universal-physics-tensor 9.0.0 → 11.0.0

package/dist/composition/probe/scoring.js

@@ -8,16 +8,30 @@ function clamp01(x) {
         return 0;
     return Math.min(1, Math.max(0, x));
 }
+/**
+ * Robustness is what the falsification batteries recorded: the fraction of
+ * the batteries that ran and passed (an `inconclusive` battery did not pass).
+ * It is not read from the status label: a survivor awaiting expert review
+ * was once scored 1 by its label alone, while two of the five listed
+ * batteries could never fail (9.0.0 audit §4 Low). Without a falsification
+ * record only the holdout stage is known: 0.7 past the holdout, 0.2 before.
+ */
+function robustnessOf(record, falsification) {
+    if (falsification !== undefined && falsification.records.length > 0) {
+        const passed = falsification.records.filter((r) => r.outcome === 'pass').length;
+        return passed / falsification.records.length;
+    }
+    return record.status === 'heldout-supported' ||
+        record.status === 'falsification-survivor' ||
+        record.status === 'expert-review-required'
+        ? 0.7
+        : 0.2;
+}
 /** Build a score vector. @internal */
-export function scoreCandidate(record, empirical = 0, corpusDistance = 1) {
+export function scoreCandidate(record, empirical = 0, corpusDistance = 1, falsification) {
     const parsimony = clamp01(1 / (1 + record.complexity.astNodes / 8));
     const validity = record.fingerprint.dimensionalSignature === 'invalid' ? 0 : 1;
-    const robustness = record.status === 'falsification-survivor' ||
-        record.status === 'expert-review-required'
-        ? 1
-        : record.status === 'heldout-supported'
-            ? 0.7
-            : 0.2;
+    const robustness = robustnessOf(record, falsification);
     return {
         validity,
         empirical: clamp01(empirical),

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

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Does not touch `VettedCandidate.score`.\n *\n * @module composition/probe/scoring\n */\n\nimport type { ProbeCandidateRecord, ScoreVector } from './types.js';\nimport type { FalsifyResult } from './falsify.js';\n\nfunction clamp01(x: number): number {\n  if (!Number.isFinite(x)) return 0;\n  return Math.min(1, Math.max(0, x));\n}\n\n/**\n * Robustness is what the falsification batteries recorded: the fraction of\n * the batteries that ran and passed (an `inconclusive` battery did not pass).\n * It is not read from the status label: a survivor awaiting expert review\n * was once scored 1 by its label alone, while two of the five listed\n * batteries could never fail (9.0.0 audit §4 Low). Without a falsification\n * record only the holdout stage is known: 0.7 past the holdout, 0.2 before.\n */\nfunction robustnessOf(record: ProbeCandidateRecord, falsification: FalsifyResult | undefined): number {\n  if (falsification !== undefined && falsification.records.length > 0) {\n    const passed = falsification.records.filter((r) => r.outcome === 'pass').length;\n    return passed / falsification.records.length;\n  }\n  return record.status === 'heldout-supported' ||\n    record.status === 'falsification-survivor' ||\n    record.status === 'expert-review-required'\n    ? 0.7\n    : 0.2;\n}\n\n/** Build a score vector. @internal */\nexport function scoreCandidate(\n  record: ProbeCandidateRecord,\n  empirical = 0,\n  corpusDistance = 1,\n  falsification?: FalsifyResult,\n): ScoreVector {\n  const parsimony = clamp01(1 / (1 + record.complexity.astNodes / 8));\n  const validity = record.fingerprint.dimensionalSignature === 'invalid' ? 0 : 1;\n  const robustness = robustnessOf(record, falsification);\n  return {\n    validity,\n    empirical: clamp01(empirical),\n    parsimony,\n    corpusDistance: clamp01(corpusDistance),\n    robustness,\n  };\n}\n\nfunction dominates(a: ScoreVector, b: ScoreVector): boolean {\n  const keys: (keyof ScoreVector)[] = [\n    'validity',\n    'empirical',\n    'parsimony',\n    'corpusDistance',\n    'robustness',\n  ];\n  let better = false;\n  for (const k of keys) {\n    if (a[k] < b[k] - 1e-12) return false;\n    if (a[k] > b[k] + 1e-12) better = true;\n  }\n  return better;\n}\n\nexport interface RankedCandidate {\n  readonly record: ProbeCandidateRecord;\n  readonly scores: ScoreVector;\n  readonly pareto: boolean;\n}\n\n/** Pareto front (non-dominated) plus the rest, stable by id. @internal */\nexport function rankPareto(\n  items: readonly { record: ProbeCandidateRecord; scores: ScoreVector }[],\n): RankedCandidate[] {\n  return items\n    .map((it) => ({\n      ...it,\n      pareto: !items.some(\n        (other) => other.record.id !== it.record.id && dominates(other.scores, it.scores),\n      ),\n    }))\n    .sort((a, b) => Number(b.pareto) - Number(a.pareto) || a.record.id.localeCompare(b.record.id));\n}\n"]}

package/dist/composition/probe/search-budget.js.map

@@ -1 +1 @@
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+{"version":3,"file":"search-budget.js","sourceRoot":"","sources":["../../../src/composition/probe/search-budget.ts"],"names":[],"mappings":"AAAA;;;;;GAKG;AAGH,OAAO,EAAE,qBAAqB,EAAE,MAAM,YAAY,CAAC;AAEnD;;;;GAIG;AACH,OAAO,EAAE,qBAAqB,EAAE,MAAM,YAAY,CAAC;AAUnD,qCAAqC;AACrC,MAAM,UAAU,UAAU,CAAC,MAAM,GAAiB,qBAAqB;IACrE,OAAO;QACL,MAAM;QACN,0EAA0E;QAC1E,yEAAyE;QACzE,2EAA2E;QAC3E,mEAAmE;QACnE,WAAW,EAAE,WAAW,CAAC,GAAG,EAAE;QAC9B,UAAU,EAAE,CAAC;QACb,WAAW,EAAE,CAAC;KACf,CAAC;AACJ,CAAC;AAED;;;GAGG;AACH,MAAM,UAAU,gBAAgB,CAAC,KAAkB;IACjD,MAAM,EAAE,MAAM,EAAE,GAAG,KAAK,CAAC;IACzB,IAAI,KAAK,CAAC,UAAU,IAAI,MAAM,CAAC,aAAa;QAAE,OAAO,iBAAiB,CAAC;IACvE,IAAI,KAAK,CAAC,WAAW,IAAI,MAAM,CAAC,cAAc;QAAE,OAAO,kBAAkB,CAAC;IAC1E,IAAI,WAAW,CAAC,GAAG,EAAE,GAAG,KAAK,CAAC,WAAW,IAAI,MAAM,CAAC,cAAc;QAAE,OAAO,YAAY,CAAC;IACxF,OAAO,SAAS,CAAC;AACnB,CAAC;AAED,4DAA4D;AAC5D,MAAM,UAAU,gBAAgB,CAAC,KAAkB;IACjD,OAAO,gBAAgB,CAAC,KAAK,CAAC,KAAK,SAAS,CAAC;AAC/C,CAAC","sourcesContent":["/**\n * Search-budget accounting for Product B. Product A (`rankDiscoveries`) is\n * already finite and must not grow AST-depth caps.\n *\n * @module composition/probe/search-budget\n */\n\nimport type { SearchBudget, SearchStopReason } from './types.js';\nimport { DEFAULT_SEARCH_BUDGET } from './types.js';\n\n/**\n * The default search budget.\n *\n * @internal\n */\nexport { DEFAULT_SEARCH_BUDGET } from './types.js';\n\n/** Mutable counters for one run. @internal */\nexport interface BudgetState {\n  readonly budget: SearchBudget;\n  readonly startedAtMs: number;\n  candidates: number;\n  evaluations: number;\n}\n\n/** Open a budget clock. @internal */\nexport function openBudget(budget: SearchBudget = DEFAULT_SEARCH_BUDGET): BudgetState {\n  return {\n    budget,\n    // performance.now() moves inside a millisecond. Date.now() does not, so a\n    // budget under 1 ms — and a 1 ms budget on a search that finishes in the\n    // same tick — never returned time-limit, and a replay of that search could\n    // disagree with the recording while still being called reproduced.\n    startedAtMs: performance.now(),\n    candidates: 0,\n    evaluations: 0,\n  };\n}\n\n/**\n * First violated stop reason, or `undefined` if the search may continue.\n * @internal\n */\nexport function budgetStopReason(state: BudgetState): SearchStopReason | undefined {\n  const { budget } = state;\n  if (state.candidates >= budget.maxCandidates) return 'candidate-limit';\n  if (state.evaluations >= budget.maxEvaluations) return 'evaluation-limit';\n  if (performance.now() - state.startedAtMs >= budget.maxWallClockMs) return 'time-limit';\n  return undefined;\n}\n\n/** True when another candidate may be emitted. @internal */\nexport function canEmitCandidate(state: BudgetState): boolean {\n  return budgetStopReason(state) === undefined;\n}\n"]}

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

@@ -1 +1 @@
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+{"version":3,"file":"serialize.js","sourceRoot":"","sources":["../../../src/composition/probe/serialize.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;GAWG;AAEH,OAAO,EAAE,aAAa,EAAE,SAAS,EAAE,aAAa,EAAE,MAAM,sBAAsB,CAAC","sourcesContent":["/**\n * Probe-profile re-exports of the one canonical-JSON module.\n *\n * Object keys are sorted lexicographically; `undefined` properties are omitted;\n * arrays keep encounter order. A `Date` serializes as ISO-8601. An `undefined`\n * array hole becomes `null`.\n *\n * Hashes use SHA-256 over this canonical form. Experimental — not a public\n * API stability surface (`src/index.ts` does not re-export this module).\n *\n * @module composition/probe/serialize\n */\n\nexport { canonicalJson, sha256Hex, hashCanonical } from '../canonical-json.js';\n"]}

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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* 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

@@ -27,7 +27,6 @@
  * @internal
  */
 import { type Dimension } from '../../dimensional/types.js';
-import type { ExprNode } from '../../dimensional/ast-types.js';
 import type { SearchBudget, SearchStopReason } from './types.js';
 /** The partition a study row belongs to for fitting, holdout testing or replication. @internal */
 export type StudyRole = 'exploratory' | 'holdout' | 'replication';
@@ -63,6 +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 {
@@ -101,6 +106,10 @@ export interface ProbeStudy {
 export declare class StudyRefusal extends Error {
     constructor(message: string);
 }
+/** The χ² test level a study file states none of. @internal */
+export declare const DEFAULT_ALPHA = 0.001;
+/** How many powers a study file's correction may list in all. @internal */
+export declare const MAX_CORRECTION_TERMS = 6;
 /** Parse and validate a study file. Throws {@link StudyRefusal}. @internal */
 export declare function parseStudy(raw: unknown, source?: string): ProbeStudy;
 /** Load a study JSON file. @internal */
@@ -178,8 +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 */
@@ -204,6 +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;
@@ -212,8 +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
  */
@@ -229,8 +246,6 @@ export interface CorrectionStep {
     readonly admitted: boolean;
     readonly reason: string;
 }
-/** Infix rendering of a scalar ExprNode for reports. */
-export declare function exprToInfix(e: ExprNode): string;
 /** The main holdout verdict assigned after candidate selection. @internal */
 export type StudyVerdict = 'no-credible-candidate' | 'refuted-on-holdout' | 'survives-holdout' | 'untested-on-holdout';
 /** The separate replication classification assigned after fitting and holdout handling. @internal */
@@ -242,13 +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[];