universal-physics-tensor 10.0.0 → 11.0.0

package/dist/composition/probe/residual.js

@@ -4,6 +4,7 @@
  *
  * @module composition/probe/residual
  */
+import { norm2 } from '@danielsimonjr/mathts-core';
 export class ResidualError extends Error {
     constructor(message) {
         super(message);
@@ -57,16 +58,17 @@ export function scalarDiscrepancy(observed, predicted, kind, scale = 1) {
         }
     }
 }
-/** RMSE of a discrepancy over paired samples. @internal */
+/**
+ * RMSE of a discrepancy over paired samples: core `norm2` of the discrepancies
+ * (the scaled, overflow-safe 2-norm) over √n. Empty or unequal-length samples
+ * are refused, as before; a non-finite sample still throws from
+ * {@link scalarDiscrepancy}. @internal
+ */
 export function rmse(observed, predicted, def, scale = 1) {
     if (observed.length !== predicted.length || observed.length === 0) {
         throw new ResidualError('rmse: nonempty equal-length samples required');
     }
-    let acc = 0;
-    for (let i = 0; i < observed.length; i++) {
-        const r = scalarDiscrepancy(observed[i], predicted[i], def.kind, scale);
-        acc += r * r;
-    }
-    return Math.sqrt(acc / observed.length);
+    const residuals = observed.map((o, i) => scalarDiscrepancy(o, predicted[i], def.kind, scale));
+    return norm2(residuals) / Math.sqrt(residuals.length);
 }
 //# sourceMappingURL=residual.js.map

package/dist/composition/probe/residual.js.map

@@ -1 +1 @@
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Covariance-standardized with a non-diagonal Σ is\n * unsupported and throws rather than silently using diagonal σ.\n *\n * @internal\n */\nexport function scalarDiscrepancy(\n  observed: number,\n  predicted: number,\n  kind: DiscrepancyKind,\n  scale = 1,\n): number {\n  if (!Number.isFinite(observed) || !Number.isFinite(predicted)) {\n    throw new ResidualError('scalarDiscrepancy: observed and predicted must be finite');\n  }\n  switch (kind) {\n    case 'additive':\n      return observed - predicted;\n    case 'relative': {\n      const s = scale !== 0 && Number.isFinite(scale) ? scale : Math.abs(predicted) || 1;\n      return (observed - predicted) / s;\n    }\n    case 'log-ratio': {\n      if (!(observed > 0 && predicted > 0)) {\n        throw new ResidualError('log-ratio residual requires positive observed and predicted');\n      }\n      return Math.log(observed / predicted);\n    }\n    case 'standardized': {\n      if (!(scale > 0 && Number.isFinite(scale))) {\n        throw new ResidualError('standardized residual requires positive finite sigma');\n      }\n      return (observed - predicted) / scale;\n    }\n    case 'likelihood': {\n      if (!(scale > 0)) throw new ResidualError('likelihood residual requires positive sigma');\n      const z = (observed - predicted) / scale;\n      return 0.5 * z * z + Math.log(scale * Math.sqrt(2 * Math.PI));\n    }\n    case 'vector':\n    case 'tensor':\n    case 'distributional':\n    case 'operator':\n    case 'custom':\n      throw new ResidualError(\n        `${kind} discrepancy is not implemented on the scalar path — abstain`,\n      );\n    default: {\n      const _never: never = kind;\n      return _never;\n    }\n  }\n}\n\n/** RMSE of a discrepancy over paired samples. @internal */\nexport function rmse(\n  observed: readonly number[],\n  predicted: readonly number[],\n  def: DiscrepancyDefinition,\n  scale = 1,\n): number {\n  if (observed.length !== predicted.length || observed.length === 0) {\n    throw new ResidualError('rmse: nonempty equal-length samples required');\n  }\n  let acc = 0;\n  for (let i = 0; i < observed.length; i++) {\n    const r = scalarDiscrepancy(observed[i], predicted[i], def.kind, scale);\n    acc += r * r;\n  }\n  return Math.sqrt(acc / observed.length);\n}\n"]}
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package/dist/composition/probe/structure.d.ts

@@ -1,51 +1,116 @@
 /**
- * Cheap structure probes: regime changepoint, scale symmetry, conserved dQ/dt.
+ * Cheap structure probes as TESTS: a regime changepoint, a scale symmetry, a
+ * conserved dQ/dt. Each verdict is scale-free: the same series scaled by 1e6
+ * or by 1e-6 gets the same answer, because every threshold is in units of
+ * the series' own scatter, never in the units of y.
  *
  * Task-0 style: recover a synthetic signal or honestly abstain. Never flips
  * `axes.ts` `gated`.
  *
  * @internal
  */
+/** A series sampled at `x` with values `y`, scanned for a step in its mean. @internal */
 export interface ChangepointInput {
     readonly x: readonly number[];
     readonly y: readonly number[];
+    /** Significance level of the permutation test; default 0.01. */
+    readonly alpha?: number;
+    /** Permutation resamples of the null; default 999. */
+    readonly resamples?: number;
+    /** Seed of the permutation null (MathTS `permutationTest`); default 20261015, never the clock. */
+    readonly seed?: number;
 }
+/** The best split of {@link detectMeanChangepoint}, its tests, or an abstention with its reason. @internal */
 export interface ChangepointResult {
+    /** The split index (the right segment starts here) when the step is significant; null otherwise. */
     readonly index: number | null;
+    /** |Welch t| at the best split: the step in units of its own standard error (scale-free). */
     readonly score: number;
+    /** μ_right − μ_left at the best split, in the units of y; null when nothing was scanned. */
+    readonly meanDifference: number | null;
+    /** MathTS `studentTTest` at the best split: the Welch t and its degrees of freedom. */
+    readonly tStatistic: number | null;
+    readonly degreesOfFreedom: number | null;
+    /**
+     * The direct two-sided Welch p at the best split (one split, as if chosen in advance; not
+     * corrected for the scan over splits, which is what `pPermutation` is for).
+     */
+    readonly pWelch: number | null;
+    /** P(max over splits of |t| ≥ observed) under a seeded permutation of the series. */
+    readonly pPermutation: number | null;
     readonly abstained: boolean;
     readonly reason?: string;
 }
 /**
- * Two-mean changepoint: scan split index maximizing |μ_left − μ_right|.
- * Abstains on short series or when the best split is weaker than `minScore`.
+ * Two-mean changepoint as a test. The best split maximises Welch's t over
+ * the splits that leave at least two samples on each side; MathTS
+ * `studentTTest` gives the t, the degrees of freedom and the direct p at that
+ * split. Because the split was CHOSEN by the scan, that p is not the test:
+ * the verdict is the seeded permutation null (MathTS `permutationTest`) of
+ * the maximum over splits, flagged when `pPermutation < alpha` (default
+ * 0.01). Every quantity is in units of the series' scatter, so a series and
+ * its copy scaled by any factor get one verdict. Abstains below six samples.
  *
  * @internal
  */
-export declare function detectMeanChangepoint(input: ChangepointInput, minScore?: number): ChangepointResult;
+export declare function detectMeanChangepoint(input: ChangepointInput): ChangepointResult;
+/** Positive samples `(x, y)` whose log-log slope is the scale exponent. @internal */
 export interface ScaleSymmetryInput {
     readonly x: readonly number[];
     readonly y: readonly number[];
 }
+/** The log-log slope with its standard error and the direct two-sided p of slope = 0. @internal */
+export interface ScaleExponentResult {
+    readonly exponent: number | null;
+    /** Standard error of the slope (MathTS `linearRegression.stdErr`). */
+    readonly stdErr: number | null;
+    /** P(|T_{n−2}| ≥ |exponent/stdErr|), the direct tail ({@link studentTwoSidedP}); null below n = 3. */
+    readonly pValue: number | null;
+    /** The positive pairs the fit used. */
+    readonly n: number;
+    readonly abstained: boolean;
+    readonly reason?: string;
+}
 /**
- * Ordinary-least-squares log-log slope. Abstains if x or y are non-positive.
+ * Ordinary-least-squares log-log slope, MathTS `linearRegression` on the
+ * logs, with its standard error. The p-value is NOT the one MathTS reports
+ * (`2·(1 − CDF)`, which rounds a far tail to 0): it is the direct t tail from
+ * `betainc`. Abstains if x or y are non-positive, or when the log-x spread
+ * (core `sumSquaredDeviations`, times n: the normal-equation denominator)
+ * is degenerate.
  *
  * @internal
  */
-export declare function estimateScaleExponent(input: ScaleSymmetryInput): {
-    exponent: number | null;
-    abstained: boolean;
-    reason?: string;
-};
+export declare function estimateScaleExponent(input: ScaleSymmetryInput): ScaleExponentResult;
+/** The verdict of {@link probeConservation}: no drift in q beyond k standard errors of its slope. @internal */
+export interface ConservationResult {
+    readonly conserved: boolean;
+    /** Mean |dq/dt| from MathTS `gradient` (second-order central differences inside, one-sided at the ends). */
+    readonly meanAbsRate: number;
+    /** The slope of MathTS `linearRegression(t, q)` and its standard error. */
+    readonly slope: number | null;
+    readonly stdErr: number | null;
+    /** The multiple of the standard error a drift must exceed to count. */
+    readonly k: number;
+    readonly abstained: boolean;
+    readonly reason?: string;
+}
 /**
- * Finite-difference conservation probe: mean |ΔQ/Δt| ≈ 0.
+ * Conservation probe as a test: q is conserved when the linear drift
+ * `slope` of `linearRegression(t, q)` satisfies |slope| ≤ k·stdErr. The
+ * standard error comes from the residual scatter of the same series, so the
+ * verdict is scale-free. k = 3 by default: a drift within three standard
+ * errors is not distinguishable from none at the series' own noise (a
+ * two-sided 0.27% under Gaussian residuals), the usual working threshold
+ * for "no effect seen". The test sees a linear drift only; a quantity that
+ * oscillates without drifting passes. The mean |dq/dt| is reported beside
+ * the verdict from MathTS `gradient` (second order inside the series), not
+ * from first-order forward differences, and never decides it. Abstains below
+ * three samples or when t is not strictly increasing.
  *
  * @internal
  */
-export declare function probeConservation(q: readonly number[], t: readonly number[], atol?: number): {
-    conserved: boolean;
-    meanAbsRate: number;
-    abstained: boolean;
-    reason?: string;
-};
+export declare function probeConservation(q: readonly number[], t: readonly number[], opts?: {
+    readonly k?: number;
+}): ConservationResult;
 //# sourceMappingURL=structure.d.ts.map

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package/dist/composition/probe/structure.js

@@ -1,42 +1,115 @@
 /**
- * Cheap structure probes: regime changepoint, scale symmetry, conserved dQ/dt.
+ * Cheap structure probes as TESTS: a regime changepoint, a scale symmetry, a
+ * conserved dQ/dt. Each verdict is scale-free: the same series scaled by 1e6
+ * or by 1e-6 gets the same answer, because every threshold is in units of
+ * the series' own scatter, never in the units of y.
  *
  * Task-0 style: recover a synthetic signal or honestly abstain. Never flips
  * `axes.ts` `gated`.
  *
  * @internal
  */
+import { pairwiseSum, sumSquaredDeviations } from '@danielsimonjr/mathts-core';
+import { gradient, linearRegression, permutationTest, studentTTest } from '@danielsimonjr/mathts-functions';
+import { meanOf } from '../../numerical/statistics.js';
+import { studentTwoSidedP } from './t-tail.js';
+/** The smallest segment a split may leave on either side. */
+const MIN_SEGMENT = 2;
 /**
- * Two-mean changepoint: scan split index maximizing |μ_left − μ_right|.
- * Abstains on short series or when the best split is weaker than `minScore`.
+ * |Welch t| at every admissible split of a series, from centred prefix sums:
+ * O(n) for the scan the permutation null repeats. Two segments with no
+ * scatter and different means give +Infinity; equal means give 0.
+ */
+function welchScan(y) {
+    const n = y.length;
+    const mean = meanOf(y);
+    const c = y.map((v) => v - mean);
+    const s1 = new Float64Array(n + 1);
+    const s2 = new Float64Array(n + 1);
+    for (let i = 0; i < n; i++) {
+        s1[i + 1] = s1[i] + c[i];
+        s2[i + 1] = s2[i] + c[i] * c[i];
+    }
+    let best = -1;
+    let bestIdx = MIN_SEGMENT;
+    for (let i = MIN_SEGMENT; i <= n - MIN_SEGMENT; i++) {
+        const nL = i;
+        const nR = n - i;
+        const mL = s1[i] / nL;
+        const mR = (s1[n] - s1[i]) / nR;
+        const vL = Math.max(0, s2[i] - nL * mL * mL) / (nL - 1);
+        const vR = Math.max(0, s2[n] - s2[i] - nR * mR * mR) / (nR - 1);
+        const se = Math.sqrt(vL / nL + vR / nR);
+        const d = Math.abs(mL - mR);
+        const t = se > 0 ? d / se : d > 0 ? Number.POSITIVE_INFINITY : 0;
+        if (t > best) {
+            best = t;
+            bestIdx = i;
+        }
+    }
+    return { best, bestIdx };
+}
+/** The max-|t| statistic of a permuted series, in the two-sample form `permutationTest` shuffles. */
+const maxWelch = (a, b) => welchScan([...a, ...b]).best;
+/**
+ * Two-mean changepoint as a test. The best split maximises Welch's t over
+ * the splits that leave at least two samples on each side; MathTS
+ * `studentTTest` gives the t, the degrees of freedom and the direct p at that
+ * split. Because the split was CHOSEN by the scan, that p is not the test:
+ * the verdict is the seeded permutation null (MathTS `permutationTest`) of
+ * the maximum over splits, flagged when `pPermutation < alpha` (default
+ * 0.01). Every quantity is in units of the series' scatter, so a series and
+ * its copy scaled by any factor get one verdict. Abstains below six samples.
  *
  * @internal
  */
-export function detectMeanChangepoint(input, minScore = 0.5) {
+export function detectMeanChangepoint(input) {
     const { x, y } = input;
+    const alpha = input.alpha ?? 0.01;
+    const resamples = input.resamples ?? 999;
+    const seed = input.seed ?? 20261015;
+    const none = { meanDifference: null, tStatistic: null, degreesOfFreedom: null, pWelch: null, pPermutation: null };
     if (x.length !== y.length || x.length < 6) {
-        return { index: null, score: 0, abstained: true, reason: 'series too short' };
+        return { index: null, score: 0, ...none, abstained: true, reason: 'series too short' };
     }
-    let bestIdx = 1;
-    let best = 0;
-    for (let i = 2; i < y.length - 2; i++) {
-        const left = y.slice(0, i);
-        const right = y.slice(i);
-        const μL = left.reduce((a, b) => a + b, 0) / left.length;
-        const μR = right.reduce((a, b) => a + b, 0) / right.length;
-        const score = Math.abs(μL - μR);
-        if (score > best) {
-            best = score;
-            bestIdx = i;
-        }
+    if (!y.every(Number.isFinite)) {
+        return { index: null, score: 0, ...none, abstained: true, reason: 'series has a non-finite value' };
     }
-    if (best < minScore) {
-        return { index: null, score: best, abstained: true, reason: 'no changepoint above threshold' };
+    const { best, bestIdx } = welchScan(y);
+    const left = y.slice(0, bestIdx);
+    const right = y.slice(bestIdx);
+    const welch = studentTTest([...left], [...right]);
+    const num = (v) => (typeof v === 'number' && !Number.isNaN(v) ? v : null);
+    const perm = permutationTest([...left], [...right], maxWelch, { resamples, seed });
+    const pPermutation = num(perm.pValue);
+    if (pPermutation === null) {
+        return { index: null, score: best, ...none, abstained: true, reason: 'the permutation null did not return a p-value' };
     }
-    return { index: bestIdx, score: best, abstained: false };
+    const tests = {
+        meanDifference: meanOf(right) - meanOf(left),
+        tStatistic: num(welch.statistic),
+        degreesOfFreedom: num(welch.degreesOfFreedom),
+        pWelch: num(welch.pValue),
+        pPermutation,
+    };
+    if (pPermutation >= alpha) {
+        return {
+            index: null,
+            score: best,
+            ...tests,
+            abstained: true,
+            reason: `no changepoint: permutation p = ${pPermutation.toPrecision(3)} ≥ α = ${alpha} for the maximum |Welch t| = ${best.toPrecision(3)} over ${y.length - 2 * MIN_SEGMENT + 1} splits`,
+        };
+    }
+    return { index: bestIdx, score: best, ...tests, abstained: false };
 }
 /**
- * Ordinary-least-squares log-log slope. Abstains if x or y are non-positive.
+ * Ordinary-least-squares log-log slope, MathTS `linearRegression` on the
+ * logs, with its standard error. The p-value is NOT the one MathTS reports
+ * (`2·(1 − CDF)`, which rounds a far tail to 0): it is the direct t tail from
+ * `betainc`. Abstains if x or y are non-positive, or when the log-x spread
+ * (core `sumSquaredDeviations`, times n: the normal-equation denominator)
+ * is degenerate.
  *
  * @internal
  */
@@ -45,49 +118,50 @@ export function estimateScaleExponent(input) {
         .map((x, i) => [x, input.y[i]])
         .filter(([x, y]) => x > 0 && y > 0);
     if (pairs.length < 3) {
-        return { exponent: null, abstained: true, reason: 'need ≥3 positive (x,y) pairs' };
-    }
-    const n = pairs.length;
-    let sX = 0;
-    let sY = 0;
-    let sXX = 0;
-    let sXY = 0;
-    for (const [x, y] of pairs) {
-        const lx = Math.log(x);
-        const ly = Math.log(y);
-        sX += lx;
-        sY += ly;
-        sXX += lx * lx;
-        sXY += lx * ly;
+        return { exponent: null, stdErr: null, pValue: null, n: pairs.length, abstained: true, reason: 'need ≥3 positive (x,y) pairs' };
     }
-    const denom = n * sXX - sX * sX;
-    if (Math.abs(denom) < 1e-18) {
-        return { exponent: null, abstained: true, reason: 'degenerate log-x variance' };
+    const lx = pairs.map(([x]) => Math.log(x));
+    const ly = pairs.map(([, y]) => Math.log(y));
+    if (pairs.length * sumSquaredDeviations(lx) < 1e-18) {
+        return { exponent: null, stdErr: null, pValue: null, n: pairs.length, abstained: true, reason: 'degenerate log-x variance' };
     }
-    return { exponent: (n * sXY - sX * sY) / denom, abstained: false };
+    const fit = linearRegression(lx, ly);
+    const df = pairs.length - 2;
+    const pValue = fit.stdErr > 0 ? studentTwoSidedP(fit.slope / fit.stdErr, df) : fit.slope === 0 ? 1 : 0;
+    return { exponent: fit.slope, stdErr: fit.stdErr, pValue, n: pairs.length, abstained: false };
 }
 /**
- * Finite-difference conservation probe: mean |ΔQ/Δt| ≈ 0.
+ * Conservation probe as a test: q is conserved when the linear drift
+ * `slope` of `linearRegression(t, q)` satisfies |slope| ≤ k·stdErr. The
+ * standard error comes from the residual scatter of the same series, so the
+ * verdict is scale-free. k = 3 by default: a drift within three standard
+ * errors is not distinguishable from none at the series' own noise (a
+ * two-sided 0.27% under Gaussian residuals), the usual working threshold
+ * for "no effect seen". The test sees a linear drift only; a quantity that
+ * oscillates without drifting passes. The mean |dq/dt| is reported beside
+ * the verdict from MathTS `gradient` (second order inside the series), not
+ * from first-order forward differences, and never decides it. Abstains below
+ * three samples or when t is not strictly increasing.
  *
  * @internal
  */
-export function probeConservation(q, t, atol = 1e-6) {
-    if (q.length !== t.length || q.length < 2) {
-        return { conserved: false, meanAbsRate: NaN, abstained: true, reason: 'need ≥2 samples' };
+export function probeConservation(q, t, opts = {}) {
+    const k = opts.k ?? 3;
+    const none = { slope: null, stdErr: null, k };
+    if (q.length !== t.length || q.length < 3) {
+        return { conserved: false, meanAbsRate: NaN, ...none, abstained: true, reason: 'need ≥3 samples' };
     }
-    let acc = 0;
-    let n = 0;
-    for (let i = 1; i < q.length; i++) {
-        const dt = t[i] - t[i - 1];
-        if (dt === 0)
-            continue;
-        acc += Math.abs((q[i] - q[i - 1]) / dt);
-        n += 1;
+    for (let i = 1; i < t.length; i++) {
+        if (!(t[i] > t[i - 1])) {
+            return { conserved: false, meanAbsRate: NaN, ...none, abstained: true, reason: 'zero or negative Δt: t must increase strictly' };
+        }
     }
-    if (n === 0) {
-        return { conserved: false, meanAbsRate: NaN, abstained: true, reason: 'zero Δt' };
+    const rate = gradient([...q], [...t]);
+    const meanAbsRate = pairwiseSum(rate.map(Math.abs)) / rate.length;
+    const fit = linearRegression([...t], [...q]);
+    if (!Number.isFinite(fit.slope) || !Number.isFinite(fit.stdErr)) {
+        return { conserved: false, meanAbsRate, ...none, abstained: true, reason: 'the drift fit is not finite' };
     }
-    const meanAbsRate = acc / n;
-    return { conserved: meanAbsRate <= atol, meanAbsRate, abstained: false };
+    return { conserved: Math.abs(fit.slope) <= k * fit.stdErr, meanAbsRate, slope: fit.slope, stdErr: fit.stdErr, k, abstained: false };
 }
 //# sourceMappingURL=structure.js.map

package/dist/composition/probe/structure.js.map

@@ -1 +1 @@
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Never flips\n * `axes.ts` `gated`.\n *\n * @internal\n */\n\nexport interface ChangepointInput {\n  readonly x: readonly number[];\n  readonly y: readonly number[];\n}\n\nexport interface ChangepointResult {\n  readonly index: number | null;\n  readonly score: number;\n  readonly abstained: boolean;\n  readonly reason?: string;\n}\n\n/**\n * Two-mean changepoint: scan split index maximizing |μ_left − μ_right|.\n * Abstains on short series or when the best split is weaker than `minScore`.\n *\n * @internal\n */\nexport function detectMeanChangepoint(\n  input: ChangepointInput,\n  minScore = 0.5,\n): ChangepointResult {\n  const { x, y } = input;\n  if (x.length !== y.length || x.length < 6) {\n    return { index: null, score: 0, abstained: true, reason: 'series too short' };\n  }\n  let bestIdx = 1;\n  let best = 0;\n  for (let i = 2; i < y.length - 2; i++) {\n    const left = y.slice(0, i);\n    const right = y.slice(i);\n    const μL = left.reduce((a, b) => a + b, 0) / left.length;\n    const μR = right.reduce((a, b) => a + b, 0) / right.length;\n    const score = Math.abs(μL - μR);\n    if (score > best) {\n      best = score;\n      bestIdx = i;\n    }\n  }\n  if (best < minScore) {\n    return { index: null, score: best, abstained: true, reason: 'no changepoint above threshold' };\n  }\n  return { index: bestIdx, score: best, abstained: false };\n}\n\nexport interface ScaleSymmetryInput {\n  readonly x: readonly number[];\n  readonly y: readonly number[];\n}\n\n/**\n * Ordinary-least-squares log-log slope. Abstains if x or y are non-positive.\n *\n * @internal\n */\nexport function estimateScaleExponent(input: ScaleSymmetryInput): {\n  exponent: number | null;\n  abstained: boolean;\n  reason?: string;\n} {\n  const pairs = input.x\n    .map((x, i) => [x, input.y[i]!] as const)\n    .filter(([x, y]) => x > 0 && y > 0);\n  if (pairs.length < 3) {\n    return { exponent: null, abstained: true, reason: 'need ≥3 positive (x,y) pairs' };\n  }\n  const n = pairs.length;\n  let sX = 0;\n  let sY = 0;\n  let sXX = 0;\n  let sXY = 0;\n  for (const [x, y] of pairs) {\n    const lx = Math.log(x);\n    const ly = Math.log(y);\n    sX += lx;\n    sY += ly;\n    sXX += lx * lx;\n    sXY += lx * ly;\n  }\n  const denom = n * sXX - sX * sX;\n  if (Math.abs(denom) < 1e-18) {\n    return { exponent: null, abstained: true, reason: 'degenerate log-x variance' };\n  }\n  return { exponent: (n * sXY - sX * sY) / denom, abstained: false };\n}\n\n/**\n * Finite-difference conservation probe: mean |ΔQ/Δt| ≈ 0.\n *\n * @internal\n */\nexport function probeConservation(\n  q: readonly number[],\n  t: readonly number[],\n  atol = 1e-6,\n): { conserved: boolean; meanAbsRate: number; abstained: boolean; reason?: string } {\n  if (q.length !== t.length || q.length < 2) {\n    return { conserved: false, meanAbsRate: NaN, abstained: true, reason: 'need ≥2 samples' };\n  }\n  let acc = 0;\n  let n = 0;\n  for (let i = 1; i < q.length; i++) {\n    const dt = t[i]! - t[i - 1]!;\n    if (dt === 0) continue;\n    acc += Math.abs((q[i]! - q[i - 1]!) / dt);\n    n += 1;\n  }\n  if (n === 0) {\n    return { conserved: false, meanAbsRate: NaN, abstained: true, reason: 'zero Δt' };\n  }\n  const meanAbsRate = acc / n;\n  return { conserved: meanAbsRate <= atol, meanAbsRate, abstained: false };\n}\n"]}
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* Cheap structure probes as TESTS: a regime changepoint, a scale symmetry, a\n * conserved dQ/dt. Each verdict is scale-free: the same series scaled by 1e6\n * or by 1e-6 gets the same answer, because every threshold is in units of\n * the series' own scatter, never in the units of y.\n *\n * Task-0 style: recover a synthetic signal or honestly abstain. Never flips\n * `axes.ts` `gated`.\n *\n * @internal\n */\n\nimport { pairwiseSum, sumSquaredDeviations } from '@danielsimonjr/mathts-core';\nimport { gradient, linearRegression, permutationTest, studentTTest } from '@danielsimonjr/mathts-functions';\nimport { meanOf } from '../../numerical/statistics.js';\nimport { studentTwoSidedP } from './t-tail.js';\n\n/** A series sampled at `x` with values `y`, scanned for a step in its mean. @internal */\nexport interface ChangepointInput {\n  readonly x: readonly number[];\n  readonly y: readonly number[];\n  /** Significance level of the permutation test; default 0.01. */\n  readonly alpha?: number;\n  /** Permutation resamples of the null; default 999. */\n  readonly resamples?: number;\n  /** Seed of the permutation null (MathTS `permutationTest`); default 20261015, never the clock. */\n  readonly seed?: number;\n}\n\n/** The best split of {@link detectMeanChangepoint}, its tests, or an abstention with its reason. @internal */\nexport interface ChangepointResult {\n  /** The split index (the right segment starts here) when the step is significant; null otherwise. */\n  readonly index: number | null;\n  /** |Welch t| at the best split: the step in units of its own standard error (scale-free). */\n  readonly score: number;\n  /** μ_right − μ_left at the best split, in the units of y; null when nothing was scanned. */\n  readonly meanDifference: number | null;\n  /** MathTS `studentTTest` at the best split: the Welch t and its degrees of freedom. */\n  readonly tStatistic: number | null;\n  readonly degreesOfFreedom: number | null;\n  /**\n   * The direct two-sided Welch p at the best split (one split, as if chosen in advance; not\n   * corrected for the scan over splits, which is what `pPermutation` is for).\n   */\n  readonly pWelch: number | null;\n  /** P(max over splits of |t| ≥ observed) under a seeded permutation of the series. */\n  readonly pPermutation: number | null;\n  readonly abstained: boolean;\n  readonly reason?: string;\n}\n\n/** The smallest segment a split may leave on either side. */\nconst MIN_SEGMENT = 2;\n\n/**\n * |Welch t| at every admissible split of a series, from centred prefix sums:\n * O(n) for the scan the permutation null repeats. Two segments with no\n * scatter and different means give +Infinity; equal means give 0.\n */\nfunction welchScan(y: readonly number[]): { best: number; bestIdx: number } {\n  const n = y.length;\n  const mean = meanOf(y);\n  const c = y.map((v) => v - mean);\n  const s1 = new Float64Array(n + 1);\n  const s2 = new Float64Array(n + 1);\n  for (let i = 0; i < n; i++) {\n    s1[i + 1] = s1[i]! + c[i]!;\n    s2[i + 1] = s2[i]! + c[i]! * c[i]!;\n  }\n  let best = -1;\n  let bestIdx = MIN_SEGMENT;\n  for (let i = MIN_SEGMENT; i <= n - MIN_SEGMENT; i++) {\n    const nL = i;\n    const nR = n - i;\n    const mL = s1[i]! / nL;\n    const mR = (s1[n]! - s1[i]!) / nR;\n    const vL = Math.max(0, s2[i]! - nL * mL * mL) / (nL - 1);\n    const vR = Math.max(0, s2[n]! - s2[i]! - nR * mR * mR) / (nR - 1);\n    const se = Math.sqrt(vL / nL + vR / nR);\n    const d = Math.abs(mL - mR);\n    const t = se > 0 ? d / se : d > 0 ? Number.POSITIVE_INFINITY : 0;\n    if (t > best) {\n      best = t;\n      bestIdx = i;\n    }\n  }\n  return { best, bestIdx };\n}\n\n/** The max-|t| statistic of a permuted series, in the two-sample form `permutationTest` shuffles. */\nconst maxWelch = (a: number[], b: number[]): number => welchScan([...a, ...b]).best;\n\n/**\n * Two-mean changepoint as a test. The best split maximises Welch's t over\n * the splits that leave at least two samples on each side; MathTS\n * `studentTTest` gives the t, the degrees of freedom and the direct p at that\n * split. Because the split was CHOSEN by the scan, that p is not the test:\n * the verdict is the seeded permutation null (MathTS `permutationTest`) of\n * the maximum over splits, flagged when `pPermutation < alpha` (default\n * 0.01). Every quantity is in units of the series' scatter, so a series and\n * its copy scaled by any factor get one verdict. Abstains below six samples.\n *\n * @internal\n */\nexport function detectMeanChangepoint(input: ChangepointInput): ChangepointResult {\n  const { x, y } = input;\n  const alpha = input.alpha ?? 0.01;\n  const resamples = input.resamples ?? 999;\n  const seed = input.seed ?? 20261015;\n  const none = { meanDifference: null, tStatistic: null, degreesOfFreedom: null, pWelch: null, pPermutation: null };\n  if (x.length !== y.length || x.length < 6) {\n    return { index: null, score: 0, ...none, abstained: true, reason: 'series too short' };\n  }\n  if (!y.every(Number.isFinite)) {\n    return { index: null, score: 0, ...none, abstained: true, reason: 'series has a non-finite value' };\n  }\n  const { best, bestIdx } = welchScan(y);\n  const left = y.slice(0, bestIdx);\n  const right = y.slice(bestIdx);\n  const welch = studentTTest([...left], [...right]);\n  const num = (v: unknown): number | null => (typeof v === 'number' && !Number.isNaN(v) ? v : null);\n  const perm = permutationTest([...left], [...right], maxWelch, { resamples, seed });\n  const pPermutation = num(perm.pValue);\n  if (pPermutation === null) {\n    return { index: null, score: best, ...none, abstained: true, reason: 'the permutation null did not return a p-value' };\n  }\n  const tests = {\n    meanDifference: meanOf(right) - meanOf(left),\n    tStatistic: num(welch.statistic),\n    degreesOfFreedom: num(welch.degreesOfFreedom),\n    pWelch: num(welch.pValue),\n    pPermutation,\n  };\n  if (pPermutation >= alpha) {\n    return {\n      index: null,\n      score: best,\n      ...tests,\n      abstained: true,\n      reason: `no changepoint: permutation p = ${pPermutation.toPrecision(3)} ≥ α = ${alpha} for the maximum |Welch t| = ${best.toPrecision(3)} over ${y.length - 2 * MIN_SEGMENT + 1} splits`,\n    };\n  }\n  return { index: bestIdx, score: best, ...tests, abstained: false };\n}\n\n/** Positive samples `(x, y)` whose log-log slope is the scale exponent. @internal */\nexport interface ScaleSymmetryInput {\n  readonly x: readonly number[];\n  readonly y: readonly number[];\n}\n\n/** The log-log slope with its standard error and the direct two-sided p of slope = 0. @internal */\nexport interface ScaleExponentResult {\n  readonly exponent: number | null;\n  /** Standard error of the slope (MathTS `linearRegression.stdErr`). */\n  readonly stdErr: number | null;\n  /** P(|T_{n−2}| ≥ |exponent/stdErr|), the direct tail ({@link studentTwoSidedP}); null below n = 3. */\n  readonly pValue: number | null;\n  /** The positive pairs the fit used. */\n  readonly n: number;\n  readonly abstained: boolean;\n  readonly reason?: string;\n}\n\n/**\n * Ordinary-least-squares log-log slope, MathTS `linearRegression` on the\n * logs, with its standard error. The p-value is NOT the one MathTS reports\n * (`2·(1 − CDF)`, which rounds a far tail to 0): it is the direct t tail from\n * `betainc`. Abstains if x or y are non-positive, or when the log-x spread\n * (core `sumSquaredDeviations`, times n: the normal-equation denominator)\n * is degenerate.\n *\n * @internal\n */\nexport function estimateScaleExponent(input: ScaleSymmetryInput): ScaleExponentResult {\n  const pairs = input.x\n    .map((x, i) => [x, input.y[i]!] as const)\n    .filter(([x, y]) => x > 0 && y > 0);\n  if (pairs.length < 3) {\n    return { exponent: null, stdErr: null, pValue: null, n: pairs.length, abstained: true, reason: 'need ≥3 positive (x,y) pairs' };\n  }\n  const lx = pairs.map(([x]) => Math.log(x));\n  const ly = pairs.map(([, y]) => Math.log(y));\n  if (pairs.length * sumSquaredDeviations(lx) < 1e-18) {\n    return { exponent: null, stdErr: null, pValue: null, n: pairs.length, abstained: true, reason: 'degenerate log-x variance' };\n  }\n  const fit = linearRegression(lx, ly);\n  const df = pairs.length - 2;\n  const pValue = fit.stdErr > 0 ? studentTwoSidedP(fit.slope / fit.stdErr, df) : fit.slope === 0 ? 1 : 0;\n  return { exponent: fit.slope, stdErr: fit.stdErr, pValue, n: pairs.length, abstained: false };\n}\n\n/** The verdict of {@link probeConservation}: no drift in q beyond k standard errors of its slope. @internal */\nexport interface ConservationResult {\n  readonly conserved: boolean;\n  /** Mean |dq/dt| from MathTS `gradient` (second-order central differences inside, one-sided at the ends). */\n  readonly meanAbsRate: number;\n  /** The slope of MathTS `linearRegression(t, q)` and its standard error. */\n  readonly slope: number | null;\n  readonly stdErr: number | null;\n  /** The multiple of the standard error a drift must exceed to count. */\n  readonly k: number;\n  readonly abstained: boolean;\n  readonly reason?: string;\n}\n\n/**\n * Conservation probe as a test: q is conserved when the linear drift\n * `slope` of `linearRegression(t, q)` satisfies |slope| ≤ k·stdErr. The\n * standard error comes from the residual scatter of the same series, so the\n * verdict is scale-free. k = 3 by default: a drift within three standard\n * errors is not distinguishable from none at the series' own noise (a\n * two-sided 0.27% under Gaussian residuals), the usual working threshold\n * for \"no effect seen\". The test sees a linear drift only; a quantity that\n * oscillates without drifting passes. The mean |dq/dt| is reported beside\n * the verdict from MathTS `gradient` (second order inside the series), not\n * from first-order forward differences, and never decides it. Abstains below\n * three samples or when t is not strictly increasing.\n *\n * @internal\n */\nexport function probeConservation(\n  q: readonly number[],\n  t: readonly number[],\n  opts: { readonly k?: number } = {},\n): ConservationResult {\n  const k = opts.k ?? 3;\n  const none = { slope: null, stdErr: null, k };\n  if (q.length !== t.length || q.length < 3) {\n    return { conserved: false, meanAbsRate: NaN, ...none, abstained: true, reason: 'need ≥3 samples' };\n  }\n  for (let i = 1; i < t.length; i++) {\n    if (!(t[i]! > t[i - 1]!)) {\n      return { conserved: false, meanAbsRate: NaN, ...none, abstained: true, reason: 'zero or negative Δt: t must increase strictly' };\n    }\n  }\n  const rate = gradient([...q], [...t]);\n  const meanAbsRate = pairwiseSum(rate.map(Math.abs)) / rate.length;\n  const fit = linearRegression([...t], [...q]);\n  if (!Number.isFinite(fit.slope) || !Number.isFinite(fit.stdErr)) {\n    return { conserved: false, meanAbsRate, ...none, abstained: true, reason: 'the drift fit is not finite' };\n  }\n  return { conserved: Math.abs(fit.slope) <= k * fit.stdErr, meanAbsRate, slope: fit.slope, stdErr: fit.stdErr, k, abstained: false };\n}\n"]}

package/dist/composition/probe/study.d.ts

@@ -62,6 +62,12 @@ export interface StudyObservation {
 export interface StudyCorrection {
     readonly input: string;
     readonly powers: readonly number[];
+    /**
+     * A reference value the file declares for a power's coefficient (keyed by the power's text,
+     * e.g. `{"2": 0.0625}` for the pendulum series θ²/16): the fitted coefficient's z against it
+     * is reported, and decides nothing.
+     */
+    readonly reference?: Readonly<Record<string, number>>;
 }
 /** A declared comparison model formula and whether its scale is fit on exploratory rows. @internal */
 export interface StudyBaseline {
@@ -181,8 +187,8 @@ export declare function studyCsvToRaw(text: string, source?: string): Record<str
 /** P(χ²_ν ≥ chi2): the probability of a χ² at least this large if the model and σ are right. @internal */
 export declare function chiSquareSurvival(chi2: number, dof: number): number;
 /**
- * P(χ²_ν ≤ chi2), computed directly in the lower tail, where 1 − Q would
- * round a small probability away. @internal
+ * P(χ²_ν ≤ chi2), computed directly in the lower tail (MathTS `gammainc` is
+ * the series there), where 1 − Q would round a small probability away. @internal
  */
 export declare function chiSquareCdf(chi2: number, dof: number): number;
 /** P(F_{d1,d2} ≥ f): the probability of an F ratio at least this large if the extra terms explain nothing. @internal */
@@ -207,6 +213,8 @@ export interface ModelTest {
     readonly fittedParameters: number;
     /** SI coherent; 1 for a fixed baseline, the level for the null model. */
     readonly prefactor: number | null;
+    /** Standard error of the prefactor from (ΦᵀWΦ)⁻¹ with the declared σ; null when unfit or fixed. */
+    readonly prefactorStderr: number | null;
     readonly exploratory: SetTest | null;
     readonly holdout: SetTest | null;
     readonly replication: SetTest | null;
@@ -215,8 +223,14 @@ export interface ModelTest {
 type Predictor = (inputs: Readonly<Record<string, number>>) => number;
 /**
  * The effective σ of one row under a model f: σ_eff² = σ_y² + Σ_i (∂f/∂x_i · σ_xi)²
- * over the inputs with a σ, each derivative by a central difference at the
- * recorded inputs. First order in σ_x: exact for f linear in x_i.
+ * over the inputs with a σ, the GUM first-order propagation of MathTS
+ * `propagateUncertainty` (the one uncertainty path of the library, as in
+ * `composition/uncertainty.ts`), each partial a central difference with the
+ * relative step 1e-6·|x_i| at the recorded inputs. An input that is exactly
+ * zero has no relative step, so it is passed to MathTS shifted by
+ * c = 1e3·σ_xi and read back as z − c inside the model: the derivative is
+ * unchanged and the step is 1e-6·c = 1e-3·σ_xi, the floor the hand-coded
+ * difference used before. First order in σ_x: exact for f linear in x_i.
  *
  * @internal
  */
@@ -243,13 +257,21 @@ export interface CandidateTest extends ModelTest {
     /** Set on a candidate from the declared correction families: m(x)·(1 + Σ c_k·u_k^p_k). */
     readonly correction?: {
         readonly base: string;
-        readonly terms: readonly {
-            readonly input: string;
-            readonly power: number;
-            readonly coefficient: number;
-        }[];
+        readonly terms: readonly CorrectionCoefficient[];
     };
 }
+/** One fitted correction coefficient c_k = a_k/a_0, with its standard error and, when the file declared one, the reference it is compared with. @internal */
+export interface CorrectionCoefficient {
+    readonly input: string;
+    readonly power: number;
+    readonly coefficient: number;
+    /** Delta-method standard error of a_k/a_0 from the fit's covariance; null when the inverse failed. */
+    readonly stderr: number | null;
+    /** The declared reference value, when the family states one for this power. */
+    readonly reference?: number;
+    /** (coefficient − reference)/stderr; present when both are. Reported, never a verdict. */
+    readonly z?: number;
+}
 /** How the declared correction families were searched. @internal */
 export interface StudyCorrectionReport {
     readonly families: readonly StudyCorrection[];

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