prographs 0.12.0 → 0.13.0

package/dist/charts/threesurfaces/index.js

@@ -1,5 +1,5 @@
 import { SurfaceOverlay, SurfaceProjection } from "./SurfaceBase.js";
-import "./SurfaceField.js";
+import { SurfaceField } from "./SurfaceField.js";
 import "./GridSurfaceBase.js";
 import { ComplexFunction, ComplexHeight, ComplexSurface } from "./ComplexSurface.js";
 import { ContourLevels, ContourMode, ContourSurface } from "./ContourSurface.js";
@@ -46,4 +46,4 @@ var threesurfacesCatalog = [
 	SliceSurface,
 	DensitySurface
 ];
-export { ComplexFunction, ComplexHeight, ComplexSurface, ContourLevels, ContourMode, ContourSurface, DensitySurface, HeightBarBaseline, HeightBarLayout, HeightBarShape, HeightfieldBars, ImplicitClip, ImplicitSurface, ImplicitSurfaceForm, LayerArrangement, LayerMark, LayeredSurfaces, MeshBody, MeshPose, MeshSurface, MeshTile, ParametricCut, ParametricSurface, ParametricSurfaceForm, PhaseMarks, PhaseSeeding, PhaseSurface, PhaseSurfaceSystem, PolarAngleAxis, PolarSurface, RibbonForm, RibbonLayout, RibbonSmoothing, RibbonSurface, Ridge3DMark, Ridge3DOrder, Ridge3DProfile, Ridge3DScaling, Ridgeline3DChart, SaddleFootprint, SaddleModel, SaddleSurface, SliceAxis, SliceMark, SliceSurface, Spectrogram3DChart, SpectrogramMark, SpectrogramWindow, SpectrumAmplitude, SpectrumWaterfallMark, SurfaceChart, SurfaceDensityKernel, SurfaceDensityMark, SurfaceOverlay, SurfaceProjection, SurfaceShading, TerrainBase, TerrainChart, TriangulatedSurface, TriangulationMark, TriangulationTrim, Waterfall3DSpectrum, WireLines, WireframeSurface, threesurfacesCatalog };
+export { ComplexFunction, ComplexHeight, ComplexSurface, ContourLevels, ContourMode, ContourSurface, DensitySurface, HeightBarBaseline, HeightBarLayout, HeightBarShape, HeightfieldBars, ImplicitClip, ImplicitSurface, ImplicitSurfaceForm, LayerArrangement, LayerMark, LayeredSurfaces, MeshBody, MeshPose, MeshSurface, MeshTile, ParametricCut, ParametricSurface, ParametricSurfaceForm, PhaseMarks, PhaseSeeding, PhaseSurface, PhaseSurfaceSystem, PolarAngleAxis, PolarSurface, RibbonForm, RibbonLayout, RibbonSmoothing, RibbonSurface, Ridge3DMark, Ridge3DOrder, Ridge3DProfile, Ridge3DScaling, Ridgeline3DChart, SaddleFootprint, SaddleModel, SaddleSurface, SliceAxis, SliceMark, SliceSurface, Spectrogram3DChart, SpectrogramMark, SpectrogramWindow, SpectrumAmplitude, SpectrumWaterfallMark, SurfaceChart, SurfaceDensityKernel, SurfaceDensityMark, SurfaceField, SurfaceOverlay, SurfaceProjection, SurfaceShading, TerrainBase, TerrainChart, TriangulatedSurface, TriangulationMark, TriangulationTrim, Waterfall3DSpectrum, WireLines, WireframeSurface, threesurfacesCatalog };

package/dist/charts/tradingcharts/KeltnerChannelChart.js

@@ -0,0 +1,171 @@
+import { ChartFamily, DataShape, Dimension } from "../../core/enums.js";
+import { Scales } from "../../core/Scales.js";
+import { SampleData } from "../../data/SampleData.js";
+import { PriceChart } from "../financial/PriceChart.js";
+import { PriceMark, PriceScale } from "../financial/financeEnums.js";
+import { Quotes } from "../financial/Quotes.js";
+import { TradingInk } from "./TradingInk.js";
+import { TradingMath } from "./TradingMath.js";
+import { area } from "d3";
+// src/charts/tradingcharts/KeltnerChannelChart.ts
+var whole = (value, fallback) => Math.max(1, Math.round(Number(value)) || fallback);
+/**
+* Price inside a volatility channel: an EMA with bands a multiple of the average true range either side.
+* Use it to see how far price sits from its trend in units of its own range, and where the range has tightened.
+* It shows an indicator of the data given and is not advice.
+*/
+var KeltnerChannelChart = class extends PriceChart {
+	static meta = {
+		id: "keltner-channels",
+		name: "Keltner channels",
+		family: ChartFamily.Financial,
+		dimension: Dimension.Two,
+		shape: DataShape.Table,
+		description: "Wraps price in bands set at a multiple of the average true range around an EMA, with an optional wider pair and shaded squeezes.",
+		tags: [
+			"keltner",
+			"atr",
+			"ema",
+			"volatility",
+			"envelope",
+			"channel",
+			"squeeze"
+		],
+		sample: (seed) => SampleData.ohlc(seed, 110),
+		variants: {
+			mark: [
+				PriceMark.Candles,
+				PriceMark.Bars,
+				PriceMark.Line
+			],
+			period: [
+				20,
+				10,
+				50
+			],
+			multiplier: [2, 1.5],
+			outerBands: [false, true],
+			squeeze: [false, true]
+		}
+	};
+	defaults() {
+		return {
+			...super.defaults(),
+			mark: PriceMark.Candles,
+			period: 20,
+			atrPeriod: 10,
+			multiplier: 2,
+			outerBands: false,
+			outerMultiplier: 3,
+			squeeze: false,
+			squeezeShare: .25,
+			squeezeWindow: 40
+		};
+	}
+	twoTone() {
+		return this.options.mark !== PriceMark.Line;
+	}
+	/** The inner channel, then the outer one when it is on. A log axis cannot show a band at or below 0, so those points are dropped. */
+	channels(bars) {
+		const { period, atrPeriod, multiplier, outerBands, outerMultiplier, scale } = this.options;
+		const shown = (series) => scale === PriceScale.Log ? series.map((value) => value !== null && value > 0 ? value : null) : series;
+		return [multiplier, ...outerBands ? [outerMultiplier] : []].map((width) => {
+			const channel = TradingMath.keltner(bars, whole(period, 20), whole(atrPeriod, 10), width);
+			return {
+				...channel,
+				upper: shown(channel.upper),
+				lower: shown(channel.lower)
+			};
+		});
+	}
+	squeezes(bars, inner) {
+		const { squeeze, squeezeWindow, squeezeShare } = this.options;
+		if (!squeeze) return [];
+		return TradingMath.squeezed(inner.range, whole(squeezeWindow, 40), squeezeShare).map((tight, i) => tight && inner.upper[i] != null && inner.lower[i] != null);
+	}
+	get channelName() {
+		const { period, multiplier, outerBands, outerMultiplier } = this.options;
+		return `Keltner ${whole(period, 20)}, ${multiplier}${outerBands ? ` and ${outerMultiplier}` : ""} ATR`;
+	}
+	/** The bands join the price domain; `drawStudies` draws them. */
+	studies(bars) {
+		return this.channels(bars).map(({ mid, upper, lower }) => ({
+			name: this.channelName,
+			mid,
+			upper,
+			lower
+		}));
+	}
+	barTip(bar) {
+		const tip = super.barTip(bar), bars = this.bars(), [inner, outer] = this.channels(bars), i = bar.index;
+		const percent = this.options.scale === PriceScale.Percent;
+		const show = (value) => value == null ? "n/a" : percent ? `${Quotes.signed(value, 1)}%` : Quotes.money(value);
+		const range = inner.range[i];
+		return {
+			...tip,
+			rows: [
+				...tip.rows ?? [],
+				[`EMA ${whole(this.options.period, 20)}`, show(inner.mid[i])],
+				[`Band, ${this.options.multiplier} ATR`, `${show(inner.lower[i])} to ${show(inner.upper[i])}`],
+				...outer ? [[`Band, ${this.options.outerMultiplier} ATR`, `${show(outer.lower[i])} to ${show(outer.upper[i])}`]] : [],
+				[`ATR ${whole(this.options.atrPeriod, 10)}`, range == null ? "n/a" : percent ? `${range.toFixed(1)}%` : Quotes.money(range)],
+				...this.squeezes(bars, inner)[i] ? [["Squeeze", "Yes"]] : []
+			]
+		};
+	}
+	priceMarks(ctx, view, tones) {
+		this.drawPrice(ctx, view, tones, this.options.mark);
+		const { x, bars, step, main } = view;
+		const runs = [];
+		this.squeezes(bars, this.channels(bars)[0]).forEach((tight, i) => {
+			if (!tight) return;
+			const last = runs.at(-1);
+			if (last && last.to === i - 1) last.to = i;
+			else runs.push({
+				from: i,
+				to: i
+			});
+		});
+		const left = (run) => Math.max(0, x(run.from) - step / 2), right = (run) => Math.min(ctx.plot.width, x(run.to) + step / 2);
+		const strip = ctx.marks("squeeze", "rect", runs, (run) => run.from).attr("fill", ctx.theme.grid).attr("fill-opacity", .7);
+		ctx.set(strip, {
+			x: left,
+			width: (run) => Math.max(1, right(run) - left(run)),
+			y: main.top,
+			height: main.bottom - main.top
+		});
+		ctx.group("squeeze").lower();
+		ctx.group("grid").lower();
+		const named = [];
+		for (const run of runs) {
+			const at = Math.max(24, Math.min(ctx.plot.width - 24, (left(run) + right(run)) / 2));
+			if (named.every((kept) => Math.abs(kept.at - at) >= 52)) named.push({
+				...run,
+				at
+			});
+		}
+		TradingInk.note(ctx, "squeeze-labels", named, (run) => ({
+			x: run.at,
+			y: main.top + 11,
+			text: "Squeeze",
+			anchor: "middle"
+		}), 10, "muted");
+	}
+	drawStudies(ctx, view) {
+		const { x, y, bars } = view;
+		const [inner, outer] = this.channels(bars);
+		const color = ctx.palette.color(this.channelName);
+		const between = ({ upper, lower }) => {
+			const band = area().curve(Scales.curve()).defined((value, i) => value !== null && lower[i] != null).x((_, i) => x(i)).y0((_, i) => y(lower[i])).y1((value) => y(value));
+			return upper.some((value, i) => value !== null && lower[i] != null) ? band(upper) : null;
+		};
+		TradingInk.fill(ctx, "outer-channel", outer ? between(outer) : null, color, .07);
+		TradingInk.fill(ctx, "channel", between(inner), color, .1);
+		TradingInk.series(ctx, "outer-upper", outer?.upper ?? [], x, y, color, 1.5, "5 4");
+		TradingInk.series(ctx, "outer-lower", outer?.lower ?? [], x, y, color, 1.5, "5 4");
+		TradingInk.series(ctx, "upper-band", inner.upper, x, y, color, 1.5);
+		TradingInk.series(ctx, "lower-band", inner.lower, x, y, color, 1.5);
+		TradingInk.series(ctx, "centre-line", inner.mid, x, y, color, 2);
+	}
+};
+export { KeltnerChannelChart };

package/dist/charts/tradingcharts/TradingMath.js

@@ -72,6 +72,26 @@ var TradingMath = class {
 			minus
 		};
 	}
+	/** Keltner channel: an EMA of the close with a band `multiplier` average true ranges either side. */
+	static keltner(bars, period = 20, atrPeriod = 10, multiplier = 2) {
+		const mid = FinanceMath.ema(bars.map((bar) => bar.close), period), range = FinanceMath.atr(bars, atrPeriod);
+		const shift = (sign) => mid.map((value, i) => value === null || range[i] == null ? null : value + sign * multiplier * range[i]);
+		return {
+			mid,
+			upper: shift(1),
+			lower: shift(-1),
+			range
+		};
+	}
+	/** Sessions whose width sits in the bottom `share` of its own range over the last `window` sessions. False until the window fills and while the width has not moved. */
+	static squeezed(widths, window = 40, share = .25) {
+		return widths.map((width, i) => {
+			const recent = widths.slice(Math.max(0, i + 1 - window), i + 1).filter((value) => value !== null);
+			if (width === null || recent.length < window) return false;
+			const low = Math.min(...recent), high = Math.max(...recent);
+			return high > low && width - low < share * (high - low);
+		});
+	}
 	/** Close averaged over `period` sessions with volume as the weight; a plain mean where no volume traded. */
 	static vwma(bars, period) {
 		return bars.map((_, i) => {

package/dist/charts/tradingcharts/index.js

@@ -7,6 +7,7 @@ import { EquivolumeAxis, EquivolumeChart, EquivolumeForm } from "./EquivolumeCha
 import { FibonacciRetracementChart, RetracementLevels, RetracementReach, RetracementSwing } from "./FibonacciRetracementChart.js";
 import { FootprintMath } from "./FootprintMath.js";
 import { FootprintChart, FootprintLayout, FootprintMeasure } from "./FootprintChart.js";
+import { KeltnerChannelChart } from "./KeltnerChannelChart.js";
 import { ParabolicSARChart, ParabolicSARTrail } from "./ParabolicSARChart.js";
 // src/charts/tradingcharts/index.ts
 var tradingchartsCatalog = [
@@ -15,6 +16,7 @@ var tradingchartsCatalog = [
 	FibonacciRetracementChart,
 	ADXChart,
 	AdvanceDeclineChart,
-	FootprintChart
+	FootprintChart,
+	KeltnerChannelChart
 ];
-export { ADXChart, ADXLineSet, ADXShade, AdvanceDeclineBreadth, AdvanceDeclineChart, AdvanceDeclineCompare, AdvanceDeclineMeasure, EquivolumeAxis, EquivolumeChart, EquivolumeForm, FibonacciRetracementChart, FootprintChart, FootprintLayout, FootprintMath, FootprintMeasure, ParabolicSARChart, ParabolicSARTrail, RetracementLevels, RetracementReach, RetracementSwing, TradingInk, TradingMath, TradingSamples, tradingchartsCatalog };
+export { ADXChart, ADXLineSet, ADXShade, AdvanceDeclineBreadth, AdvanceDeclineChart, AdvanceDeclineCompare, AdvanceDeclineMeasure, EquivolumeAxis, EquivolumeChart, EquivolumeForm, FibonacciRetracementChart, FootprintChart, FootprintLayout, FootprintMath, FootprintMeasure, KeltnerChannelChart, ParabolicSARChart, ParabolicSARTrail, RetracementLevels, RetracementReach, RetracementSwing, TradingInk, TradingMath, TradingSamples, tradingchartsCatalog };

package/dist/{chunk-ZL6XDXMK.cjs → chunk-26PSLEP4.cjs}

@@ -13,7 +13,7 @@ var _chunkEEF5WRRZcjs = require('./chunk-EEF5WRRZ.cjs');
 var _chunkPY4R3IFFcjs = require('./chunk-PY4R3IFF.cjs');
 
 
-var _chunkUMEKIIHJcjs = require('./chunk-UMEKIIHJ.cjs');
+var _chunkLNWTC72Ycjs = require('./chunk-LNWTC72Y.cjs');
 
 // src/charts/acoustictransport/Chromagram.ts
 var _d3 = require('d3');
@@ -116,7 +116,7 @@ var BAR = 4;
 var MusicSamples = class _MusicSamples {
   /** `{ pitch, start, duration, velocity, voice }` with MIDI pitches and times in beats. */
   static score(seed, bars = 8) {
-    const { u } = _chunkUMEKIIHJcjs.SampleData.rng(seed), draws = Array.from({ length: bars * 16 }, () => u());
+    const { u } = _chunkLNWTC72Ycjs.SampleData.rng(seed), draws = Array.from({ length: bars * 16 }, () => u());
     const choose = (i, n) => Math.floor(draws[i % draws.length] * n);
     const first = PROGRESSIONS[choose(0, PROGRESSIONS.length)], second = PROGRESSIONS[choose(1, PROGRESSIONS.length)];
     const chords = Array.from({ length: bars }, (_, bar) => DEGREES[(bar < 4 ? first : second)[bar % 4]]);
@@ -528,7 +528,7 @@ var SOURCES = [
 var SWEEP = 80;
 var AUDIBLE = 2e4;
 function sample(seed) {
-  const values = _chunkUMEKIIHJcjs.SampleData.categories(seed, 9, 3).map((row) => +row.value);
+  const values = _chunkLNWTC72Ycjs.SampleData.categories(seed, 9, 3).map((row) => +row.value);
   return SOURCES.flatMap(([source, shape], s) => OCTAVES.map((frequency, k) => ({ frequency, source, spl: +(shape(k) + (values[k * 3 + s] - 60) / 8).toFixed(1) })));
 }
 var EqualLoudnessContours = (_class5 = class extends _chunkXX2YTCORcjs.CartesianChart {
@@ -640,7 +640,7 @@ var LABELS = {
   ["speed-flow" /* SpeedFlow */]: ["Flow (veh/h/lane)", "Speed (km/h)"]
 };
 function sample2(seed) {
-  return _chunkUMEKIIHJcjs.SampleData.points(seed, 150, 3).map((row, i) => {
+  return _chunkLNWTC72Ycjs.SampleData.points(seed, 150, 3).map((row, i) => {
     const k = Math.max(3, Math.min(135, (+row.x - 2) * 1.6 + i % 5 * 3)), noise = (+row.y - +row.x * 0.8 - 10) / 9;
     const q = Math.max(60, Math.min(100 * k, 2200 * (140 - k) / (140 - 22)) * (1 + noise * 0.07));
     return { station: `Detector ${i % 3 + 1}`, density: +k.toFixed(1), flow: Math.round(q), speed: +(q / k).toFixed(1) };
@@ -758,7 +758,7 @@ var TYPES = [
   ["Widebody", 135, 254, 53, 109, 900, 0.53, 19]
 ];
 function sample3(seed) {
-  const values = _chunkUMEKIIHJcjs.SampleData.categories(seed, 3, 1).map((row) => 1 + (+row.value - 60) / 600);
+  const values = _chunkLNWTC72Ycjs.SampleData.categories(seed, 3, 1).map((row) => 1 + (+row.value - 60) / 600);
   return TYPES.map(([aircraft, oew, mtow, payload, fuel, cruiseSpeed, tsfc, liftToDrag], i) => {
     const k = values[i];
     return { aircraft, oew: +(oew * k).toFixed(1), mtow: +(mtow * k).toFixed(1), maxPayload: +(payload * k).toFixed(1), maxFuel: +(fuel * k).toFixed(1), cruiseSpeed, tsfc, liftToDrag };
@@ -999,7 +999,7 @@ var TIMES = [[1e-6, "3.6 ms"], [1e-4, "0.36 s"], [0.01, "36 s"], [1, "1 h"], [10
 var SIGMA = 2;
 var fraction = (v) => v - Math.floor(v);
 function sample4(seed) {
-  return _chunkUMEKIIHJcjs.SampleData.points(seed, 72, 6).map((row, i) => {
+  return _chunkLNWTC72Ycjs.SampleData.points(seed, 72, 6).map((row, i) => {
     const [technology, energy, power] = RANGES[i % RANGES.length];
     const a = fraction(+row.x * 0.1373 + +row.size * 0.31), b = fraction(+row.y * 0.1731 + a * 0.4);
     const lerp = ([lo, hi], t) => lo * (hi / lo) ** t;
@@ -1131,7 +1131,7 @@ var ONE_RADIAN = 180 / Math.PI;
 var IMO = { area30: 0.055, area40: 0.09, area3040: 0.03, gz30: 0.2, peakAngle: 25, gm: 0.15 };
 var SHAPES = [["Departure", 0.8, 72, 0.6], ["Arrival", 0.42, 60, 0.45]];
 function sample5(seed) {
-  const scale = _chunkUMEKIIHJcjs.SampleData.categories(seed, 2, 1).map((row) => 1 + (+row.value - 60) / 400);
+  const scale = _chunkLNWTC72Ycjs.SampleData.categories(seed, 2, 1).map((row) => 1 + (+row.value - 60) / 400);
   return SHAPES.flatMap(([condition, gm, vanish, hump], i) => Array.from({ length: 19 }, (_, k) => {
     const heel = k * 5, wave = Math.sin(Math.PI * heel / vanish);
     return { condition, heel, gz: +(gm * scale[i] * vanish * RAD / Math.PI * wave * (1 + hump * Math.max(0, wave))).toFixed(3) };
@@ -1418,7 +1418,7 @@ var GUST_C = 15.24;
 var GUST_D = 7.62;
 var STEPS3 = 48;
 function sample6(seed) {
-  return _chunkUMEKIIHJcjs.SampleData.points(seed, 120, 3).map((row, i) => {
+  return _chunkLNWTC72Ycjs.SampleData.points(seed, 120, 3).map((row, i) => {
     const speed = Math.max(50, Math.min(190, 56 + (+row.x - 4) * 1.5)), spread = (+row.y - +row.x * 0.8 - 10) / 9;
     return { speed: +speed.toFixed(1), load: +(1 + spread * 0.75 * (speed / 120) ** 1.3).toFixed(2), flight: `Flight ${i % 3 + 1}` };
   });

package/dist/{chunk-W3US6EFP.cjs → chunk-2BO5DZUP.cjs}

@@ -13,7 +13,7 @@ var _chunkXX2YTCORcjs = require('./chunk-XX2YTCOR.cjs');
 var _chunkEEF5WRRZcjs = require('./chunk-EEF5WRRZ.cjs');
 
 
-var _chunkUMEKIIHJcjs = require('./chunk-UMEKIIHJ.cjs');
+var _chunkLNWTC72Ycjs = require('./chunk-LNWTC72Y.cjs');
 
 // src/charts/inferencecharts/InferenceMath.ts
 var _d3 = require('d3');
@@ -130,7 +130,7 @@ var SITES = ["Ashby", "Brook Lane", "Calder", "Dunmore", "Eastfield", "Fernhill"
 var InferenceSamples = class {
   /** `{ count, observed }`: clinic visits per member in a year, overdispersed so a Poisson fit visibly fails. */
   static counts(seed, members = 320) {
-    const { u, n } = _chunkUMEKIIHJcjs.SampleData.rng(seed);
+    const { u, n } = _chunkLNWTC72Ycjs.SampleData.rng(seed);
     const tally = /* @__PURE__ */ new Map();
     for (let i = 0; i < members; i++) {
       const rate = 2.1 * Math.exp(0.75 * n() - 0.28);
@@ -148,7 +148,7 @@ var InferenceSamples = class {
   }
   /** `{ curve, x, value }`: hourly electricity load for a set of days, with one day far too high and one peaking early. */
   static curves(seed, days = 34) {
-    const { n } = _chunkUMEKIIHJcjs.SampleData.rng(seed);
+    const { n } = _chunkLNWTC72Ycjs.SampleData.rng(seed);
     return Array.from({ length: days }, (_, d) => {
       const level = 52 + n() * 5, swing = 17 + n() * 2.5, drift = n() * 0.5;
       const surge = d === 6 ? 1.7 : 1, shift = d === 19 ? -6.5 : n() * 0.5;
@@ -162,7 +162,7 @@ var InferenceSamples = class {
   }
   /** `{ stratum, treatment, outcome, count }`: recovery by treatment arm at six made-up sites. */
   static strata(seed) {
-    const { u } = _chunkUMEKIIHJcjs.SampleData.rng(seed);
+    const { u } = _chunkLNWTC72Ycjs.SampleData.rng(seed);
     return SITES.flatMap((stratum, s) => {
       const base = 0.32 + u() * 0.2, lift = 0.04 + u() * 0.3 - (s === 3 ? 0.2 : 0);
       return [["Treated", base + lift], ["Control", base]].flatMap(([treatment, rate]) => {
@@ -173,7 +173,7 @@ var InferenceSamples = class {
   }
   /** `{ segment, tenure, support, status, count }`: subscription accounts by three predictors and whether they renewed. */
   static renewals(seed) {
-    const { u } = _chunkUMEKIIHJcjs.SampleData.rng(seed);
+    const { u } = _chunkLNWTC72Ycjs.SampleData.rng(seed);
     const segments = [["Consumer", 520, 0.28], ["Business", 300, 0.17]];
     const tenures = [["Under 1 yr", 0.42, 0.1], ["1 to 3 yrs", 0.36, 0], ["Over 3 yrs", 0.22, -0.08]];
     const supports = [["Self-serve", 0.62, 0.05], ["Assisted", 0.38, -0.06]];
@@ -184,7 +184,7 @@ var InferenceSamples = class {
   }
   /** `{ plan, region, seats, rating, renewed }`: one row per account, mixing categories with two small numeric scales. */
   static accounts(seed, count = 260) {
-    const { u } = _chunkUMEKIIHJcjs.SampleData.rng(seed);
+    const { u } = _chunkLNWTC72Ycjs.SampleData.rng(seed);
     const pick = (items, weights) => {
       let draw = u() * weights.reduce((a, b) => a + b, 0);
       return _nullishCoalesce(items[Math.max(0, weights.findIndex((weight) => (draw -= weight) < 0))], () => ( items[items.length - 1]));
@@ -200,7 +200,7 @@ var InferenceSamples = class {
   }
   /** `{ unit, events, volume }`: readmissions out of discharges for made-up hospital units, a few of them truly different. */
   static units(seed, count = 42) {
-    const { u, n } = _chunkUMEKIIHJcjs.SampleData.rng(seed);
+    const { u, n } = _chunkLNWTC72Ycjs.SampleData.rng(seed);
     return Array.from({ length: count }, (_, i) => {
       const volume = Math.round(Math.exp(5.6 + n() * 0.9)) + 25;
       const rate = 0.085 * Math.exp(n() * 0.24) + (i === 7 ? 0.05 : i === 21 ? -0.04 : i === 30 ? 0.035 : 0);
@@ -211,17 +211,17 @@ var InferenceSamples = class {
   }
   /** `{ value }`: right-skewed claim amounts, close to lognormal. */
   static skewed(seed, count = 180) {
-    const { n } = _chunkUMEKIIHJcjs.SampleData.rng(seed);
+    const { n } = _chunkLNWTC72Ycjs.SampleData.rng(seed);
     return Array.from({ length: count }, () => ({ value: +Math.exp(5.4 + 0.42 * n()).toFixed(1) }));
   }
   /** `{ value }`: breaking strengths of test coupons in MPa, drawn from a Weibull law. */
   static strengths(seed, count = 40) {
-    const { u } = _chunkUMEKIIHJcjs.SampleData.rng(seed);
+    const { u } = _chunkLNWTC72Ycjs.SampleData.rng(seed);
     return Array.from({ length: count }, () => ({ value: +(310 * (-Math.log(1 - u() * 0.999)) ** (1 / 3.4)).toFixed(1) }));
   }
   /** `{ x, value }`: a response that grows multiplicatively with `x`, so its log is close to linear. */
   static response(seed, count = 70) {
-    const { u, n } = _chunkUMEKIIHJcjs.SampleData.rng(seed);
+    const { u, n } = _chunkLNWTC72Ycjs.SampleData.rng(seed);
     return Array.from({ length: count }, () => {
       const x = +(1 + u() * 9).toFixed(2);
       return { x, value: +Math.exp(1.1 + 0.19 * x + 0.34 * n()).toFixed(2) };
@@ -646,7 +646,7 @@ var EstimationPlot = (_class4 = class _EstimationPlot extends _chunkEEF5WRRZcjs.
     shape: "table" /* Table */,
     description: "Shows raw data for two or more groups with the effect size against a control, its bootstrap distribution and its 95% interval.",
     tags: ["gardner-altman", "cumming", "effect size", "bootstrap", "confidence interval", "estimation statistics"],
-    sample: (seed) => _chunkUMEKIIHJcjs.SampleData.distribution(seed, 28, 3),
+    sample: (seed) => _chunkLNWTC72Ycjs.SampleData.distribution(seed, 28, 3),
     variants: {
       layout: Object.values(EstimationLayout),
       effect: Object.values(EstimationEffect),
@@ -1484,7 +1484,7 @@ var PiratePlot = (_class9 = class _PiratePlot extends _chunkXX2YTCORcjs.Cartesia
     shape: "table" /* Table */,
     description: "Shows each group as jittered raw points, a density bean, a bar at the mean or median and a band for its uncertainty.",
     tags: ["raw data", "bean", "inference band", "group comparison", "confidence interval", "rdi plot"],
-    sample: (seed) => _chunkUMEKIIHJcjs.SampleData.distribution(seed, 36, 4),
+    sample: (seed) => _chunkLNWTC72Ycjs.SampleData.distribution(seed, 36, 4),
     variants: {
       center: Object.values(PirateCenter),
       inference: Object.values(PirateInference),

package/dist/{chunk-5DP7OUSE.cjs → chunk-2GG5YYSC.cjs}

@@ -13,7 +13,7 @@ var _chunkEEF5WRRZcjs = require('./chunk-EEF5WRRZ.cjs');
 var _chunkPY4R3IFFcjs = require('./chunk-PY4R3IFF.cjs');
 
 
-var _chunkUMEKIIHJcjs = require('./chunk-UMEKIIHJ.cjs');
+var _chunkLNWTC72Ycjs = require('./chunk-LNWTC72Y.cjs');
 
 // src/charts/tracecharts/traceEnums.ts
 var TraceOrder = /* @__PURE__ */ ((TraceOrder2) => {
@@ -292,7 +292,7 @@ var STACKS = [
 var TraceSamples = class {
   /** `{ spanId, parentId, service, operation, start, duration, status }`: one checkout request, plus a consumer that runs after it replied. */
   static spans(seed) {
-    const { u } = _chunkUMEKIIHJcjs.SampleData.rng(seed), rows = [];
+    const { u } = _chunkLNWTC72Ycjs.SampleData.rng(seed), rows = [];
     const walk = (plan, start, parentId) => {
       const spanId = `s${(rows.length + 1).toString().padStart(2, "0")}`, row = { spanId, parentId, service: plan.service, operation: plan.operation, start: +start.toFixed(1), duration: 0, status: plan.failed ? "ERROR" : "OK" };
       rows.push(row);
@@ -310,7 +310,7 @@ var TraceSamples = class {
   }
   /** `{ url, type, status, connection, start, blocked, dns, connect, ssl, send, wait, receive, onContentLoad, onLoad }`, in the shape of HAR timings. */
   static requests(seed) {
-    const { u } = _chunkUMEKIIHJcjs.SampleData.rng(seed), hosts = /* @__PURE__ */ new Set(), rows = [], ends = [], firstBytes = [];
+    const { u } = _chunkLNWTC72Ycjs.SampleData.rng(seed), hosts = /* @__PURE__ */ new Set(), rows = [], ends = [], firstBytes = [];
     PAGE.forEach((item, i) => {
       const fresh = !hosts.has(item.host);
       hosts.add(item.host);
@@ -342,7 +342,7 @@ var TraceSamples = class {
   }
   /** `{ date, good, total }`: 75 days of hourly events under a low base error rate, with a few incidents. */
   static sloEvents(seed) {
-    const { u, n } = _chunkUMEKIIHJcjs.SampleData.rng(seed), hours = 75 * 24, start = Date.UTC(2026, 5, 1);
+    const { u, n } = _chunkLNWTC72Ycjs.SampleData.rng(seed), hours = 75 * 24, start = Date.UTC(2026, 5, 1);
     const incidents = Array.from({ length: 7 }, () => ({ at: Math.floor(u() * hours), length: 1 + Math.floor(u() * 5), rate: 0.012 + u() * u() * 0.05 }));
     return Array.from({ length: hours }, (_, hour) => {
       const total = Math.round(5e3 + 2600 * Math.sin(2 * Math.PI * (hour % 24) / 24) + n() * 180);
@@ -353,7 +353,7 @@ var TraceSamples = class {
   }
   /** `{ name, start, duration, thread, category }`: a page's main thread, a worker and the compositor. Durations nest, as trace events do. */
   static calls(seed) {
-    const { u } = _chunkUMEKIIHJcjs.SampleData.rng(seed), rows = [];
+    const { u } = _chunkLNWTC72Ycjs.SampleData.rng(seed), rows = [];
     const frame = (thread, category, names, depth, start, duration) => {
       rows.push({ name: names[depth], start: +start.toFixed(2), duration: +duration.toFixed(2), thread, category });
       if (depth + 1 >= names.length || duration < 2) return;
@@ -381,7 +381,7 @@ var TraceSamples = class {
   }
   /** `{ test, commit, status }` over 40 commits. A flake that fails gets a retry row on the same commit, and a few tests really break for a stretch. */
   static testRuns(seed) {
-    const { u } = _chunkUMEKIIHJcjs.SampleData.rng(seed);
+    const { u } = _chunkLNWTC72Ycjs.SampleData.rng(seed);
     const commits = Array.from({ length: 40 }, () => Array.from({ length: 40 }, () => SHA[Math.floor(u() * SHA.length)]).join(""));
     return commits.flatMap((commit, c) => TESTS.flatMap(({ test, flake, broken, skip }) => {
       if (skip && c >= skip[0] && c < skip[1]) return [{ test, commit, status: "skipped" }];