ziko 1.4.0 → 1.5.0

package/src/math/stats/average/index.d.ts

@@ -0,0 +1,123 @@
+/**
+ * Calculates the arithmetic mean of values.
+ *
+ * @example
+ * mean(1, 2, 3) // 2
+ */
+export declare function mean(...x: number[]): number;
+
+/**
+ * Calculates the geometric mean of values.
+ *
+ * @example
+ * geo_mean(1, 4, 16) // 4
+ */
+export declare function geo_mean(...x: number[]): number;
+
+/**
+ * Calculates the root mean square (quadratic mean).
+ *
+ * @example
+ * rms(3, 4) // 2.5
+ */
+export declare function rms(...x: number[]): number;
+
+/**
+ * Calculates the weighted arithmetic mean.
+ *
+ * @param values Values to average.
+ * @param weights Weight associated with each value.
+ *
+ * @example
+ * weighted_mean([10, 20], [1, 3]) // 17.5
+ */
+export declare function weighted_mean(
+    values: number[],
+    weights: number[]
+): number;
+
+/**
+ * Calculates the harmonic mean of values.
+ *
+ * @example
+ * harmonic_mean(1, 2, 4) // 1.714...
+ */
+export declare function harmonic_mean(...x: number[]): number;
+
+/**
+ * Calculates the generalized power mean.
+ *
+ * @param X Input values.
+ * @param p Power parameter.
+ *
+ * @example
+ * power_mean([1, 2, 3], 2) // 2.16...
+ */
+export declare function power_mean(
+    X: number[],
+    p: number
+): number;
+
+/**
+ * Calculates the trimmed mean by removing k lowest and highest values.
+ *
+ * @param X Input values.
+ * @param k Number of values removed from each side.
+ */
+export declare function trimmed_mean(
+    X: number[],
+    k: number
+): number;
+
+/**
+ * Calculates the winsorized mean.
+ *
+ * Extreme values are replaced by the nearest remaining boundary values.
+ *
+ * @param X Input values.
+ * @param k Number of values affected on each side.
+ */
+export declare function winsorized_mean(
+    X: number[],
+    k: number
+): number;
+
+/**
+ * Calculates the midrange.
+ *
+ * The average of the minimum and maximum values.
+ *
+ * @example
+ * midrange([1, 5, 10]) // 5.5
+ */
+export declare function midrange(
+    x: number[]
+): number;
+
+/**
+ * Calculates the midhinge.
+ *
+ * The average of the first and third quartiles.
+ */
+export declare function midhinge(
+    ...x: number[]
+): number;
+
+/**
+ * Calculates the interquartile mean.
+ *
+ * Computes the mean of values between the first and third quartiles.
+ */
+export declare function interquartile_mean(
+    ...x: number[]
+): number;
+
+/**
+ * Calculates the contraharmonic mean.
+ *
+ * @example
+ * contraharmonic_mean(1, 2, 3) // 2.33...
+ */
+export declare function contraharmonic_mean(
+    ...x: number[]
+): number;

package/src/math/stats/index.d.ts

@@ -0,0 +1,5 @@
+export type * from './accum/index.d.ts';
+export type * from './average/index.d.ts';
+export type * from './percentile/index.d.ts';
+export type * from './rolling/index.d.ts';
+export type * from './variability/index.d.ts';

package/src/math/stats/percentile/index.d.ts

@@ -0,0 +1,66 @@
+/**
+ * Calculates a percentile of a dataset.
+ *
+ * The percentile value represents the point below which a given
+ * percentage of observations fall.
+ *
+ * @param X Input dataset.
+ * @param p Percentile value between 0 and 100.
+ *
+ * @example
+ * percentile([1, 2, 3, 4], 50) // 2.5
+ */
+export declare function percentile(
+    X: number[],
+    p: number
+): number;
+
+/**
+ * Calculates the first quartile (25th percentile).
+ *
+ * @param X Input dataset.
+ *
+ * @example
+ * q1([1, 2, 3, 4]) // 1.75
+ */
+export declare function q1(
+    X: number[]
+): number;
+
+/**
+ * Calculates the median (50th percentile).
+ *
+ * @param X Input dataset.
+ *
+ * @example
+ * median([1, 2, 3, 4]) // 2.5
+ */
+export declare function median(
+    X: number[]
+): number;
+
+/**
+ * Calculates the third quartile (75th percentile).
+ *
+ * @param X Input dataset.
+ *
+ * @example
+ * q3([1, 2, 3, 4]) // 3.25
+ */
+export declare function q3(
+    X: number[]
+): number;
+
+/**
+ * Calculates the interquartile range (IQR).
+ *
+ * The IQR is the difference between the third quartile and first quartile.
+ *
+ * Formula:
+ * IQR = Q3 - Q1
+ *
+ * @param X Input dataset.
+ */
+export declare function iqr(
+    X: number[]
+): number;

package/src/math/stats/rolling/index.d.ts

@@ -0,0 +1,47 @@
+/**
+ * Calculates the Simple Moving Average (SMA).
+ *
+ * SMA computes the average value over a fixed-size sliding window.
+ *
+ * @param X Input dataset.
+ * @param w Window size.
+ *
+ * @example
+ * sma([1, 2, 3, 4, 5], 3) // [2, 3, 4]
+ */
+export declare function sma(
+    X: number[],
+    w: number
+): number[];
+
+/**
+ * Calculates the Exponential Moving Average (EMA).
+ *
+ * EMA gives more weight to recent observations using a smoothing factor.
+ *
+ * @param X Input dataset.
+ * @param alpha Smoothing factor between 0 and 1.
+ *
+ * @example
+ * ema([1, 2, 3, 4], 0.5) // [1, 1.5, 2.25, 3.125]
+ */
+export declare function ema(
+    X: number[],
+    alpha: number
+): number[];
+
+/**
+ * Calculates the Weighted Moving Average (WMA).
+ *
+ * Each value in the moving window is multiplied by its corresponding weight.
+ *
+ * @param X Input dataset.
+ * @param weights Weights applied to each value in the window.
+ *
+ * @example
+ * wma([1, 2, 3, 4], [1, 2]) // [1.66..., 2.66..., 3.66...]
+ */
+export declare function wma(
+    X: number[],
+    weights: number[]
+): number[];

package/src/math/stats/variability/index.d.ts

@@ -0,0 +1,93 @@
+/**
+ * Calculates the population variance.
+ *
+ * Variance measures how far values are spread from their mean.
+ *
+ * @example
+ * variance(1, 2, 3) // 0.666...
+ */
+export declare function variance(
+    ...x: number[]
+): number;
+
+/**
+ * Calculates the population standard deviation.
+ *
+ * @example
+ * std(1, 2, 3) // 0.816...
+ */
+export declare function std(
+    ...x: number[]
+): number;
+
+/**
+ * Calculates the sample variance.
+ *
+ * Uses Bessel's correction (n - 1) for an unbiased estimator.
+ *
+ * @example
+ * sample_variance(1, 2, 3) // 1
+ */
+export declare function sample_variance(
+    ...x: number[]
+): number;
+
+/**
+ * Calculates the sample standard deviation.
+ *
+ * @example
+ * sample_std(1, 2, 3) // 1
+ */
+export declare function sample_std(
+    ...x: number[]
+): number;
+
+/**
+ * Calculates the weighted variance.
+ *
+ * @param X Input dataset.
+ * @param weights Weight associated with each value.
+ *
+ * @example
+ * weighted_variance([1, 2, 3], [1, 2, 1]) // 0.5
+ */
+export declare function weighted_variance(
+    X: number[],
+    weights: number[]
+): number;
+
+/**
+ * Calculates the weighted standard deviation.
+ *
+ * @param X Input dataset.
+ * @param weights Weight associated with each value.
+ */
+export declare function weighted_std(
+    X: number[],
+    weights: number[]
+): number;
+
+/**
+ * Calculates rolling sample variance over a sliding window.
+ *
+ * @param X Input dataset.
+ * @param windowSize Number of elements in each window.
+ *
+ * @example
+ * rolling_variance([1, 2, 3, 4], 3) // [1, 1, 1]
+ */
+export declare function rolling_variance(
+    X: number[],
+    windowSize: number
+): number[];
+
+/**
+ * Calculates rolling standard deviation over a sliding window.
+ *
+ * @param X Input dataset.
+ * @param windowSize Number of elements in each window.
+ */
+export declare function rolling_std(
+    X: number[],
+    windowSize: number
+): number[];

package/src/math/index.d.ts.txt

@@ -1,5 +0,0 @@
-export type * from './complex/index.d.ts'
-// export type * from './time'
-// export type * from './router'
-// export type * from './hooks'
-// export type * from './data'