jstat
Advanced tools
Comparing version 1.6.1 to 1.6.2
@@ -1,2 +0,2 @@ | ||
| this.j$=this.jStat=function(a,b){function f(b,c){var d=b>c?b:c;return a.pow(10,17-~~(a.log(d>0?d:-d)*a.LOG10E))}function h(a){return e.call(a)==="[object Function]"}function j(a){return typeof a=="number"&&a===a}function k(a){return c.apply([],a)}function l(){return new l._init(arguments)}function m(){return 0}function n(){return 1}function o(a,b){return a===b?1:0}var c=Array.prototype.concat,d=Array.prototype.slice,e=Object.prototype.toString,g=Array.isArray||function(b){return e.call(b)==="[object Array]"};l.fn=l.prototype,l._init=function(b){var c;if(g(b[0]))if(g(b[0][0])){h(b[1])&&(b[0]=l.map(b[0],b[1]));for(var c=0;c<b[0].length;c++)this[c]=b[0][c];this.length=b[0].length}else this[0]=h(b[1])?l.map(b[0],b[1]):b[0],this.length=1;else if(j(b[0]))this[0]=l.seq.apply(null,b),this.length=1;else{if(b[0]instanceof l)return l(b[0].toArray());this[0]=[],this.length=1}return 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h,i,j;for(i=0;i<g;i++){r[i][i]=b.sqrt(c(d(f).map(function(a){return e[a][i]*e[a][i]})));for(h=0;h<f;h++)e[h][i]=e[h][i]/r[i][i];for(j=i+1;j<g;j++){r[i][j]=c(d(f).map(function(a){return e[a][i]*e[a][j]}));for(h=0;h<f;h++)e[h][j]=e[h][j]-e[h][i]*r[i][j]}}return[e,r]}var c=a.sum,d=a.arange;return g}(),lstsq:function(b,c){function d(b){b=a.copy(b);var c=b.length,d=a.identity(c);return a.arange(c-1,-1,-1).forEach(function(c){a.sliceAssign(d,{row:c},a.divide(a.slice(d,{row:c}),b[c][c])),a.sliceAssign(b,{row:c},a.divide(a.slice(b,{row:c}),b[c][c])),a.arange(c).forEach(function(e){var f=a.multiply(b[e][c],-1),g=a.slice(b,{row:e}),h=a.multiply(a.slice(b,{row:c}),f);a.sliceAssign(b,{row:e},a.add(g,h));var j=a.slice(d,{row:e}),k=a.multiply(a.slice(d,{row:c}),f);a.sliceAssign(d,{row:e},a.add(j,k))})}),d}function e(b,c){var e=!1;c[0].length===undefined&&(c=c.map(function(a){return[a]}),e=!0);var f=a.QR(b),g=f[0],h=f[1],i=b[0].length,j=a.slice(g,{col:{end:i}}),k=a.slice(h,{row:{end:i}}),l=d(k),m=a.transpose(j);m[0].length===undefined&&(m=[m]);var n=a.multiply(a.multiply(l,m),c);return n.length===undefined&&(n=[[n]]),e?n.map(function(a){return a[0]}):n}return e}(),jacobi:function(d){var e=1,f=0,g=d.length,h=a.identity(g,g),i=[],j,k,l,m,n,o,p,q;while(e===1){f++,o=d[0][1],m=0,n=1;for(var k=0;k<g;k++)for(l=0;l<g;l++)k!=l&&o<b.abs(d[k][l])&&(o=b.abs(d[k][l]),m=k,n=l);d[m][m]===d[n][n]?p=d[m][n]>0?b.PI/4:-b.PI/4:p=b.atan(2*d[m][n]/(d[m][m]-d[n][n]))/2,q=a.identity(g,g),q[m][m]=b.cos(p),q[m][n]=-b.sin(p),q[n][m]=b.sin(p),q[n][n]=b.cos(p),h=a.multiply(h,q),j=a.multiply(a.multiply(a.inv(q),d),q),d=j,e=0;for(var k=1;k<g;k++)for(l=1;l<g;l++)k!=l&&b.abs(d[k][l])>.001&&(e=1)}for(var k=0;k<g;k++)i.push(d[k][k]);return[h,i]},rungekutta:function(b,c,d,e,f,g){var h,i,j,k,l;if(g===2)while(e<=d)h=c*b(e,f),i=c*b(e+c,f+h),j=f+(h+i)/2,f=j,e+=c;if(g===4)while(e<=d)h=c*b(e,f),i=c*b(e+c/2,f+h/2),k=c*b(e+c/2,f+i/2),l=c*b(e+c,f+k),j=f+(h+2*i+2*k+l)/6,f=j,e+=c;return f},romberg:function(c,d,e,f){var g=0,h=(e-d)/2,i=[],j=[],k=[],l,m,n,o,p,q;while(g<f/2){p=c(d);for(n=d,o=0;n<=e;n+=h,o++)i[o]=n;l=i.length;for(n=1;n<l-1;n++)p+=(n%2!==0?4:2)*c(i[n]);p=h/3*(p+c(e)),k[g]=p,h/=2,g++}m=k.length,l=1;while(m!==1){for(n=0;n<m-1;n++)j[n]=(b.pow(4,l)*k[n+1]-k[n])/(b.pow(4,l)-1);m=j.length,k=j,j=[],l++}return k},richardson:function(c,d,e,f){function g(a,b){var c=0,d=a.length,e;for(;c<d;c++)a[c]===b&&(e=c);return e}var h=c.length,i=b.abs(e-c[g(c,e)+1]),j=0,k=[],l=[],m,n,o,p,q;while(f>=i)m=g(c,e+f),n=g(c,e),k[j]=(d[m]-2*d[n]+d[2*n-m])/(f*f),f/=2,j++;p=k.length,o=1;while(p!=1){for(q=0;q<p-1;q++)l[q]=(b.pow(4,o)*k[q+1]-k[q])/(b.pow(4,o)-1);p=l.length,k=l,l=[],o++}return k},simpson:function(b,c,d,e){var f=(d-c)/e,g=b(c),h=[],i=c,j=0,k=1,l;for(;i<=d;i+=f,j++)h[j]=i;l=h.length;for(;k<l-1;k++)g+=(k%2!==0?4:2)*b(h[k]);return f/3*(g+b(d))},hermite:function(b,c,d,e){var f=b.length,g=0,h=0,i=[],j=[],k=[],l=[],m;for(;h<f;h++){i[h]=1;for(m=0;m<f;m++)h!=m&&(i[h]*=(e-b[m])/(b[h]-b[m]));j[h]=0;for(m=0;m<f;m++)h!=m&&(j[h]+=1/(b[h]-b[m]));k[h]=(1-2*(e-b[h])*j[h])*i[h]*i[h],l[h]=(e-b[h])*i[h]*i[h],g+=k[h]*c[h]+l[h]*d[h]}return g},lagrange:function(b,c,d){var e=0,f=0,g,h,i=b.length;for(;f<i;f++){h=c[f];for(g=0;g<i;g++)f!=g&&(h*=(d-b[g])/(b[f]-b[g]));e+=h}return e},cubic_spline:function(c,d,e){var f=c.length,g=0,h,i=[],j=[],k=[],l=[],m=[],n=[],o=[];for(;g<f-1;g++)m[g]=c[g+1]-c[g];k[0]=0;for(var g=1;g<f-1;g++)k[g]=3/m[g]*(d[g+1]-d[g])-3/m[g-1]*(d[g]-d[g-1]);for(var g=1;g<f-1;g++)i[g]=[],j[g]=[],i[g][g-1]=m[g-1],i[g][g]=2*(m[g-1]+m[g]),i[g][g+1]=m[g],j[g][0]=k[g];l=a.multiply(a.inv(i),j);for(h=0;h<f-1;h++)n[h]=(d[h+1]-d[h])/m[h]-m[h]*(l[h+1][0]+2*l[h][0])/3,o[h]=(l[h+1][0]-l[h][0])/(3*m[h]);for(h=0;h<f;h++)if(c[h]>e)break;return h-=1,d[h]+(e-c[h])*n[h]+a.sq(e-c[h])*l[h]+(e-c[h])*a.sq(e-c[h])*o[h]},gauss_quadrature:function(){throw new Error("gauss_quadrature not yet implemented")},PCA:function(c){var d=c.length,e=c[0].length,f=!1,g=0,h,i,j=[],k=[],l=[],m=[],n=[],o=[],p=[],q=[],r=[],s=[];for(var g=0;g<d;g++)j[g]=a.sum(c[g])/e;for(var g=0;g<e;g++){p[g]=[];for(h=0;h<d;h++)p[g][h]=c[h][g]-j[h]}p=a.transpose(p);for(var g=0;g<d;g++){q[g]=[];for(h=0;h<d;h++)q[g][h]=a.dot([p[g]],[p[h]])/(e-1)}l=a.jacobi(q),r=l[0],k=l[1],s=a.transpose(r);for(var g=0;g<k.length;g++)for(h=g;h<k.length;h++)k[g]<k[h]&&(i=k[g],k[g]=k[h],k[h]=i,m=s[g],s[g]=s[h],s[h]=m);o=a.transpose(p);for(var g=0;g<d;g++){n[g]=[];for(h=0;h<o.length;h++)n[g][h]=a.dot([s[g]],[o[h]])}return[c,k,s,n]}}),function(b){for(var c=0;c<b.length;c++)(function(b){a.fn[b]=function(c,d){var e=this;return d?(setTimeout(function(){d.call(e,a.fn[b].call(e,c))},15),this):typeof a[b](this,c)=="number"?a[b](this,c):a(a[b](this,c))}})(b[c])}("add divide multiply subtract dot pow exp log abs norm angle".split(" "))}(this.jStat,Math),function(a,b){function f(a,c,d,e){if(a>1||d>1||a<=0||d<=0)throw new Error("Proportions should be greater than 0 and less than 1");var f=(a*c+d*e)/(c+e),g=b.sqrt(f*(1-f)*(1/c+1/e));return(a-d)/g}var c=[].slice,d=a.utils.isNumber,e=a.utils.isArray;a.extend({zscore:function(){var e=c.call(arguments);return d(e[1])?(e[0]-e[1])/e[2]:(e[0]-a.mean(e[1]))/a.stdev(e[1],e[2])},ztest:function(){var f=c.call(arguments),g;return e(f[1])?(g=a.zscore(f[0],f[1],f[3]),f[2]===1?a.normal.cdf(-b.abs(g),0,1):a.normal.cdf(-b.abs(g),0,1)*2):f.length>2?(g=a.zscore(f[0],f[1],f[2]),f[3]===1?a.normal.cdf(-b.abs(g),0,1):a.normal.cdf(-b.abs(g),0,1)*2):(g=f[0],f[1]===1?a.normal.cdf(-b.abs(g),0,1):a.normal.cdf(-b.abs(g),0,1)*2)}}),a.extend(a.fn,{zscore:function(b,c){return(b-this.mean())/this.stdev(c)},ztest:function(d,e,f){var g=b.abs(this.zscore(d,f));return e===1?a.normal.cdf(-g,0,1):a.normal.cdf(-g,0,1)*2}}),a.extend({tscore:function(){var e=c.call(arguments);return e.length===4?(e[0]-e[1])/(e[2]/b.sqrt(e[3])):(e[0]-a.mean(e[1]))/(a.stdev(e[1],!0)/b.sqrt(e[1].length))},ttest:function(){var f=c.call(arguments),g;return f.length===5?(g=b.abs(a.tscore(f[0],f[1],f[2],f[3])),f[4]===1?a.studentt.cdf(-g,f[3]-1):a.studentt.cdf(-g,f[3]-1)*2):d(f[1])?(g=b.abs(f[0]),f[2]==1?a.studentt.cdf(-g,f[1]-1):a.studentt.cdf(-g,f[1]-1)*2):(g=b.abs(a.tscore(f[0],f[1])),f[2]==1?a.studentt.cdf(-g,f[1].length-1):a.studentt.cdf(-g,f[1].length-1)*2)}}),a.extend(a.fn,{tscore:function(c){return(c-this.mean())/(this.stdev(!0)/b.sqrt(this.cols()))},ttest:function(d,e){return e===1?1-a.studentt.cdf(b.abs(this.tscore(d)),this.cols()-1):a.studentt.cdf(-b.abs(this.tscore(d)),this.cols()-1)*2}}),a.extend({anovafscore:function(){var e=c.call(arguments),f,g,h,i,j,k,l,m;if(e.length===1){j=new Array(e[0].length);for(var l=0;l<e[0].length;l++)j[l]=e[0][l];e=j}if(e.length===2)return a.variance(e[0])/a.variance(e[1]);g=new Array;for(var l=0;l<e.length;l++)g=g.concat(e[l]);h=a.mean(g),f=0;for(var l=0;l<e.length;l++)f+=e[l].length*b.pow(a.mean(e[l])-h,2);f/=e.length-1,k=0;for(var l=0;l<e.length;l++){i=a.mean(e[l]);for(m=0;m<e[l].length;m++)k+=b.pow(e[l][m]-i,2)}return k/=g.length-e.length,f/k},anovaftest:function(){var e=c.call(arguments),f,g,h,i;if(d(e[0]))return 1-a.centralF.cdf(e[0],e[1],e[2]);anovafscore=a.anovafscore(e),f=e.length-1,h=0;for(var i=0;i<e.length;i++)h+=e[i].length;return g=h-f-1,1-a.centralF.cdf(anovafscore,f,g)},ftest:function(c,d,e){return 1-a.centralF.cdf(c,d,e)}}),a.extend(a.fn,{anovafscore:function(){return a.anovafscore(this.toArray())},anovaftes:function(){var c=0,d;for(var d=0;d<this.length;d++)c+=this[d].length;return a.ftest(this.anovafscore(),this.length-1,c-this.length)}}),a.extend({qscore:function(){var f=c.call(arguments),g,h,i,j,k;return d(f[0])?(g=f[0],h=f[1],i=f[2],j=f[3],k=f[4]):(g=a.mean(f[0]),h=a.mean(f[1]),i=f[0].length,j=f[1].length,k=f[2]),b.abs(g-h)/(k*b.sqrt((1/i+1/j)/2))},qtest:function(){var d=c.call(arguments),e;d.length===3?(e=d[0],d=d.slice(1)):d.length===7?(e=a.qscore(d[0],d[1],d[2],d[3],d[4]),d=d.slice(5)):(e=a.qscore(d[0],d[1],d[2]),d=d.slice(3));var f=d[0],g=d[1];return 1-a.tukey.cdf(e,g,f-g)},tukeyhsd:function(c){var d=a.pooledstdev(c),e=c.map(function(b){return a.mean(b)}),f=c.reduce(function(a,b){return a+b.length},0),g=[];for(var h=0;h<c.length;++h)for(var i=h+1;i<c.length;++i){var j=a.qtest(e[h],e[i],c[h].length,c[i].length,d,f,c.length);g.push([[h,i],j])}return g}}),a.extend({normalci:function(){var e=c.call(arguments),f=new Array(2),g;return e.length===4?g=b.abs(a.normal.inv(e[1]/2,0,1)*e[2]/b.sqrt(e[3])):g=b.abs(a.normal.inv(e[1]/2,0,1)*a.stdev(e[2])/b.sqrt(e[2].length)),f[0]=e[0]-g,f[1]=e[0]+g,f},tci:function(){var e=c.call(arguments),f=new Array(2),g;return e.length===4?g=b.abs(a.studentt.inv(e[1]/2,e[3]-1)*e[2]/b.sqrt(e[3])):g=b.abs(a.studentt.inv(e[1]/2,e[2].length-1)*a.stdev(e[2],!0)/b.sqrt(e[2].length)),f[0]=e[0]-g,f[1]=e[0]+g,f},significant:function(b,c){return b<c}}),a.extend(a.fn,{normalci:function(c,d){return a.normalci(c,d,this.toArray())},tci:function(c,d){return a.tci(c,d,this.toArray())}}),a.extend(a.fn,{oneSidedDifferenceOfProportions:function(c,d,e,g){var h=f(c,d,e,g);return a.ztest(h,1)},twoSidedDifferenceOfProportions:function(c,d,e,g){var h=f(c,d,e,g);return a.ztest(h,2)}})}(this.jStat,Math),this.jStat.models=function(){function a(a,c){return b(a,c)}function a(a){var c=a[0].length,d=jStat.arange(c).map(function(d){var e=jStat.arange(c).filter(function(a){return a!==d});return b(jStat.col(a,d).map(function(a){return a[0]}),jStat.col(a,e))});return d}function b(a,b){var c=a.length,d=b[0].length-1,e=c-d-1,f=jStat.lstsq(b,a),g=jStat.multiply(b,f.map(function(a){return[a]})).map(function(a){return a[0]}),h=jStat.subtract(a,g),i=jStat.mean(a),j=jStat.sum(g.map(function(a){return Math.pow(a-i,2)})),k=jStat.sum(a.map(function(a,b){return Math.pow(a-g[b],2)})),l=j+k,m=j/l;return{exog:b,endog:a,nobs:c,df_model:d,df_resid:e,coef:f,predict:g,resid:h,ybar:i,SST:l,SSE:j,SSR:k,R2:m}}function c(b){var c=a(b.exog),d=Math.sqrt(b.SSR/b.df_resid),e=c.map(function(a){var b=a.SST,c=a.R2;return d/Math.sqrt(b*(1-c))}),f=b.coef.map(function(a,b){return(a-0)/e[b]}),g=f.map(function(a){var c=jStat.studentt.cdf(a,b.df_resid);return(c>.5?1-c:c)*2}),h=jStat.studentt.inv(.975,b.df_resid),i=b.coef.map(function(a,b){var c=h*e[b];return[a-c,a+c]});return{se:e,t:f,p:g,sigmaHat:d,interval95:i}}function d(a){var b=a.R2/a.df_model/((1-a.R2)/a.df_resid),c=function(a,b,c){return jStat.beta.cdf(a/(c/b+a),b/2,c/2)},d=1-c(b,a.df_model,a.df_resid);return{F_statistic:b,pvalue:d}}function e(a,e){var f=b(a,e),g=c(f),h=d(f),i=1-(1-f.rsquared)*((f.nobs-1)/f.df_resid);return f.t=g,f.f=h,f.adjust_R2=i,f}return{ols:e}}(); |
| { | ||
| "name" : "jstat", | ||
| "version" : "1.6.1", | ||
| "version" : "1.6.2", | ||
| "description" : "Statistical Library for JavaScript", | ||
@@ -5,0 +5,0 @@ "homepage" : "http://github.com/jstat/jstat", |
@@ -248,8 +248,8 @@ (function(jStat, Math) { | ||
| jStat.meandev = function meandev(arr) { | ||
| var devSum = 0; | ||
| var mean = jStat.mean(arr); | ||
| var i; | ||
| for (var i = arr.length - 1; i >= 0; i--) | ||
| devSum += Math.abs(arr[i] - mean); | ||
| return devSum / arr.length; | ||
| var med = jStat.median(arr); | ||
| var a = []; | ||
| for (var i = arr.length - 1; i >= 0; i--) { | ||
| a.push(Math.abs(arr[i] - med)); | ||
| } | ||
| return jStat.median(a); | ||
| }; | ||
@@ -256,0 +256,0 @@ |
@@ -13,3 +13,3 @@ var vows = require('vows'); | ||
| 'return basic meandev': function(jStat) { | ||
| assert.equal(jStat.meandev([1, 2, 3, 4]), 1); | ||
| assert.equal(jStat.meandev([4, 5, 7, 22, 90, 1, 4, 5]), 1.5); | ||
| }, | ||
@@ -16,0 +16,0 @@ 'meandev from instance': function(jStat) { |
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Worsened metrics
- Total package byte prevSize
660941
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