peeksafe 0.3.0 → 0.4.1
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.
- package/CHANGELOG.md +59 -0
- package/README.md +31 -6
- package/dist/check.d.ts.map +1 -1
- package/dist/check.js +11 -8
- package/dist/check.js.map +1 -1
- package/dist/cluster.d.ts.map +1 -1
- package/dist/cluster.js +24 -4
- package/dist/cluster.js.map +1 -1
- package/dist/gate.d.ts +18 -0
- package/dist/gate.d.ts.map +1 -1
- package/dist/gate.js +32 -3
- package/dist/gate.js.map +1 -1
- package/dist/index.d.ts +2 -1
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +2 -1
- package/dist/index.js.map +1 -1
- package/dist/plan.d.ts +4 -3
- package/dist/plan.d.ts.map +1 -1
- package/dist/plan.js.map +1 -1
- package/dist/stats.d.ts +1 -1
- package/dist/stats.d.ts.map +1 -1
- package/dist/stats.js +54 -3
- package/dist/stats.js.map +1 -1
- package/package.json +11 -2
- package/src/check.ts +12 -8
- package/src/cluster.ts +29 -4
- package/src/gate.ts +50 -3
- package/src/index.ts +5 -0
- package/src/plan.ts +4 -3
- package/src/stats.ts +68 -3
package/dist/index.js
CHANGED
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@@ -11,6 +11,7 @@
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* ## 1. The decision
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*
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* gate(cases, options) which cases regressed, valid at any stopping time
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* gateReport(result) the same verdict with Infinity kept through JSON
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*
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* You bring counts. It brings e-values and e-BH. Nothing here knows or cares how
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* you ran the evals, and nothing here will gate a case that has no baseline.
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@@ -53,7 +54,7 @@ export { caseFamily, clusteredEffect, clusterKey, clusterKeyDiagnostic, clusterR
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export { MAX_ALT_CONCENTRATION, PeeksafeError, } from "./errors.js";
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export { computeFrontier, costShares, DEFAULT_AXES, DEFAULT_FRONTIER, enumerateFrontier, evaluatePoint, fmtRate, typicalObservationsPerCase, } from "./frontier.js";
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/* ── 1. the decision ─────────────────────────────────────────────────────── */
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-
export { DEFAULT_GATE_OPTIONS, gate, } from "./gate.js";
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export { DEFAULT_GATE_OPTIONS, gate, gateReport, } from "./gate.js";
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/* ── 2. the budget ───────────────────────────────────────────────────────── */
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export { affordabilityGrid, DEFAULT_PLAN, expectedSequentialSamples, makePlan, planCase, } from "./plan.js";
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export { hash32, makeRand, streamFor } from "./rand.js";
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package/dist/index.js.map
CHANGED
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@@ -1 +1 @@
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{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA
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package/dist/plan.d.ts
CHANGED
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@@ -128,9 +128,10 @@ export interface PlanCase {
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*/
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design: "unpaired" | "paired" | null;
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/**
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*
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* work, or null if it already works.
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*
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* The smallest total baseline size (not an increment over the current one)
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* at which the *unpaired* design would work, or null if it already works.
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* A floor, not a threshold: see `baselineRunsToClear`. This is the
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* actionable half of an "undetectable" verdict.
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*/
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baselineRunsNeeded: number | null;
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/**
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package/dist/plan.d.ts.map
CHANGED
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package/dist/plan.js.map
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|
|
1
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+
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|
package/dist/stats.d.ts
CHANGED
|
@@ -10,7 +10,7 @@ export declare function gammaP(a: number, x: number): number;
|
|
|
10
10
|
*/
|
|
11
11
|
export declare function erf(x: number): number;
|
|
12
12
|
/** Φ(x): standard normal CDF. */
|
|
13
|
-
export declare
|
|
13
|
+
export declare function normalCdf(x: number): number;
|
|
14
14
|
/** Φ⁻¹(p): Acklam's inverse normal CDF, refined by one Halley step. */
|
|
15
15
|
export declare function normalQuantile(p: number): number;
|
|
16
16
|
/** Regularized incomplete beta Iₓ(a,b) = P(Beta(a,b) ≤ x). */
|
package/dist/stats.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"stats.d.ts","sourceRoot":"","sources":["../src/stats.ts"],"names":[],"mappings":"AAsCA,wEAAwE;AACxE,wBAAgB,QAAQ,CAAC,CAAC,EAAE,MAAM,GAAG,MAAM,CAoB1C;AAED,eAAO,MAAM,OAAO,MAAO,MAAM,KAAK,MAAM,KAAG,MACF,CAAC;AAoC9C,qEAAqE;AACrE,wBAAgB,MAAM,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,MAAM,CAUnD;AAED;;;;GAIG;AACH,wBAAgB,GAAG,CAAC,CAAC,EAAE,MAAM,GAAG,MAAM,
|
|
1
|
+
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AE,MAAM,EACb,CAAC,EAAE,MAAM,EACT,iBAAiB,EAAE,MAAM,EACzB,cAAc,EAAE,MAAM,EACtB,GAAG,EAAE,MAAM,EACX,gBAAgB,SAAI,GACnB,MAAM,CAyBR;AAED;;;;;GAKG;AACH,wBAAgB,kBAAkB,CAChC,KAAK,EAAE,MAAM,EACb,iBAAiB,EAAE,MAAM,EACzB,cAAc,EAAE,MAAM,EACtB,GAAG,EAAE,MAAM,EACX,YAAY,EAAE,MAAM,EACpB,IAAI,SAAU,EACd,gBAAgB,SAAI,GACnB,MAAM,CA4BR;AAgCD;;;;GAIG;AACH,wBAAgB,sBAAsB,CACpC,kBAAkB,EAAE,MAAM,EAC1B,eAAe,EAAE,MAAM,EACvB,iBAAiB,EAAE,MAAM,EACzB,cAAc,EAAE,MAAM,EACtB,GAAG,EAAE,MAAM,EACX,gBAAgB,SAAI,GACnB,MAAM,CAmBR;AAED;;;;;;;;GAQG;AACH,wBAAgB,oBAAoB,CAClC,KAAK,EAAE,MAAM,EACb,iBAAiB,EAAE,MAAM,EACzB,cAAc,EAAE,MAAM,GACrB,MAAM,CAmBR;AAgBD,MAAM,WAAW,YAAY;IAC3B,uBAAuB;IACvB,QAAQ,EAAE,MAAM,CAAC;IACjB,mFAAmF;IACnF,KAAK,EAAE,MAAM,CAAC;IACd,wCAAwC;IACxC,MAAM,EAAE,MAAM,CAAC;IACf,uBAAuB;IACvB,QAAQ,EAAE,MAAM,CAAC;CAClB;AAED,wBAAgB,UAAU,CAAC,CAAC,EAAE,YAAY,GAAG,MAAM,CAGlD;AAED;;;;;;GAMG;AACH,wBAAgB,OAAO,CAAC,CAAC,EAAE,YAAY,GAAG,MAAM,CAO/C;AAED;;;;;;;;;GASG;AACH,wBAAgB,UAAU,CACxB,KAAK,EAAE,MAAM,EACb,eAAe,EAAE,MAAM,EACvB,QAAQ,SAAO,EACf,aAAa,SAAI,GAChB,MAAM,CAQR;AAYD;;;;;;;GAOG;AACH,wBAAgB,iBAAiB,CAC/B,SAAS,EAAE,MAAM,EACjB,GAAG,EAAE,MAAM,EACX,GAAG,EAAE,MAAM,GACV;IAAE,IAAI,EAAE,MAAM,CAAC;IAAC,KAAK,EAAE,MAAM,CAAA;CAAE,CAiBjC;AAED;;;;;;GAMG;AACH,wBAAgB,yBAAyB,CACvC,SAAS,EAAE,MAAM,EACjB,GAAG,EAAE,MAAM,EACX,GAAG,EAAE,MAAM,EACX,YAAY,EAAE,MAAM,EACpB,QAAQ,SAAU,EAClB,aAAa,SAAI,GAChB,MAAM,CAuBR;AAID;;;;;;;;;;;;GAYG;AACH,wBAAgB,gBAAgB,CAC9B,iBAAiB,EAAE,MAAM,EACzB,cAAc,EAAE,MAAM,EACtB,kBAAkB,EAAE,MAAM,EAC1B,eAAe,EAAE,MAAM,EACvB,GAAG,EAAE,MAAM,EACX,KAAK,SAAM,GACV,MAAM,CAiCR"}
|
package/dist/stats.js
CHANGED
|
@@ -102,13 +102,25 @@ export function gammaP(a, x) {
|
|
|
102
102
|
* approximation is visible in a p-value and we compare p-values to thresholds.
|
|
103
103
|
*/
|
|
104
104
|
export function erf(x) {
|
|
105
|
+
requireNumber(x, "x", "erf");
|
|
105
106
|
if (x === 0)
|
|
106
107
|
return 0;
|
|
107
108
|
const p = gammaP(0.5, x * x);
|
|
108
109
|
return x > 0 ? p : -p;
|
|
109
110
|
}
|
|
110
111
|
/** Φ(x): standard normal CDF. */
|
|
111
|
-
export
|
|
112
|
+
export function normalCdf(x) {
|
|
113
|
+
requireNumber(x, "x", "normalCdf");
|
|
114
|
+
return 0.5 * (1 + erf(x / Math.SQRT2));
|
|
115
|
+
}
|
|
116
|
+
/** Refuses NaN only: erf and normalCdf answer the infinities as their limits. */
|
|
117
|
+
function requireNumber(x, name, where) {
|
|
118
|
+
if (Number.isNaN(x)) {
|
|
119
|
+
throw new PeeksafeError("PEEKSAFE_E_STAT_DOMAIN", `${where}: ${name} must be a number, got NaN`, {
|
|
120
|
+
detail: { [name]: x },
|
|
121
|
+
});
|
|
122
|
+
}
|
|
123
|
+
}
|
|
112
124
|
/** Φ⁻¹(p): Acklam's inverse normal CDF, refined by one Halley step. */
|
|
113
125
|
export function normalQuantile(p) {
|
|
114
126
|
// Every branch below compares false for NaN, so it fell through to the tail formula and came back NaN.
|
|
@@ -272,8 +284,12 @@ export function wilsonInterval(successes, n, z = 1.959963984540054) {
|
|
|
272
284
|
/** Conjugate Beta posterior for a per-case latent success probability. */
|
|
273
285
|
export function betaPosterior(successes, failures, prior = { alpha: 1, beta: 1 }) {
|
|
274
286
|
requireCounts(successes, successes + failures, "betaPosterior");
|
|
275
|
-
|
|
276
|
-
|
|
287
|
+
// An infinite shape passed `> 0` and came back as NaN moments.
|
|
288
|
+
if (!(prior.alpha > 0) ||
|
|
289
|
+
!(prior.beta > 0) ||
|
|
290
|
+
!Number.isFinite(prior.alpha) ||
|
|
291
|
+
!Number.isFinite(prior.beta)) {
|
|
292
|
+
throw new PeeksafeError("PEEKSAFE_E_STAT_DOMAIN", "betaPosterior: prior parameters must be finite and positive", {
|
|
277
293
|
detail: { prior },
|
|
278
294
|
});
|
|
279
295
|
}
|
|
@@ -359,8 +375,20 @@ export function tQuantile(p, df) {
|
|
|
359
375
|
return Infinity;
|
|
360
376
|
return Math.sqrt((df * (1 - x)) / x);
|
|
361
377
|
}
|
|
378
|
+
// A posterior built by hand reached betaQuantile or ibeta unchecked and was refused in their name.
|
|
379
|
+
function requirePosteriorShape(post, where) {
|
|
380
|
+
if (!(post.alpha > 0) ||
|
|
381
|
+
!(post.beta > 0) ||
|
|
382
|
+
!Number.isFinite(post.alpha) ||
|
|
383
|
+
!Number.isFinite(post.beta)) {
|
|
384
|
+
throw new PeeksafeError("PEEKSAFE_E_STAT_DOMAIN", `${where}: posterior alpha and beta must be finite and positive`, {
|
|
385
|
+
detail: { alpha: post.alpha, beta: post.beta },
|
|
386
|
+
});
|
|
387
|
+
}
|
|
388
|
+
}
|
|
362
389
|
/** Equal-tailed credible interval of a Beta posterior. */
|
|
363
390
|
export function betaCredibleInterval(post, level = 0.95) {
|
|
391
|
+
requirePosteriorShape(post, "betaCredibleInterval");
|
|
364
392
|
// betaQuantile clamps q to [0, 1], so a level of 95 or -1 came back as [0, 1] or [1, 0].
|
|
365
393
|
requireOpenProbability(level, "level", "betaCredibleInterval");
|
|
366
394
|
const tail = (1 - level) / 2;
|
|
@@ -372,6 +400,7 @@ export function betaCredibleInterval(post, level = 0.95) {
|
|
|
372
400
|
}
|
|
373
401
|
/** P(a < θ < b) under a Beta posterior. */
|
|
374
402
|
export function betaMassBetween(post, a, b) {
|
|
403
|
+
requirePosteriorShape(post, "betaMassBetween");
|
|
375
404
|
requireProbability(a, "a", "betaMassBetween");
|
|
376
405
|
requireProbability(b, "b", "betaMassBetween");
|
|
377
406
|
if (a > b) {
|
|
@@ -867,6 +896,8 @@ export function bernoulliEntropy(p) {
|
|
|
867
896
|
/** log of the Beta(a,b) density at p. */
|
|
868
897
|
export function logBetaPdf(p, a, b) {
|
|
869
898
|
requireProbability(p, "p", "logBetaPdf");
|
|
899
|
+
requireConcentration(a, "a", "logBetaPdf");
|
|
900
|
+
requireConcentration(b, "b", "logBetaPdf");
|
|
870
901
|
if (p <= 0 || p >= 1) {
|
|
871
902
|
// density is 0 or ∞ at the boundary depending on the shape; the planner
|
|
872
903
|
// only ever evaluates strictly inside, so clamp rather than return ±∞.
|
|
@@ -929,6 +960,9 @@ export function twoSamplePriors(baselineSuccesses, baselineTrials, mde, altConce
|
|
|
929
960
|
*/
|
|
930
961
|
export function evidenceCeilingLogE(pTrue, baselineSuccesses, baselineTrials, mde, altConcentration = 8) {
|
|
931
962
|
requireProbability(pTrue, "pTrue", "evidenceCeilingLogE");
|
|
963
|
+
requireCounts(baselineSuccesses, baselineTrials, "evidenceCeilingLogE");
|
|
964
|
+
requireConcentration(altConcentration, "altConcentration", "evidenceCeilingLogE");
|
|
965
|
+
requireOpenProbability(mde, "mde", "evidenceCeilingLogE");
|
|
932
966
|
const { nullPrior, altPrior } = twoSamplePriors(baselineSuccesses, baselineTrials, mde, altConcentration);
|
|
933
967
|
const ceiling = logBetaPdf(pTrue, altPrior.a, altPrior.b) - logBetaPdf(pTrue, nullPrior.a, nullPrior.b);
|
|
934
968
|
return atOrAboveBaseline(pTrue, baselineSuccesses, baselineTrials)
|
|
@@ -982,6 +1016,8 @@ export function evidenceCeilingSlope(pBaseline, pCandidate) {
|
|
|
982
1016
|
export function evidenceCeilingAsymptotic(baselineSuccesses, baselineTrials, pTrue, mde, altConcentration = 8) {
|
|
983
1017
|
requireCounts(baselineSuccesses, baselineTrials, "evidenceCeilingAsymptotic");
|
|
984
1018
|
requireProbability(pTrue, "pTrue", "evidenceCeilingAsymptotic");
|
|
1019
|
+
requireConcentration(altConcentration, "altConcentration", "evidenceCeilingAsymptotic");
|
|
1020
|
+
requireOpenProbability(mde, "mde", "evidenceCeilingAsymptotic");
|
|
985
1021
|
if (baselineTrials === 0) {
|
|
986
1022
|
throw new PeeksafeError("PEEKSAFE_E_STAT_DOMAIN", "evidenceCeilingAsymptotic: needs at least one baseline trial", {
|
|
987
1023
|
detail: { baselineTrials },
|
|
@@ -1025,6 +1061,9 @@ export function expectedLogE(pTrue, n, baselineSuccesses, baselineTrials, mde, a
|
|
|
1025
1061
|
detail: { n },
|
|
1026
1062
|
});
|
|
1027
1063
|
}
|
|
1064
|
+
requireCounts(baselineSuccesses, baselineTrials, "expectedLogE");
|
|
1065
|
+
requireConcentration(altConcentration, "altConcentration", "expectedLogE");
|
|
1066
|
+
requireOpenProbability(mde, "mde", "expectedLogE");
|
|
1028
1067
|
const { nullPrior: n0, altPrior: a1 } = twoSamplePriors(baselineSuccesses, baselineTrials, mde, altConcentration);
|
|
1029
1068
|
const s = pTrue * n;
|
|
1030
1069
|
const logE = logBeta(a1.a + s, a1.b + n - s) -
|
|
@@ -1040,6 +1079,9 @@ export function expectedLogEExact(pTrue, n, baselineSuccesses, baselineTrials, m
|
|
|
1040
1079
|
if (!Number.isInteger(n) || n < 0) {
|
|
1041
1080
|
throw new PeeksafeError("PEEKSAFE_E_STAT_DOMAIN", "expectedLogEExact: n must be a non-negative integer", { detail: { n } });
|
|
1042
1081
|
}
|
|
1082
|
+
requireCounts(baselineSuccesses, baselineTrials, "expectedLogEExact");
|
|
1083
|
+
requireConcentration(altConcentration, "altConcentration", "expectedLogEExact");
|
|
1084
|
+
requireOpenProbability(mde, "mde", "expectedLogEExact");
|
|
1043
1085
|
let acc = 0;
|
|
1044
1086
|
for (let s = 0; s <= n; s++) {
|
|
1045
1087
|
const logW = logGamma(n + 1) -
|
|
@@ -1062,6 +1104,10 @@ export function expectedLogEExact(pTrue, n, baselineSuccesses, baselineTrials, m
|
|
|
1062
1104
|
export function samplesForEvidence(pTrue, baselineSuccesses, baselineTrials, mde, logThreshold, maxN = 100_000, altConcentration = 8) {
|
|
1063
1105
|
requireSearchCap(maxN, "maxN", "samplesForEvidence");
|
|
1064
1106
|
requireLogThreshold(logThreshold, "samplesForEvidence");
|
|
1107
|
+
requireProbability(pTrue, "pTrue", "samplesForEvidence");
|
|
1108
|
+
requireCounts(baselineSuccesses, baselineTrials, "samplesForEvidence");
|
|
1109
|
+
requireConcentration(altConcentration, "altConcentration", "samplesForEvidence");
|
|
1110
|
+
requireOpenProbability(mde, "mde", "samplesForEvidence");
|
|
1065
1111
|
const ceiling = evidenceCeilingLogE(pTrue, baselineSuccesses, baselineTrials, mde, altConcentration);
|
|
1066
1112
|
if (!(ceiling > logThreshold))
|
|
1067
1113
|
return Infinity;
|
|
@@ -1117,6 +1163,8 @@ function logNullSup(cs, cn, bs, bn) {
|
|
|
1117
1163
|
export function universalTwoSampleLogE(candidateSuccesses, candidateTrials, baselineSuccesses, baselineTrials, mde, altConcentration = 8) {
|
|
1118
1164
|
requireCounts(candidateSuccesses, candidateTrials, "universalTwoSampleLogE(candidate)");
|
|
1119
1165
|
requireCounts(baselineSuccesses, baselineTrials, "universalTwoSampleLogE(baseline)");
|
|
1166
|
+
requireConcentration(altConcentration, "altConcentration", "universalTwoSampleLogE");
|
|
1167
|
+
requireOpenProbability(mde, "mde", "universalTwoSampleLogE");
|
|
1120
1168
|
if (baselineTrials === 0) {
|
|
1121
1169
|
throw new PeeksafeError("PEEKSAFE_E_STAT_DOMAIN", "universalTwoSampleLogE: needs at least one baseline trial", {
|
|
1122
1170
|
detail: { baselineTrials },
|
|
@@ -1236,6 +1284,9 @@ export function mcnemarSamplesForEvidence(pBaseline, mde, rho, logThreshold, max
|
|
|
1236
1284
|
requireConcentration(concentration, "concentration", "mcnemarSamplesForEvidence");
|
|
1237
1285
|
requireSearchCap(maxPairs, "maxPairs", "mcnemarSamplesForEvidence");
|
|
1238
1286
|
requireLogThreshold(logThreshold, "mcnemarSamplesForEvidence");
|
|
1287
|
+
requireProbability(pBaseline, "pBaseline", "mcnemarSamplesForEvidence");
|
|
1288
|
+
requireProbability(rho, "rho", "mcnemarSamplesForEvidence");
|
|
1289
|
+
requireOpenProbability(mde, "mde", "mcnemarSamplesForEvidence");
|
|
1239
1290
|
const { rate, theta } = pairedDiscordance(pBaseline, mde, rho);
|
|
1240
1291
|
if (rate <= 0 || theta <= 0.5)
|
|
1241
1292
|
return Infinity;
|