npm - peeksafe - Versions diffs - 0.2.0 → 0.4.0 - Mend

peeksafe 0.2.0 → 0.4.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (41) hide show

package/dist/stats.js CHANGED Viewed

@@ -102,13 +102,25 @@ export function gammaP(a, x) {
  * approximation is visible in a p-value and we compare p-values to thresholds.
  */
 export function erf(x) {
+    requireNumber(x, "x", "erf");
     if (x === 0)
         return 0;
     const p = gammaP(0.5, x * x);
     return x > 0 ? p : -p;
 }
 /** Φ(x): standard normal CDF. */
-export const normalCdf = (x) => 0.5 * (1 + erf(x / Math.SQRT2));
+export function normalCdf(x) {
+    requireNumber(x, "x", "normalCdf");
+    return 0.5 * (1 + erf(x / Math.SQRT2));
+}
+/** Refuses NaN only: erf and normalCdf answer the infinities as their limits. */
+function requireNumber(x, name, where) {
+    if (Number.isNaN(x)) {
+        throw new PeeksafeError("PEEKSAFE_E_STAT_DOMAIN", `${where}: ${name} must be a number, got NaN`, {
+            detail: { [name]: x },
+        });
+    }
+}
 /** Φ⁻¹(p): Acklam's inverse normal CDF, refined by one Halley step. */
 export function normalQuantile(p) {
     // Every branch below compares false for NaN, so it fell through to the tail formula and came back NaN.
@@ -272,8 +284,12 @@ export function wilsonInterval(successes, n, z = 1.959963984540054) {
 /** Conjugate Beta posterior for a per-case latent success probability. */
 export function betaPosterior(successes, failures, prior = { alpha: 1, beta: 1 }) {
     requireCounts(successes, successes + failures, "betaPosterior");
-    if (!(prior.alpha > 0) || !(prior.beta > 0)) {
-        throw new PeeksafeError("PEEKSAFE_E_STAT_DOMAIN", "betaPosterior: prior parameters must be positive", {
+    // An infinite shape passed `> 0` and came back as NaN moments.
+    if (!(prior.alpha > 0) ||
+        !(prior.beta > 0) ||
+        !Number.isFinite(prior.alpha) ||
+        !Number.isFinite(prior.beta)) {
+        throw new PeeksafeError("PEEKSAFE_E_STAT_DOMAIN", "betaPosterior: prior parameters must be finite and positive", {
             detail: { prior },
         });
     }
@@ -359,8 +375,20 @@ export function tQuantile(p, df) {
         return Infinity;
     return Math.sqrt((df * (1 - x)) / x);
 }
+// A posterior built by hand reached betaQuantile or ibeta unchecked and was refused in their name.
+function requirePosteriorShape(post, where) {
+    if (!(post.alpha > 0) ||
+        !(post.beta > 0) ||
+        !Number.isFinite(post.alpha) ||
+        !Number.isFinite(post.beta)) {
+        throw new PeeksafeError("PEEKSAFE_E_STAT_DOMAIN", `${where}: posterior alpha and beta must be finite and positive`, {
+            detail: { alpha: post.alpha, beta: post.beta },
+        });
+    }
+}
 /** Equal-tailed credible interval of a Beta posterior. */
 export function betaCredibleInterval(post, level = 0.95) {
+    requirePosteriorShape(post, "betaCredibleInterval");
     // betaQuantile clamps q to [0, 1], so a level of 95 or -1 came back as [0, 1] or [1, 0].
     requireOpenProbability(level, "level", "betaCredibleInterval");
     const tail = (1 - level) / 2;
@@ -372,6 +400,7 @@ export function betaCredibleInterval(post, level = 0.95) {
 }
 /** P(a < θ < b) under a Beta posterior. */
 export function betaMassBetween(post, a, b) {
+    requirePosteriorShape(post, "betaMassBetween");
     requireProbability(a, "a", "betaMassBetween");
     requireProbability(b, "b", "betaMassBetween");
     if (a > b) {
@@ -611,9 +640,8 @@ export function sprtExpectedN(p, p0, p1, alpha = 0.05, beta = 0.1) {
  * outside the two hypotheses, so the two powers are evaluated relative to
  * whichever of them is largest. Written as plain `exp`, a tilt of −662, which is
  * p = 0.0025 against p₀ = 0.999 and p₁ = 0.99, overflows `B^h` to Infinity and
- * the ratio comes back NaN; `expectedSequentialSamples` and
- * `typicalObservationsPerCase` both test the result for `> 0`, so a NaN there
- * silently prices the case at `maxTrials`.
+ * the ratio comes back NaN, which a caller testing the result for `> 0` reads
+ * as no estimate at all.
  */
 function sprtAcceptH1(h, A, B, drift) {
     // No tilt exists at p = 0 or p = 1: one outcome is impossible, so the drift
@@ -868,6 +896,8 @@ export function bernoulliEntropy(p) {
 /** log of the Beta(a,b) density at p. */
 export function logBetaPdf(p, a, b) {
     requireProbability(p, "p", "logBetaPdf");
+    requireConcentration(a, "a", "logBetaPdf");
+    requireConcentration(b, "b", "logBetaPdf");
     if (p <= 0 || p >= 1) {
         // density is 0 or ∞ at the boundary depending on the shape; the planner
         // only ever evaluates strictly inside, so clamp rather than return ±∞.
@@ -930,6 +960,9 @@ export function twoSamplePriors(baselineSuccesses, baselineTrials, mde, altConce
  */
 export function evidenceCeilingLogE(pTrue, baselineSuccesses, baselineTrials, mde, altConcentration = 8) {
     requireProbability(pTrue, "pTrue", "evidenceCeilingLogE");
+    requireCounts(baselineSuccesses, baselineTrials, "evidenceCeilingLogE");
+    requireConcentration(altConcentration, "altConcentration", "evidenceCeilingLogE");
+    requireOpenProbability(mde, "mde", "evidenceCeilingLogE");
     const { nullPrior, altPrior } = twoSamplePriors(baselineSuccesses, baselineTrials, mde, altConcentration);
     const ceiling = logBetaPdf(pTrue, altPrior.a, altPrior.b) - logBetaPdf(pTrue, nullPrior.a, nullPrior.b);
     return atOrAboveBaseline(pTrue, baselineSuccesses, baselineTrials)
@@ -983,6 +1016,8 @@ export function evidenceCeilingSlope(pBaseline, pCandidate) {
 export function evidenceCeilingAsymptotic(baselineSuccesses, baselineTrials, pTrue, mde, altConcentration = 8) {
     requireCounts(baselineSuccesses, baselineTrials, "evidenceCeilingAsymptotic");
     requireProbability(pTrue, "pTrue", "evidenceCeilingAsymptotic");
+    requireConcentration(altConcentration, "altConcentration", "evidenceCeilingAsymptotic");
+    requireOpenProbability(mde, "mde", "evidenceCeilingAsymptotic");
     if (baselineTrials === 0) {
         throw new PeeksafeError("PEEKSAFE_E_STAT_DOMAIN", "evidenceCeilingAsymptotic: needs at least one baseline trial", {
             detail: { baselineTrials },
@@ -1026,6 +1061,9 @@ export function expectedLogE(pTrue, n, baselineSuccesses, baselineTrials, mde, a
             detail: { n },
         });
     }
+    requireCounts(baselineSuccesses, baselineTrials, "expectedLogE");
+    requireConcentration(altConcentration, "altConcentration", "expectedLogE");
+    requireOpenProbability(mde, "mde", "expectedLogE");
     const { nullPrior: n0, altPrior: a1 } = twoSamplePriors(baselineSuccesses, baselineTrials, mde, altConcentration);
     const s = pTrue * n;
     const logE = logBeta(a1.a + s, a1.b + n - s) -
@@ -1041,6 +1079,9 @@ export function expectedLogEExact(pTrue, n, baselineSuccesses, baselineTrials, m
     if (!Number.isInteger(n) || n < 0) {
         throw new PeeksafeError("PEEKSAFE_E_STAT_DOMAIN", "expectedLogEExact: n must be a non-negative integer", { detail: { n } });
     }
+    requireCounts(baselineSuccesses, baselineTrials, "expectedLogEExact");
+    requireConcentration(altConcentration, "altConcentration", "expectedLogEExact");
+    requireOpenProbability(mde, "mde", "expectedLogEExact");
     let acc = 0;
     for (let s = 0; s <= n; s++) {
         const logW = logGamma(n + 1) -
@@ -1063,6 +1104,10 @@ export function expectedLogEExact(pTrue, n, baselineSuccesses, baselineTrials, m
 export function samplesForEvidence(pTrue, baselineSuccesses, baselineTrials, mde, logThreshold, maxN = 100_000, altConcentration = 8) {
     requireSearchCap(maxN, "maxN", "samplesForEvidence");
     requireLogThreshold(logThreshold, "samplesForEvidence");
+    requireProbability(pTrue, "pTrue", "samplesForEvidence");
+    requireCounts(baselineSuccesses, baselineTrials, "samplesForEvidence");
+    requireConcentration(altConcentration, "altConcentration", "samplesForEvidence");
+    requireOpenProbability(mde, "mde", "samplesForEvidence");
     const ceiling = evidenceCeilingLogE(pTrue, baselineSuccesses, baselineTrials, mde, altConcentration);
     if (!(ceiling > logThreshold))
         return Infinity;
@@ -1118,6 +1163,8 @@ function logNullSup(cs, cn, bs, bn) {
 export function universalTwoSampleLogE(candidateSuccesses, candidateTrials, baselineSuccesses, baselineTrials, mde, altConcentration = 8) {
     requireCounts(candidateSuccesses, candidateTrials, "universalTwoSampleLogE(candidate)");
     requireCounts(baselineSuccesses, baselineTrials, "universalTwoSampleLogE(baseline)");
+    requireConcentration(altConcentration, "altConcentration", "universalTwoSampleLogE");
+    requireOpenProbability(mde, "mde", "universalTwoSampleLogE");
     if (baselineTrials === 0) {
         throw new PeeksafeError("PEEKSAFE_E_STAT_DOMAIN", "universalTwoSampleLogE: needs at least one baseline trial", {
             detail: { baselineTrials },
@@ -1237,6 +1284,9 @@ export function mcnemarSamplesForEvidence(pBaseline, mde, rho, logThreshold, max
     requireConcentration(concentration, "concentration", "mcnemarSamplesForEvidence");
     requireSearchCap(maxPairs, "maxPairs", "mcnemarSamplesForEvidence");
     requireLogThreshold(logThreshold, "mcnemarSamplesForEvidence");
+    requireProbability(pBaseline, "pBaseline", "mcnemarSamplesForEvidence");
+    requireProbability(rho, "rho", "mcnemarSamplesForEvidence");
+    requireOpenProbability(mde, "mde", "mcnemarSamplesForEvidence");
     const { rate, theta } = pairedDiscordance(pBaseline, mde, rho);
     if (rate <= 0 || theta <= 0.5)
         return Infinity;

package/dist/stats.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/stop.d.ts CHANGED Viewed

@@ -160,5 +160,4 @@ export interface PairedStopDecision extends Omit<StopDecision, "reason" | "ceili
  * second e-process against "dropped by at least `mde`", valid under repeated looks like `regressed`.
  */
 export declare function shouldStopPaired(counts: PairedCounts, options: PairedStopOptions): PairedStopDecision;
-export declare function settleLogE(c: PairedCounts, mde: number): number;
 //# sourceMappingURL=stop.d.ts.map

package/dist/stop.d.ts.map CHANGED Viewed

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package/dist/stop.js CHANGED Viewed

@@ -256,7 +256,7 @@ export function shouldStopPaired(counts, options) {
     };
 }
 // Mean of prod(1 - lambda (D - mde)) over fixed bets, D = +1 worse, -1 better; a supermartingale whenever E[D] >= mde.
-export function settleLogE(c, mde) {
+function settleLogE(c, mde) {
     const terms = [];
     for (let k = 1; k <= 9; k++) {
         const lambda = k / 10 / (1 - mde);

package/dist/stop.js.map CHANGED Viewed

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package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "peeksafe",
-  "version": "0.2.0",
+  "version": "0.4.0",
   "description": "Statistically valid gates for non-deterministic eval suites. Stop early without losing error control.",
   "keywords": [
     "evals",
@@ -10,7 +10,16 @@
     "false-discovery-rate",
     "llm",
     "statistics",
-    "ci"
+    "ci",
+    "eval",
+    "llm-evals",
+    "regression-testing",
+    "flaky-tests",
+    "ab-testing",
+    "benjamini-hochberg",
+    "e-bh",
+    "early-stopping",
+    "significance"
   ],
   "license": "Apache-2.0",
   "author": "Alexis Rico",

package/src/check.ts CHANGED Viewed

@@ -50,16 +50,20 @@ export interface CertifyProbabilityOptions extends Omit<TypeOneErrorOptions, "ra
  * baseline at a horizon of 600 takes tens of milliseconds.
  */
 export function certifyProbability(options: CertifyProbabilityOptions): number {
+  return certify(options, "certifyProbability");
+}
+function certify(options: CertifyProbabilityOptions, where: string): number {
   const { baselineRate, candidateRate: pc, baselineTrials: nb, alpha, horizon } = options;
   const mde = options.mde ?? DEFAULT_GATE_OPTIONS.mde;
   const concentration = options.altConcentration ?? DEFAULT_GATE_OPTIONS.altConcentration;
   const evidence = options.evidence ?? DEFAULT_GATE_OPTIONS.evidence;
-  requireEvidence(evidence, "certifyProbability");
-  requireOpenProbability(baselineRate, "baselineRate", "certifyProbability");
-  requireOpenProbability(pc, "candidateRate", "certifyProbability");
-  requireOpenProbability(alpha, "alpha", "certifyProbability");
-  requireOpenProbability(mde, "mde", "certifyProbability");
-  requirePositiveConfig(concentration, "altConcentration", "certifyProbability");
+  requireEvidence(evidence, where);
+  requireOpenProbability(baselineRate, "baselineRate", where);
+  requireOpenProbability(pc, "candidateRate", where);
+  requireOpenProbability(alpha, "alpha", where);
+  requireOpenProbability(mde, "mde", where);
+  requirePositiveConfig(concentration, "altConcentration", where);
   for (const [name, v] of [
     ["baselineTrials", nb],
     ["horizon", horizon],
@@ -67,7 +71,7 @@ export function certifyProbability(options: CertifyProbabilityOptions): number {
     if (!Number.isInteger(v) || v < 1) {
       throw new PeeksafeError(
         "PEEKSAFE_E_CONFIG",
-        `certifyProbability: ${name} must be a positive integer, got ${v}`,
+        `${where}: ${name} must be a positive integer, got ${v}`,
         {
           detail: { [name]: v },
         },
@@ -164,7 +168,7 @@ function universalFromBayes(rawLog: number, s: number, n: number, sb: number, nb
 export function typeOneError(options: TypeOneErrorOptions): number {
   const { rate, ...rest } = options;
   requireOpenProbability(rate, "rate", "typeOneError");
-  return certifyProbability({ ...rest, baselineRate: rate, candidateRate: rate });
+  return certify({ ...rest, baselineRate: rate, candidateRate: rate }, "typeOneError");
 }
 export interface PairedCertifyProbabilityOptions {

package/src/cluster.ts CHANGED Viewed

@@ -135,12 +135,16 @@ function requireLevel(level: number, where: string): void {
 /** Group observations by cluster, preserving first-seen order. */
 export function groupByCluster(obs: ClusterObservation[]): Map<string, number[]> {
+  return group(obs, "groupByCluster");
+}
+function group(obs: ClusterObservation[], where: string): Map<string, number[]> {
   const m = new Map<string, number[]>();
   for (const o of obs) {
     if (!Number.isFinite(o.value)) {
       throw new PeeksafeError(
         "PEEKSAFE_E_STAT_DOMAIN",
-        `clustered mean: value for cluster "${o.cluster}" is not finite`,
+        `${where}: value for cluster "${o.cluster}" is not finite`,
         {
           detail: { cluster: o.cluster, value: o.value },
         },
@@ -220,7 +224,7 @@ export function iidMean(values: number[], level = 0.95): Interval {
  */
 export function clusterRobustMean(obs: ClusterObservation[], level = 0.95): ClusteredMean {
   requireLevel(level, "clusterRobustMean");
-  const groups = groupByCluster(obs);
+  const groups = group(obs, "clusterRobustMean");
   const n = obs.length;
   const G = groups.size;
   const sizes = [...groups.values()].map((xs) => xs.length);
@@ -355,7 +359,7 @@ export interface RandomEffectsMean extends Interval {
  */
 export function randomEffectsMean(obs: ClusterObservation[], level = 0.95): RandomEffectsMean {
   requireLevel(level, "randomEffectsMean");
-  const groups = groupByCluster(obs);
+  const groups = group(obs, "randomEffectsMean");
   const n = obs.length;
   const G = groups.size;
   const grand = n > 0 ? obs.reduce((a, o) => a + o.value, 0) / n : 0;
@@ -529,6 +533,9 @@ const fmtPts = (x: number) => `${x >= 0 ? "+" : ""}${(x * 100).toFixed(1)}`;
  * a reader would conclude.
  */
 export function clusteredEffect(obs: ClusterObservation[], level = 0.95): ClusteredEffect {
+  // Checked before the estimators below, which would refuse the same input in their own names.
+  requireLevel(level, "clusteredEffect");
+  const groups = group(obs, "clusteredEffect");
   const cr2 = clusterRobustMean(obs, level);
   const re = randomEffectsMean(obs, level);
   const naive = iidMean(
@@ -536,7 +543,6 @@ export function clusteredEffect(obs: ClusterObservation[], level = 0.95): Cluste
     level,
   );
-  const groups = groupByCluster(obs);
   const families: FamilyEffect[] = [...groups.entries()]
     .map(([family, xs]) => {
       const m = xs.reduce((a, x) => a + x, 0) / xs.length;
@@ -741,6 +747,8 @@ export function clusterKeyDiagnostic(
       },
     );
   }
+  group(declared, "clusterKeyDiagnostic");
+  group(fallback, "clusterKeyDiagnostic");
   const d = summarise("declared", declared);
   const f = summarise("case-id", fallback);