qesuite 1.0.59 → 1.0.61

package/dist/index.d.mts

@@ -185,6 +185,7 @@ declare class GRRReplication {
     getPartIndices(): any;
 }
 declare function ObjectToArray(object: any): any[];
+declare function RoundDigits(number: any, digits?: number, omitTrailingZeros?: boolean): any;
 /** ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
  */
 declare const Capability: {
@@ -1247,8 +1248,8 @@ declare const Correlation: {
 };
 declare function Count(arr: any[], value: any): number;
 declare function DescriptiveStatistics(data: number[]): {
-    Mean: number;
     N: number;
+    Mean: number;
     StDev: number;
     SE: number;
 };
@@ -1348,8 +1349,8 @@ declare const EquivalenceTesting: {
             Summary: HTMLCanvasElement;
         };
         DescriptiveStatistics: {
-            Mean: number;
             N: number;
+            Mean: number;
             StDev: number;
             SE: number;
         };
@@ -1386,8 +1387,8 @@ declare const EquivalenceTesting: {
             Summary: HTMLCanvasElement;
         };
         DescriptiveStatistics: {
-            Mean: number;
             N: number;
+            Mean: number;
             StDev: number;
             SE: number;
             Variable: any;
@@ -1426,8 +1427,8 @@ declare const EquivalenceTesting: {
             Summary: HTMLCanvasElement;
         };
         DescriptiveStatistics: {
-            Mean: number;
             N: number;
+            Mean: number;
             StDev: number;
             SE: number;
             Variable: any;
@@ -1516,8 +1517,9 @@ declare const NonparametricTesting: {
             p: number;
         };
     };
-    KruskallWallis(data: number[][]): {
+    KruskalWallis(data: any[][]): {
         DescriptiveStatistics: {
+            Sample: any;
             N: number;
             Median: any;
             MeanRank: any;
@@ -1933,7 +1935,7 @@ declare function MultipleLinearRegression(dependent: number[], factors: any, int
             SS: number;
         };
     };
-    Coeffecients: {};
+    Coefficients: {};
     S: number;
     AdjRSq: number;
     RSq: number;
@@ -2292,4 +2294,4 @@ declare function GRRPartxOperatorChart(data: GRRData): HTMLCanvasElement;
 declare function CompileGRRObject(operators: any, parts: any, measurements: any): GRRData;
 declare function Unique(values: any[]): any[];
 
-export { ANOMEChartEMP, ANOMRChartEMP, ANOVA, AnovaTableTwoWay, AttributeAgreementAnalysis, AverageMovingRange, AxisSettings, Beta, CanvasDrawSettings, Capability, Chart, ChartSettings, CohenKappa, CompileGRRObject, Correlation, Count, CreateBarChart, CreateBoxPlot, CreateBoxandWhiskerGraph, CreateCapabilityHistogram, CreateCapabilityPlot, CreateCategoricalBarGraph, CreateContinuousBarGraph, CreateControlChart, CreateLayeredChart, CreateMatrixChart, CreateScatterPlot, CreateSplitGraph, CreateStackedChart, CreateSummaryChart, CustomDraw, CustomGridline, CustomGridlines, DataCollection, DataSet, DescriptiveStatistics, Distributions, ERF, EngFont, EquivalenceTesting, EvaluateMeasurementProcess, FixedPointIteration, FleissKappa, G1, G1Graphs, GRR, GRRByPartChart, GRRData, GRRGraphs, GRROperator, GRRPartxOperatorChart, GRRReplication, GageEvaluation, GageLinearityAndBias, Gamma, GeneralizedLinearModel, GetFunctionValues, GetHistogramDataset, GoodnessOfFit, HypothesisTesting, IndividualDistributionIdentification, IndividualDistributionPlots, IndividualValuePlot, LastObservationsChart, Line, MANOVA, Margin, MaximumLikelihoodParameters, Mean, Median, MedianMovingRange, MovingRange, MovingRangeChart, MultipleLinearRegression, NestedGRR, NestedGRRByPartChart, NewtonRaphson, NonlinearRootFinding, NonparametricTesting, ObjectToArray, OutlierTesting, ParameterizedCDF, PlochhammerSymbol, Point, Probability, Product, QQPlot, QQPlotChart, Quartile, Rang, SerializeData, SimpleLinearRegression, Specification, StDev, StandardError, Sum, SumSq, SumSquaredDeviation, TrimmedMean, UnbiasingConstant, Unique, Variance, VarianceComponents };
+export { ANOMEChartEMP, ANOMRChartEMP, ANOVA, AnovaTableTwoWay, AttributeAgreementAnalysis, AverageMovingRange, AxisSettings, Beta, CanvasDrawSettings, Capability, Chart, ChartSettings, CohenKappa, CompileGRRObject, Correlation, Count, CreateBarChart, CreateBoxPlot, CreateBoxandWhiskerGraph, CreateCapabilityHistogram, CreateCapabilityPlot, CreateCategoricalBarGraph, CreateContinuousBarGraph, CreateControlChart, CreateLayeredChart, CreateMatrixChart, CreateScatterPlot, CreateSplitGraph, CreateStackedChart, CreateSummaryChart, CustomDraw, CustomGridline, CustomGridlines, DataCollection, DataSet, DescriptiveStatistics, Distributions, ERF, EngFont, EquivalenceTesting, EvaluateMeasurementProcess, FixedPointIteration, FleissKappa, G1, G1Graphs, GRR, GRRByPartChart, GRRData, GRRGraphs, GRROperator, GRRPartxOperatorChart, GRRReplication, GageEvaluation, GageLinearityAndBias, Gamma, GeneralizedLinearModel, GetFunctionValues, GetHistogramDataset, GoodnessOfFit, HypothesisTesting, IndividualDistributionIdentification, IndividualDistributionPlots, IndividualValuePlot, LastObservationsChart, Line, MANOVA, Margin, MaximumLikelihoodParameters, Mean, Median, MedianMovingRange, MovingRange, MovingRangeChart, MultipleLinearRegression, NestedGRR, NestedGRRByPartChart, NewtonRaphson, NonlinearRootFinding, NonparametricTesting, ObjectToArray, OutlierTesting, ParameterizedCDF, PlochhammerSymbol, Point, Probability, Product, QQPlot, QQPlotChart, Quartile, Rang, RoundDigits, SerializeData, SimpleLinearRegression, Specification, StDev, StandardError, Sum, SumSq, SumSquaredDeviation, TrimmedMean, UnbiasingConstant, Unique, Variance, VarianceComponents };

package/dist/index.d.ts

@@ -185,6 +185,7 @@ declare class GRRReplication {
     getPartIndices(): any;
 }
 declare function ObjectToArray(object: any): any[];
+declare function RoundDigits(number: any, digits?: number, omitTrailingZeros?: boolean): any;
 /** ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
  */
 declare const Capability: {
@@ -1247,8 +1248,8 @@ declare const Correlation: {
 };
 declare function Count(arr: any[], value: any): number;
 declare function DescriptiveStatistics(data: number[]): {
-    Mean: number;
     N: number;
+    Mean: number;
     StDev: number;
     SE: number;
 };
@@ -1348,8 +1349,8 @@ declare const EquivalenceTesting: {
             Summary: HTMLCanvasElement;
         };
         DescriptiveStatistics: {
-            Mean: number;
             N: number;
+            Mean: number;
             StDev: number;
             SE: number;
         };
@@ -1386,8 +1387,8 @@ declare const EquivalenceTesting: {
             Summary: HTMLCanvasElement;
         };
         DescriptiveStatistics: {
-            Mean: number;
             N: number;
+            Mean: number;
             StDev: number;
             SE: number;
             Variable: any;
@@ -1426,8 +1427,8 @@ declare const EquivalenceTesting: {
             Summary: HTMLCanvasElement;
         };
         DescriptiveStatistics: {
-            Mean: number;
             N: number;
+            Mean: number;
             StDev: number;
             SE: number;
             Variable: any;
@@ -1516,8 +1517,9 @@ declare const NonparametricTesting: {
             p: number;
         };
     };
-    KruskallWallis(data: number[][]): {
+    KruskalWallis(data: any[][]): {
         DescriptiveStatistics: {
+            Sample: any;
             N: number;
             Median: any;
             MeanRank: any;
@@ -1933,7 +1935,7 @@ declare function MultipleLinearRegression(dependent: number[], factors: any, int
             SS: number;
         };
     };
-    Coeffecients: {};
+    Coefficients: {};
     S: number;
     AdjRSq: number;
     RSq: number;
@@ -2292,4 +2294,4 @@ declare function GRRPartxOperatorChart(data: GRRData): HTMLCanvasElement;
 declare function CompileGRRObject(operators: any, parts: any, measurements: any): GRRData;
 declare function Unique(values: any[]): any[];
 
-export { ANOMEChartEMP, ANOMRChartEMP, ANOVA, AnovaTableTwoWay, AttributeAgreementAnalysis, AverageMovingRange, AxisSettings, Beta, CanvasDrawSettings, Capability, Chart, ChartSettings, CohenKappa, CompileGRRObject, Correlation, Count, CreateBarChart, CreateBoxPlot, CreateBoxandWhiskerGraph, CreateCapabilityHistogram, CreateCapabilityPlot, CreateCategoricalBarGraph, CreateContinuousBarGraph, CreateControlChart, CreateLayeredChart, CreateMatrixChart, CreateScatterPlot, CreateSplitGraph, CreateStackedChart, CreateSummaryChart, CustomDraw, CustomGridline, CustomGridlines, DataCollection, DataSet, DescriptiveStatistics, Distributions, ERF, EngFont, EquivalenceTesting, EvaluateMeasurementProcess, FixedPointIteration, FleissKappa, G1, G1Graphs, GRR, GRRByPartChart, GRRData, GRRGraphs, GRROperator, GRRPartxOperatorChart, GRRReplication, GageEvaluation, GageLinearityAndBias, Gamma, GeneralizedLinearModel, GetFunctionValues, GetHistogramDataset, GoodnessOfFit, HypothesisTesting, IndividualDistributionIdentification, IndividualDistributionPlots, IndividualValuePlot, LastObservationsChart, Line, MANOVA, Margin, MaximumLikelihoodParameters, Mean, Median, MedianMovingRange, MovingRange, MovingRangeChart, MultipleLinearRegression, NestedGRR, NestedGRRByPartChart, NewtonRaphson, NonlinearRootFinding, NonparametricTesting, ObjectToArray, OutlierTesting, ParameterizedCDF, PlochhammerSymbol, Point, Probability, Product, QQPlot, QQPlotChart, Quartile, Rang, SerializeData, SimpleLinearRegression, Specification, StDev, StandardError, Sum, SumSq, SumSquaredDeviation, TrimmedMean, UnbiasingConstant, Unique, Variance, VarianceComponents };
+export { ANOMEChartEMP, ANOMRChartEMP, ANOVA, AnovaTableTwoWay, AttributeAgreementAnalysis, AverageMovingRange, AxisSettings, Beta, CanvasDrawSettings, Capability, Chart, ChartSettings, CohenKappa, CompileGRRObject, Correlation, Count, CreateBarChart, CreateBoxPlot, CreateBoxandWhiskerGraph, CreateCapabilityHistogram, CreateCapabilityPlot, CreateCategoricalBarGraph, CreateContinuousBarGraph, CreateControlChart, CreateLayeredChart, CreateMatrixChart, CreateScatterPlot, CreateSplitGraph, CreateStackedChart, CreateSummaryChart, CustomDraw, CustomGridline, CustomGridlines, DataCollection, DataSet, DescriptiveStatistics, Distributions, ERF, EngFont, EquivalenceTesting, EvaluateMeasurementProcess, FixedPointIteration, FleissKappa, G1, G1Graphs, GRR, GRRByPartChart, GRRData, GRRGraphs, GRROperator, GRRPartxOperatorChart, GRRReplication, GageEvaluation, GageLinearityAndBias, Gamma, GeneralizedLinearModel, GetFunctionValues, GetHistogramDataset, GoodnessOfFit, HypothesisTesting, IndividualDistributionIdentification, IndividualDistributionPlots, IndividualValuePlot, LastObservationsChart, Line, MANOVA, Margin, MaximumLikelihoodParameters, Mean, Median, MedianMovingRange, MovingRange, MovingRangeChart, MultipleLinearRegression, NestedGRR, NestedGRRByPartChart, NewtonRaphson, NonlinearRootFinding, NonparametricTesting, ObjectToArray, OutlierTesting, ParameterizedCDF, PlochhammerSymbol, Point, Probability, Product, QQPlot, QQPlotChart, Quartile, Rang, RoundDigits, SerializeData, SimpleLinearRegression, Specification, StDev, StandardError, Sum, SumSq, SumSquaredDeviation, TrimmedMean, UnbiasingConstant, Unique, Variance, VarianceComponents };

package/dist/index.js

@@ -109,6 +109,7 @@ __export(QESuite_exports, {
   QQPlotChart: () => QQPlotChart,
   Quartile: () => Quartile,
   Rang: () => Rang,
+  RoundDigits: () => RoundDigits,
   SerializeData: () => SerializeData,
   SimpleLinearRegression: () => SimpleLinearRegression,
   Specification: () => Specification,
@@ -4353,7 +4354,7 @@ var Distributions = {
       } else {
         min = AbsLSL;
       }
-      return min / (10 * standard_deviation);
+      return min / standard_deviation;
     },
     JarqueBera(data) {
       let N = data.length;
@@ -4893,9 +4894,10 @@ var Distributions = {
       };
       let t = void 0;
       try {
-        t = table[`${p}`][df - 1];
         if (p < 0.5) {
-          t = -t;
+          t = -1 * table[`${1 - p}`][df - 1];
+        } else {
+          t = table[`${p}`][df - 1];
         }
         return t;
       } catch (err) {
@@ -6671,7 +6673,6 @@ var MANOVA = {
           return factors[inter][i];
         }).join("*"));
       }
-      console.log(factor);
       let q = Unique(factor).length - 1;
       let E = MANOVA.ErrorMatrix(responses, factor);
       let H = MANOVA.HypothesisMatrix(responses, factor);
@@ -6741,10 +6742,8 @@ var MANOVA = {
         let factorSSCP = Matrix.Multiply(Matrix.Transpose(rDevMatrix), rDevMatrix);
         ErrorMatrix = Matrix.Sum(ErrorMatrix, factorSSCP);
       });
-      console.log({ DeviationMatrix, nMatrix });
       let devXn = Matrix.Scale(DeviationMatrix, nMatrix);
       let HypothesisMatrix = Matrix.Multiply(Matrix.Transpose(DeviationMatrix), devXn);
-      console.log({ HypothesisMatrix, ErrorMatrix });
       let EStarStar_1_xH = Matrix.Multiply(Matrix.Inverse(ErrorMatrix), HypothesisMatrix);
       let EigenValues = Matrix.EigenValues(EStarStar_1_xH);
       let eigenWilk = Product(EigenValues.map((l) => {
@@ -7151,8 +7150,8 @@ function Combinatrix(values) {
 }
 function DescriptiveStatistics(data) {
   return {
-    Mean: Mean(data),
     N: data.length,
+    Mean: Mean(data),
     StDev: StDev.S(data),
     SE: StandardError(data)
   };
@@ -7830,10 +7829,11 @@ var NonparametricTesting = {
       }
     };
   },
-  KruskallWallis(data) {
+  KruskalWallis(data) {
     let combinedData = [];
     data.forEach((g) => {
-      combinedData.push(...g);
+      let { name: groupName, data: groupData } = FormatInputData(g);
+      combinedData.push(...groupData);
     });
     let ranks = Rank.Combined(data);
     let avgRanks = ranks.map((r) => {
@@ -7862,6 +7862,7 @@ var NonparametricTesting = {
     return {
       DescriptiveStatistics: data.map((group, i) => {
         return {
+          Sample: FormatInputData(group).name ?? `Group ${i + 1}`,
           N: group.length,
           Median: Median(group),
           MeanRank: avgRanks[i],
@@ -10591,11 +10592,11 @@ function GeneralizedLinearModel(dependent, factors, covariates = {}, interaction
       p: Distributions.F.RightTail(F_this, DF_this, regressionModel.ANOVA.Residual.DF)
     });
   });
-  ANOVA2.push({ Source: "Error", ...regressionModel.ANOVA.Residual });
-  ANOVA2.push({ Source: "Total", ...regressionModel.ANOVA.Total });
+  ANOVA2.push({ Source: "Error", DF: regressionModel.ANOVA.Residual.DF, AdjSS: regressionModel.ANOVA.Residual.SS, AdjMS: regressionModel.ANOVA.Residual.MS });
+  ANOVA2.push({ Source: "Total", DF: regressionModel.ANOVA.Total.DF, AdjSS: regressionModel.ANOVA.Total.SS });
   return {
     ANOVA: ANOVA2,
-    Coefficients: regressionModel.Coeffecients,
+    Coefficients: regressionModel.Coefficients,
     ModelSummary: {
       AdjRSq: regressionModel.AdjRSq,
       MultipleR: Math.sqrt(regressionModel.RSq),
@@ -10654,11 +10655,11 @@ function MultipleLinearRegression(dependent, factors, interactions = true) {
   let inv_xTx = Matrix.Inverse(Matrix.Multiply(Matrix.Transpose(x), x));
   let xTy = Matrix.Multiply(Matrix.Transpose(x), y);
   let betaEstimators = Matrix.Multiply(inv_xTx, xTy);
-  let coeffecients = {};
+  let coefficients = {};
   for (let i = 0; i < betaEstimators.length; i++) {
     let fName = fKeys[i];
-    coeffecients[fName] = {
-      Coeffecient: betaEstimators[i][0]
+    coefficients[fName] = {
+      Coefficient: betaEstimators[i][0]
     };
   }
   let DFT = N - 1;
@@ -10700,7 +10701,7 @@ function MultipleLinearRegression(dependent, factors, interactions = true) {
         SS: SST
       }
     },
-    Coeffecients: coeffecients,
+    Coefficients: coefficients,
     S,
     AdjRSq,
     RSq,
@@ -11456,7 +11457,6 @@ function ANOMEChartEMP(operators, parts, responses, title, confidenceLevel = 0.0
   let g = Unique(parts).length * byTreatments.length;
   let m = rData.length / g;
   let d2 = UnbiasingConstant.D2prime(g, m);
-  console.log(d2);
   let A\u03B1 = t\u03B1_2 / d2 * Math.sqrt(1 / n);
   let LDL = XbarBar - A\u03B1 * Rbar;
   let UDL = XbarBar + A\u03B1 * Rbar;
@@ -11502,7 +11502,6 @@ function ANOMRChartEMP(operators, parts, responses, title, confidenceLevel = 0.0
   byTreatments.forEach((t, ti) => {
     let { name: tName, data: tData } = FormatInputData(t);
     let rng = Mean(tData);
-    console.log({ rng, tData });
     dataset.values.push(new Point(ti, rng));
     chartSettings.axis.x.customGridlines.push(new CustomGridline(ti, tName));
   });
@@ -11809,7 +11808,6 @@ function GageLinearityAndBias(parts, referenceValues, responses, processVariatio
       let \u03C3 = (Math.max(...biases) - Math.min(...biases)) / d2;
       t = bias / (\u03C3 / Math.sqrt(n2));
     }
-    console.log(t, df);
     let pValue = Distributions.T.cdf(-Math.abs(t), df) + Distributions.T.RightTail(Math.abs(t), df);
     partBiases.push({
       ReferenceValue: ref,
@@ -12839,6 +12837,7 @@ var Matrix = {
   QQPlotChart,
   Quartile,
   Rang,
+  RoundDigits,
   SerializeData,
   SimpleLinearRegression,
   Specification,

package/dist/index.mjs

@@ -4228,7 +4228,7 @@ var Distributions = {
       } else {
         min = AbsLSL;
       }
-      return min / (10 * standard_deviation);
+      return min / standard_deviation;
     },
     JarqueBera(data) {
       let N = data.length;
@@ -4768,9 +4768,10 @@ var Distributions = {
       };
       let t = void 0;
       try {
-        t = table[`${p}`][df - 1];
         if (p < 0.5) {
-          t = -t;
+          t = -1 * table[`${1 - p}`][df - 1];
+        } else {
+          t = table[`${p}`][df - 1];
         }
         return t;
       } catch (err) {
@@ -6546,7 +6547,6 @@ var MANOVA = {
           return factors[inter][i];
         }).join("*"));
       }
-      console.log(factor);
       let q = Unique(factor).length - 1;
       let E = MANOVA.ErrorMatrix(responses, factor);
       let H = MANOVA.HypothesisMatrix(responses, factor);
@@ -6616,10 +6616,8 @@ var MANOVA = {
         let factorSSCP = Matrix.Multiply(Matrix.Transpose(rDevMatrix), rDevMatrix);
         ErrorMatrix = Matrix.Sum(ErrorMatrix, factorSSCP);
       });
-      console.log({ DeviationMatrix, nMatrix });
       let devXn = Matrix.Scale(DeviationMatrix, nMatrix);
       let HypothesisMatrix = Matrix.Multiply(Matrix.Transpose(DeviationMatrix), devXn);
-      console.log({ HypothesisMatrix, ErrorMatrix });
       let EStarStar_1_xH = Matrix.Multiply(Matrix.Inverse(ErrorMatrix), HypothesisMatrix);
       let EigenValues = Matrix.EigenValues(EStarStar_1_xH);
       let eigenWilk = Product(EigenValues.map((l) => {
@@ -7026,8 +7024,8 @@ function Combinatrix(values) {
 }
 function DescriptiveStatistics(data) {
   return {
-    Mean: Mean(data),
     N: data.length,
+    Mean: Mean(data),
     StDev: StDev.S(data),
     SE: StandardError(data)
   };
@@ -7705,10 +7703,11 @@ var NonparametricTesting = {
       }
     };
   },
-  KruskallWallis(data) {
+  KruskalWallis(data) {
     let combinedData = [];
     data.forEach((g) => {
-      combinedData.push(...g);
+      let { name: groupName, data: groupData } = FormatInputData(g);
+      combinedData.push(...groupData);
     });
     let ranks = Rank.Combined(data);
     let avgRanks = ranks.map((r) => {
@@ -7737,6 +7736,7 @@ var NonparametricTesting = {
     return {
       DescriptiveStatistics: data.map((group, i) => {
         return {
+          Sample: FormatInputData(group).name ?? `Group ${i + 1}`,
           N: group.length,
           Median: Median(group),
           MeanRank: avgRanks[i],
@@ -10466,11 +10466,11 @@ function GeneralizedLinearModel(dependent, factors, covariates = {}, interaction
       p: Distributions.F.RightTail(F_this, DF_this, regressionModel.ANOVA.Residual.DF)
     });
   });
-  ANOVA2.push({ Source: "Error", ...regressionModel.ANOVA.Residual });
-  ANOVA2.push({ Source: "Total", ...regressionModel.ANOVA.Total });
+  ANOVA2.push({ Source: "Error", DF: regressionModel.ANOVA.Residual.DF, AdjSS: regressionModel.ANOVA.Residual.SS, AdjMS: regressionModel.ANOVA.Residual.MS });
+  ANOVA2.push({ Source: "Total", DF: regressionModel.ANOVA.Total.DF, AdjSS: regressionModel.ANOVA.Total.SS });
   return {
     ANOVA: ANOVA2,
-    Coefficients: regressionModel.Coeffecients,
+    Coefficients: regressionModel.Coefficients,
     ModelSummary: {
       AdjRSq: regressionModel.AdjRSq,
       MultipleR: Math.sqrt(regressionModel.RSq),
@@ -10529,11 +10529,11 @@ function MultipleLinearRegression(dependent, factors, interactions = true) {
   let inv_xTx = Matrix.Inverse(Matrix.Multiply(Matrix.Transpose(x), x));
   let xTy = Matrix.Multiply(Matrix.Transpose(x), y);
   let betaEstimators = Matrix.Multiply(inv_xTx, xTy);
-  let coeffecients = {};
+  let coefficients = {};
   for (let i = 0; i < betaEstimators.length; i++) {
     let fName = fKeys[i];
-    coeffecients[fName] = {
-      Coeffecient: betaEstimators[i][0]
+    coefficients[fName] = {
+      Coefficient: betaEstimators[i][0]
     };
   }
   let DFT = N - 1;
@@ -10575,7 +10575,7 @@ function MultipleLinearRegression(dependent, factors, interactions = true) {
         SS: SST
       }
     },
-    Coeffecients: coeffecients,
+    Coefficients: coefficients,
     S,
     AdjRSq,
     RSq,
@@ -11331,7 +11331,6 @@ function ANOMEChartEMP(operators, parts, responses, title, confidenceLevel = 0.0
   let g = Unique(parts).length * byTreatments.length;
   let m = rData.length / g;
   let d2 = UnbiasingConstant.D2prime(g, m);
-  console.log(d2);
   let A\u03B1 = t\u03B1_2 / d2 * Math.sqrt(1 / n);
   let LDL = XbarBar - A\u03B1 * Rbar;
   let UDL = XbarBar + A\u03B1 * Rbar;
@@ -11377,7 +11376,6 @@ function ANOMRChartEMP(operators, parts, responses, title, confidenceLevel = 0.0
   byTreatments.forEach((t, ti) => {
     let { name: tName, data: tData } = FormatInputData(t);
     let rng = Mean(tData);
-    console.log({ rng, tData });
     dataset.values.push(new Point(ti, rng));
     chartSettings.axis.x.customGridlines.push(new CustomGridline(ti, tName));
   });
@@ -11684,7 +11682,6 @@ function GageLinearityAndBias(parts, referenceValues, responses, processVariatio
       let \u03C3 = (Math.max(...biases) - Math.min(...biases)) / d2;
       t = bias / (\u03C3 / Math.sqrt(n2));
     }
-    console.log(t, df);
     let pValue = Distributions.T.cdf(-Math.abs(t), df) + Distributions.T.RightTail(Math.abs(t), df);
     partBiases.push({
       ReferenceValue: ref,
@@ -12713,6 +12710,7 @@ export {
   QQPlotChart,
   Quartile,
   Rang,
+  RoundDigits,
   SerializeData,
   SimpleLinearRegression,
   Specification,

package/index.ts

@@ -624,7 +624,7 @@ function RoundTO(number: number, digits: number){
 }
 
 // Adds Trailing Zeros
-function RoundDigits(number: any, digits: number = 2, omitTrailingZeros?: boolean){
+export function RoundDigits(number: any, digits: number = 2, omitTrailingZeros?: boolean){
   if(digits == 0){digits = -1}
   if(isNaN(number) || number == Infinity){
     return number
@@ -4482,7 +4482,7 @@ export const Distributions = {
       }else{
         min = AbsLSL;
       }  
-      return min/(10*standard_deviation);
+      return min/(standard_deviation);
     },
     JarqueBera(data: number[]){
       let N = data.length;
@@ -5041,9 +5041,10 @@ export const Distributions = {
       }
       let t: any = undefined
       try {
-        t = table[`${p}`][df-1]
         if(p < 0.5){
-          t = -t
+          t = -1 * table[`${1 - p}`][df-1]
+        }else{          
+          t = table[`${p}`][df-1]
         }
         return t 
       }catch (err){
@@ -5770,7 +5771,7 @@ export const ANOVA = {
         let this_n = data[key].length;
         let standardError = summaryTable.ANOVA.Error.AdjMS/this_n;
         let tInv = Distributions.T.inv(0.05, summaryTable.ANOVA.Error.DF);
-
+        
         let CI_table = {
           name: key,
           N: this_n,
@@ -7015,7 +7016,6 @@ export const MANOVA = {
       for(let i = 0; i < responses[rKeys[0]].length; i++){
         factor.push(int.map(inter => {return factors[inter][i]}).join("*"))
       }
-      console.log(factor);
   
       let q = Unique(factor).length - 1;
       let E = MANOVA.ErrorMatrix(responses, factor);
@@ -7093,10 +7093,9 @@ export const MANOVA = {
         ErrorMatrix = Matrix.Sum(ErrorMatrix, factorSSCP); 
       })
 
-      console.log({DeviationMatrix, nMatrix})
       let devXn = Matrix.Scale(DeviationMatrix, nMatrix);
       let HypothesisMatrix = Matrix.Multiply(Matrix.Transpose(DeviationMatrix), devXn)//, responses[rKeys[0]].length/factorGroups.length)
-      console.log({HypothesisMatrix, ErrorMatrix})
+
       let EStarStar_1_xH = Matrix.Multiply(Matrix.Inverse(ErrorMatrix), HypothesisMatrix)
       let EigenValues: any = Matrix.EigenValues(EStarStar_1_xH);
       let eigenWilk = Product(EigenValues.map(l => {return 1/(1+l)}))
@@ -7529,8 +7528,8 @@ function Combinatrix(values: any[][]){
 
 export function DescriptiveStatistics(data: number[]){
   return {
-    Mean: Mean(data),
     N: data.length,
+    Mean: Mean(data),
     StDev: StDev.S(data),
     SE: StandardError(data)
   }
@@ -8232,10 +8231,11 @@ export const NonparametricTesting = {
       }
     }
   },
-  KruskallWallis(data: number[][]){
+  KruskalWallis(data: any[][]){
     let combinedData:any = [];
     data.forEach(g => {
-      combinedData.push(...g)
+      let {name: groupName, data: groupData} = FormatInputData(g)
+      combinedData.push(...groupData)
     })
     
     let ranks = Rank.Combined(data);
@@ -8257,6 +8257,7 @@ export const NonparametricTesting = {
     return {
       DescriptiveStatistics: data.map((group, i) => {
         return {
+          Sample: FormatInputData(group).name ?? `Group ${i+1}`,
           N: group.length,
           Median: Median(group),
           MeanRank: avgRanks[i],
@@ -11365,12 +11366,12 @@ export function GeneralizedLinearModel(dependent: number[], factors: any, covari
     })
   })
 
-  ANOVA.push({Source: "Error", ...regressionModel.ANOVA.Residual})
-  ANOVA.push({Source: "Total", ...regressionModel.ANOVA.Total})
+  ANOVA.push({Source: "Error", DF: regressionModel.ANOVA.Residual.DF, AdjSS: regressionModel.ANOVA.Residual.SS, AdjMS: regressionModel.ANOVA.Residual.MS})
+  ANOVA.push({Source: "Total", DF: regressionModel.ANOVA.Total.DF, AdjSS: regressionModel.ANOVA.Total.SS})
   
   return {
     ANOVA,
-    Coefficients: regressionModel.Coeffecients,
+    Coefficients: regressionModel.Coefficients,
     ModelSummary: {
       AdjRSq: regressionModel.AdjRSq,
       MultipleR: Math.sqrt(regressionModel.RSq),
@@ -11425,12 +11426,12 @@ export function MultipleLinearRegression(dependent: number[], factors: any, inte
   let xTy = Matrix.Multiply(Matrix.Transpose(x), y);
   let betaEstimators = Matrix.Multiply(inv_xTx, xTy);
 
-  let coeffecients = {
+  let coefficients = {
   }
   for(let i = 0; i < betaEstimators.length; i ++){
     let fName = fKeys[i];
-    coeffecients[fName] = {
-      Coeffecient: betaEstimators[i][0]
+    coefficients[fName] = {
+      Coefficient: betaEstimators[i][0]
     }
   }
   
@@ -11473,7 +11474,7 @@ export function MultipleLinearRegression(dependent: number[], factors: any, inte
         SS: SST
       }
     },
-    Coeffecients: coeffecients,
+    Coefficients: coefficients,
     S: S,
     AdjRSq: AdjRSq,
     RSq: RSq,
@@ -12274,7 +12275,7 @@ export function ANOMEChartEMP(operators: any[], parts: any[], responses: any[],
   let g = Unique(parts).length * byTreatments.length;
   let m = rData.length / g;
   let d2 = UnbiasingConstant.D2prime(g, m) 
-  console.log(d2)
+  
   let Aα = (tα_2/d2) * Math.sqrt(1/n)
   let LDL = XbarBar - Aα * Rbar
   let UDL = XbarBar + Aα * Rbar
@@ -12326,7 +12327,7 @@ export function ANOMRChartEMP(operators: any[], parts: any[], responses: any[],
   byTreatments.forEach((t, ti) => {
     let {name: tName, data: tData} = FormatInputData(t);
     let rng = Mean(tData);
-    console.log({rng, tData})
+    
     dataset.values.push(new Point(ti, rng));
     chartSettings.axis.x.customGridlines.push(new CustomGridline(ti, tName))
   })
@@ -12662,7 +12663,7 @@ export function GageLinearityAndBias(parts: any[], referenceValues: number[], re
       let σ = (Math.max(...biases) - Math.min(...biases)) / d2;
       t = bias / (σ/Math.sqrt(n))
     }
-    console.log(t, df)
+    
     let pValue = Distributions.T.cdf(-Math.abs(t), df) + Distributions.T.RightTail(Math.abs(t), df)
 
     partBiases.push({

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "qesuite",
-  "version": "1.0.59",
+  "version": "1.0.61",
   "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_60.md

@@ -0,0 +1,3 @@
+- Added Export for RoundDigits()
+- Changed GLM Error/Total SS & MS to follow Adj*S format of factors and covariates
+- CHanged all instances of Coeffecient to Coefficient

package/versions/1_0_61.md

@@ -0,0 +1,4 @@
+- Changed Order of Descriptive Statistics so that N is before Mean
+- Kruskal-Wallis now handles sample names
+- Fixed Bug in Distributions.T.Inv() to allow use of the invTable for p < 0.5
+- Changed Chebyshev to return k instead of k/10