> 16;
+    h = Math.imul(h, 0x7feb352d) >>> 0;
+    h ^= h >>> 15;
+    h = Math.imul(h, 0x846ca68b) >>> 0;
+    h ^= h >>> 16;
+    return h >>> 0;
+}
+/** FNV-1a. Used to derive an independent seed per named stream. */
+export function hash32(s) {
+    let h = 0x811c9dc5;
+    for (let i = 0; i < s.length; i++) {
+        h ^= s.charCodeAt(i);
+        h = Math.imul(h, 0x01000193) >>> 0;
+    }
+    return h >>> 0;
+}
+export function makeRand(seed) {
+    // `>>> 0` folded NaN, Infinity, 1.5 and 2^32 onto 0, and the old 0-to-1 remap put seed 1 there too.
+    if (typeof seed === "number" && !(Number.isInteger(seed) && seed >= 0 && seed < 0x100000000)) {
+        throw new PeeksafeError("PEEKSAFE_E_STAT_DOMAIN", `makeRand: a numeric seed must be an integer in [0, 2^32), got ${seed}`, {
+            detail: { seed },
+            hint: "pass a string to key a stream by name; it is hashed with hash32",
+        });
+    }
+    const s = typeof seed === "string" ? hash32(seed) : seed;
+    // Hull-Dobell: an odd increment and a multiplier of 1 mod 4 give a full period from every seed, 0 included.
+    const base = lcg(s);
+    const next = (() => mix32(Math.floor(base() * 0x100000000)) / 0x100000000);
+    // `next() < p` is false for every draw at NaN, so a rate that failed to compute simulated a case that never passes.
+    next.bernoulli = (p) => {
+        requireProbability(p, "p", "rand.bernoulli");
+        return next() < p;
+    };
+    next.int = (n) => {
+        if (!Number.isInteger(n) || n < 1) {
+            throw new PeeksafeError("PEEKSAFE_E_STAT_DOMAIN", `rand.int: n must be a positive integer, got ${n}`, {
+                detail: { n },
+            });
+        }
+        return Math.floor(next() * n) % n;
+    };
+    // Typed `T`, so it must never hand back `undefined`. Returning `xs[0]` for an
+    // empty array is `undefined` wearing a `T`, which is how a fail-open bug gets
+    // past the type checker.
+    next.pick = (xs) => {
+        if (xs.length === 0) {
+            throw new PeeksafeError("PEEKSAFE_E_STAT_DOMAIN", "rand.pick: cannot pick from an empty array");
+        }
+        return xs[next.int(xs.length)];
+    };
+    next.normal = () => {
+        const u = Math.max(1e-12, next());
+        const v = next();
+        return Math.sqrt(-2 * Math.log(u)) * Math.cos(2 * Math.PI * v);
+    };
+    return next;
+}
+/** A stream keyed by name, reproducible regardless of call order elsewhere. */
+export const streamFor = (...parts) => makeRand(hash32(parts.join("|")));
+//# sourceMappingURL=rand.js.map

package/dist/rand.js.map

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

@@ -0,0 +1,401 @@
+/** Lanczos approximation to log Γ(x), x > 0. ~15 significant digits. */
+export declare function logGamma(x: number): number;
+export declare const logBeta: (a: number, b: number) => number;
+/** Regularized lower incomplete gamma P(a,x), accurate to ~1e-15. */
+export declare function gammaP(a: number, x: number): number;
+/**
+ * erf(x) = sign(x)·P(½, x²).
+ * Built on the incomplete gamma rather than a rational fit: the usual 7-digit
+ * approximation is visible in a p-value and we compare p-values to thresholds.
+ */
+export declare function erf(x: number): number;
+/** Φ(x): standard normal CDF. */
+export declare const normalCdf: (x: number) => number;
+/** Φ⁻¹(p): Acklam's inverse normal CDF, refined by one Halley step. */
+export declare function normalQuantile(p: number): number;
+/** Regularized incomplete beta Iₓ(a,b) = P(Beta(a,b) ≤ x). */
+export declare function ibeta(a: number, b: number, x: number): number;
+export interface Interval {
+    low: number;
+    high: number;
+    point: number;
+    /**
+     * How many observations the interval rests on, when the producer knows.
+     * `0` means the interval is vacuous and `point` is a placeholder, not an
+     * estimate, check it before printing the point as a number.
+     */
+    observations?: number;
+}
+/**
+ * Wilson score interval for a binomial proportion.
+ * Correct at the boundaries (0/n and n/n) where Wald is degenerate, which is
+ * exactly where eval cases live.
+ */
+export declare function wilsonInterval(successes: number, n: number, z?: number): Interval;
+export interface BetaPosterior {
+    alpha: number;
+    beta: number;
+    mean: number;
+    mode: number;
+    variance: number;
+    sd: number;
+    n: number;
+    successes: number;
+}
+/** Conjugate Beta posterior for a per-case latent success probability. */
+export declare function betaPosterior(successes: number, failures: number, prior?: {
+    alpha: number;
+    beta: number;
+}): BetaPosterior;
+/** Inverse of the Beta CDF by bisection on ibeta (monotone, so this is exact to 1e-10). */
+export declare function betaQuantile(alpha: number, beta: number, q: number): number;
+/**
+ * Student-t quantile, from the Beta inverse CDF.
+ *
+ * Needed because the cluster-robust suite interval has a *small* number of
+ * degrees of freedom, one per case family, not one per case, and at 39 df the
+ * difference between t and z is already 3.2% of the half-width. Using z there
+ * would reintroduce, in miniature, exactly the too-narrow-interval bug that
+ * clustering exists to fix.
+ *
+ * The identity is the standard one: for T ~ t_ν and t > 0,
+ *   P(|T| > t) = I_x(ν/2, ½)  with  x = ν/(ν + t²)
+ * so inverting `ibeta` in x inverts the t CDF. Exact to the ~1e-10 of
+ * `betaQuantile`, and it degenerates to `normalQuantile` as ν → ∞.
+ */
+export declare function tQuantile(p: number, df: number): number;
+/** Equal-tailed credible interval of a Beta posterior. */
+export declare function betaCredibleInterval(post: BetaPosterior, level?: number): Interval;
+/** P(a < θ < b) under a Beta posterior. */
+export declare function betaMassBetween(post: BetaPosterior, a: number, b: number): number;
+/**
+ * Newcombe's hybrid-score interval for a difference of proportions (p₂ − p₁).
+ * Built from the two Wilson intervals, so it stays inside [-1,1] and behaves at
+ * the boundaries. This is the "effect size with a CI" that replaces "-4.5%".
+ */
+export declare function diffInterval(s1: number, n1: number, s2: number, n2: number, z?: number): Interval;
+/** Cohen's h, the scale-free effect size for proportions (arcsine transform). */
+export declare function cohensH(p1: number, p2: number): number;
+export interface TestResult {
+    statistic: number;
+    p: number;
+}
+/** Pooled two-proportion z-test, two-sided. */
+export declare function twoProportionZTest(s1: number, n1: number, s2: number, n2: number): TestResult;
+/**
+ * Fisher's exact test on a 2×2 table [[a,b],[c,d]], two-sided by the
+ * sum-of-small-probabilities convention. Exact, which matters because eval
+ * cases are run 8 to 30 times, not 8000.
+ */
+export declare function fisherExact2x2(a: number, b: number, cc: number, d: number): TestResult;
+export type SprtDecision = "ACCEPT_H0" | "ACCEPT_H1" | "CONTINUE";
+export interface SprtResult {
+    decision: SprtDecision;
+    logLR: number;
+    upper: number;
+    lower: number;
+    /** How far through the [lower, upper] corridor we are: -1 = H0 wall, +1 = H1 wall. */
+    progress: number;
+}
+export interface SprtOpts {
+    successes: number;
+    trials: number;
+    /** null hypothesis success probability (e.g. the baseline rate) */
+    p0: number;
+    /** alternative worth detecting (e.g. baseline − minimum detectable regression) */
+    p1: number;
+    alpha?: number;
+    beta?: number;
+}
+/**
+ * Wald's Sequential Probability Ratio Test for a Bernoulli stream.
+ *
+ * logLR = s·log(p₁/p₀) + (n−s)·log((1−p₁)/(1−p₀))
+ * accept H₁ when logLR ≥ log((1−β)/α); accept H₀ when logLR ≤ log(β/(1−α)).
+ *
+ * The whole point: it is evaluated after *every* batch, so a case that is
+ * obviously fine (or obviously broken) stops consuming samples immediately.
+ */
+export declare function sprtDecision(opts: SprtOpts): SprtResult;
+/**
+ * Expected sample number for Wald's SPRT under a true rate p (Wald's
+ * approximation).
+ *
+ * `(L₁·log A + (1−L₁)·log B) / E_p[log λ]`, where `L₁` is the probability of
+ * finishing at the H₁ wall. Exactness here is about `L₁` and not about the
+ * result: the formula treats the test as stopping exactly on a wall, where a
+ * real one overshoots it, so the answer under-states the true expected sample
+ * number. `L₁` is Wald's operating characteristic in exact form,
+ * `(1 − B^h) / (A^h − B^h)` at the tilt `h` above, rather than the
+ * textbook three-point interpolation: both the numerator and the drift have to
+ * change sign at the same rate, and an interpolation that misses that rate by
+ * even a little returns a *negative* number of runs. The version this replaces
+ * interpolated `L₁` as `(p − p1)/(p0 − p1)`, which rises from 0 at `p1` to 1 at
+ * `p0` where the OC falls from `1 − β` to `α`, so it matched neither hypothesis
+ * and came out negative over most of the corridor. Every caller here tests the
+ * result for `> 0` and falls back to `maxTrials`, so a case landing in the
+ * corridor was priced at the per-case cap: a 9/30 baseline, whose posterior
+ * median sits above its own rate, costs 32 runs and was quoted at 96.
+ * `test/exports.test.ts` pins both the positivity and that case.
+ */
+export declare function sprtExpectedN(p: number, p0: number, p1: number, alpha?: number, beta?: number): number;
+export interface BhResult {
+    /** rejected[i] === true ⇒ case i is a discovery at FDR ≤ q */
+    rejected: boolean[];
+    /** BH-adjusted p-values (monotone step-up), aligned with the input order */
+    adjusted: number[];
+    /** the largest raw p-value that was rejected, or 0 if none */
+    cutoff: number;
+    discoveries: number;
+}
+/**
+ * Benjamini-Hochberg FDR control.
+ * With 200 cases at α=0.05 you expect ~10 false alarms per clean run; BH is why
+ * a green suite stays green.
+ */
+export declare function bhCorrect(pvalues: number[], q?: number): BhResult;
+/**
+ * Log marginal likelihood of s successes in n Bernoulli trials when the rate
+ * carries a Beta(a,b) prior, the beta-binomial, minus the C(n,s) term (which
+ * cancels in every ratio we take).
+ */
+export declare function logMarginalBetaBinomial(s: number, n: number, a: number, b: number): number;
+/**
+ * A **two-sample e-value** for "the candidate is worse than the baseline".
+ *
+ * The one-sample alternative, test the candidate against the baseline's point
+ * estimate, quietly assumes the baseline rate is known. It is not: it came
+ * from 24 noisy runs, and a baseline that got lucky manufactures regressions
+ * that were never there.
+ *
+ * So the null keeps the baseline's uncertainty: p ~ Beta(1+s_b, 1+f_b), and the
+ * alternative is the same amount of information centred `mde` lower. The ratio
+ * of the two marginal likelihoods is a Bayes factor, and a Bayes factor between
+ * two joint distributions of the same sequence is a non-negative martingale
+ * with mean 1 under the null's own marginal, here the shared rate drawn from
+ * the uniform prior. At a fixed rate the mean can exceed 1, so the frequentist
+ * type I error is checked exactly in `test/error-control.test.ts` instead.
+ */
+export declare function twoSampleLogE(candidateSuccesses: number, candidateTrials: number, baselineSuccesses: number, baselineTrials: number, mde: number, 
+/**
+ * Concentration of the alternative prior. Low values spread the alternative
+ * over "anything materially worse", which is what actually happens when a
+ * change breaks a case, it rarely lands exactly `mde` below.
+ */
+altConcentration?: number): number;
+/**
+ * e-BH, Benjamini-Hochberg for **e-values** (Wang & Ramdas).
+ *
+ * Why this exists: a p-value computed after optional stopping is not a
+ * p-value. The likelihood ratio a sequential test accumulates *is* a valid
+ * e-value under H₀ (it is a non-negative martingale, so Ville's inequality
+ * gives P(sup LR ≥ 1/α) ≤ α), and it stays valid if you keep sampling, which
+ * is exactly what peeksafe does to confirm a flagged case.
+ *
+ * Reject the k largest e-values where k* = max{ k : e₍ₖ₎ ≥ m / (q·k) }.
+ * Controls FDR at q under *arbitrary* dependence between cases.
+ */
+export interface EbhResult {
+    rejected: boolean[];
+    discoveries: number;
+    /** the e-value a case had to beat, given how many discoveries were made */
+    threshold: number;
+}
+export declare function ebhCorrect(evalues: number[], q?: number): EbhResult;
+/**
+ * The e-value a case must reach to be certain of rejection whatever the others do.
+ *
+ * `q` is checked as `ebhCorrect` checks it, so a level of 0 answers Infinity.
+ */
+export declare function ebhSoloThreshold(m: number, q?: number): number;
+/**
+ * Fixed-N sample size per arm for detecting a `delta` drop from `p0` at the
+ * given error rates. This is the "naive approach" peeksafe is measured against.
+ *
+ * Returns **Infinity** when the effect is one the case cannot suffer, a case
+ * whose baseline rate is 10% cannot lose 15 points, and no number of samples
+ * will find a drop that is arithmetically impossible. The old version clamped
+ * `p1` to 1e-6 and answered "44 runs", which is a plausible-looking lie
+ * and exactly the sort of thing a budget planner must not do.
+ */
+export declare function sampleSizeTwoProportion(p0: number, delta: number, alpha?: number, beta?: number): number;
+/** Shannon entropy in bits of a Bernoulli(p), used as a raw instability signal. */
+export declare function bernoulliEntropy(p: number): number;
+/** log of the Beta(a,b) density at p. */
+export declare function logBetaPdf(p: number, a: number, b: number): number;
+/** The two prior shapes `twoSampleLogE` compares. Exposed so the planner can
+ *  reason about the *limit* of the evidence, not just its value at some n. */
+export declare function twoSamplePriors(baselineSuccesses: number, baselineTrials: number, mde: number, altConcentration?: number): {
+    nullPrior: {
+        a: number;
+        b: number;
+    };
+    altPrior: {
+        a: number;
+        b: number;
+    };
+};
+/**
+ * The **evidence ceiling** of the unpaired two-sample e-value.
+ *
+ * This is the single most useful number the planner has, and it is not
+ * obvious: the two-sample Bayes factor does *not* grow without bound in the
+ * number of candidate runs. Both marginals are the same binomial likelihood
+ * under different priors, so by Laplace approximation
+ *
+ *     log m_a(s, n) = n·h(p̂) + log f_a(p̂) + ½log(2π p̂(1−p̂)/n) + O(1/n)
+ *
+ * and every term except `log f(p̂)` is common to numerator and denominator.
+ * The ratio therefore converges to the **prior density ratio at the observed
+ * rate**:
+ *
+ *     lim_{n→∞} log E  =  log f_alt(p) − log f_null(p)
+ *
+ * Consequences `gate` and `makePlan` report directly:
+ *   - a case whose ceiling sits below the e-BH bar `m/(q·k)` is **undetectable
+ *     at any budget**: buying more candidate runs cannot certify it;
+ *   - the remedy is more *baseline* runs, which sharpen f_null and raise the
+ *     ceiling, that is the amortised baseline, quantified;
+ *   - the paired design (`pairedLogE`) has no such ceiling, because its null is
+ *     an exact point mass at ½ rather than an estimated prior.
+ */
+export declare function evidenceCeilingLogE(pTrue: number, baselineSuccesses: number, baselineTrials: number, mde: number, altConcentration?: number): number;
+/**
+ * The **rate** at which the evidence ceiling grows in baseline runs: the
+ * Kullback-Leibler divergence `KL(p_b ‖ p)` in nats, with the *baseline* rate
+ * as the first argument.
+ *
+ * This is not the obvious direction, and getting it the wrong way round gives a
+ * materially different number (at 85% losing 15 points: 0.0611 the right way,
+ * 0.0720 the wrong way). It falls out of the Laplace expansion of the null
+ * prior's own density, see `evidenceCeilingAsymptotic`.
+ */
+export declare function evidenceCeilingSlope(pBaseline: number, pCandidate: number): number;
+/**
+ * The evidence ceiling in closed form, to O(1/n_b).
+ *
+ * `evidenceCeilingLogE` evaluates the exact prior density ratio. This says what
+ * that ratio *is*, as a function of the baseline size, and it is the useful
+ * form because it inverts:
+ *
+ *     ceiling(n_b) ≈ n_b · KL(p̄_b ‖ p) + log f_alt(p) + ½·log(2π p̄_b(1−p̄_b)/n_b)
+ *
+ * The leading term comes from Stirling on the null prior's normaliser:
+ * `f_null` is a Beta posterior, its log density at `p` is
+ * `−n_b·KL(p̄_b ‖ p) − ½log(2π p̄_b(1−p̄_b)/n_b) + O(1/n_b)`, and the alternative
+ * prior does not move with `n_b` at all.
+ *
+ * Two consequences that are the practical point of the whole ceiling result:
+ *
+ *  - **the ceiling grows linearly in baseline runs**, at a rate that is a
+ *    property of the case's pass rate and the MDE and of nothing else;
+ *  - so the baseline size a case needs to be detectable at all is roughly
+ *    `log(m/q) / KL(p̄_b ‖ p̄_b − δ)`, an O(1) formula where `plan.ts` searches.
+ *    It is a *lower* bound: the two lower-order terms are negative at realistic
+ *    `n_b`, so the honest quote is that rule of thumb plus about 20%, and
+ *    `makePlan` keeps reporting the exact search.
+ *
+ * Matches `evidenceCeilingLogE` to better than 0.1% for `n_b ≥ 240`; checked in
+ * `test/paper.test.ts`.
+ */
+export declare function evidenceCeilingAsymptotic(baselineSuccesses: number, baselineTrials: number, pTrue: number, mde: number, altConcentration?: number): number;
+/**
+ * The two-sample log e-value along the **mean trajectory**: the value it takes
+ * when the candidate scores exactly its expected `pTrue·n` successes in `n`
+ * runs. Fractional successes are legal, the beta-binomial marginal is a ratio
+ * of Beta functions, which is defined on the reals.
+ *
+ * This is a plug-in for E[log E], not E[log E] itself. `expectedLogEExact`
+ * computes the true expectation by summing over the binomial.
+ */
+export declare function expectedLogE(pTrue: number, n: number, baselineSuccesses: number, baselineTrials: number, mde: number, altConcentration?: number): number;
+/** E[log E] computed exactly, by summing over every binomial outcome. O(n). */
+export declare function expectedLogEExact(pTrue: number, n: number, baselineSuccesses: number, baselineTrials: number, mde: number, altConcentration?: number): number;
+/**
+ * Smallest number of candidate runs whose mean-trajectory log e-value clears
+ * `logThreshold`. Returns **Infinity** when the ceiling is below the threshold
+ *, the honest answer to "how many runs would it take", when the answer is
+ * that no number of runs will do.
+ */
+export declare function samplesForEvidence(pTrue: number, baselineSuccesses: number, baselineTrials: number, mde: number, logThreshold: number, maxN?: number, altConcentration?: number): number;
+/**
+ * The two-sample e-value for "the candidate is worse than the baseline", valid
+ * at every pair of rates and at any stopping time. Same arguments as
+ * `twoSampleLogE`, which it never exceeds.
+ */
+export declare function universalTwoSampleLogE(candidateSuccesses: number, candidateTrials: number, baselineSuccesses: number, baselineTrials: number, mde: number, altConcentration?: number): number;
+/**
+ * An upper bound on `universalTwoSampleLogE` over every future candidate run
+ * count, for a candidate observed at rate `pTrue`. It plays the part
+ * `evidenceCeilingLogE` plays for the default statistic.
+ *
+ * The alternative's marginal is at most the candidate's maximum likelihood, and
+ * the pooled likelihood ratio is at most `n_b · KL(p̂_b ‖ pTrue)`, so the bound
+ * is the baseline's mixture over its maximum likelihood plus that term.
+ */
+export declare function universalCeilingLogE(pTrue: number, baselineSuccesses: number, baselineTrials: number): number;
+export interface PairedCounts {
+    /** both arms passed */
+    bothPass: number;
+    /** baseline passed, candidate failed, the direction that indicates a regression */
+    worse: number;
+    /** candidate passed, baseline failed */
+    better: number;
+    /** both arms failed */
+    bothFail: number;
+}
+export declare function discordant(p: PairedCounts): number;
+/**
+ * Phi coefficient of the 2×2 pair table, how well the pairing actually
+ * coupled the two arms. 0 means the seeds bought nothing (the arms are
+ * independent and you may as well not have paired); 1 means perfect coupling.
+ * This is the number the variance-reduction claim has to be measured against,
+ * not assumed.
+ */
+export declare function pairPhi(p: PairedCounts): number;
+/**
+ * A **paired e-value** for "the candidate is worse".
+ *
+ * Null: each discordant pair points the wrong way with probability at most ½.
+ * Alternative: it points the wrong way with probability θ ~ Beta centred on
+ * `thetaAlt`, truncated to θ > ½. Every θ in that support gives a likelihood
+ * ratio against ½ that is a supermartingale whenever the true probability is
+ * ½ or less, so the mixture is an e-value valid under optional stopping for a
+ * candidate that is unchanged or better, not only for one that is unchanged.
+ */
+export declare function pairedLogE(worse: number, discordantPairs: number, thetaAlt?: number, concentration?: number): number;
+/**
+ * The discordance model a paired plan runs on.
+ *
+ * With probability `rho` the two arms see the same random draw and a
+ * discordance can only occur inside the (p_c, p_b) gap, always in the "worse"
+ * direction. With probability 1−rho they are independent and discordances go
+ * both ways. `rho` is *measured* from a pilot (see `pairPhi`), not assumed.
+ */
+export declare function pairedDiscordance(pBaseline: number, mde: number, rho: number): {
+    rate: number;
+    theta: number;
+};
+/**
+ * Expected number of **pairs** for the paired e-value to clear `logThreshold`.
+ * One pair costs one candidate run plus one baseline run, so the caller must
+ * double it before comparing with `samplesForEvidence`. Even so it usually
+ * wins, and unlike the unpaired design it never returns Infinity for a real
+ * effect.
+ */
+export declare function mcnemarSamplesForEvidence(pBaseline: number, mde: number, rho: number, logThreshold: number, maxPairs?: number, concentration?: number): number;
+/**
+ * P(p_candidate ≤ p_baseline − mde) under independent Beta posteriors, the
+ * posterior probability that a case *moved*, given whatever handful of runs it
+ * has so far.
+ *
+ * This is the screening score: cheap (one quadrature over `ibeta`), needs only
+ * 3 to 4 candidate runs to be informative, and orders cases by where the
+ * expensive sequential test can actually pay. It is deliberately **not** a
+ * decision, screening decides where to spend, the e-value decides what is
+ * true, and the FDR guarantee is unaffected by which cases you chose to look
+ * at (e-BH is valid under arbitrary dependence, including a data-dependent
+ * choice of which cases to sample further).
+ */
+export declare function probabilityMoved(baselineSuccesses: number, baselineTrials: number, candidateSuccesses: number, candidateTrials: number, mde: number, nodes?: number): number;
+//# sourceMappingURL=stats.d.ts.map

package/dist/stats.d.ts.map

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