npm - qesuite - Versions diffs - 1.0.34 → 1.0.35 - Mend

qesuite 1.0.34 → 1.0.35

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Files changed (7) hide show

package/dist/index.d.mts CHANGED Viewed

@@ -593,24 +593,30 @@ declare const Distributions: {
         * @param scale [OPTIONAL] (σ): The scale parameter of the specified distribution. The scale parameter of the normal distribution is equivalent to the Standard Deviation.
         */
         pdf(x: number, location?: number, scale?: number): number;
-        RyanJoiner: {
-            Test(data: number[]): {
-                RJ: number;
-                critical: number;
-            };
-            Critical(data: number[]): number;
-        };
+        Chebyshev(data: number[], spec: Specification): number;
         JarqueBera(data: number[]): {
             JB: number;
             p: number;
         };
-        Chebyshev(data: number[], spec: Specification): number;
-        Skewness(data: any): number;
         Kurtosis(data: any): number;
         KolmogorovSmirnov(data: any): {
             KS: number;
             p: any;
         };
+        Lilliefors: {
+            Test(data: number[]): {
+                KS: number;
+                p: number;
+            };
+            p(KS: number, N: number): number;
+        };
+        RyanJoiner: {
+            Test(data: number[]): {
+                RJ: number;
+                critical: number;
+            };
+            Critical(data: number[]): number;
+        };
         ShapiroWilk: {
             Test(data: number[], expanded?: boolean): {
                 W: number;
@@ -623,6 +629,7 @@ declare const Distributions: {
                 pValues: number[];
             };
         };
+        Skewness(data: any): number;
     };
     T: {
         /**

package/dist/index.d.ts CHANGED Viewed

@@ -593,24 +593,30 @@ declare const Distributions: {
         * @param scale [OPTIONAL] (σ): The scale parameter of the specified distribution. The scale parameter of the normal distribution is equivalent to the Standard Deviation.
         */
         pdf(x: number, location?: number, scale?: number): number;
-        RyanJoiner: {
-            Test(data: number[]): {
-                RJ: number;
-                critical: number;
-            };
-            Critical(data: number[]): number;
-        };
+        Chebyshev(data: number[], spec: Specification): number;
         JarqueBera(data: number[]): {
             JB: number;
             p: number;
         };
-        Chebyshev(data: number[], spec: Specification): number;
-        Skewness(data: any): number;
         Kurtosis(data: any): number;
         KolmogorovSmirnov(data: any): {
             KS: number;
             p: any;
         };
+        Lilliefors: {
+            Test(data: number[]): {
+                KS: number;
+                p: number;
+            };
+            p(KS: number, N: number): number;
+        };
+        RyanJoiner: {
+            Test(data: number[]): {
+                RJ: number;
+                critical: number;
+            };
+            Critical(data: number[]): number;
+        };
         ShapiroWilk: {
             Test(data: number[], expanded?: boolean): {
                 W: number;
@@ -623,6 +629,7 @@ declare const Distributions: {
                 pValues: number[];
             };
         };
+        Skewness(data: any): number;
     };
     T: {
         /**

package/dist/index.js CHANGED Viewed

@@ -1501,43 +1501,6 @@ var Distributions = {
     pdf(x, location = 0, scale = 1) {
       return 1 / (scale * Math.sqrt(2 * Math.PI)) * Math.exp(-0.5 * Math.pow((x - location) / scale, 2));
     },
-    RyanJoiner: {
-      Test(data) {
-        let N = data.length;
-        let Z = [];
-        let Y = [...data].sort(function(a, b) {
-          return a - b;
-        });
-        let numSum = 0;
-        let denSum = 0;
-        let mean = Mean(data);
-        let variance = Math.pow(StDev.S(data), 2);
-        for (let i = 0; i < N; i++) {
-          Z[i] = Distributions.Normal.inv((i + 1 - 0.375) / (N + 0.25));
-          numSum += Z[i] * (Y[i] - mean);
-          denSum += Math.pow(Z[i], 2);
-        }
-        let RJ = numSum / Math.sqrt(variance * (N - 1) * denSum);
-        return {
-          RJ,
-          critical: Distributions.Normal.RyanJoiner.Critical(data)
-        };
-      },
-      Critical(data) {
-        let N = data.length;
-        return 1.0063 - 0.6118 / N + 1.3505 / Math.pow(N, 2) - 0.1288 / Math.pow(N, 0.5);
-      }
-    },
-    JarqueBera(data) {
-      let N = data.length;
-      let S = Distributions.Normal.Skewness(data);
-      let K = Distributions.Normal.Kurtosis(data);
-      let JB = N / 6 * (Math.pow(S, 2) + 0.25 * Math.pow(K, 2));
-      return {
-        JB,
-        p: Distributions.ChiSq.RightTail(JB, 2)
-      };
-    },
     Chebyshev(data, spec) {
       let mean = Mean(data);
       let standard_deviation = StDev.S(data);
@@ -1551,18 +1514,15 @@ var Distributions = {
       }
       return min / (10 * standard_deviation);
     },
-    Skewness(data) {
+    JarqueBera(data) {
       let N = data.length;
-      let mean = Mean(data);
-      let numsum = 0;
-      let densum = 0;
-      for (let i = 0; i < N; i++) {
-        let inner = data[i] - mean;
-        numsum += Math.pow(inner, 3);
-      }
-      let num = numsum * N;
-      let den = (N - 2) * (N - 1) * Math.pow(StDev.S(data), 3);
-      return num / den;
+      let S = Distributions.Normal.Skewness(data);
+      let K = Distributions.Normal.Kurtosis(data);
+      let JB = N / 6 * (Math.pow(S, 2) + 0.25 * Math.pow(K, 2));
+      return {
+        JB,
+        p: Distributions.ChiSq.RightTail(JB, 2)
+      };
     },
     Kurtosis(data) {
       let N = data.length;
@@ -1595,6 +1555,121 @@ var Distributions = {
         p
       };
     },
+    Lilliefors: {
+      Test(data) {
+        let KS = Distributions.Normal.KolmogorovSmirnov(data).KS;
+        let p = Distributions.Normal.Lilliefors.p(KS, data.length);
+        return {
+          KS,
+          p
+        };
+      },
+      p(KS, N) {
+        let pSelections = [];
+        let pChart = [
+          [0.3027, 0.3216, 0.3456, 0.3754, 0.4129],
+          [0.2893, 0.3027, 0.3188, 0.3427, 0.3959],
+          [0.2694, 0.2816, 0.2982, 0.3245, 0.3728],
+          [0.2521, 0.2641, 0.2802, 0.3041, 0.3504],
+          [0.2387, 0.2502, 0.2649, 0.2875, 0.3331],
+          [0.2273, 0.2382, 0.2522, 0.2744, 0.3162],
+          [0.2171, 0.2273, 0.241, 0.2616, 0.3037],
+          [0.208, 0.2179, 0.2306, 0.2506, 0.2905],
+          [0.2004, 0.2101, 0.2228, 0.2426, 0.2812],
+          [0.1932, 0.2025, 0.2147, 0.2337, 0.2714],
+          [0.1869, 0.1959, 0.2077, 0.2257, 0.2627],
+          [0.1811, 0.1899, 0.2016, 0.2196, 0.2545],
+          [0.1758, 0.1843, 0.1956, 0.2128, 0.2477],
+          [0.1711, 0.1794, 0.1902, 0.2071, 0.2408],
+          [0.1666, 0.1747, 0.1852, 0.2018, 0.2345],
+          [0.1624, 0.17, 0.1803, 0.1965, 0.2285],
+          [0.1589, 0.1666, 0.1764, 0.192, 0.2226],
+          [0.1553, 0.1629, 0.1726, 0.1881, 0.219],
+          [0.1517, 0.1592, 0.169, 0.184, 0.2141],
+          [0.1484, 0.1555, 0.165, 0.1798, 0.209],
+          [0.1458, 0.1527, 0.1619, 0.1766, 0.2053],
+          [0.1429, 0.1498, 0.1589, 0.1726, 0.201],
+          [0.1406, 0.1472, 0.1562, 0.1699, 0.1985],
+          [0.1381, 0.1448, 0.1533, 0.1665, 0.1941],
+          [0.1358, 0.1423, 0.1509, 0.1641, 0.1911],
+          [0.1334, 0.1398, 0.1483, 0.1614, 0.1886],
+          [0.1315, 0.1378, 0.146, 0.159, 0.1848],
+          [0.1291, 0.1353, 0.1432, 0.1559, 0.182],
+          [0.1274, 0.1336, 0.1415, 0.1542, 0.1798],
+          [0.1254, 0.1314, 0.1392, 0.1518, 0.177],
+          [0.1236, 0.1295, 0.1373, 0.1497, 0.1747],
+          [0.122, 0.1278, 0.1356, 0.1478, 0.172],
+          [0.1203, 0.126, 0.1336, 0.1454, 0.1695],
+          [0.1188, 0.1245, 0.132, 0.1436, 0.1677],
+          [0.1174, 0.123, 0.1303, 0.1421, 0.1653],
+          [0.1159, 0.1214, 0.1288, 0.1402, 0.1634],
+          [0.1147, 0.1204, 0.1275, 0.1386, 0.1616],
+          [0.1131, 0.1186, 0.1258, 0.1373, 0.1599],
+          [0.1119, 0.1172, 0.1244, 0.1353, 0.1573],
+          [0.1106, 0.1159, 0.1228, 0.1339, 0.1556],
+          [0.1095, 0.1148, 0.1216, 0.1322, 0.1542],
+          [0.1083, 0.1134, 0.1204, 0.1309, 0.1525],
+          [0.1071, 0.1123, 0.1189, 0.1293, 0.1512],
+          [0.1062, 0.1113, 0.118, 0.1282, 0.1499],
+          [0.1047, 0.1098, 0.1165, 0.1269, 0.1476],
+          [0.104, 0.1089, 0.1153, 0.1256, 0.1463],
+          [0.103, 0.1079, 0.1142, 0.1246, 0.1457]
+        ];
+        if (N > 50) {
+          pSelections = [0.741 / N, 0.775 / N, 0.819 / N, 0.895 / N, 1.035 / N];
+        } else
+          [
+            pSelections = pChart[N - 1]
+          ];
+        let pValues = [0.2, 0.15, 0.1, 0.05, 0.01];
+        let selectedValue = 0;
+        pSelections.forEach((crit) => {
+          if (KS >= crit) {
+            selectedValue += 1;
+          }
+        });
+        if (selectedValue === 0) {
+          return 1;
+        }
+        ;
+        if (selectedValue === 5) {
+          return 0;
+        }
+        ;
+        let p1 = pValues[selectedValue - 1];
+        let p2 = pValues[selectedValue];
+        let KS1 = pSelections[selectedValue - 1];
+        let KS2 = pSelections[selectedValue];
+        return p1 + (p2 - p1) / (KS2 - KS1) * (KS - KS1);
+      }
+    },
+    RyanJoiner: {
+      Test(data) {
+        let N = data.length;
+        let Z = [];
+        let Y = [...data].sort(function(a, b) {
+          return a - b;
+        });
+        let numSum = 0;
+        let denSum = 0;
+        let mean = Mean(data);
+        let variance = Math.pow(StDev.S(data), 2);
+        for (let i = 0; i < N; i++) {
+          Z[i] = Distributions.Normal.inv((i + 1 - 0.375) / (N + 0.25));
+          numSum += Z[i] * (Y[i] - mean);
+          denSum += Math.pow(Z[i], 2);
+        }
+        let RJ = numSum / Math.sqrt(variance * (N - 1) * denSum);
+        return {
+          RJ,
+          critical: Distributions.Normal.RyanJoiner.Critical(data)
+        };
+      },
+      Critical(data) {
+        let N = data.length;
+        return 1.0063 - 0.6118 / N + 1.3505 / Math.pow(N, 2) - 0.1288 / Math.pow(N, 0.5);
+      }
+    },
     ShapiroWilk: {
       Test(data, expanded) {
         let N = data.length;
@@ -1605,9 +1680,6 @@ var Distributions = {
         sorted.forEach((s) => {
           SS += Math.pow(s - mean, 2);
         });
-        if (N < 12) {
-          expanded = false;
-        }
         if (expanded || N > 50) {
           let u = 1 / Math.sqrt(N);
           let m_i = [];
@@ -1736,6 +1808,19 @@ var Distributions = {
         ],
         pValues: [0.01, 0.02, 0.05, 0.1, 0.5, 0.9, 0.95, 0.98, 0.99]
       }
+    },
+    Skewness(data) {
+      let N = data.length;
+      let mean = Mean(data);
+      let numsum = 0;
+      let densum = 0;
+      for (let i = 0; i < N; i++) {
+        let inner = data[i] - mean;
+        numsum += Math.pow(inner, 3);
+      }
+      let num = numsum * N;
+      let den = (N - 2) * (N - 1) * Math.pow(StDev.S(data), 3);
+      return num / den;
     }
   },
   T: {

package/dist/index.mjs CHANGED Viewed

@@ -1415,43 +1415,6 @@ var Distributions = {
     pdf(x, location = 0, scale = 1) {
       return 1 / (scale * Math.sqrt(2 * Math.PI)) * Math.exp(-0.5 * Math.pow((x - location) / scale, 2));
     },
-    RyanJoiner: {
-      Test(data) {
-        let N = data.length;
-        let Z = [];
-        let Y = [...data].sort(function(a, b) {
-          return a - b;
-        });
-        let numSum = 0;
-        let denSum = 0;
-        let mean = Mean(data);
-        let variance = Math.pow(StDev.S(data), 2);
-        for (let i = 0; i < N; i++) {
-          Z[i] = Distributions.Normal.inv((i + 1 - 0.375) / (N + 0.25));
-          numSum += Z[i] * (Y[i] - mean);
-          denSum += Math.pow(Z[i], 2);
-        }
-        let RJ = numSum / Math.sqrt(variance * (N - 1) * denSum);
-        return {
-          RJ,
-          critical: Distributions.Normal.RyanJoiner.Critical(data)
-        };
-      },
-      Critical(data) {
-        let N = data.length;
-        return 1.0063 - 0.6118 / N + 1.3505 / Math.pow(N, 2) - 0.1288 / Math.pow(N, 0.5);
-      }
-    },
-    JarqueBera(data) {
-      let N = data.length;
-      let S = Distributions.Normal.Skewness(data);
-      let K = Distributions.Normal.Kurtosis(data);
-      let JB = N / 6 * (Math.pow(S, 2) + 0.25 * Math.pow(K, 2));
-      return {
-        JB,
-        p: Distributions.ChiSq.RightTail(JB, 2)
-      };
-    },
     Chebyshev(data, spec) {
       let mean = Mean(data);
       let standard_deviation = StDev.S(data);
@@ -1465,18 +1428,15 @@ var Distributions = {
       }
       return min / (10 * standard_deviation);
     },
-    Skewness(data) {
+    JarqueBera(data) {
       let N = data.length;
-      let mean = Mean(data);
-      let numsum = 0;
-      let densum = 0;
-      for (let i = 0; i < N; i++) {
-        let inner = data[i] - mean;
-        numsum += Math.pow(inner, 3);
-      }
-      let num = numsum * N;
-      let den = (N - 2) * (N - 1) * Math.pow(StDev.S(data), 3);
-      return num / den;
+      let S = Distributions.Normal.Skewness(data);
+      let K = Distributions.Normal.Kurtosis(data);
+      let JB = N / 6 * (Math.pow(S, 2) + 0.25 * Math.pow(K, 2));
+      return {
+        JB,
+        p: Distributions.ChiSq.RightTail(JB, 2)
+      };
     },
     Kurtosis(data) {
       let N = data.length;
@@ -1509,6 +1469,121 @@ var Distributions = {
         p
       };
     },
+    Lilliefors: {
+      Test(data) {
+        let KS = Distributions.Normal.KolmogorovSmirnov(data).KS;
+        let p = Distributions.Normal.Lilliefors.p(KS, data.length);
+        return {
+          KS,
+          p
+        };
+      },
+      p(KS, N) {
+        let pSelections = [];
+        let pChart = [
+          [0.3027, 0.3216, 0.3456, 0.3754, 0.4129],
+          [0.2893, 0.3027, 0.3188, 0.3427, 0.3959],
+          [0.2694, 0.2816, 0.2982, 0.3245, 0.3728],
+          [0.2521, 0.2641, 0.2802, 0.3041, 0.3504],
+          [0.2387, 0.2502, 0.2649, 0.2875, 0.3331],
+          [0.2273, 0.2382, 0.2522, 0.2744, 0.3162],
+          [0.2171, 0.2273, 0.241, 0.2616, 0.3037],
+          [0.208, 0.2179, 0.2306, 0.2506, 0.2905],
+          [0.2004, 0.2101, 0.2228, 0.2426, 0.2812],
+          [0.1932, 0.2025, 0.2147, 0.2337, 0.2714],
+          [0.1869, 0.1959, 0.2077, 0.2257, 0.2627],
+          [0.1811, 0.1899, 0.2016, 0.2196, 0.2545],
+          [0.1758, 0.1843, 0.1956, 0.2128, 0.2477],
+          [0.1711, 0.1794, 0.1902, 0.2071, 0.2408],
+          [0.1666, 0.1747, 0.1852, 0.2018, 0.2345],
+          [0.1624, 0.17, 0.1803, 0.1965, 0.2285],
+          [0.1589, 0.1666, 0.1764, 0.192, 0.2226],
+          [0.1553, 0.1629, 0.1726, 0.1881, 0.219],
+          [0.1517, 0.1592, 0.169, 0.184, 0.2141],
+          [0.1484, 0.1555, 0.165, 0.1798, 0.209],
+          [0.1458, 0.1527, 0.1619, 0.1766, 0.2053],
+          [0.1429, 0.1498, 0.1589, 0.1726, 0.201],
+          [0.1406, 0.1472, 0.1562, 0.1699, 0.1985],
+          [0.1381, 0.1448, 0.1533, 0.1665, 0.1941],
+          [0.1358, 0.1423, 0.1509, 0.1641, 0.1911],
+          [0.1334, 0.1398, 0.1483, 0.1614, 0.1886],
+          [0.1315, 0.1378, 0.146, 0.159, 0.1848],
+          [0.1291, 0.1353, 0.1432, 0.1559, 0.182],
+          [0.1274, 0.1336, 0.1415, 0.1542, 0.1798],
+          [0.1254, 0.1314, 0.1392, 0.1518, 0.177],
+          [0.1236, 0.1295, 0.1373, 0.1497, 0.1747],
+          [0.122, 0.1278, 0.1356, 0.1478, 0.172],
+          [0.1203, 0.126, 0.1336, 0.1454, 0.1695],
+          [0.1188, 0.1245, 0.132, 0.1436, 0.1677],
+          [0.1174, 0.123, 0.1303, 0.1421, 0.1653],
+          [0.1159, 0.1214, 0.1288, 0.1402, 0.1634],
+          [0.1147, 0.1204, 0.1275, 0.1386, 0.1616],
+          [0.1131, 0.1186, 0.1258, 0.1373, 0.1599],
+          [0.1119, 0.1172, 0.1244, 0.1353, 0.1573],
+          [0.1106, 0.1159, 0.1228, 0.1339, 0.1556],
+          [0.1095, 0.1148, 0.1216, 0.1322, 0.1542],
+          [0.1083, 0.1134, 0.1204, 0.1309, 0.1525],
+          [0.1071, 0.1123, 0.1189, 0.1293, 0.1512],
+          [0.1062, 0.1113, 0.118, 0.1282, 0.1499],
+          [0.1047, 0.1098, 0.1165, 0.1269, 0.1476],
+          [0.104, 0.1089, 0.1153, 0.1256, 0.1463],
+          [0.103, 0.1079, 0.1142, 0.1246, 0.1457]
+        ];
+        if (N > 50) {
+          pSelections = [0.741 / N, 0.775 / N, 0.819 / N, 0.895 / N, 1.035 / N];
+        } else
+          [
+            pSelections = pChart[N - 1]
+          ];
+        let pValues = [0.2, 0.15, 0.1, 0.05, 0.01];
+        let selectedValue = 0;
+        pSelections.forEach((crit) => {
+          if (KS >= crit) {
+            selectedValue += 1;
+          }
+        });
+        if (selectedValue === 0) {
+          return 1;
+        }
+        ;
+        if (selectedValue === 5) {
+          return 0;
+        }
+        ;
+        let p1 = pValues[selectedValue - 1];
+        let p2 = pValues[selectedValue];
+        let KS1 = pSelections[selectedValue - 1];
+        let KS2 = pSelections[selectedValue];
+        return p1 + (p2 - p1) / (KS2 - KS1) * (KS - KS1);
+      }
+    },
+    RyanJoiner: {
+      Test(data) {
+        let N = data.length;
+        let Z = [];
+        let Y = [...data].sort(function(a, b) {
+          return a - b;
+        });
+        let numSum = 0;
+        let denSum = 0;
+        let mean = Mean(data);
+        let variance = Math.pow(StDev.S(data), 2);
+        for (let i = 0; i < N; i++) {
+          Z[i] = Distributions.Normal.inv((i + 1 - 0.375) / (N + 0.25));
+          numSum += Z[i] * (Y[i] - mean);
+          denSum += Math.pow(Z[i], 2);
+        }
+        let RJ = numSum / Math.sqrt(variance * (N - 1) * denSum);
+        return {
+          RJ,
+          critical: Distributions.Normal.RyanJoiner.Critical(data)
+        };
+      },
+      Critical(data) {
+        let N = data.length;
+        return 1.0063 - 0.6118 / N + 1.3505 / Math.pow(N, 2) - 0.1288 / Math.pow(N, 0.5);
+      }
+    },
     ShapiroWilk: {
       Test(data, expanded) {
         let N = data.length;
@@ -1519,9 +1594,6 @@ var Distributions = {
         sorted.forEach((s) => {
           SS += Math.pow(s - mean, 2);
         });
-        if (N < 12) {
-          expanded = false;
-        }
         if (expanded || N > 50) {
           let u = 1 / Math.sqrt(N);
           let m_i = [];
@@ -1650,6 +1722,19 @@ var Distributions = {
         ],
         pValues: [0.01, 0.02, 0.05, 0.1, 0.5, 0.9, 0.95, 0.98, 0.99]
       }
+    },
+    Skewness(data) {
+      let N = data.length;
+      let mean = Mean(data);
+      let numsum = 0;
+      let densum = 0;
+      for (let i = 0; i < N; i++) {
+        let inner = data[i] - mean;
+        numsum += Math.pow(inner, 3);
+      }
+      let num = numsum * N;
+      let den = (N - 2) * (N - 1) * Math.pow(StDev.S(data), 3);
+      return num / den;
     }
   },
   T: {

package/index.ts CHANGED Viewed

@@ -1581,45 +1581,6 @@ export const Distributions = {
     pdf(x: number, location: number = 0, scale: number = 1) {
       return (1 / (scale * Math.sqrt(2 * Math.PI))) * Math.exp(-.5 * Math.pow((x - location) / scale, 2))
     },
-    RyanJoiner: {
-      Test(data: number[]){
-        let N = data.length;
-        let Z: number[] = [];
-        let Y = [...data].sort(function (a, b){return a-b});
-        let numSum = 0;
-        let denSum = 0;
-        let mean = Mean(data);
-        let variance = Math.pow(StDev.S(data), 2);
-        for(let i = 0; i < N; i++){
-          Z[i] = Distributions.Normal.inv((i + 1 - 0.375)/ (N + 0.25))
-          numSum += Z[i]*(Y[i]-mean);
-          denSum += Math.pow(Z[i], 2);
-        }
-        let RJ = numSum/Math.sqrt(variance*(N-1)*denSum);
-        return {
-          RJ: RJ,
-          critical: Distributions.Normal.RyanJoiner.Critical(data)
-        }
-      },
-      Critical(data: number[]){
-        let N = data.length;
-        return 1.0063-(0.6118/N)+(1.3505/Math.pow(N, 2))-(.1288/Math.pow(N, .5))
-      }
-    },
-    JarqueBera(data: number[]){
-      let N = data.length;
-      let S = Distributions.Normal.Skewness(data);
-      let K = Distributions.Normal.Kurtosis(data);
-      let JB = (N/6)*(Math.pow(S, 2) + .25 * Math.pow(K, 2));
-      return {
-        JB: JB,
-        p: Distributions.ChiSq.RightTail(JB, 2)
-      }
-    },
     Chebyshev(data: number[], spec: Specification){
       let mean = Mean(data);
       let standard_deviation =StDev.S(data);
@@ -1633,19 +1594,16 @@ export const Distributions = {
       }
       return min/(10*standard_deviation);
     },
-    Skewness(data){
-      // SRC: https://www.omnicalculator.com/statistics/skewness#what-are-skewness-and-kurtosis
+    JarqueBera(data: number[]){
       let N = data.length;
-      let mean = Mean(data);
-      let numsum = 0;
-      let densum = 0;
-      for(let i = 0; i < N; i++){
-        let inner = data[i] - mean;
-        numsum += Math.pow(inner, 3);
+      let S = Distributions.Normal.Skewness(data);
+      let K = Distributions.Normal.Kurtosis(data);
+      let JB = (N/6)*(Math.pow(S, 2) + .25 * Math.pow(K, 2));
+      return {
+        JB: JB,
+        p: Distributions.ChiSq.RightTail(JB, 2)
       }
-      let num = numsum * N;
-      let den = (N - 2) * (N - 1) * Math.pow(StDev.S(data),3)
-      return num/den;
     },
     Kurtosis(data){
       // SRC: https://www.omnicalculator.com/statistics/skewness#what-are-skewness-and-kurtosis
@@ -1680,6 +1638,115 @@ export const Distributions = {
         p: p
       };
     },
+    Lilliefors:{
+      Test(data: number[]){
+        let KS = Distributions.Normal.KolmogorovSmirnov(data).KS;
+        let p = Distributions.Normal.Lilliefors.p(KS, data.length);
+        return {
+          KS: KS,
+          p: p
+        }
+      },
+      p(KS: number, N: number){
+        let pSelections: number[] = [];
+        let pChart = [
+          [0.3027,0.3216,0.3456,0.3754,0.4129],
+          [0.2893,0.3027,0.3188,0.3427,0.3959],
+          [0.2694,0.2816,0.2982,0.3245,0.3728],
+          [0.2521,0.2641,0.2802,0.3041,0.3504],
+          [0.2387,0.2502,0.2649,0.2875,0.3331],
+          [0.2273,0.2382,0.2522,0.2744,0.3162],
+          [0.2171,0.2273,0.241,0.2616,0.3037],
+          [0.208,0.2179,0.2306,0.2506,0.2905],
+          [0.2004,0.2101,0.2228,0.2426,0.2812],
+          [0.1932,0.2025,0.2147,0.2337,0.2714],
+          [0.1869,0.1959,0.2077,0.2257,0.2627],
+          [0.1811,0.1899,0.2016,0.2196,0.2545],
+          [0.1758,0.1843,0.1956,0.2128,0.2477],
+          [0.1711,0.1794,0.1902,0.2071,0.2408],
+          [0.1666,0.1747,0.1852,0.2018,0.2345],
+          [0.1624,0.17,0.1803,0.1965,0.2285],
+          [0.1589,0.1666,0.1764,0.192,0.2226],
+          [0.1553,0.1629,0.1726,0.1881,0.219],
+          [0.1517,0.1592,0.169,0.184,0.2141],
+          [0.1484,0.1555,0.165,0.1798,0.209],
+          [0.1458,0.1527,0.1619,0.1766,0.2053],
+          [0.1429,0.1498,0.1589,0.1726,0.201],
+          [0.1406,0.1472,0.1562,0.1699,0.1985],
+          [0.1381,0.1448,0.1533,0.1665,0.1941],
+          [0.1358,0.1423,0.1509,0.1641,0.1911],
+          [0.1334,0.1398,0.1483,0.1614,0.1886],
+          [0.1315,0.1378,0.146,0.159,0.1848],
+          [0.1291,0.1353,0.1432,0.1559,0.182],
+          [0.1274,0.1336,0.1415,0.1542,0.1798],
+          [0.1254,0.1314,0.1392,0.1518,0.177],
+          [0.1236,0.1295,0.1373,0.1497,0.1747],
+          [0.122,0.1278,0.1356,0.1478,0.172],
+          [0.1203,0.126,0.1336,0.1454,0.1695],
+          [0.1188,0.1245,0.132,0.1436,0.1677],
+          [0.1174,0.123,0.1303,0.1421,0.1653],
+          [0.1159,0.1214,0.1288,0.1402,0.1634],
+          [0.1147,0.1204,0.1275,0.1386,0.1616],
+          [0.1131,0.1186,0.1258,0.1373,0.1599],
+          [0.1119,0.1172,0.1244,0.1353,0.1573],
+          [0.1106,0.1159,0.1228,0.1339,0.1556],
+          [0.1095,0.1148,0.1216,0.1322,0.1542],
+          [0.1083,0.1134,0.1204,0.1309,0.1525],
+          [0.1071,0.1123,0.1189,0.1293,0.1512],
+          [0.1062,0.1113,0.118,0.1282,0.1499],
+          [0.1047,0.1098,0.1165,0.1269,0.1476],
+          [0.104,0.1089,0.1153,0.1256,0.1463],
+          [0.103,0.1079,0.1142,0.1246,0.1457],
+        ]
+        if(N > 50){
+          pSelections = [.741/N, .775/N, .819/N, .895/N, 1.035/N]
+        }else[
+          pSelections = pChart[N-1]
+        ]
+        let pValues = [.20,.15,.10,.05,.01];
+        let selectedValue = 0;
+        pSelections.forEach(crit => {
+          if(KS >= crit){
+            selectedValue += 1
+          }
+        })
+        if(selectedValue === 0){return 1};
+        if(selectedValue === 5){return 0};
+        let p1 = pValues[selectedValue-1];
+        let p2 = pValues[selectedValue];
+        let KS1 = pSelections[selectedValue-1];
+        let KS2 = pSelections[selectedValue];
+        return p1 + (p2-p1)/(KS2-KS1)*(KS-KS1);
+      }
+    },
+    RyanJoiner: {
+      Test(data: number[]){
+        let N = data.length;
+        let Z: number[] = [];
+        let Y = [...data].sort(function (a, b){return a-b});
+        let numSum = 0;
+        let denSum = 0;
+        let mean = Mean(data);
+        let variance = Math.pow(StDev.S(data), 2);
+        for(let i = 0; i < N; i++){
+          Z[i] = Distributions.Normal.inv((i + 1 - 0.375)/ (N + 0.25))
+          numSum += Z[i]*(Y[i]-mean);
+          denSum += Math.pow(Z[i], 2);
+        }
+        let RJ = numSum/Math.sqrt(variance*(N-1)*denSum);
+        return {
+          RJ: RJ,
+          critical: Distributions.Normal.RyanJoiner.Critical(data)
+        }
+      },
+      Critical(data: number[]){
+        let N = data.length;
+        return 1.0063-(0.6118/N)+(1.3505/Math.pow(N, 2))-(.1288/Math.pow(N, .5))
+      }
+    },
     ShapiroWilk:{
       Test(data: number[], expanded?: boolean){
         let N = data.length;
@@ -1692,10 +1759,6 @@ export const Distributions = {
         sorted.forEach(s => {
           SS += Math.pow(s - mean, 2);
         })
-        if(N < 12){
-          expanded = false;
-        }
         // ShapiroWilk Royston Expanded Approximation
         if(expanded || N > 50){
           let u = 1/Math.sqrt(N);
@@ -1829,7 +1892,21 @@ export const Distributions = {
           [0.93,0.938,0.947,0.955,0.974,0.985,0.988,0.99,0.991,]],
           pValues: [0.01,0.02,0.05,0.1,0.5,0.9,0.95,0.98,0.99,]
       }
-    }
+    },
+    Skewness(data){
+      // SRC: https://www.omnicalculator.com/statistics/skewness#what-are-skewness-and-kurtosis
+      let N = data.length;
+      let mean = Mean(data);
+      let numsum = 0;
+      let densum = 0;
+      for(let i = 0; i < N; i++){
+        let inner = data[i] - mean;
+        numsum += Math.pow(inner, 3);
+      }
+      let num = numsum * N;
+      let den = (N - 2) * (N - 1) * Math.pow(StDev.S(data),3)
+      return num/den;
+    },
 },
   T: {
     /**

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "qesuite",
-  "version": "1.0.34",
+  "version": "1.0.35",
   "description": "Performs advanced statistical analysis of data. Specifically designed for engineering statistical analysis",
   "main": "dist/index.js",
   "module": "dist/index.mjs",

package/versions/1_0_35.md ADDED Viewed

	@@ -0,0 +1 @@
1	+ - Added Lilliefors test for normality