pragmastat 6.0.0 → 7.0.0

package/README.md

@@ -3,10 +3,10 @@
 Install from npm:
 
 ```bash
-npm i pragmastat@6.0.0
+npm i pragmastat@7.0.0
 ```
 
-Source code: https://github.com/AndreyAkinshin/pragmastat/tree/v6.0.0/ts
+Source code: https://github.com/AndreyAkinshin/pragmastat/tree/v7.0.0/ts
 
 Pragmastat on npm: https://www.npmjs.com/package/pragmastat
 
@@ -14,47 +14,49 @@ Pragmastat on npm: https://www.npmjs.com/package/pragmastat
 
 ```typescript
 import {
-    median, center, spread, relSpread, shift, ratio, avgSpread, disparity, shiftBounds, ratioBounds, pairwiseMargin,
+    median, center, spread, relSpread, shift, ratio, avgSpread, disparity,
+    signedRankMargin, pairwiseMargin,
+    centerBounds, shiftBounds, ratioBounds,
     Rng, Uniform, Additive, Exp, Power, Multiplic
 } from '../src';
 
 function main() {
     // --- Randomization ---
 
-    let rng = new Rng(1729);
-    console.log(rng.uniform()); // 0.3943034703296536
-    console.log(rng.uniform()); // 0.5730893757071377
+    let rng = new Rng("demo-uniform");
+    console.log(rng.uniform()); // 0.2640554428629759
+    console.log(rng.uniform()); // 0.9348534835582796
 
-    rng = new Rng("experiment-1");
-    console.log(rng.uniform()); // 0.9535207726895857
+    rng = new Rng("demo-sample");
+    console.log(rng.sample([0, 1, 2, 3, 4, 5, 6, 7, 8, 9], 3)); // [3, 8, 9]
 
-    rng = new Rng(1729);
-    console.log(rng.sample([0, 1, 2, 3, 4, 5, 6, 7, 8, 9], 3)); // [6, 8, 9]
-
-    rng = new Rng(1729);
+    rng = new Rng("demo-shuffle");
     console.log(rng.shuffle([1, 2, 3, 4, 5])); // [4, 2, 3, 5, 1]
 
+    rng = new Rng("demo-resample");
+    console.log(rng.resample([1, 2, 3, 4, 5], 7)); // [5, 1, 1, 3, 3, 4, 5]
+
     // --- Distribution Sampling ---
 
-    rng = new Rng(1729);
+    rng = new Rng("demo-dist-uniform");
     let dist = new Uniform(0, 10);
-    console.log(dist.sample(rng)); // 3.9430347032965365
+    console.log(dist.sample(rng)); // 6.54043657816832
 
-    rng = new Rng(1729);
+    rng = new Rng("demo-dist-additive");
     let addDist = new Additive(0, 1);
-    console.log(addDist.sample(rng)); // -1.222932972163442
+    console.log(addDist.sample(rng)); // 0.17410448679568188
 
-    rng = new Rng(1729);
+    rng = new Rng("demo-dist-exp");
     let expDist = new Exp(1);
-    console.log(expDist.sample(rng)); // 0.5013761944646019
+    console.log(expDist.sample(rng)); // 0.6589065267276553
 
-    rng = new Rng(1729);
+    rng = new Rng("demo-dist-power");
     let powDist = new Power(1, 2);
-    console.log(powDist.sample(rng)); // 1.284909255071668
+    console.log(powDist.sample(rng)); // 1.023677535537084
 
-    rng = new Rng(1729);
+    rng = new Rng("demo-dist-multiplic");
     let mulDist = new Multiplic(0, 1);
-    console.log(mulDist.sample(rng)); // 0.2943655336550937
+    console.log(mulDist.sample(rng)); // 1.1273244602673853
 
     // --- Single-Sample Statistics ---
 
@@ -83,7 +85,15 @@ function main() {
     console.log(ratio(x, y)); // 0.5
     console.log(ratio(y, x)); // 2
 
-    // --- Confidence Bounds ---
+    // --- One-Sample Bounds ---
+
+    x = Array.from({ length: 10 }, (_, i) => i + 1);
+
+    console.log(signedRankMargin(10, 0.05)); // 18
+    console.log(center(x)); // 5.5
+    console.log(centerBounds(x, 0.05)); // { lower: 3.5, upper: 7.5 }
+
+    // --- Two-Sample Bounds ---
 
     x = Array.from({ length: 30 }, (_, i) => i + 1);
     y = Array.from({ length: 30 }, (_, i) => i + 21);

package/dist/assumptions.d.ts

@@ -3,19 +3,21 @@
  *
  * Assumption IDs (canonical priority order):
  *   1. validity - non-empty input with finite defined real values
- *   2. positivity - values must be strictly positive
- *   3. sparity - sample must be non tie-dominant (Spread > 0)
+ *   2. domain - parameter is outside its valid domain
+ *   3. positivity - values must be strictly positive
+ *   4. sparity - sample must be non tie-dominant (Spread > 0)
  *
  * When multiple assumptions are violated, the violation with highest priority
  * is reported. For two-sample functions, subject X is checked before Y.
  */
 export declare const AssumptionId: {
     readonly VALIDITY: "validity";
+    readonly DOMAIN: "domain";
     readonly POSITIVITY: "positivity";
     readonly SPARITY: "sparity";
 };
 export type AssumptionId = (typeof AssumptionId)[keyof typeof AssumptionId];
-export type Subject = 'x' | 'y';
+export type Subject = 'x' | 'y' | 'misrate';
 export interface Violation {
     id: AssumptionId;
     subject: Subject;
@@ -23,15 +25,16 @@ export interface Violation {
 export declare class AssumptionError extends Error {
     readonly violation: Violation;
     constructor(violation: Violation);
-    static validity(_functionName: string, subject: Subject): AssumptionError;
-    static positivity(_functionName: string, subject: Subject): AssumptionError;
-    static sparity(_functionName: string, subject: Subject): AssumptionError;
+    static validity(subject: Subject): AssumptionError;
+    static positivity(subject: Subject): AssumptionError;
+    static sparity(subject: Subject): AssumptionError;
+    static domain(subject: Subject): AssumptionError;
 }
-export declare function checkValidity(values: number[], subject: Subject, functionName: string): void;
-export declare function checkPositivity(values: number[], subject: Subject, functionName: string): void;
-export declare function checkSparity(values: number[], subject: Subject, functionName: string): void;
+export declare function checkValidity(values: number[], subject: Subject): void;
+export declare function checkPositivity(values: number[], subject: Subject): void;
+export declare function checkSparity(values: number[], subject: Subject): void;
 /**
  * Log-transforms an array. Throws AssumptionError if any value is non-positive.
  */
-export declare function log(values: number[], subject: Subject, functionName: string): number[];
+export declare function log(values: number[], subject: Subject): number[];
 //# sourceMappingURL=assumptions.d.ts.map

package/dist/assumptions.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"assumptions.d.ts","sourceRoot":"","sources":["../src/assumptions.ts"],"names":[],"mappings":"AAEA;;;;;;;;;;;GAWG;AAEH,eAAO,MAAM,YAAY;;;;;CAKf,CAAC;AAEX,MAAM,MAAM,YAAY,GAAG,CAAC,OAAO,YAAY,CAAC,CAAC,MAAM,OAAO,YAAY,CAAC,CAAC;AAE5E,MAAM,MAAM,OAAO,GAAG,GAAG,GAAG,GAAG,GAAG,SAAS,CAAC;AAE5C,MAAM,WAAW,SAAS;IACxB,EAAE,EAAE,YAAY,CAAC;IACjB,OAAO,EAAE,OAAO,CAAC;CAClB;AAED,qBAAa,eAAgB,SAAQ,KAAK;IACxC,QAAQ,CAAC,SAAS,EAAE,SAAS,CAAC;gBAElB,SAAS,EAAE,SAAS;IAOhC,MAAM,CAAC,QAAQ,CAAC,OAAO,EAAE,OAAO,GAAG,eAAe;IAIlD,MAAM,CAAC,UAAU,CAAC,OAAO,EAAE,OAAO,GAAG,eAAe;IAIpD,MAAM,CAAC,OAAO,CAAC,OAAO,EAAE,OAAO,GAAG,eAAe;IAIjD,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,OAAO,GAAG,eAAe;CAGjD;AAED,wBAAgB,aAAa,CAAC,MAAM,EAAE,MAAM,EAAE,EAAE,OAAO,EAAE,OAAO,GAAG,IAAI,CAOtE;AAED,wBAAgB,eAAe,CAAC,MAAM,EAAE,MAAM,EAAE,EAAE,OAAO,EAAE,OAAO,GAAG,IAAI,CAIxE;AAED,wBAAgB,YAAY,CAAC,MAAM,EAAE,MAAM,EAAE,EAAE,OAAO,EAAE,OAAO,GAAG,IAAI,CAQrE;AAED;;GAEG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,EAAE,OAAO,EAAE,OAAO,GAAG,MAAM,EAAE,CAShE"}

package/dist/assumptions.js

@@ -11,64 +11,70 @@ const fastSpread_1 = require("./fastSpread");
  *
  * Assumption IDs (canonical priority order):
  *   1. validity - non-empty input with finite defined real values
- *   2. positivity - values must be strictly positive
- *   3. sparity - sample must be non tie-dominant (Spread > 0)
+ *   2. domain - parameter is outside its valid domain
+ *   3. positivity - values must be strictly positive
+ *   4. sparity - sample must be non tie-dominant (Spread > 0)
  *
  * When multiple assumptions are violated, the violation with highest priority
  * is reported. For two-sample functions, subject X is checked before Y.
  */
 exports.AssumptionId = {
     VALIDITY: 'validity',
+    DOMAIN: 'domain',
     POSITIVITY: 'positivity',
     SPARITY: 'sparity',
 };
 class AssumptionError extends Error {
     constructor(violation) {
-        super(`${violation.id}(${violation.subject})`);
+        const violationStr = `${violation.id}(${violation.subject})`;
+        super(violationStr);
         this.name = 'AssumptionError';
         this.violation = violation;
     }
-    static validity(_functionName, subject) {
+    static validity(subject) {
         return new AssumptionError({ id: exports.AssumptionId.VALIDITY, subject });
     }
-    static positivity(_functionName, subject) {
+    static positivity(subject) {
         return new AssumptionError({ id: exports.AssumptionId.POSITIVITY, subject });
     }
-    static sparity(_functionName, subject) {
+    static sparity(subject) {
         return new AssumptionError({ id: exports.AssumptionId.SPARITY, subject });
     }
+    static domain(subject) {
+        return new AssumptionError({ id: exports.AssumptionId.DOMAIN, subject });
+    }
 }
 exports.AssumptionError = AssumptionError;
-function checkValidity(values, subject, functionName) {
+function checkValidity(values, subject) {
     if (values.length === 0) {
-        throw AssumptionError.validity(functionName, subject);
+        throw AssumptionError.validity(subject);
     }
     if (!values.every((v) => Number.isFinite(v))) {
-        throw AssumptionError.validity(functionName, subject);
+        throw AssumptionError.validity(subject);
     }
 }
-function checkPositivity(values, subject, functionName) {
+function checkPositivity(values, subject) {
     if (values.some((v) => v <= 0)) {
-        throw AssumptionError.positivity(functionName, subject);
+        throw AssumptionError.positivity(subject);
     }
 }
-function checkSparity(values, subject, functionName) {
+function checkSparity(values, subject) {
     if (values.length < 2) {
-        throw AssumptionError.sparity(functionName, subject);
+        throw AssumptionError.sparity(subject);
     }
     const spread = (0, fastSpread_1.fastSpread)(values);
     if (spread <= 0) {
-        throw AssumptionError.sparity(functionName, subject);
+        throw AssumptionError.sparity(subject);
     }
 }
 /**
  * Log-transforms an array. Throws AssumptionError if any value is non-positive.
  */
-function log(values, subject, functionName) {
+function log(values, subject) {
     const result = new Array(values.length);
     for (let i = 0; i < values.length; i++) {
         if (values[i] <= 0) {
-            throw AssumptionError.positivity(functionName, subject);
+            throw AssumptionError.positivity(subject);
         }
         result[i] = Math.log(values[i]);
     }

package/dist/assumptions.js.map

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package/dist/distributions/additive.d.ts

@@ -9,7 +9,7 @@ import { Distribution } from './distribution';
  * Uses the Box-Muller transform to generate samples.
  *
  * @example
- * const rng = new Rng(1729);
+ * const rng = new Rng("demo-dist-additive");
  * const dist = new Additive(0, 1); // Standard normal
  * const sample = dist.sample(rng);
  */

package/dist/distributions/additive.js

@@ -11,7 +11,7 @@ const constants_1 = require("../constants");
  * Uses the Box-Muller transform to generate samples.
  *
  * @example
- * const rng = new Rng(1729);
+ * const rng = new Rng("demo-dist-additive");
  * const dist = new Additive(0, 1); // Standard normal
  * const sample = dist.sample(rng);
  */

package/dist/distributions/exp.d.ts

@@ -9,7 +9,7 @@ import { Distribution } from './distribution';
  * The mean of this distribution is 1/rate.
  *
  * @example
- * const rng = new Rng(1729);
+ * const rng = new Rng("demo-dist-exp");
  * const dist = new Exp(1); // rate=1, mean=1
  * const sample = dist.sample(rng);
  */

package/dist/distributions/exp.js

@@ -11,7 +11,7 @@ const constants_1 = require("../constants");
  * The mean of this distribution is 1/rate.
  *
  * @example
- * const rng = new Rng(1729);
+ * const rng = new Rng("demo-dist-exp");
  * const dist = new Exp(1); // rate=1, mean=1
  * const sample = dist.sample(rng);
  */

package/dist/distributions/multiplic.d.ts

@@ -9,7 +9,7 @@ import { Distribution } from './distribution';
  * The logarithm of samples follows an Additive (Normal) distribution.
  *
  * @example
- * const rng = new Rng(1729);
+ * const rng = new Rng("demo-dist-multiplic");
  * const dist = new Multiplic(0, 1);
  * const sample = dist.sample(rng);
  */

package/dist/distributions/multiplic.js

@@ -11,7 +11,7 @@ const additive_1 = require("./additive");
  * The logarithm of samples follows an Additive (Normal) distribution.
  *
  * @example
- * const rng = new Rng(1729);
+ * const rng = new Rng("demo-dist-multiplic");
  * const dist = new Multiplic(0, 1);
  * const sample = dist.sample(rng);
  */

package/dist/distributions/power.d.ts

@@ -9,7 +9,7 @@ import { Distribution } from './distribution';
  * Follows a power-law distribution where large values are rare but possible.
  *
  * @example
- * const rng = new Rng(1729);
+ * const rng = new Rng("demo-dist-power");
  * const dist = new Power(1, 2); // min=1, shape=2
  * const sample = dist.sample(rng);
  */

package/dist/distributions/power.js

@@ -11,7 +11,7 @@ const constants_1 = require("../constants");
  * Follows a power-law distribution where large values are rare but possible.
  *
  * @example
- * const rng = new Rng(1729);
+ * const rng = new Rng("demo-dist-power");
  * const dist = new Power(1, 2); // min=1, shape=2
  * const sample = dist.sample(rng);
  */

package/dist/distributions/uniform.d.ts

@@ -7,7 +7,7 @@ import { Distribution } from './distribution';
  * Uniform distribution on [min, max).
  *
  * @example
- * const rng = new Rng(1729);
+ * const rng = new Rng("demo-dist-uniform");
  * const dist = new Uniform(0, 10);
  * const sample = dist.sample(rng);
  */

package/dist/distributions/uniform.js

@@ -8,7 +8,7 @@ exports.Uniform = void 0;
  * Uniform distribution on [min, max).
  *
  * @example
- * const rng = new Rng(1729);
+ * const rng = new Rng("demo-dist-uniform");
  * const dist = new Uniform(0, 10);
  * const sample = dist.sample(rng);
  */

package/dist/estimators.d.ts

@@ -1,6 +1,12 @@
 /**
  * Pragmastat estimators implementation
  */
+/**
+ * Calculate the median of an array of numbers
+ * @param values Array of numbers
+ * @returns The median value
+ */
+export declare function median(values: number[]): number;
 /**
  * Calculate the Center - median of all pairwise averages (x[i] + x[j])/2
  * Uses fast O(n log n) algorithm.
@@ -117,4 +123,15 @@ export declare function shiftBounds(x: number[], y: number[], misrate: number):
  * @throws AssumptionError if either sample is empty, contains NaN/Inf, or contains non-positive values
  */
 export declare function ratioBounds(x: number[], y: number[], misrate: number): Bounds;
+/**
+ * Provides exact bounds on the Center (Hodges-Lehmann pseudomedian) with specified misclassification rate
+ *
+ * Uses SignedRankMargin to determine which pairwise averages form the bounds.
+ *
+ * @param x Sample array
+ * @param misrate Misclassification rate (probability that true center falls outside bounds)
+ * @returns An object containing the lower and upper bounds
+ * @throws AssumptionError if sample is empty or contains NaN/Inf
+ */
+export declare function centerBounds(x: number[], misrate: number): Bounds;
 //# sourceMappingURL=estimators.d.ts.map

package/dist/estimators.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"estimators.d.ts","sourceRoot":"","sources":["../src/estimators.ts"],"names":[],"mappings":"AAAA;;GAEG;AAWH;;;;GAIG;AACH,wBAAgB,MAAM,CAAC,MAAM,EAAE,MAAM,EAAE,GAAG,MAAM,CAY/C;AAED;;;;;GAKG;AACH,wBAAgB,MAAM,CAAC,CAAC,EAAE,MAAM,EAAE,GAAG,MAAM,CAI1C;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,MAAM,CAAC,CAAC,EAAE,MAAM,EAAE,GAAG,MAAM,CAM1C;AAED;;;;;;;;;GASG;AACH,wBAAgB,SAAS,CAAC,CAAC,EAAE,MAAM,EAAE,GAAG,MAAM,CAW7C;AAED;;;;;;GAMG;AACH,wBAAgB,KAAK,CAAC,CAAC,EAAE,MAAM,EAAE,EAAE,CAAC,EAAE,MAAM,EAAE,GAAG,MAAM,CAMtD;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAgB,KAAK,CAAC,CAAC,EAAE,MAAM,EAAE,EAAE,CAAC,EAAE,MAAM,EAAE,GAAG,MAAM,CAWtD;AAED;;;;;;;;;;;GAWG;AACH,wBAAgB,SAAS,CAAC,CAAC,EAAE,MAAM,EAAE,EAAE,CAAC,EAAE,MAAM,EAAE,GAAG,MAAM,CAkB1D;AAED;;;;;;;;;;;GAWG;AACH,wBAAgB,SAAS,CAAC,CAAC,EAAE,MAAM,EAAE,EAAE,CAAC,EAAE,MAAM,EAAE,GAAG,MAAM,CAqB1D;AAED;;GAEG;AACH,MAAM,WAAW,MAAM;IACrB,KAAK,EAAE,MAAM,CAAC;IACd,KAAK,EAAE,MAAM,CAAC;CACf;AAED;;;;;;;;;;;GAWG;AACH,wBAAgB,WAAW,CAAC,CAAC,EAAE,MAAM,EAAE,EAAE,CAAC,EAAE,MAAM,EAAE,EAAE,OAAO,EAAE,MAAM,GAAG,MAAM,CA8C7E;AAED;;;;;;;;;;;;;;;GAeG;AACH,wBAAgB,WAAW,CAAC,CAAC,EAAE,MAAM,EAAE,EAAE,CAAC,EAAE,MAAM,EAAE,EAAE,OAAO,EAAE,MAAM,GAAG,MAAM,CAyB7E;AAED;;;;;;;;;GASG;AACH,wBAAgB,YAAY,CAAC,CAAC,EAAE,MAAM,EAAE,EAAE,OAAO,EAAE,MAAM,GAAG,MAAM,CAmCjE"}

package/dist/estimators.js

@@ -3,6 +3,7 @@
  * Pragmastat estimators implementation
  */
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.median = median;
 exports.center = center;
 exports.spread = spread;
 exports.relSpread = relSpread;
@@ -12,11 +13,32 @@ exports.avgSpread = avgSpread;
 exports.disparity = disparity;
 exports.shiftBounds = shiftBounds;
 exports.ratioBounds = ratioBounds;
+exports.centerBounds = centerBounds;
 const fastCenter_1 = require("./fastCenter");
 const fastSpread_1 = require("./fastSpread");
 const fastShift_1 = require("./fastShift");
 const pairwiseMargin_1 = require("./pairwiseMargin");
+const signedRankMargin_1 = require("./signedRankMargin");
+const fastCenterQuantiles_1 = require("./fastCenterQuantiles");
+const minMisrate_1 = require("./minMisrate");
 const assumptions_1 = require("./assumptions");
+/**
+ * Calculate the median of an array of numbers
+ * @param values Array of numbers
+ * @returns The median value
+ */
+function median(values) {
+    // Check validity (priority 0)
+    (0, assumptions_1.checkValidity)(values, 'x');
+    const sorted = [...values].sort((a, b) => a - b);
+    const mid = Math.floor(sorted.length / 2);
+    if (sorted.length % 2 === 0) {
+        return (sorted[mid - 1] + sorted[mid]) / 2;
+    }
+    else {
+        return sorted[mid];
+    }
+}
 /**
  * Calculate the Center - median of all pairwise averages (x[i] + x[j])/2
  * Uses fast O(n log n) algorithm.
@@ -25,7 +47,7 @@ const assumptions_1 = require("./assumptions");
  */
 function center(x) {
     // Check validity (priority 0)
-    (0, assumptions_1.checkValidity)(x, 'x', 'Center');
+    (0, assumptions_1.checkValidity)(x, 'x');
     return (0, fastCenter_1.fastCenter)(x);
 }
 /**
@@ -41,9 +63,9 @@ function center(x) {
  */
 function spread(x) {
     // Check validity (priority 0)
-    (0, assumptions_1.checkValidity)(x, 'x', 'Spread');
+    (0, assumptions_1.checkValidity)(x, 'x');
     // Check sparity (priority 2)
-    (0, assumptions_1.checkSparity)(x, 'x', 'Spread');
+    (0, assumptions_1.checkSparity)(x, 'x');
     return (0, fastSpread_1.fastSpread)(x);
 }
 /**
@@ -58,9 +80,9 @@ function spread(x) {
  */
 function relSpread(x) {
     // Check validity (priority 0)
-    (0, assumptions_1.checkValidity)(x, 'x', 'RelSpread');
+    (0, assumptions_1.checkValidity)(x, 'x');
     // Check positivity (priority 1)
-    (0, assumptions_1.checkPositivity)(x, 'x', 'RelSpread');
+    (0, assumptions_1.checkPositivity)(x, 'x');
     // Calculate center (we know x is valid, center should succeed)
     const c = (0, fastCenter_1.fastCenter)(x);
     // Calculate spread (using internal implementation since we already validated)
@@ -77,8 +99,8 @@ function relSpread(x) {
  */
 function shift(x, y) {
     // Check validity (priority 0)
-    (0, assumptions_1.checkValidity)(x, 'x', 'Shift');
-    (0, assumptions_1.checkValidity)(y, 'y', 'Shift');
+    (0, assumptions_1.checkValidity)(x, 'x');
+    (0, assumptions_1.checkValidity)(y, 'y');
     return (0, fastShift_1.fastShift)(x, y, [0.5], false)[0];
 }
 /**
@@ -97,13 +119,13 @@ function shift(x, y) {
  */
 function ratio(x, y) {
     // Check validity for x (priority 0, subject x)
-    (0, assumptions_1.checkValidity)(x, 'x', 'Ratio');
+    (0, assumptions_1.checkValidity)(x, 'x');
     // Check validity for y (priority 0, subject y)
-    (0, assumptions_1.checkValidity)(y, 'y', 'Ratio');
+    (0, assumptions_1.checkValidity)(y, 'y');
     // Check positivity for x (priority 1, subject x)
-    (0, assumptions_1.checkPositivity)(x, 'x', 'Ratio');
+    (0, assumptions_1.checkPositivity)(x, 'x');
     // Check positivity for y (priority 1, subject y)
-    (0, assumptions_1.checkPositivity)(y, 'y', 'Ratio');
+    (0, assumptions_1.checkPositivity)(y, 'y');
     return (0, fastShift_1.fastRatio)(x, y, [0.5], false)[0];
 }
 /**
@@ -120,13 +142,13 @@ function ratio(x, y) {
  */
 function avgSpread(x, y) {
     // Check validity for x (priority 0, subject x)
-    (0, assumptions_1.checkValidity)(x, 'x', 'AvgSpread');
+    (0, assumptions_1.checkValidity)(x, 'x');
     // Check validity for y (priority 0, subject y)
-    (0, assumptions_1.checkValidity)(y, 'y', 'AvgSpread');
+    (0, assumptions_1.checkValidity)(y, 'y');
     // Check sparity for x (priority 2, subject x)
-    (0, assumptions_1.checkSparity)(x, 'x', 'AvgSpread');
+    (0, assumptions_1.checkSparity)(x, 'x');
     // Check sparity for y (priority 2, subject y)
-    (0, assumptions_1.checkSparity)(y, 'y', 'AvgSpread');
+    (0, assumptions_1.checkSparity)(y, 'y');
     const nx = x.length;
     const ny = y.length;
     // Calculate spreads (using internal implementation since we already validated)
@@ -148,13 +170,13 @@ function avgSpread(x, y) {
  */
 function disparity(x, y) {
     // Check validity for x (priority 0, subject x)
-    (0, assumptions_1.checkValidity)(x, 'x', 'Disparity');
+    (0, assumptions_1.checkValidity)(x, 'x');
     // Check validity for y (priority 0, subject y)
-    (0, assumptions_1.checkValidity)(y, 'y', 'Disparity');
+    (0, assumptions_1.checkValidity)(y, 'y');
     // Check sparity for x (priority 2, subject x)
-    (0, assumptions_1.checkSparity)(x, 'x', 'Disparity');
+    (0, assumptions_1.checkSparity)(x, 'x');
     // Check sparity for y (priority 2, subject y)
-    (0, assumptions_1.checkSparity)(y, 'y', 'Disparity');
+    (0, assumptions_1.checkSparity)(y, 'y');
     const nx = x.length;
     const ny = y.length;
     // Calculate shift (we know inputs are valid)
@@ -179,11 +201,18 @@ function disparity(x, y) {
  */
 function shiftBounds(x, y, misrate) {
     // Check validity for x
-    (0, assumptions_1.checkValidity)(x, 'x', 'ShiftBounds');
+    (0, assumptions_1.checkValidity)(x, 'x');
     // Check validity for y
-    (0, assumptions_1.checkValidity)(y, 'y', 'ShiftBounds');
+    (0, assumptions_1.checkValidity)(y, 'y');
     const n = x.length;
     const m = y.length;
+    if (isNaN(misrate) || misrate < 0 || misrate > 1) {
+        throw assumptions_1.AssumptionError.domain('misrate');
+    }
+    const minMisrate = (0, minMisrate_1.minAchievableMisrateTwoSample)(n, m);
+    if (misrate < minMisrate) {
+        throw assumptions_1.AssumptionError.domain('misrate');
+    }
     // Sort both arrays
     const xs = [...x].sort((a, b) => a - b);
     const ys = [...y].sort((a, b) => a - b);
@@ -224,11 +253,18 @@ function shiftBounds(x, y, misrate) {
  * @throws AssumptionError if either sample is empty, contains NaN/Inf, or contains non-positive values
  */
 function ratioBounds(x, y, misrate) {
-    (0, assumptions_1.checkValidity)(x, 'x', 'RatioBounds');
-    (0, assumptions_1.checkValidity)(y, 'y', 'RatioBounds');
+    (0, assumptions_1.checkValidity)(x, 'x');
+    (0, assumptions_1.checkValidity)(y, 'y');
+    if (isNaN(misrate) || misrate < 0 || misrate > 1) {
+        throw assumptions_1.AssumptionError.domain('misrate');
+    }
+    const minMisrate = (0, minMisrate_1.minAchievableMisrateTwoSample)(x.length, y.length);
+    if (misrate < minMisrate) {
+        throw assumptions_1.AssumptionError.domain('misrate');
+    }
     // Log-transform samples (includes positivity check)
-    const logX = (0, assumptions_1.log)(x, 'x', 'RatioBounds');
-    const logY = (0, assumptions_1.log)(y, 'y', 'RatioBounds');
+    const logX = (0, assumptions_1.log)(x, 'x');
+    const logY = (0, assumptions_1.log)(y, 'y');
     // Delegate to shiftBounds in log-space
     const logBounds = shiftBounds(logX, logY, misrate);
     // Exp-transform back to ratio-space
@@ -237,4 +273,41 @@ function ratioBounds(x, y, misrate) {
         upper: Math.exp(logBounds.upper),
     };
 }
+/**
+ * Provides exact bounds on the Center (Hodges-Lehmann pseudomedian) with specified misclassification rate
+ *
+ * Uses SignedRankMargin to determine which pairwise averages form the bounds.
+ *
+ * @param x Sample array
+ * @param misrate Misclassification rate (probability that true center falls outside bounds)
+ * @returns An object containing the lower and upper bounds
+ * @throws AssumptionError if sample is empty or contains NaN/Inf
+ */
+function centerBounds(x, misrate) {
+    (0, assumptions_1.checkValidity)(x, 'x');
+    if (isNaN(misrate) || misrate < 0 || misrate > 1) {
+        throw assumptions_1.AssumptionError.domain('misrate');
+    }
+    const n = x.length;
+    if (n < 2) {
+        throw assumptions_1.AssumptionError.domain('x');
+    }
+    // Validate misrate
+    const minMisrate = (0, minMisrate_1.minAchievableMisrateOneSample)(n);
+    if (misrate < minMisrate) {
+        throw assumptions_1.AssumptionError.domain('misrate');
+    }
+    // Total number of pairwise averages (including self-pairs)
+    const totalPairs = (n * (n + 1)) / 2;
+    // Get signed-rank margin
+    const margin = (0, signedRankMargin_1.signedRankMargin)(n, misrate);
+    const halfMargin = Math.min(Math.floor(margin / 2), Math.floor((totalPairs - 1) / 2));
+    // k_left and k_right are 1-based ranks
+    const kLeft = halfMargin + 1;
+    const kRight = totalPairs - halfMargin;
+    // Sort the input
+    const sorted = [...x].sort((a, b) => a - b);
+    const [lo, hi] = (0, fastCenterQuantiles_1.fastCenterQuantileBounds)(sorted, kLeft, kRight);
+    return { lower: lo, upper: hi };
+}
 //# sourceMappingURL=estimators.js.map