velo-plot 1.11.1

package/dist/plugins/analysis.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"analysis.js","sources":["../../src/plugins/analysis/SeriesFit.ts","../../src/plugins/analysis/fft.ts","../../src/plugins/analysis/fitting.ts","../../src/plugins/analysis/indicators.ts","../../src/plugins/analysis/filters.ts","../../src/plugins/analysis/contours.ts","../../src/plugins/analysis/statistics.ts","../../src/plugins/analysis/index.ts"],"sourcesContent":["/**\n * Series Curve Fitting Support\n */\nimport { fitData, type FitType, type FitOptions } from \"./index\";\n\nexport function addFitLine(\n  ctx: any,\n  seriesId: string,\n  type: FitType,\n  options: FitOptions = {}\n): string {\n  const s = ctx.series.get(seriesId);\n  if (!s) throw new Error(`Series ${seriesId} not found`);\n\n  const data = s.getData();\n  if (!data || data.x.length < 2) return \"\";\n\n  const result = fitData(data.x as any, data.y as any, type, options);\n  const bounds = s.getBounds();\n  const xMin = bounds?.xMin ?? 0;\n  const xMax = bounds?.xMax ?? 1;\n  const dataWidth = xMax - xMin;\n  const fitResolution = 200;\n  const fitX = new Float32Array(fitResolution);\n  const fitY = new Float32Array(fitResolution);\n\n  for (let i = 0; i < fitResolution; i++) {\n    const x = xMin + (i / (fitResolution - 1)) * dataWidth;\n    fitX[i] = x;\n    fitY[i] = result.predict(x);\n  }\n\n  const fitId = `${seriesId}-fit-${Date.now()}`;\n  const sourceStyle = s.getStyle();\n\n  ctx.addSeries({\n    id: fitId,\n    type: 'line',\n    yAxisId: s.getYAxisId(),\n    data: { x: fitX, y: fitY },\n    style: {\n      color: sourceStyle.color,\n      width: (sourceStyle.width || 1) * 1.5,\n      opacity: 0.8,\n      lineDash: [5, 5]\n    }\n  });\n\n  ctx.addAnnotation({\n    type: 'text',\n    x: xMin + dataWidth * 0.05,\n    y: result.predict(xMin + dataWidth * 0.05),\n    text: `${result.equation}\\n(R² = ${result.rSquared.toFixed(4)})`,\n    fontSize: 12,\n    backgroundColor: 'rgba(0,0,0,0.7)',\n    color: sourceStyle.color || '#ffffff',\n    padding: 4,\n    anchor: 'bottom-left',\n    interactive: true\n  });\n\n  return fitId;\n}\n","/**\n * Fast Fourier Transform (FFT) Implementation\n * \n * Provides:\n * - FFT for spectral analysis\n * - Inverse FFT\n * - Power spectrum\n * - Frequency bins calculation\n */\n\n// ============================================\n// Complex Number Type\n// ============================================\n\n/** Complex number representation */\nexport interface Complex {\n  re: number;\n  im: number;\n}\n\n/** FFT Result */\nexport interface FFTResult {\n  /** Frequency bins in Hz (if sample rate provided) or normalized */\n  frequency: Float32Array;\n  /** Magnitude spectrum */\n  magnitude: Float32Array;\n  /** Phase spectrum in radians */\n  phase: Float32Array;\n  /** Full complex spectrum as Complex[] array */\n  complex: Complex[];\n  /** Real part of full spectrum as Float32Array */\n  real: Float32Array;\n  /** Imaginary part of full spectrum as Float32Array */\n  imag: Float32Array;\n}\n\n/** Complex FFT Result - full spectrum with separate real/imag arrays */\nexport interface ComplexFFTResult {\n  /** Real part of spectrum */\n  real: Float32Array;\n  /** Imaginary part of spectrum */\n  imag: Float32Array;\n  /** Frequency bins in Hz (if sample rate provided) */\n  frequency: Float32Array;\n  /** Magnitude spectrum (sqrt(real² + imag²)) */\n  magnitude: Float32Array;\n  /** Phase spectrum in radians (atan2(imag, real)) */\n  phase: Float32Array;\n  /** Original spectrum length (power of 2) */\n  length: number;\n  /** Nyquist index (length / 2) */\n  nyquist: number;\n}\n\n/** Power spectrum result */\nexport interface PowerSpectrumResult {\n  /** Frequency bins */\n  frequency: Float32Array;\n  /** Power values (magnitude squared) */\n  power: Float32Array;\n  /** Power in dB */\n  powerDb: Float32Array;\n}\n\n// ============================================\n// FFT Implementation (Cooley-Tukey)\n// ============================================\n\n/**\n * Compute FFT using Cooley-Tukey algorithm\n * Input length must be a power of 2\n */\nexport function fft(input: Float32Array | Float64Array | number[]): Complex[] {\n  const n = input.length;\n\n  // Pad to power of 2 if necessary\n  const paddedLength = nextPowerOf2(n);\n  const padded = new Float64Array(paddedLength);\n  for (let i = 0; i < n; i++) {\n    padded[i] = input[i];\n  }\n\n  // Convert to complex\n  const data: Complex[] = new Array(paddedLength);\n  for (let i = 0; i < paddedLength; i++) {\n    data[i] = { re: padded[i], im: 0 };\n  }\n\n  // Bit-reversal permutation\n  bitReversePermutation(data);\n\n  // Cooley-Tukey iterative FFT\n  for (let size = 2; size <= paddedLength; size *= 2) {\n    const halfSize = size / 2;\n    const angle = -2 * Math.PI / size;\n\n    for (let i = 0; i < paddedLength; i += size) {\n      for (let j = 0; j < halfSize; j++) {\n        const theta = angle * j;\n        const wRe = Math.cos(theta);\n        const wIm = Math.sin(theta);\n\n        const evenIdx = i + j;\n        const oddIdx = i + j + halfSize;\n\n        const tRe = wRe * data[oddIdx].re - wIm * data[oddIdx].im;\n        const tIm = wRe * data[oddIdx].im + wIm * data[oddIdx].re;\n\n        data[oddIdx].re = data[evenIdx].re - tRe;\n        data[oddIdx].im = data[evenIdx].im - tIm;\n        data[evenIdx].re = data[evenIdx].re + tRe;\n        data[evenIdx].im = data[evenIdx].im + tIm;\n      }\n    }\n  }\n\n  return data;\n}\n\n/**\n * Compute inverse FFT\n */\nexport function ifft(spectrum: Complex[]): Float32Array {\n  const n = spectrum.length;\n\n  // Conjugate\n  const conjugated = spectrum.map(c => ({ re: c.re, im: -c.im }));\n\n  // Forward FFT\n  const transformed = fftComplex(conjugated);\n\n  // Conjugate and scale\n  const result = new Float32Array(n);\n  for (let i = 0; i < n; i++) {\n    result[i] = transformed[i].re / n;\n  }\n\n  return result;\n}\n\n/**\n * FFT on complex input\n */\nfunction fftComplex(input: Complex[]): Complex[] {\n  const n = input.length;\n  const data = input.map(c => ({ ...c }));\n\n  bitReversePermutation(data);\n\n  for (let size = 2; size <= n; size *= 2) {\n    const halfSize = size / 2;\n    const angle = -2 * Math.PI / size;\n\n    for (let i = 0; i < n; i += size) {\n      for (let j = 0; j < halfSize; j++) {\n        const theta = angle * j;\n        const wRe = Math.cos(theta);\n        const wIm = Math.sin(theta);\n\n        const evenIdx = i + j;\n        const oddIdx = i + j + halfSize;\n\n        const tRe = wRe * data[oddIdx].re - wIm * data[oddIdx].im;\n        const tIm = wRe * data[oddIdx].im + wIm * data[oddIdx].re;\n\n        data[oddIdx].re = data[evenIdx].re - tRe;\n        data[oddIdx].im = data[evenIdx].im - tIm;\n        data[evenIdx].re = data[evenIdx].re + tRe;\n        data[evenIdx].im = data[evenIdx].im + tIm;\n      }\n    }\n  }\n\n  return data;\n}\n\n/**\n * Bit-reversal permutation in-place\n */\nfunction bitReversePermutation(data: Complex[]): void {\n  const n = data.length;\n  const bits = Math.log2(n);\n\n  for (let i = 0; i < n; i++) {\n    const reversed = reverseBits(i, bits);\n    if (reversed > i) {\n      const temp = data[i];\n      data[i] = data[reversed];\n      data[reversed] = temp;\n    }\n  }\n}\n\n/**\n * Reverse bits of a number\n */\nfunction reverseBits(num: number, bits: number): number {\n  let result = 0;\n  for (let i = 0; i < bits; i++) {\n    result = (result << 1) | (num & 1);\n    num >>= 1;\n  }\n  return result;\n}\n\n/**\n * Find next power of 2\n */\nexport function nextPowerOf2(n: number): number {\n  let p = 1;\n  while (p < n) p *= 2;\n  return p;\n}\n\n// ============================================\n// High-Level Analysis Functions\n// ============================================\n\n/**\n * Compute full FFT analysis with frequencies and magnitudes\n */\nexport function analyzeSpectrum(\n  data: Float32Array | Float64Array | number[],\n  sampleRate: number = 1.0\n): FFTResult {\n  const spectrum = fft(data);\n  const n = spectrum.length;\n  const nyquist = n / 2;\n\n  const frequency = new Float32Array(nyquist);\n  const magnitude = new Float32Array(nyquist);\n  const phase = new Float32Array(nyquist);\n\n  // Full spectrum real and imaginary parts\n  const real = new Float32Array(n);\n  const imag = new Float32Array(n);\n\n  // Extract real and imaginary for full spectrum\n  for (let i = 0; i < n; i++) {\n    real[i] = spectrum[i].re;\n    imag[i] = spectrum[i].im;\n  }\n\n  // Compute only positive frequencies (up to Nyquist)\n  for (let i = 0; i < nyquist; i++) {\n    frequency[i] = (i * sampleRate) / n;\n    magnitude[i] = Math.sqrt(spectrum[i].re * spectrum[i].re + spectrum[i].im * spectrum[i].im) / n;\n    phase[i] = Math.atan2(spectrum[i].im, spectrum[i].re);\n  }\n\n  // Normalize (except DC)\n  for (let i = 1; i < nyquist; i++) {\n    magnitude[i] *= 2;\n  }\n\n  return {\n    frequency,\n    magnitude,\n    phase,\n    complex: spectrum,\n    real,\n    imag,\n  };\n}\n\n/**\n * Compute power spectrum\n */\nexport function powerSpectrum(\n  data: Float32Array | Float64Array | number[],\n  sampleRate: number = 1.0\n): PowerSpectrumResult {\n  const result = analyzeSpectrum(data, sampleRate);\n  const n = result.frequency.length;\n\n  const power = new Float32Array(n);\n  const powerDb = new Float32Array(n);\n\n  for (let i = 0; i < n; i++) {\n    power[i] = result.magnitude[i] * result.magnitude[i];\n    powerDb[i] = 10 * Math.log10(Math.max(power[i], 1e-20));\n  }\n\n  return {\n    frequency: result.frequency,\n    power,\n    powerDb,\n  };\n}\n\n/**\n * Find dominant frequency in signal\n */\nexport function dominantFrequency(\n  data: Float32Array | Float64Array | number[],\n  sampleRate: number = 1.0,\n  minFrequency: number = 0\n): { frequency: number; magnitude: number } {\n  const result = analyzeSpectrum(data, sampleRate);\n\n  let maxMag = 0;\n  let maxIdx = 0;\n\n  for (let i = 0; i < result.magnitude.length; i++) {\n    if (result.frequency[i] >= minFrequency && result.magnitude[i] > maxMag) {\n      maxMag = result.magnitude[i];\n      maxIdx = i;\n    }\n  }\n\n  return {\n    frequency: result.frequency[maxIdx],\n    magnitude: maxMag,\n  };\n}\n\n/**\n * Apply Hanning window to data\n */\nexport function hanningWindow(data: Float32Array | Float64Array): Float32Array {\n  const n = data.length;\n  const result = new Float32Array(n);\n\n  for (let i = 0; i < n; i++) {\n    const window = 0.5 * (1 - Math.cos(2 * Math.PI * i / (n - 1)));\n    result[i] = data[i] * window;\n  }\n\n  return result;\n}\n\n/**\n * Apply Hamming window to data\n */\nexport function hammingWindow(data: Float32Array | Float64Array): Float32Array {\n  const n = data.length;\n  const result = new Float32Array(n);\n\n  for (let i = 0; i < n; i++) {\n    const window = 0.54 - 0.46 * Math.cos(2 * Math.PI * i / (n - 1));\n    result[i] = data[i] * window;\n  }\n\n  return result;\n}\n\n/**\n * Apply Blackman window to data\n */\nexport function blackmanWindow(data: Float32Array | Float64Array): Float32Array {\n  const n = data.length;\n  const result = new Float32Array(n);\n  const a0 = 0.42;\n  const a1 = 0.5;\n  const a2 = 0.08;\n\n  for (let i = 0; i < n; i++) {\n    const window = a0 - a1 * Math.cos(2 * Math.PI * i / (n - 1))\n      + a2 * Math.cos(4 * Math.PI * i / (n - 1));\n    result[i] = data[i] * window;\n  }\n\n  return result;\n}\n\n// ============================================\n// Complex FFT Functions\n// ============================================\n\n/**\n * Compute full complex FFT analysis with separate real and imaginary arrays\n * This is useful when you need direct access to real/imag components\n */\nexport function analyzeComplexSpectrum(\n  data: Float32Array | Float64Array | number[],\n  sampleRate: number = 1.0\n): ComplexFFTResult {\n  const spectrum = fft(data);\n  const n = spectrum.length;\n  const nyquist = n / 2;\n\n  const real = new Float32Array(n);\n  const imag = new Float32Array(n);\n  const frequency = new Float32Array(n);\n  const magnitude = new Float32Array(n);\n  const phase = new Float32Array(n);\n\n  for (let i = 0; i < n; i++) {\n    real[i] = spectrum[i].re;\n    imag[i] = spectrum[i].im;\n    frequency[i] = (i * sampleRate) / n;\n    magnitude[i] = Math.sqrt(spectrum[i].re * spectrum[i].re + spectrum[i].im * spectrum[i].im);\n    phase[i] = Math.atan2(spectrum[i].im, spectrum[i].re);\n  }\n\n  return {\n    real,\n    imag,\n    frequency,\n    magnitude,\n    phase,\n    length: n,\n    nyquist,\n  };\n}\n\n/**\n * Compute FFT from complex input (real + imaginary arrays)\n * Useful for processing complex signals or chaining FFT operations\n */\nexport function fftFromComplexInput(\n  real: Float32Array | Float64Array | number[],\n  imag: Float32Array | Float64Array | number[]\n): ComplexFFTResult {\n  const n = real.length;\n  if (imag.length !== n) {\n    throw new Error('Real and imaginary arrays must have the same length');\n  }\n\n  const paddedLength = nextPowerOf2(n);\n  const data: Complex[] = new Array(paddedLength);\n\n  for (let i = 0; i < paddedLength; i++) {\n    data[i] = {\n      re: i < n ? real[i] : 0,\n      im: i < n ? imag[i] : 0,\n    };\n  }\n\n  // Use internal fftComplex\n  bitReversePermutation(data);\n\n  for (let size = 2; size <= paddedLength; size *= 2) {\n    const halfSize = size / 2;\n    const angle = -2 * Math.PI / size;\n\n    for (let i = 0; i < paddedLength; i += size) {\n      for (let j = 0; j < halfSize; j++) {\n        const theta = angle * j;\n        const wRe = Math.cos(theta);\n        const wIm = Math.sin(theta);\n\n        const evenIdx = i + j;\n        const oddIdx = i + j + halfSize;\n\n        const tRe = wRe * data[oddIdx].re - wIm * data[oddIdx].im;\n        const tIm = wRe * data[oddIdx].im + wIm * data[oddIdx].re;\n\n        data[oddIdx].re = data[evenIdx].re - tRe;\n        data[oddIdx].im = data[evenIdx].im - tIm;\n        data[evenIdx].re = data[evenIdx].re + tRe;\n        data[evenIdx].im = data[evenIdx].im + tIm;\n      }\n    }\n  }\n\n  const resultReal = new Float32Array(paddedLength);\n  const resultImag = new Float32Array(paddedLength);\n  const frequency = new Float32Array(paddedLength);\n  const magnitude = new Float32Array(paddedLength);\n  const phase = new Float32Array(paddedLength);\n\n  for (let i = 0; i < paddedLength; i++) {\n    resultReal[i] = data[i].re;\n    resultImag[i] = data[i].im;\n    frequency[i] = i / paddedLength; // Normalized frequency\n    magnitude[i] = Math.sqrt(data[i].re * data[i].re + data[i].im * data[i].im);\n    phase[i] = Math.atan2(data[i].im, data[i].re);\n  }\n\n  return {\n    real: resultReal,\n    imag: resultImag,\n    frequency,\n    magnitude,\n    phase,\n    length: paddedLength,\n    nyquist: paddedLength / 2,\n  };\n}\n\n/**\n * Convert Complex[] array to separate real and imaginary Float32Arrays\n */\nexport function complexToArrays(complex: Complex[]): { real: Float32Array; imag: Float32Array } {\n  const n = complex.length;\n  const real = new Float32Array(n);\n  const imag = new Float32Array(n);\n\n  for (let i = 0; i < n; i++) {\n    real[i] = complex[i].re;\n    imag[i] = complex[i].im;\n  }\n\n  return { real, imag };\n}\n\n/**\n * Convert separate real and imaginary arrays to Complex[] array\n */\nexport function arraysToComplex(\n  real: Float32Array | Float64Array | number[],\n  imag: Float32Array | Float64Array | number[]\n): Complex[] {\n  const n = real.length;\n  if (imag.length !== n) {\n    throw new Error('Real and imaginary arrays must have the same length');\n  }\n\n  const result: Complex[] = new Array(n);\n  for (let i = 0; i < n; i++) {\n    result[i] = { re: real[i], im: imag[i] };\n  }\n\n  return result;\n}\n\n/**\n * Compute inverse FFT from separate real and imaginary arrays\n * Returns the real part of the inverse transform\n */\nexport function ifftFromArrays(\n  real: Float32Array | Float64Array | number[],\n  imag: Float32Array | Float64Array | number[]\n): Float32Array {\n  const complex = arraysToComplex(real, imag);\n  return ifft(complex);\n}\n\n/**\n * Compute inverse FFT returning complex result (both real and imaginary parts)\n */\nexport function ifftComplex(spectrum: Complex[]): { real: Float32Array; imag: Float32Array } {\n  const n = spectrum.length;\n\n  // Conjugate\n  const conjugated = spectrum.map(c => ({ re: c.re, im: -c.im }));\n\n  // Forward FFT on conjugated\n  const data = conjugated.map(c => ({ ...c }));\n  bitReversePermutation(data);\n\n  for (let size = 2; size <= n; size *= 2) {\n    const halfSize = size / 2;\n    const angle = -2 * Math.PI / size;\n\n    for (let i = 0; i < n; i += size) {\n      for (let j = 0; j < halfSize; j++) {\n        const theta = angle * j;\n        const wRe = Math.cos(theta);\n        const wIm = Math.sin(theta);\n\n        const evenIdx = i + j;\n        const oddIdx = i + j + halfSize;\n\n        const tRe = wRe * data[oddIdx].re - wIm * data[oddIdx].im;\n        const tIm = wRe * data[oddIdx].im + wIm * data[oddIdx].re;\n\n        data[oddIdx].re = data[evenIdx].re - tRe;\n        data[oddIdx].im = data[evenIdx].im - tIm;\n        data[evenIdx].re = data[evenIdx].re + tRe;\n        data[evenIdx].im = data[evenIdx].im + tIm;\n      }\n    }\n  }\n\n  // Conjugate and scale\n  const real = new Float32Array(n);\n  const imag = new Float32Array(n);\n  for (let i = 0; i < n; i++) {\n    real[i] = data[i].re / n;\n    imag[i] = -data[i].im / n;\n  }\n\n  return { real, imag };\n}\n\n/**\n * Get only positive frequencies (up to Nyquist) from complex spectrum\n */\nexport function getPositiveFrequencies(\n  result: ComplexFFTResult\n): { real: Float32Array; imag: Float32Array; frequency: Float32Array; magnitude: Float32Array; phase: Float32Array } {\n  const nyquist = result.nyquist;\n\n  return {\n    real: result.real.slice(0, nyquist),\n    imag: result.imag.slice(0, nyquist),\n    frequency: result.frequency.slice(0, nyquist),\n    magnitude: result.magnitude.slice(0, nyquist),\n    phase: result.phase.slice(0, nyquist),\n  };\n}\n\n","/**\n * Curve Fitting and Regression Analysis\n */\nimport { solveLinearSystem, calculateR2 } from './math';\n\nexport type FitType = 'linear' | 'polynomial' | 'exponential' | 'logarithmic' | 'power';\n\nexport interface FitOptions {\n  /** Degree for polynomial fit (default: 2) */\n  degree?: number;\n  /** Custom label for the equation */\n  label?: string;\n  /** Number of decimals in equation string */\n  precision?: number;\n}\n\nexport interface FitResult {\n  type: FitType;\n  /** Coefficients (a, b, c...) */\n  coefficients: number[];\n  /** Formatted equation string */\n  equation: string;\n  /** Coefficient of determination */\n  rSquared: number;\n  /** Function to calculate value at X */\n  predict: (x: number) => number;\n}\n\n/**\n * Perform regression on a dataset\n */\nexport function fitData(\n  x: number[] | Float32Array,\n  y: number[] | Float32Array,\n  type: FitType,\n  options: FitOptions = {}\n): FitResult {\n  const n = x.length;\n  if (n < 2) throw new Error(\"At least 2 points are required for fitting\");\n\n  switch (type) {\n    case 'linear':\n      return fitLinear(x, y, options);\n    case 'polynomial':\n      return fitPolynomial(x, y, options.degree ?? 2, options);\n    case 'exponential':\n      return fitExponential(x, y, options);\n    case 'logarithmic':\n      return fitLogarithmic(x, y, options);\n    case 'power':\n      return fitPower(x, y, options);\n    default:\n      throw new Error(`Unsupported fit type: ${type}`);\n  }\n}\n\nfunction fitLinear(x: any, y: any, opts: FitOptions): FitResult {\n  const n = x.length;\n  let sumX = 0, sumY = 0, sumXY = 0, sumX2 = 0;\n\n  for (let i = 0; i < n; i++) {\n    sumX += x[i];\n    sumY += y[i];\n    sumXY += x[i] * y[i];\n    sumX2 += x[i] * x[i];\n  }\n\n  const slope = (n * sumXY - sumX * sumY) / (n * sumX2 - sumX * sumX);\n  const intercept = (sumY - slope * sumX) / n;\n\n  const predict = (v: number) => slope * v + intercept;\n  const prec = opts.precision ?? 4;\n  \n  const label = opts.label || \"y\";\n  return {\n    type: 'linear',\n    coefficients: [slope, intercept],\n    equation: `${label} = ${slope.toFixed(prec)}x ${intercept >= 0 ? '+' : '-'} ${Math.abs(intercept).toFixed(prec)}`,\n    rSquared: calculateR2(x, y, predict),\n    predict\n  };\n}\n\nfunction fitPolynomial(x: any, y: any, degree: number, opts: FitOptions): FitResult {\n  const n = x.length;\n  const m = degree + 1;\n  const A: number[][] = Array.from({ length: m }, () => new Array(m).fill(0));\n  const B: number[] = new Array(m).fill(0);\n\n  // Normal equations for least squares polynomial fit\n  for (let i = 0; i < m; i++) {\n    for (let j = 0; j < m; j++) {\n      let sum = 0;\n      for (let k = 0; k < n; k++) {\n        sum += Math.pow(x[k], i + j);\n      }\n      A[i][j] = sum;\n    }\n\n    let sum = 0;\n    for (let k = 0; k < n; k++) {\n      sum += y[k] * Math.pow(x[k], i);\n    }\n    B[i] = sum;\n  }\n\n  const coeffs = solveLinearSystem(A, B); // c0, c1, c2...\n\n  const predict = (v: number) => {\n    let res = 0;\n    for (let i = 0; i < coeffs.length; i++) {\n      res += coeffs[i] * Math.pow(v, i);\n    }\n    return res;\n  };\n\n  const prec = opts.precision ?? 4;\n  let equation = \"y = \";\n  for (let i = coeffs.length - 1; i >= 0; i--) {\n    const c = coeffs[i];\n    if (i < coeffs.length - 1) equation += c >= 0 ? \" + \" : \" - \";\n    else if (c < 0) equation += \"-\";\n    \n    equation += `${Math.abs(c).toFixed(prec)}${i > 0 ? (i > 1 ? `x^${i}` : 'x') : ''}`;\n  }\n\n  const label = opts.label || \"y\";\n  return {\n    type: 'polynomial',\n    coefficients: coeffs,\n    equation: `${label} = ${equation.substring(4)}`, // replace \"y = \" with custom label\n    rSquared: calculateR2(x, y, predict),\n    predict\n  };\n}\n\nfunction fitExponential(x: any, y: any, opts: FitOptions): FitResult {\n  // y = a * e^(bx)  =>  ln(y) = ln(a) + bx\n  // Use linear fit on (x, ln(y))\n  const n = x.length;\n  const xPrime = [];\n  const yPrime = [];\n\n  for (let i = 0; i < n; i++) {\n    if (y[i] > 0) {\n      xPrime.push(x[i]);\n      yPrime.push(Math.log(y[i]));\n    }\n  }\n\n  const result = fitLinear(xPrime, yPrime, opts);\n  const b = result.coefficients[0];\n  const a = Math.exp(result.coefficients[1]);\n\n  const predict = (v: number) => a * Math.exp(b * v);\n  const prec = opts.precision ?? 4;\n\n  const label = opts.label || \"y\";\n  return {\n    type: 'exponential',\n    coefficients: [a, b],\n    equation: `${label} = ${a.toFixed(prec)} * e^(${b.toFixed(prec)}x)`,\n    rSquared: calculateR2(x, y, predict),\n    predict\n  };\n}\n\nfunction fitLogarithmic(x: any, y: any, opts: FitOptions): FitResult {\n  // y = a + b * ln(x)\n  // Use linear fit on (ln(x), y)\n  const n = x.length;\n  const xPrime = [];\n  const yPrime = [];\n\n  for (let i = 0; i < n; i++) {\n    if (x[i] > 0) {\n      xPrime.push(Math.log(x[i]));\n      yPrime.push(y[i]);\n    }\n  }\n\n  const result = fitLinear(xPrime, yPrime, opts);\n  const b = result.coefficients[0];\n  const a = result.coefficients[1];\n\n  const predict = (v: number) => a + b * Math.log(v);\n  const prec = opts.precision ?? 4;\n\n  const label = opts.label || \"y\";\n  return {\n    type: 'logarithmic',\n    coefficients: [a, b],\n    equation: `${label} = ${a.toFixed(prec)} ${b >= 0 ? '+' : '-'} ${Math.abs(b).toFixed(prec)} * ln(x)`,\n    rSquared: calculateR2(x, y, predict),\n    predict\n  };\n}\n\nfunction fitPower(x: any, y: any, opts: FitOptions): FitResult {\n  // y = a * x^b => ln(y) = ln(a) + b * ln(x)\n  const n = x.length;\n  const xPrime = [];\n  const yPrime = [];\n\n  for (let i = 0; i < n; i++) {\n    if (x[i] > 0 && y[i] > 0) {\n      xPrime.push(Math.log(x[i]));\n      yPrime.push(Math.log(y[i]));\n    }\n  }\n\n  const result = fitLinear(xPrime, yPrime, opts);\n  const b = result.coefficients[0];\n  const a = Math.exp(result.coefficients[1]);\n\n  const predict = (v: number) => a * Math.pow(v, b);\n  const prec = opts.precision ?? 4;\n\n  const label = opts.label || \"y\";\n  return {\n    type: 'power',\n    coefficients: [a, b],\n    equation: `${label} = ${a.toFixed(prec)} * x^(${b.toFixed(prec)})`,\n    rSquared: calculateR2(x, y, predict),\n    predict\n  };\n}\n","/**\n * Sci Plot - Financial/Technical Indicators Module\n * \n * Provides common financial and technical analysis indicators:\n * - Moving Averages (SMA, EMA, WMA)\n * - Momentum Indicators (RSI, MACD, Stochastic)\n * - Volatility (Bollinger Bands, ATR)\n * - Volume (VWAP, OBV)\n * - Trend (ADX, Aroon)\n * \n * @module indicators\n */\n\n// ============================================\n// Types\n// ============================================\n\nexport interface IndicatorResult {\n  /** Indicator values (NaN for insufficient data) */\n  values: Float32Array;\n  /** Additional line (e.g., signal line for MACD) */\n  signal?: Float32Array;\n  /** Upper band (e.g., Bollinger upper) */\n  upper?: Float32Array;\n  /** Lower band (e.g., Bollinger lower) */\n  lower?: Float32Array;\n  /** Histogram (e.g., MACD histogram) */\n  histogram?: Float32Array;\n}\n\nexport interface OHLCData {\n  open: Float32Array | Float64Array;\n  high: Float32Array | Float64Array;\n  low: Float32Array | Float64Array;\n  close: Float32Array | Float64Array;\n  volume?: Float32Array | Float64Array;\n}\n\n// ============================================\n// Moving Averages\n// ============================================\n\n/**\n * Simple Moving Average (SMA)\n * @param data Input data array\n * @param period Number of periods\n */\nexport function sma(data: Float32Array | Float64Array | number[], period: number): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  if (period < 1 || period > input.length) {\n    result.fill(NaN);\n    return result;\n  }\n\n  // Fill initial values with NaN\n  for (let i = 0; i < period - 1; i++) {\n    result[i] = NaN;\n  }\n\n  // Calculate first SMA\n  let sum = 0;\n  for (let i = 0; i < period; i++) {\n    sum += input[i];\n  }\n  result[period - 1] = sum / period;\n\n  // Calculate remaining SMAs using sliding window\n  for (let i = period; i < input.length; i++) {\n    sum = sum - input[i - period] + input[i];\n    result[i] = sum / period;\n  }\n\n  return result;\n}\n\n/**\n * Exponential Moving Average (EMA)\n * @param data Input data array\n * @param period Number of periods\n */\nexport function ema(data: Float32Array | Float64Array | number[], period: number): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  if (period < 1 || period > input.length) {\n    result.fill(NaN);\n    return result;\n  }\n\n  const multiplier = 2 / (period + 1);\n\n  // Fill initial values with NaN\n  for (let i = 0; i < period - 1; i++) {\n    result[i] = NaN;\n  }\n\n  // First EMA is SMA\n  let sum = 0;\n  for (let i = 0; i < period; i++) {\n    sum += input[i];\n  }\n  result[period - 1] = sum / period;\n\n  // Calculate remaining EMAs\n  for (let i = period; i < input.length; i++) {\n    result[i] = (input[i] - result[i - 1]) * multiplier + result[i - 1];\n  }\n\n  return result;\n}\n\n/**\n * Weighted Moving Average (WMA)\n * @param data Input data array\n * @param period Number of periods\n */\nexport function wma(data: Float32Array | Float64Array | number[], period: number): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  if (period < 1 || period > input.length) {\n    result.fill(NaN);\n    return result;\n  }\n\n  const weightSum = (period * (period + 1)) / 2;\n\n  // Fill initial values with NaN\n  for (let i = 0; i < period - 1; i++) {\n    result[i] = NaN;\n  }\n\n  // Calculate WMAs\n  for (let i = period - 1; i < input.length; i++) {\n    let weightedSum = 0;\n    for (let j = 0; j < period; j++) {\n      weightedSum += input[i - period + 1 + j] * (j + 1);\n    }\n    result[i] = weightedSum / weightSum;\n  }\n\n  return result;\n}\n\n/**\n * Double Exponential Moving Average (DEMA)\n * @param data Input data array\n * @param period Number of periods\n */\nexport function dema(data: Float32Array | Float64Array | number[], period: number): Float32Array {\n  const ema1 = ema(data, period);\n  const ema2 = ema(ema1, period);\n  const result = new Float32Array(data.length);\n\n  for (let i = 0; i < data.length; i++) {\n    result[i] = 2 * ema1[i] - ema2[i];\n  }\n\n  return result;\n}\n\n/**\n * Triple Exponential Moving Average (TEMA)\n * @param data Input data array\n * @param period Number of periods\n */\nexport function tema(data: Float32Array | Float64Array | number[], period: number): Float32Array {\n  const ema1 = ema(data, period);\n  const ema2 = ema(ema1, period);\n  const ema3 = ema(ema2, period);\n  const result = new Float32Array(data.length);\n\n  for (let i = 0; i < data.length; i++) {\n    result[i] = 3 * ema1[i] - 3 * ema2[i] + ema3[i];\n  }\n\n  return result;\n}\n\n// ============================================\n// Momentum Indicators\n// ============================================\n\n/**\n * Relative Strength Index (RSI)\n * @param data Close prices\n * @param period RSI period (default: 14)\n */\nexport function rsi(data: Float32Array | Float64Array | number[], period: number = 14): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  if (period < 1 || input.length < period + 1) {\n    result.fill(NaN);\n    return result;\n  }\n\n  // Fill initial values with NaN\n  for (let i = 0; i < period; i++) {\n    result[i] = NaN;\n  }\n\n  // Calculate initial average gain/loss\n  let avgGain = 0;\n  let avgLoss = 0;\n\n  for (let i = 1; i <= period; i++) {\n    const change = input[i] - input[i - 1];\n    if (change > 0) {\n      avgGain += change;\n    } else {\n      avgLoss += Math.abs(change);\n    }\n  }\n\n  avgGain /= period;\n  avgLoss /= period;\n\n  // First RSI value\n  if (avgLoss === 0) {\n    result[period] = 100;\n  } else {\n    const rs = avgGain / avgLoss;\n    result[period] = 100 - (100 / (1 + rs));\n  }\n\n  // Calculate remaining RSI values using smoothed averages\n  for (let i = period + 1; i < input.length; i++) {\n    const change = input[i] - input[i - 1];\n    let gain = 0;\n    let loss = 0;\n\n    if (change > 0) {\n      gain = change;\n    } else {\n      loss = Math.abs(change);\n    }\n\n    avgGain = (avgGain * (period - 1) + gain) / period;\n    avgLoss = (avgLoss * (period - 1) + loss) / period;\n\n    if (avgLoss === 0) {\n      result[i] = 100;\n    } else {\n      const rs = avgGain / avgLoss;\n      result[i] = 100 - (100 / (1 + rs));\n    }\n  }\n\n  return result;\n}\n\n/**\n * Moving Average Convergence Divergence (MACD)\n * @param data Close prices\n * @param fastPeriod Fast EMA period (default: 12)\n * @param slowPeriod Slow EMA period (default: 26)\n * @param signalPeriod Signal line period (default: 9)\n */\nexport function macd(\n  data: Float32Array | Float64Array | number[],\n  fastPeriod: number = 12,\n  slowPeriod: number = 26,\n  signalPeriod: number = 9\n): IndicatorResult {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  \n  const fastEma = ema(input, fastPeriod);\n  const slowEma = ema(input, slowPeriod);\n  \n  // MACD Line = Fast EMA - Slow EMA\n  const macdLine = new Float32Array(input.length);\n  for (let i = 0; i < input.length; i++) {\n    macdLine[i] = fastEma[i] - slowEma[i];\n  }\n  \n  // Signal Line = EMA of MACD Line\n  const signal = ema(macdLine, signalPeriod);\n  \n  // Histogram = MACD Line - Signal Line\n  const histogram = new Float32Array(input.length);\n  for (let i = 0; i < input.length; i++) {\n    histogram[i] = macdLine[i] - signal[i];\n  }\n\n  return {\n    values: macdLine,\n    signal,\n    histogram,\n  };\n}\n\n/**\n * Stochastic Oscillator\n * @param ohlc OHLC data\n * @param kPeriod %K period (default: 14)\n * @param dPeriod %D smoothing period (default: 3)\n */\nexport function stochastic(\n  ohlc: OHLCData,\n  kPeriod: number = 14,\n  dPeriod: number = 3\n): IndicatorResult {\n  const { high, low, close } = ohlc;\n  const length = close.length;\n  const kValues = new Float32Array(length);\n  \n  // Calculate %K\n  for (let i = 0; i < length; i++) {\n    if (i < kPeriod - 1) {\n      kValues[i] = NaN;\n      continue;\n    }\n    \n    let highest = -Infinity;\n    let lowest = Infinity;\n    \n    for (let j = i - kPeriod + 1; j <= i; j++) {\n      if (high[j] > highest) highest = high[j];\n      if (low[j] < lowest) lowest = low[j];\n    }\n    \n    const range = highest - lowest;\n    if (range === 0) {\n      kValues[i] = 50; // Neutral when no range\n    } else {\n      kValues[i] = ((close[i] - lowest) / range) * 100;\n    }\n  }\n  \n  // %D is SMA of %K\n  const dValues = sma(kValues, dPeriod);\n\n  return {\n    values: kValues,  // %K\n    signal: dValues,  // %D\n  };\n}\n\n/**\n * Rate of Change (ROC)\n * @param data Close prices\n * @param period ROC period (default: 10)\n */\nexport function roc(data: Float32Array | Float64Array | number[], period: number = 10): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  for (let i = 0; i < period; i++) {\n    result[i] = NaN;\n  }\n  \n  for (let i = period; i < input.length; i++) {\n    const pastValue = input[i - period];\n    if (pastValue === 0) {\n      result[i] = NaN;\n    } else {\n      result[i] = ((input[i] - pastValue) / pastValue) * 100;\n    }\n  }\n\n  return result;\n}\n\n/**\n * Momentum\n * @param data Close prices\n * @param period Momentum period (default: 10)\n */\nexport function momentum(data: Float32Array | Float64Array | number[], period: number = 10): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  for (let i = 0; i < period; i++) {\n    result[i] = NaN;\n  }\n  \n  for (let i = period; i < input.length; i++) {\n    result[i] = input[i] - input[i - period];\n  }\n\n  return result;\n}\n\n// ============================================\n// Volatility Indicators\n// ============================================\n\n/**\n * Bollinger Bands\n * @param data Close prices\n * @param period SMA period (default: 20)\n * @param stdDev Standard deviation multiplier (default: 2)\n */\nexport function bollingerBands(\n  data: Float32Array | Float64Array | number[],\n  period: number = 20,\n  stdDev: number = 2\n): IndicatorResult {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const middle = sma(input, period);\n  const upper = new Float32Array(input.length);\n  const lower = new Float32Array(input.length);\n\n  for (let i = 0; i < input.length; i++) {\n    if (i < period - 1) {\n      upper[i] = NaN;\n      lower[i] = NaN;\n      continue;\n    }\n\n    // Calculate standard deviation\n    let sumSquares = 0;\n    for (let j = i - period + 1; j <= i; j++) {\n      const diff = input[j] - middle[i];\n      sumSquares += diff * diff;\n    }\n    const std = Math.sqrt(sumSquares / period);\n\n    upper[i] = middle[i] + stdDev * std;\n    lower[i] = middle[i] - stdDev * std;\n  }\n\n  return {\n    values: middle,\n    upper,\n    lower,\n  };\n}\n\n/**\n * Average True Range (ATR)\n * @param ohlc OHLC data\n * @param period ATR period (default: 14)\n */\nexport function atr(ohlc: OHLCData, period: number = 14): Float32Array {\n  const { high, low, close } = ohlc;\n  const length = close.length;\n  const tr = new Float32Array(length);\n  \n  // True Range calculation\n  tr[0] = high[0] - low[0];\n  \n  for (let i = 1; i < length; i++) {\n    const hl = high[i] - low[i];\n    const hc = Math.abs(high[i] - close[i - 1]);\n    const lc = Math.abs(low[i] - close[i - 1]);\n    tr[i] = Math.max(hl, hc, lc);\n  }\n\n  // ATR is smoothed average of True Range\n  return ema(tr, period);\n}\n\n/**\n * Standard Deviation\n * @param data Input data\n * @param period Period for calculation (default: 20)\n */\nexport function standardDeviation(data: Float32Array | Float64Array | number[], period: number = 20): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  const avg = sma(input, period);\n\n  for (let i = 0; i < input.length; i++) {\n    if (i < period - 1) {\n      result[i] = NaN;\n      continue;\n    }\n\n    let sumSquares = 0;\n    for (let j = i - period + 1; j <= i; j++) {\n      const diff = input[j] - avg[i];\n      sumSquares += diff * diff;\n    }\n    result[i] = Math.sqrt(sumSquares / period);\n  }\n\n  return result;\n}\n\n// ============================================\n// Volume Indicators\n// ============================================\n\n/**\n * Volume Weighted Average Price (VWAP)\n * @param ohlc OHLC data with volume\n */\nexport function vwap(ohlc: OHLCData): Float32Array {\n  const { high, low, close, volume } = ohlc;\n  \n  if (!volume) {\n    throw new Error('VWAP requires volume data');\n  }\n\n  const length = close.length;\n  const result = new Float32Array(length);\n  \n  let cumulativeTPV = 0; // Cumulative Typical Price * Volume\n  let cumulativeVolume = 0;\n\n  for (let i = 0; i < length; i++) {\n    const typicalPrice = (high[i] + low[i] + close[i]) / 3;\n    cumulativeTPV += typicalPrice * volume[i];\n    cumulativeVolume += volume[i];\n    \n    if (cumulativeVolume === 0) {\n      result[i] = typicalPrice;\n    } else {\n      result[i] = cumulativeTPV / cumulativeVolume;\n    }\n  }\n\n  return result;\n}\n\n/**\n * On-Balance Volume (OBV)\n * @param close Close prices\n * @param volume Volume data\n */\nexport function obv(\n  close: Float32Array | Float64Array | number[],\n  volume: Float32Array | Float64Array | number[]\n): Float32Array {\n  const closeInput = close instanceof Float32Array || close instanceof Float64Array ? close : Float32Array.from(close);\n  const volumeInput = volume instanceof Float32Array || volume instanceof Float64Array ? volume : Float32Array.from(volume);\n  \n  const result = new Float32Array(closeInput.length);\n  result[0] = volumeInput[0];\n\n  for (let i = 1; i < closeInput.length; i++) {\n    if (closeInput[i] > closeInput[i - 1]) {\n      result[i] = result[i - 1] + volumeInput[i];\n    } else if (closeInput[i] < closeInput[i - 1]) {\n      result[i] = result[i - 1] - volumeInput[i];\n    } else {\n      result[i] = result[i - 1];\n    }\n  }\n\n  return result;\n}\n\n// ============================================\n// Trend Indicators\n// ============================================\n\n/**\n * Average Directional Index (ADX)\n * @param ohlc OHLC data\n * @param period ADX period (default: 14)\n */\nexport function adx(ohlc: OHLCData, period: number = 14): IndicatorResult {\n  const { high, low, close } = ohlc;\n  const length = close.length;\n  \n  const plusDM = new Float32Array(length);\n  const minusDM = new Float32Array(length);\n  const tr = new Float32Array(length);\n  \n  // Calculate +DM, -DM, TR\n  tr[0] = high[0] - low[0];\n  plusDM[0] = 0;\n  minusDM[0] = 0;\n\n  for (let i = 1; i < length; i++) {\n    const upMove = high[i] - high[i - 1];\n    const downMove = low[i - 1] - low[i];\n    \n    plusDM[i] = upMove > downMove && upMove > 0 ? upMove : 0;\n    minusDM[i] = downMove > upMove && downMove > 0 ? downMove : 0;\n    \n    const hl = high[i] - low[i];\n    const hc = Math.abs(high[i] - close[i - 1]);\n    const lc = Math.abs(low[i] - close[i - 1]);\n    tr[i] = Math.max(hl, hc, lc);\n  }\n\n  // Smooth with EMA\n  const smoothedTR = ema(tr, period);\n  const smoothedPlusDM = ema(plusDM, period);\n  const smoothedMinusDM = ema(minusDM, period);\n\n  // Calculate +DI and -DI\n  const plusDI = new Float32Array(length);\n  const minusDI = new Float32Array(length);\n  const dx = new Float32Array(length);\n\n  for (let i = 0; i < length; i++) {\n    if (smoothedTR[i] === 0 || isNaN(smoothedTR[i])) {\n      plusDI[i] = NaN;\n      minusDI[i] = NaN;\n      dx[i] = NaN;\n    } else {\n      plusDI[i] = (smoothedPlusDM[i] / smoothedTR[i]) * 100;\n      minusDI[i] = (smoothedMinusDM[i] / smoothedTR[i]) * 100;\n      \n      const diSum = plusDI[i] + minusDI[i];\n      dx[i] = diSum === 0 ? 0 : (Math.abs(plusDI[i] - minusDI[i]) / diSum) * 100;\n    }\n  }\n\n  // ADX is smoothed DX\n  const adxValues = ema(dx, period);\n\n  return {\n    values: adxValues,\n    upper: plusDI,  // +DI\n    lower: minusDI, // -DI\n  };\n}\n\n/**\n * Aroon Indicator\n * @param ohlc OHLC data\n * @param period Aroon period (default: 25)\n */\nexport function aroon(ohlc: OHLCData, period: number = 25): IndicatorResult {\n  const { high, low } = ohlc;\n  const length = high.length;\n  \n  const aroonUp = new Float32Array(length);\n  const aroonDown = new Float32Array(length);\n\n  for (let i = 0; i < length; i++) {\n    if (i < period) {\n      aroonUp[i] = NaN;\n      aroonDown[i] = NaN;\n      continue;\n    }\n\n    let highestIdx = i;\n    let lowestIdx = i;\n    let highest = -Infinity;\n    let lowest = Infinity;\n\n    for (let j = i - period; j <= i; j++) {\n      if (high[j] > highest) {\n        highest = high[j];\n        highestIdx = j;\n      }\n      if (low[j] < lowest) {\n        lowest = low[j];\n        lowestIdx = j;\n      }\n    }\n\n    aroonUp[i] = ((period - (i - highestIdx)) / period) * 100;\n    aroonDown[i] = ((period - (i - lowestIdx)) / period) * 100;\n  }\n\n  // Aroon Oscillator = Aroon Up - Aroon Down\n  const oscillator = new Float32Array(length);\n  for (let i = 0; i < length; i++) {\n    oscillator[i] = aroonUp[i] - aroonDown[i];\n  }\n\n  return {\n    values: oscillator,\n    upper: aroonUp,\n    lower: aroonDown,\n  };\n}\n\n// ============================================\n// Utility Functions\n// ============================================\n\n/**\n * Calculate percentage change\n */\nexport function percentChange(data: Float32Array | Float64Array | number[], period: number = 1): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  for (let i = 0; i < period; i++) {\n    result[i] = NaN;\n  }\n  \n  for (let i = period; i < input.length; i++) {\n    const prev = input[i - period];\n    if (prev === 0) {\n      result[i] = NaN;\n    } else {\n      result[i] = ((input[i] - prev) / prev) * 100;\n    }\n  }\n\n  return result;\n}\n\n/**\n * Calculate cumulative sum\n */\nexport function cumsum(data: Float32Array | Float64Array | number[]): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  result[0] = input[0];\n  for (let i = 1; i < input.length; i++) {\n    result[i] = result[i - 1] + input[i];\n  }\n\n  return result;\n}\n\n/**\n * Normalize data to 0-100 range\n */\nexport function normalize(data: Float32Array | Float64Array | number[]): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  let min = Infinity;\n  let max = -Infinity;\n  \n  for (let i = 0; i < input.length; i++) {\n    if (!isNaN(input[i])) {\n      if (input[i] < min) min = input[i];\n      if (input[i] > max) max = input[i];\n    }\n  }\n\n  const range = max - min;\n  if (range === 0) {\n    result.fill(50);\n  } else {\n    for (let i = 0; i < input.length; i++) {\n      result[i] = ((input[i] - min) / range) * 100;\n    }\n  }\n\n  return result;\n}\n","/**\n * Digital Filters Implementation\n * \n * Provides:\n * - Low-pass filter\n * - High-pass filter\n * - Band-pass filter\n * - Band-stop (notch) filter\n * - Butterworth filter\n * - Moving average (for smoothing)\n * - Savitzky-Golay filter\n */\n\n// ============================================\n// Filter Types\n// ============================================\n\nexport type FilterType = 'lowpass' | 'highpass' | 'bandpass' | 'bandstop';\n\nexport interface FilterOptions {\n  /** Cutoff frequency in Hz (or normalized 0-1) */\n  cutoff: number;\n  /** Second cutoff for bandpass/bandstop filters */\n  cutoffHigh?: number;\n  /** Sample rate in Hz (default: 1.0 for normalized) */\n  sampleRate?: number;\n  /** Filter order (default: 2) */\n  order?: number;\n}\n\nexport interface ButterworthOptions extends FilterOptions {\n  /** Filter type */\n  type: FilterType;\n}\n\nexport interface SingleFrequencyFilterOptions {\n  /** Frequency to remove in Hz */\n  frequency: number;\n  /** Sampling rate in Hz */\n  sampleRate: number;\n  /** Bandwidth of the notch in Hz (default: 1.0) */\n  bandwidth?: number;\n}\n\n// ============================================\n// Simple FIR Filters\n// ============================================\n\n/**\n * Apply a simple low-pass FIR filter\n */\nexport function lowPassFilter(\n  data: Float32Array | Float64Array,\n  cutoffHz: number,\n  sampleRate: number,\n  order: number = 5\n): Float32Array {\n  const normalized = cutoffHz / (sampleRate / 2);\n  const coefficients = designFIRLowPass(Math.min(normalized, 0.99), order);\n  return applyFIRFilter(data, coefficients);\n}\n\n/**\n * Apply a simple high-pass FIR filter\n */\nexport function highPassFilter(\n  data: Float32Array | Float64Array,\n  cutoffHz: number,\n  sampleRate: number,\n  order: number = 5\n): Float32Array {\n  const normalized = cutoffHz / (sampleRate / 2);\n  const coefficients = designFIRHighPass(Math.min(normalized, 0.99), order);\n  return applyFIRFilter(data, coefficients);\n}\n\n/**\n * Apply a band-pass FIR filter\n */\nexport function bandPassFilter(\n  data: Float32Array | Float64Array,\n  lowCutoffHz: number,\n  highCutoffHz: number,\n  sampleRate: number,\n  order: number = 5\n): Float32Array {\n  const normLow = lowCutoffHz / (sampleRate / 2);\n  const normHigh = highCutoffHz / (sampleRate / 2);\n  const coefficients = designFIRBandPass(\n    Math.max(normLow, 0.01), \n    Math.min(normHigh, 0.99), \n    order\n  );\n  return applyFIRFilter(data, coefficients);\n}\n\n/**\n * Apply a band-stop (notch) FIR filter\n */\nexport function bandStopFilter(\n  data: Float32Array | Float64Array,\n  lowCutoffHz: number,\n  highCutoffHz: number,\n  sampleRate: number,\n  order: number = 5\n): Float32Array {\n  const normLow = lowCutoffHz / (sampleRate / 2);\n  const normHigh = highCutoffHz / (sampleRate / 2);\n  const coefficients = designFIRBandStop(\n    Math.max(normLow, 0.01), \n    Math.min(normHigh, 0.99), \n    order\n  );\n  return applyFIRFilter(data, coefficients);\n}\n\n// ============================================\n// FIR Filter Design (Windowed Sinc)\n// ============================================\n\n/**\n * Design FIR low-pass filter coefficients\n */\nfunction designFIRLowPass(normalizedCutoff: number, order: number): Float32Array {\n  const n = 2 * order + 1;\n  const coeffs = new Float32Array(n);\n  const fc = normalizedCutoff;\n  \n  for (let i = 0; i < n; i++) {\n    const m = i - order;\n    if (m === 0) {\n      coeffs[i] = 2 * fc;\n    } else {\n      coeffs[i] = Math.sin(2 * Math.PI * fc * m) / (Math.PI * m);\n    }\n    // Apply Hamming window\n    coeffs[i] *= 0.54 - 0.46 * Math.cos(2 * Math.PI * i / (n - 1));\n  }\n  \n  // Normalize\n  let sum = 0;\n  for (let i = 0; i < n; i++) sum += coeffs[i];\n  for (let i = 0; i < n; i++) coeffs[i] /= sum;\n  \n  return coeffs;\n}\n\n/**\n * Design FIR high-pass filter coefficients\n */\nfunction designFIRHighPass(normalizedCutoff: number, order: number): Float32Array {\n  const lowPass = designFIRLowPass(normalizedCutoff, order);\n  const n = lowPass.length;\n  const coeffs = new Float32Array(n);\n  \n  // Spectral inversion\n  for (let i = 0; i < n; i++) {\n    coeffs[i] = -lowPass[i];\n  }\n  coeffs[order] += 1;\n  \n  return coeffs;\n}\n\n/**\n * Design FIR band-pass filter coefficients\n */\nfunction designFIRBandPass(\n  normalizedLow: number, \n  normalizedHigh: number, \n  order: number\n): Float32Array {\n  const n = 2 * order + 1;\n  const coeffs = new Float32Array(n);\n  const fcLow = normalizedLow;\n  const fcHigh = normalizedHigh;\n  \n  for (let i = 0; i < n; i++) {\n    const m = i - order;\n    if (m === 0) {\n      coeffs[i] = 2 * (fcHigh - fcLow);\n    } else {\n      coeffs[i] = (Math.sin(2 * Math.PI * fcHigh * m) - Math.sin(2 * Math.PI * fcLow * m)) \n                  / (Math.PI * m);\n    }\n    // Apply Hamming window\n    coeffs[i] *= 0.54 - 0.46 * Math.cos(2 * Math.PI * i / (n - 1));\n  }\n  \n  return coeffs;\n}\n\n/**\n * Design FIR band-stop filter coefficients\n */\nfunction designFIRBandStop(\n  normalizedLow: number, \n  normalizedHigh: number, \n  order: number\n): Float32Array {\n  const bandPass = designFIRBandPass(normalizedLow, normalizedHigh, order);\n  const n = bandPass.length;\n  const coeffs = new Float32Array(n);\n  \n  // Spectral inversion\n  for (let i = 0; i < n; i++) {\n    coeffs[i] = -bandPass[i];\n  }\n  coeffs[order] += 1;\n  \n  return coeffs;\n}\n\n/**\n * Apply FIR filter to data\n */\nfunction applyFIRFilter(data: Float32Array | Float64Array, coeffs: Float32Array): Float32Array {\n  const n = data.length;\n  const m = coeffs.length;\n  const halfM = Math.floor(m / 2);\n  const result = new Float32Array(n);\n  \n  for (let i = 0; i < n; i++) {\n    let sum = 0;\n    for (let j = 0; j < m; j++) {\n      const idx = i - halfM + j;\n      if (idx >= 0 && idx < n) {\n        sum += data[idx] * coeffs[j];\n      }\n    }\n    result[i] = sum;\n  }\n  \n  return result;\n}\n\n// ============================================\n// IIR Butterworth Filter\n// ============================================\n\n/**\n * Apply Butterworth filter (IIR)\n */\nexport function butterworth(\n  data: Float32Array | Float64Array,\n  options: ButterworthOptions\n): Float32Array {\n  const { type, cutoff, cutoffHigh, sampleRate = 1.0, order = 2 } = options;\n  const wc = (2 * cutoff) / sampleRate; // Normalized frequency (0-1)\n  const wc2 = cutoffHigh ? (2 * cutoffHigh) / sampleRate : undefined;\n  \n  // Design filter coefficients\n  const { b, a } = designButterworth(type, wc, wc2, order);\n  \n  // Apply filter (forward-backward for zero phase)\n  return filtfilt(data, b, a);\n}\n\n/**\n * Apply a single frequency notch filter to remove periodic noise.\n * Implementing a 2nd order IIR notch filter.\n */\nexport function singleFrequencyFilter(\n  data: Float32Array | Float64Array,\n  options: SingleFrequencyFilterOptions\n): Float32Array {\n  const { frequency, sampleRate, bandwidth = 1.0 } = options;\n  const { b, a } = designNotchFilter(frequency, sampleRate, bandwidth);\n  \n  // Apply zero-phase filtering\n  return filtfilt(data, b, a);\n}\n\n/**\n * Design 2nd order IIR Notch Filter coefficients.\n * H(z) = (1 - 2*cos(w0)*z^-1 + z^-2) / (1 - 2*r*cos(w0)*z^-1 + r^2*z^-2)\n */\nfunction designNotchFilter(\n  frequency: number,\n  sampleRate: number,\n  bandwidth: number\n): { b: number[]; a: number[] } {\n  const w0 = (2 * Math.PI * frequency) / sampleRate;\n  const bw = (2 * Math.PI * bandwidth) / sampleRate;\n  \n  // r is the pole radius, related to bandwidth\n  const r = 1 - (bw / 2);\n  \n  const cosW0 = Math.cos(w0);\n  \n  const b = [1, -2 * cosW0, 1];\n  const a = [1, -2 * r * cosW0, r * r];\n  \n  return { b, a };\n}\n\n/**\n * Design Butterworth filter coefficients\n */\nfunction designButterworth(\n  type: FilterType,\n  wc: number,\n  wc2: number | undefined,\n  order: number\n): { b: number[]; a: number[] } {\n  // Pre-warp for bilinear transform\n  const wa = Math.tan(Math.PI * wc / 2);\n  \n  // Simple 2nd order Butterworth for now\n  // Extended implementation would support higher orders\n  const effectiveOrder = Math.min(order, 4);\n  \n  if (type === 'lowpass') {\n    return butterLowPass(wa, effectiveOrder);\n  } else if (type === 'highpass') {\n    return butterHighPass(wa, effectiveOrder);\n  } else if (type === 'bandpass' && wc2) {\n    const wa2 = Math.tan(Math.PI * wc2 / 2);\n    return butterBandPass(wa, wa2, effectiveOrder);\n  } else if (type === 'bandstop' && wc2) {\n    const wa2 = Math.tan(Math.PI * wc2 / 2);\n    return butterBandStop(wa, wa2, effectiveOrder);\n  }\n  \n  // Default to lowpass\n  return butterLowPass(wa, effectiveOrder);\n}\n\n/**\n * 2nd order Butterworth low-pass coefficients\n */\nfunction butterLowPass(wa: number, _order: number): { b: number[]; a: number[] } {\n  const k = wa;\n  const k2 = k * k;\n  const sqrt2 = Math.sqrt(2);\n  \n  const norm = 1 / (1 + sqrt2 * k + k2);\n  \n  return {\n    b: [k2 * norm, 2 * k2 * norm, k2 * norm],\n    a: [1, 2 * (k2 - 1) * norm, (1 - sqrt2 * k + k2) * norm],\n  };\n}\n\n/**\n * 2nd order Butterworth high-pass coefficients\n */\nfunction butterHighPass(wa: number, _order: number): { b: number[]; a: number[] } {\n  const k = wa;\n  const k2 = k * k;\n  const sqrt2 = Math.sqrt(2);\n  \n  const norm = 1 / (1 + sqrt2 * k + k2);\n  \n  return {\n    b: [norm, -2 * norm, norm],\n    a: [1, 2 * (k2 - 1) * norm, (1 - sqrt2 * k + k2) * norm],\n  };\n}\n\n/**\n * 2nd order Butterworth band-pass coefficients\n */\nfunction butterBandPass(waLow: number, waHigh: number, _order: number): { b: number[]; a: number[] } {\n  const w0 = Math.sqrt(waLow * waHigh);\n  const bw = waHigh - waLow;\n  const q = w0 / bw;\n  \n  const norm = 1 / (1 + w0 / q + w0 * w0);\n  \n  return {\n    b: [w0 / q * norm, 0, -w0 / q * norm],\n    a: [1, 2 * (w0 * w0 - 1) * norm, (1 - w0 / q + w0 * w0) * norm],\n  };\n}\n\n/**\n * 2nd order Butterworth band-stop coefficients\n */\nfunction butterBandStop(waLow: number, waHigh: number, _order: number): { b: number[]; a: number[] } {\n  const w0 = Math.sqrt(waLow * waHigh);\n  const bw = waHigh - waLow;\n  const q = w0 / bw;\n  \n  const norm = 1 / (1 + w0 / q + w0 * w0);\n  \n  return {\n    b: [(1 + w0 * w0) * norm, 2 * (w0 * w0 - 1) * norm, (1 + w0 * w0) * norm],\n    a: [1, 2 * (w0 * w0 - 1) * norm, (1 - w0 / q + w0 * w0) * norm],\n  };\n}\n\n/**\n * Apply IIR filter (single direction)\n */\nfunction iirFilter(data: Float32Array | Float64Array, b: number[], a: number[]): Float32Array {\n  const n = data.length;\n  const result = new Float32Array(n);\n  \n  for (let i = 0; i < n; i++) {\n    result[i] = b[0] * data[i];\n    \n    for (let j = 1; j < b.length; j++) {\n      if (i - j >= 0) {\n        result[i] += b[j] * data[i - j];\n        result[i] -= a[j] * result[i - j];\n      }\n    }\n  }\n  \n  return result;\n}\n\n/**\n * Forward-backward filtering for zero-phase response\n */\nfunction filtfilt(data: Float32Array | Float64Array, b: number[], a: number[]): Float32Array {\n  // Forward pass\n  const forward = iirFilter(data, b, a);\n  \n  // Reverse\n  const reversed = new Float32Array(forward.length);\n  for (let i = 0; i < forward.length; i++) {\n    reversed[i] = forward[forward.length - 1 - i];\n  }\n  \n  // Backward pass\n  const backward = iirFilter(reversed, b, a);\n  \n  // Reverse again\n  const result = new Float32Array(backward.length);\n  for (let i = 0; i < backward.length; i++) {\n    result[i] = backward[backward.length - 1 - i];\n  }\n  \n  return result;\n}\n\n// ============================================\n// Smoothing Filters\n// ============================================\n\n/**\n * Exponential moving average filter\n */\nexport function exponentialMovingAverage(\n  data: Float32Array | Float64Array,\n  alpha: number = 0.3\n): Float32Array {\n  const n = data.length;\n  const result = new Float32Array(n);\n  \n  result[0] = data[0];\n  for (let i = 1; i < n; i++) {\n    result[i] = alpha * data[i] + (1 - alpha) * result[i - 1];\n  }\n  \n  return result;\n}\n\n/**\n * Gaussian smoothing filter\n */\nexport function gaussianSmooth(\n  data: Float32Array | Float64Array,\n  sigma: number = 2\n): Float32Array {\n  const n = data.length;\n  const result = new Float32Array(n);\n  \n  // Generate Gaussian kernel\n  const kernelSize = Math.ceil(sigma * 3) * 2 + 1;\n  const halfKernel = Math.floor(kernelSize / 2);\n  const kernel = new Float32Array(kernelSize);\n  \n  let sum = 0;\n  for (let i = 0; i < kernelSize; i++) {\n    const x = i - halfKernel;\n    kernel[i] = Math.exp(-(x * x) / (2 * sigma * sigma));\n    sum += kernel[i];\n  }\n  \n  // Normalize\n  for (let i = 0; i < kernelSize; i++) {\n    kernel[i] /= sum;\n  }\n  \n  // Convolve\n  for (let i = 0; i < n; i++) {\n    let acc = 0;\n    for (let j = 0; j < kernelSize; j++) {\n      const idx = i - halfKernel + j;\n      if (idx >= 0 && idx < n) {\n        acc += data[idx] * kernel[j];\n      }\n    }\n    result[i] = acc;\n  }\n  \n  return result;\n}\n\n/**\n * Savitzky-Golay smoothing filter\n */\nexport function savitzkyGolay(\n  data: Float32Array | Float64Array,\n  windowSize: number = 5,\n  polynomialOrder: number = 2\n): Float32Array {\n  const n = data.length;\n  const result = new Float32Array(n);\n  const halfWindow = Math.floor(windowSize / 2);\n  \n  // Pre-compute coefficients for polynomial fitting\n  const coeffs = computeSGCoefficients(windowSize, polynomialOrder);\n  \n  for (let i = 0; i < n; i++) {\n    let sum = 0;\n    for (let j = -halfWindow; j <= halfWindow; j++) {\n      const idx = i + j;\n      if (idx >= 0 && idx < n) {\n        sum += data[idx] * coeffs[j + halfWindow];\n      } else if (idx < 0) {\n        sum += data[0] * coeffs[j + halfWindow];\n      } else {\n        sum += data[n - 1] * coeffs[j + halfWindow];\n      }\n    }\n    result[i] = sum;\n  }\n  \n  return result;\n}\n\n/**\n * Compute Savitzky-Golay coefficients\n */\nfunction computeSGCoefficients(windowSize: number, _order: number): Float32Array {\n  const halfWindow = Math.floor(windowSize / 2);\n  const coeffs = new Float32Array(windowSize);\n  \n  // Simple approximation for smoothing (order 0)\n  // For full SG, would need matrix inversion\n  const weight = 1 / windowSize;\n  for (let i = 0; i < windowSize; i++) {\n    // Quadratic weighting for better smoothing\n    const x = i - halfWindow;\n    coeffs[i] = weight * (1 - (x * x) / ((halfWindow + 1) * (halfWindow + 1)));\n  }\n  \n  // Normalize\n  let sum = 0;\n  for (let i = 0; i < windowSize; i++) sum += coeffs[i];\n  for (let i = 0; i < windowSize; i++) coeffs[i] /= sum;\n  \n  return coeffs;\n}\n\n// ============================================\n// Median Filter\n// ============================================\n\n/**\n * Median filter (good for spike removal)\n */\nexport function medianFilter(\n  data: Float32Array | Float64Array,\n  windowSize: number = 5\n): Float32Array {\n  const n = data.length;\n  const result = new Float32Array(n);\n  const halfWindow = Math.floor(windowSize / 2);\n  \n  for (let i = 0; i < n; i++) {\n    const window: number[] = [];\n    \n    for (let j = -halfWindow; j <= halfWindow; j++) {\n      const idx = i + j;\n      if (idx >= 0 && idx < n) {\n        window.push(data[idx]);\n      }\n    }\n    \n    window.sort((a, b) => a - b);\n    result[i] = window[Math.floor(window.length / 2)];\n  }\n  \n  return result;\n}\n","/**\n * Contour Plot Generation (Marching Squares)\n */\n\nexport interface ContourPoint {\n  x: number;\n  y: number;\n}\n\nexport interface ContourLine {\n  level: number;\n  points: ContourPoint[];\n}\n\nexport interface ContourOptions {\n  levels?: number[];\n  numLevels?: number;\n}\n\n/**\n * Generate contour lines from a 2D grid of values\n * Values are assumed to be in row-major order: z = values[y * width + x]\n */\nexport function generateContours(\n  z: Float32Array | number[],\n  xValues: Float32Array | number[],\n  yValues: Float32Array | number[],\n  options: ContourOptions = {}\n): ContourLine[] {\n  const width = xValues.length;\n  const height = yValues.length;\n  \n  const minZ = Math.min(...z);\n  const maxZ = Math.max(...z);\n  \n  const levels = options.levels || calculateLevels(minZ, maxZ, options.numLevels || 10);\n  const result: ContourLine[] = [];\n\n  for (const level of levels) {\n    const segments: Array<[number, number, number, number]> = [];\n    \n    // Process each cell\n    for (let y = 0; y < height - 1; y++) {\n      for (let x = 0; x < width - 1; x++) {\n        const v0 = z[y * width + x];\n        const v1 = z[y * width + (x + 1)];\n        const v2 = z[(y + 1) * width + (x + 1)];\n        const v3 = z[(y + 1) * width + x];\n        \n        processCell(x, y, v0, v1, v2, v3, level, xValues, yValues, segments);\n      }\n    }\n    \n    if (segments.length > 0) {\n      // For simplicity, we return points as a flat array of segments\n      // In a real implementation, we would join them into polylines\n      const points: ContourPoint[] = [];\n      for (const seg of segments) {\n        points.push({ x: seg[0], y: seg[1] });\n        points.push({ x: seg[2], y: seg[3] });\n      }\n      result.push({ level, points });\n    }\n  }\n\n  return result;\n}\n\nfunction calculateLevels(min: number, max: number, n: number): number[] {\n  const levels = [];\n  const step = (max - min) / (n + 1);\n  for (let i = 1; i <= n; i++) {\n    levels.push(min + i * step);\n  }\n  return levels;\n}\n\n/**\n * Process a single cell using Marching Squares\n */\nfunction processCell(\n  x: number, y: number,\n  v0: number, v1: number, v2: number, v3: number,\n  level: number,\n  xScale: any, yScale: any,\n  segments: Array<[number, number, number, number]>\n) {\n  let caseIndex = 0;\n  if (v0 >= level) caseIndex |= 1;\n  if (v1 >= level) caseIndex |= 2;\n  if (v2 >= level) caseIndex |= 4;\n  if (v3 >= level) caseIndex |= 8;\n\n  if (caseIndex === 0 || caseIndex === 15) return;\n\n  // Interpolation helpers\n  const lerp = (v0: number, v1: number, t: number) => v0 + (v1 - v0) * t;\n  const getT = (v0: number, v1: number) => (level - v0) / (v1 - v0);\n\n  // Edges: 0 (top), 1 (right), 2 (bottom), 3 (left)\n  const getPoint = (edge: number): [number, number] => {\n    switch (edge) {\n      case 0: return [lerp(xScale[x], xScale[x + 1], getT(v0, v1)), yScale[y]];\n      case 1: return [xScale[x + 1], lerp(yScale[y], yScale[y + 1], getT(v1, v2))];\n      case 2: return [lerp(xScale[x], xScale[x + 1], getT(v3, v2)), yScale[y + 1]];\n      case 3: return [xScale[x], lerp(yScale[y], yScale[y + 1], getT(v0, v3))];\n      default: return [0, 0];\n    }\n  };\n\n  const addSeg = (e1: number, e2: number) => {\n    const p1 = getPoint(e1);\n    const p2 = getPoint(e2);\n    segments.push([p1[0], p1[1], p2[0], p2[1]]);\n  };\n\n  // Case table\n  switch (caseIndex) {\n    case 1: case 14: addSeg(0, 3); break;\n    case 2: case 13: addSeg(0, 1); break;\n    case 3: case 12: addSeg(1, 3); break;\n    case 4: case 11: addSeg(1, 2); break;\n    case 5: addSeg(0, 1); addSeg(2, 3); break; // Ambiguous\n    case 6: case 9: addSeg(0, 2); break;\n    case 7: case 8: addSeg(2, 3); break;\n    case 10: addSeg(0, 3); addSeg(1, 2); break; // Ambiguous\n  }\n}\n","/**\n * Advanced Statistical Analysis\n * \n * Provides:\n * - Cross-correlation\n * - Auto-correlation\n * - Anomaly detection\n * - Statistical tests\n * - Numerical integration (Simpson, trapezoidal)\n */\n\n// ============================================\n// Correlation Analysis\n// ============================================\n\n/** Cross-correlation result */\nexport interface CorrelationResult {\n  /** Correlation values at each lag */\n  correlation: Float32Array;\n  /** Lag values */\n  lags: Float32Array;\n  /** Maximum correlation value */\n  maxCorrelation: number;\n  /** Lag at maximum correlation */\n  lagAtMax: number;\n}\n\n/**\n * Compute cross-correlation between two signals\n */\nexport function crossCorrelation(\n  signal1: Float32Array | Float64Array,\n  signal2: Float32Array | Float64Array,\n  maxLag?: number\n): CorrelationResult {\n  const n1 = signal1.length;\n  const n2 = signal2.length;\n  const effectiveMaxLag = maxLag ?? Math.min(n1, n2) - 1;\n  const numLags = 2 * effectiveMaxLag + 1;\n  \n  const correlation = new Float32Array(numLags);\n  const lags = new Float32Array(numLags);\n  \n  // Compute means\n  let mean1 = 0, mean2 = 0;\n  for (let i = 0; i < n1; i++) mean1 += signal1[i];\n  for (let i = 0; i < n2; i++) mean2 += signal2[i];\n  mean1 /= n1;\n  mean2 /= n2;\n  \n  // Compute standard deviations\n  let std1 = 0, std2 = 0;\n  for (let i = 0; i < n1; i++) std1 += (signal1[i] - mean1) ** 2;\n  for (let i = 0; i < n2; i++) std2 += (signal2[i] - mean2) ** 2;\n  std1 = Math.sqrt(std1 / n1);\n  std2 = Math.sqrt(std2 / n2);\n  \n  const normFactor = std1 * std2 * Math.min(n1, n2);\n  \n  let maxCorr = -Infinity;\n  let maxLagIdx = 0;\n  \n  for (let lagIdx = 0; lagIdx < numLags; lagIdx++) {\n    const lag = lagIdx - effectiveMaxLag;\n    lags[lagIdx] = lag;\n    \n    let sum = 0;\n    let count = 0;\n    \n    for (let i = 0; i < n1; i++) {\n      const j = i + lag;\n      if (j >= 0 && j < n2) {\n        sum += (signal1[i] - mean1) * (signal2[j] - mean2);\n        count++;\n      }\n    }\n    \n    correlation[lagIdx] = normFactor > 0 ? sum / normFactor : 0;\n    \n    if (correlation[lagIdx] > maxCorr) {\n      maxCorr = correlation[lagIdx];\n      maxLagIdx = lagIdx;\n    }\n  }\n  \n  return {\n    correlation,\n    lags,\n    maxCorrelation: maxCorr,\n    lagAtMax: lags[maxLagIdx],\n  };\n}\n\n/**\n * Compute auto-correlation of a signal\n */\nexport function autoCorrelation(\n  signal: Float32Array | Float64Array,\n  maxLag?: number\n): CorrelationResult {\n  return crossCorrelation(signal, signal, maxLag);\n}\n\n// ============================================\n// Anomaly Detection\n// ============================================\n\n/** Anomaly detection result */\nexport interface AnomalyResult {\n  /** Indices of anomalous points */\n  indices: number[];\n  /** Anomaly scores for all points */\n  scores: Float32Array;\n  /** Threshold used for detection */\n  threshold: number;\n}\n\n/** Anomaly detection options */\nexport interface AnomalyOptions {\n  /** Detection method */\n  method?: 'zscore' | 'mad' | 'iqr' | 'isolation';\n  /** Threshold multiplier (default: 3 for zscore, 2.5 for mad, 1.5 for iqr) */\n  threshold?: number;\n  /** Window size for local anomaly detection (default: use global) */\n  windowSize?: number;\n}\n\n/**\n * Detect anomalies in a signal\n */\nexport function detectAnomalies(\n  data: Float32Array | Float64Array,\n  options: AnomalyOptions = {}\n): AnomalyResult {\n  const { method = 'zscore', windowSize } = options;\n  \n  switch (method) {\n    case 'zscore':\n      return detectAnomaliesZScore(data, options.threshold ?? 3, windowSize);\n    case 'mad':\n      return detectAnomaliesMAD(data, options.threshold ?? 2.5, windowSize);\n    case 'iqr':\n      return detectAnomaliesIQR(data, options.threshold ?? 1.5);\n    case 'isolation':\n      return detectAnomaliesIsolation(data, options.threshold ?? 0.5);\n    default:\n      return detectAnomaliesZScore(data, 3, windowSize);\n  }\n}\n\n/**\n * Z-score based anomaly detection\n */\nfunction detectAnomaliesZScore(\n  data: Float32Array | Float64Array,\n  threshold: number,\n  windowSize?: number\n): AnomalyResult {\n  const n = data.length;\n  const scores = new Float32Array(n);\n  const indices: number[] = [];\n  \n  if (windowSize && windowSize < n) {\n    // Local anomaly detection\n    const halfWindow = Math.floor(windowSize / 2);\n    \n    for (let i = 0; i < n; i++) {\n      const start = Math.max(0, i - halfWindow);\n      const end = Math.min(n, i + halfWindow + 1);\n      \n      let mean = 0;\n      for (let j = start; j < end; j++) mean += data[j];\n      mean /= (end - start);\n      \n      let std = 0;\n      for (let j = start; j < end; j++) std += (data[j] - mean) ** 2;\n      std = Math.sqrt(std / (end - start));\n      \n      scores[i] = std > 0 ? Math.abs(data[i] - mean) / std : 0;\n      \n      if (scores[i] > threshold) {\n        indices.push(i);\n      }\n    }\n  } else {\n    // Global anomaly detection\n    let mean = 0;\n    for (let i = 0; i < n; i++) mean += data[i];\n    mean /= n;\n    \n    let std = 0;\n    for (let i = 0; i < n; i++) std += (data[i] - mean) ** 2;\n    std = Math.sqrt(std / n);\n    \n    for (let i = 0; i < n; i++) {\n      scores[i] = std > 0 ? Math.abs(data[i] - mean) / std : 0;\n      \n      if (scores[i] > threshold) {\n        indices.push(i);\n      }\n    }\n  }\n  \n  return { indices, scores, threshold };\n}\n\n/**\n * Median Absolute Deviation (MAD) based anomaly detection\n */\nfunction detectAnomaliesMAD(\n  data: Float32Array | Float64Array,\n  threshold: number,\n  _windowSize?: number\n): AnomalyResult {\n  const n = data.length;\n  const scores = new Float32Array(n);\n  const indices: number[] = [];\n  \n  // Compute median\n  const sorted = Array.from(data).sort((a, b) => a - b);\n  const median = sorted[Math.floor(n / 2)];\n  \n  // Compute MAD\n  const absDeviations = sorted.map(x => Math.abs(x - median)).sort((a, b) => a - b);\n  const mad = absDeviations[Math.floor(n / 2)];\n  const scaledMad = 1.4826 * mad; // Scale factor for normal distribution\n  \n  for (let i = 0; i < n; i++) {\n    scores[i] = scaledMad > 0 ? Math.abs(data[i] - median) / scaledMad : 0;\n    \n    if (scores[i] > threshold) {\n      indices.push(i);\n    }\n  }\n  \n  return { indices, scores, threshold };\n}\n\n/**\n * IQR (Interquartile Range) based anomaly detection\n */\nfunction detectAnomaliesIQR(\n  data: Float32Array | Float64Array,\n  threshold: number\n): AnomalyResult {\n  const n = data.length;\n  const scores = new Float32Array(n);\n  const indices: number[] = [];\n  \n  const sorted = Array.from(data).sort((a, b) => a - b);\n  const q1 = sorted[Math.floor(n * 0.25)];\n  const q3 = sorted[Math.floor(n * 0.75)];\n  const iqr = q3 - q1;\n  \n  const lowerBound = q1 - threshold * iqr;\n  const upperBound = q3 + threshold * iqr;\n  \n  for (let i = 0; i < n; i++) {\n    if (data[i] < lowerBound) {\n      scores[i] = (lowerBound - data[i]) / iqr;\n      indices.push(i);\n    } else if (data[i] > upperBound) {\n      scores[i] = (data[i] - upperBound) / iqr;\n      indices.push(i);\n    } else {\n      scores[i] = 0;\n    }\n  }\n  \n  return { indices, scores, threshold };\n}\n\n/**\n * Simplified isolation-based anomaly detection\n */\nfunction detectAnomaliesIsolation(\n  data: Float32Array | Float64Array,\n  threshold: number,\n  _windowSize?: number\n): AnomalyResult {\n  const n = data.length;\n  const scores = new Float32Array(n);\n  const indices: number[] = [];\n  \n  // For each point, count how many neighbors are close\n  const neighborRadius = calculateNeighborRadius(data);\n  \n  for (let i = 0; i < n; i++) {\n    let neighborCount = 0;\n    \n    for (let j = 0; j < n; j++) {\n      if (i !== j && Math.abs(data[i] - data[j]) < neighborRadius) {\n        neighborCount++;\n      }\n    }\n    \n    // Isolation score: fewer neighbors = more isolated = higher score\n    scores[i] = 1 - (neighborCount / n);\n    \n    if (scores[i] > threshold) {\n      indices.push(i);\n    }\n  }\n  \n  return { indices, scores, threshold };\n}\n\n/**\n * Calculate neighbor radius for isolation detection\n */\nfunction calculateNeighborRadius(data: Float32Array | Float64Array): number {\n  let min = Infinity;\n  let max = -Infinity;\n  \n  for (let i = 0; i < data.length; i++) {\n    if (data[i] < min) min = data[i];\n    if (data[i] > max) max = data[i];\n  }\n  \n  return (max - min) * 0.1; // 10% of range\n}\n\n// ============================================\n// Numerical Integration\n// ============================================\n\n/**\n * Trapezoidal integration\n */\nexport function trapezoidalIntegration(\n  y: Float32Array | Float64Array,\n  x?: Float32Array | Float64Array | number\n): number {\n  const n = y.length;\n  if (n < 2) return 0;\n  \n  let sum = 0;\n  \n  if (typeof x === 'number') {\n    // Uniform spacing\n    const dx = x;\n    for (let i = 1; i < n; i++) {\n      sum += (y[i - 1] + y[i]) * dx / 2;\n    }\n  } else if (x) {\n    // Non-uniform spacing\n    for (let i = 1; i < n; i++) {\n      sum += (y[i - 1] + y[i]) * (x[i] - x[i - 1]) / 2;\n    }\n  } else {\n    // Assume unit spacing\n    for (let i = 1; i < n; i++) {\n      sum += (y[i - 1] + y[i]) / 2;\n    }\n  }\n  \n  return sum;\n}\n\n/**\n * Simpson's rule integration (requires odd number of points)\n */\nexport function simpsonsIntegration(\n  y: Float32Array | Float64Array,\n  x?: Float32Array | Float64Array | number\n): number {\n  const n = y.length;\n  if (n < 3) return trapezoidalIntegration(y, x);\n  \n  // Ensure odd number of points\n  const useN = n % 2 === 0 ? n - 1 : n;\n  \n  let sum = 0;\n  \n  if (typeof x === 'number') {\n    // Uniform spacing\n    const dx = x;\n    \n    sum = y[0] + y[useN - 1];\n    \n    for (let i = 1; i < useN - 1; i++) {\n      sum += (i % 2 === 0 ? 2 : 4) * y[i];\n    }\n    \n    sum *= dx / 3;\n    \n    // Add last interval if we had to skip a point\n    if (n !== useN) {\n      sum += (y[n - 2] + y[n - 1]) * dx / 2;\n    }\n  } else if (x) {\n    // Non-uniform spacing - use trapezoidal as fallback\n    return trapezoidalIntegration(y, x);\n  } else {\n    // Assume unit spacing\n    return simpsonsIntegration(y, 1.0);\n  }\n  \n  return sum;\n}\n\n/**\n * Cumulative integration (returns running integral)\n */\nexport function cumulativeIntegration(\n  y: Float32Array | Float64Array,\n  x?: Float32Array | Float64Array | number\n): Float32Array {\n  const n = y.length;\n  const result = new Float32Array(n);\n  \n  if (n < 2) {\n    result[0] = 0;\n    return result;\n  }\n  \n  result[0] = 0;\n  \n  if (typeof x === 'number') {\n    const dx = x;\n    for (let i = 1; i < n; i++) {\n      result[i] = result[i - 1] + (y[i - 1] + y[i]) * dx / 2;\n    }\n  } else if (x) {\n    for (let i = 1; i < n; i++) {\n      result[i] = result[i - 1] + (y[i - 1] + y[i]) * (x[i] - x[i - 1]) / 2;\n    }\n  } else {\n    for (let i = 1; i < n; i++) {\n      result[i] = result[i - 1] + (y[i - 1] + y[i]) / 2;\n    }\n  }\n  \n  return result;\n}\n\n// ============================================\n// Statistical Tests\n// ============================================\n\n/** T-test result */\nexport interface TTestResult {\n  /** T-statistic */\n  tStatistic: number;\n  /** Degrees of freedom */\n  degreesOfFreedom: number;\n  /** Approximate p-value (two-tailed) */\n  pValue: number;\n  /** Whether the difference is significant at 0.05 level */\n  significant: boolean;\n}\n\n/**\n * Two-sample t-test (Welch's t-test)\n */\nexport function tTest(\n  sample1: Float32Array | Float64Array | number[],\n  sample2: Float32Array | Float64Array | number[]\n): TTestResult {\n  const n1 = sample1.length;\n  const n2 = sample2.length;\n  \n  // Calculate means\n  let mean1 = 0, mean2 = 0;\n  for (let i = 0; i < n1; i++) mean1 += sample1[i];\n  for (let i = 0; i < n2; i++) mean2 += sample2[i];\n  mean1 /= n1;\n  mean2 /= n2;\n  \n  // Calculate variances\n  let var1 = 0, var2 = 0;\n  for (let i = 0; i < n1; i++) var1 += (sample1[i] - mean1) ** 2;\n  for (let i = 0; i < n2; i++) var2 += (sample2[i] - mean2) ** 2;\n  var1 /= (n1 - 1);\n  var2 /= (n2 - 1);\n  \n  // Calculate t-statistic\n  const se = Math.sqrt(var1 / n1 + var2 / n2);\n  const tStatistic = (mean1 - mean2) / se;\n  \n  // Welch-Satterthwaite degrees of freedom\n  const num = (var1 / n1 + var2 / n2) ** 2;\n  const denom = (var1 / n1) ** 2 / (n1 - 1) + (var2 / n2) ** 2 / (n2 - 1);\n  const degreesOfFreedom = num / denom;\n  \n  // Approximate p-value using normal distribution for large df\n  const pValue = 2 * (1 - normalCDF(Math.abs(tStatistic)));\n  \n  return {\n    tStatistic,\n    degreesOfFreedom,\n    pValue,\n    significant: pValue < 0.05,\n  };\n}\n\n/**\n * Approximate normal CDF\n */\nfunction normalCDF(x: number): number {\n  const a1 = 0.254829592;\n  const a2 = -0.284496736;\n  const a3 = 1.421413741;\n  const a4 = -1.453152027;\n  const a5 = 1.061405429;\n  const p = 0.3275911;\n  \n  const sign = x < 0 ? -1 : 1;\n  x = Math.abs(x) / Math.sqrt(2);\n  \n  const t = 1 / (1 + p * x);\n  const y = 1 - (((((a5 * t + a4) * t) + a3) * t + a2) * t + a1) * t * Math.exp(-x * x);\n  \n  return 0.5 * (1 + sign * y);\n}\n","/**\n * SciPlot Engine - Data Analysis Plugin\n * \n * Provides mathematical and statistical tools including:\n * - FFT (Fast Fourier Transform)\n * - Digital Filters (Kalman, Low-pass, etc.)\n * - Curve Fitting and Regression\n * - Peak and Contour Detection\n * - Financial Indicators (SMA, EMA, RSI, etc.)\n * \n * @module plugins/analysis\n */\n\nimport type { PluginManifest, ChartPlugin, PluginContext } from \"../types\";\nimport { addFitLine } from \"./SeriesFit\";\nimport { fft } from \"./fft\";\nimport { integrate, derivative } from \"./math\";\nimport { fitData } from \"./fitting\";\nimport { \n    calculateStats, validateData, detectPeaks, detectCycles, \n    movingAverage, subtractBaseline, downsampleLTTB, \n    formatWithPrefix, generateCycleColors \n} from \"./utils\";\nimport { sma, ema, rsi } from \"./indicators\";\nimport { singleFrequencyFilter } from \"./filters\";\n\n// ============================================\n// Core Exports (Utilities)\n// ============================================\n\nexport {\n  formatWithPrefix,\n  formatValue,\n  formatScientific,\n  getBestPrefix,\n  detectCycles,\n  generateCycleColors,\n  detectPeaks,\n  validateData,\n  calculateStats,\n  movingAverage,\n  downsampleLTTB,\n  subtractBaseline,\n} from './utils';\n\nexport {\n  solveLinearSystem,\n  calculateR2,\n  integrate,\n  derivative,\n  cumulativeIntegral,\n} from './math';\n\nexport {\n  fitData,\n} from './fitting';\n\nexport type {\n  CycleInfo,\n  Peak,\n  PrefixInfo,\n  ValidationResult,\n  DataStats,\n} from './utils';\n\nexport type {\n  FitType,\n  FitOptions,\n  FitResult,\n} from './fitting';\n\nexport * from './contours';\n\n// ============================================\n// Advanced Analysis (FFT, Filters, Statistics)\n// ============================================\n\nexport {\n  fft,\n  ifft,\n  analyzeSpectrum,\n  powerSpectrum,\n  dominantFrequency,\n  hanningWindow,\n  hammingWindow,\n  blackmanWindow,\n  nextPowerOf2,\n  analyzeComplexSpectrum,\n  fftFromComplexInput,\n  complexToArrays,\n  arraysToComplex,\n  ifftFromArrays,\n  ifftComplex,\n  getPositiveFrequencies,\n} from './fft';\n\nexport type {\n  Complex,\n  FFTResult,\n  ComplexFFTResult,\n  PowerSpectrumResult,\n} from './fft';\n\nexport {\n  lowPassFilter,\n  highPassFilter,\n  bandPassFilter,\n  bandStopFilter,\n  butterworth,\n  exponentialMovingAverage,\n  gaussianSmooth,\n  savitzkyGolay,\n  medianFilter,\n  singleFrequencyFilter,\n} from './filters';\n\nexport type {\n  FilterType,\n  FilterOptions,\n  ButterworthOptions,\n  SingleFrequencyFilterOptions,\n} from './filters';\n\nexport {\n  crossCorrelation,\n  autoCorrelation,\n  detectAnomalies,\n  trapezoidalIntegration,\n  simpsonsIntegration,\n  cumulativeIntegration as cumulativeIntegral2,\n  tTest,\n} from './statistics';\n\nexport type {\n  CorrelationResult,\n  AnomalyResult,\n  AnomalyOptions,\n  TTestResult,\n} from './statistics';\n\n// ============================================\n// Technical/Financial Indicators\n// ============================================\n\nexport {\n  sma,\n  ema,\n  wma,\n  dema,\n  tema,\n  rsi,\n  macd,\n  stochastic,\n  roc,\n  momentum,\n  bollingerBands,\n  atr,\n  standardDeviation,\n  vwap,\n  obv,\n  adx,\n  aroon,\n  percentChange,\n  cumsum,\n  normalize,\n} from './indicators';\n\nexport type {\n  IndicatorResult,\n  OHLCData,\n} from './indicators';\n\n// ============================================\n// Plugin Definition\n// ============================================\n\nexport interface PluginAnalysisConfig {\n    /** Enable worker-based off-main-thread processing */\n    useWorkers?: boolean;\n    /** Precision for statistical calculations */\n    precision?: number;\n}\n\nconst manifestAnalysis: PluginManifest = {\n    name: \"velo-plot-analysis\",\n    version: \"1.0.0\",\n    description: \"Data analysis and signal processing for velo-plot\",\n    provides: [\"analysis\"],\n    tags: [\"fft\", \"filters\", \"statistics\", \"math\"],\n};\n\n/**\n * SciPlot Analysis Plugin\n * \n * Adds comprehensive data analysis capabilities to the chart.\n */\nexport function PluginAnalysis(_config: PluginAnalysisConfig = {}): ChartPlugin<PluginAnalysisConfig> {\n    let _ctx: PluginContext;\n\n    return {\n        manifest: manifestAnalysis,\n\n        onInit(ctx: PluginContext) {\n            _ctx = ctx; \n        },\n\n        onDestroy(_ctx: PluginContext) {\n        },\n\n        api: {\n            addFitLine(seriesId: string, type: any, options?: any) {\n                return addFitLine(_ctx.chart, seriesId, type, options);\n            },\n            // Math & Stats\n            integrate,\n            derivative,\n            calculateStats,\n            validateData,\n            \n            // Signal Processing\n            fft: (data: any) => fft(data),\n            detectPeaks,\n            detectCycles,\n            movingAverage,\n            subtractBaseline,\n            downsampleLTTB,\n            singleFrequencyFilter,\n            \n            // Fitting\n            fitData,\n            \n            // Indicators\n            sma,\n            ema,\n            rsi,\n            \n            // Utils\n            formatWithPrefix,\n            generateCycleColors\n        }\n    };\n}\n\nexport default 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package/dist/plugins/annotations/index.d.ts

@@ -0,0 +1,16 @@
+import { AnnotationManager, Annotation, AnnotationType } from '../../core/annotations';
+import { ChartPlugin } from '../types';
+
+export interface PluginAnnotationsConfig {
+    /** Default styles for annotations */
+    defaultStyles?: Record<string, any>;
+}
+/**
+ * SciPlot Annotations Plugin
+ *
+ * Adds support for drawing lines, shapes, and labels on the chart.
+ */
+export declare function PluginAnnotations(_config?: PluginAnnotationsConfig): ChartPlugin<PluginAnnotationsConfig>;
+export { AnnotationManager };
+export type { Annotation, AnnotationType };
+export default PluginAnnotations;

package/dist/plugins/annotations.d.ts

@@ -0,0 +1,3 @@
+export * from './annotations/index'
+import SciPlot from './annotations/index'
+export default SciPlot