add notebook deps, exclude for lsp
This commit is contained in:
Anton Nesterov
parent
690e24271e
commit
6fcc97ef01
5
deno.json
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5
deno.json
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@ -2,5 +2,8 @@
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"tasks": {
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"tasks": {
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},
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},
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"imports": {
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"imports": {
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}
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},
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"exclude": [
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"notebooks/"
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]
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}
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}
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338
notebooks/data_analytics_js.ipynb
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338
notebooks/data_analytics_js.ipynb
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File diff suppressed because one or more lines are too long
6
package.json
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6
package.json
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@ -9,6 +9,10 @@
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"typescript": "^5.0.0"
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"typescript": "^5.0.0"
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},
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},
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"dependencies": {
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"dependencies": {
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"nodejs-polars": "^0.15.0"
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"@observablehq/plot": "^0.6.16",
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"linkedom": "^0.18.5",
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"nodejs-polars": "^0.15.0",
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"vega": "^5.30.0",
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"vega-lite": "^5.21.0"
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}
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}
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}
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}
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306
shapiro.ts
306
shapiro.ts
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@ -1,306 +0,0 @@
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/*
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* Ported from http://svn.r-project.org/R/trunk/src/nmath/qnorm.c
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*
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* Mathlib : A C Library of Special Functions
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* Copyright (C) 1998 Ross Ihaka
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* Copyright (C) 2000--2005 The R Core Team
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* based on AS 111 (C) 1977 Royal Statistical Society
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* and on AS 241 (C) 1988 Royal Statistical Society
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 2 of the License, or
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* (at your option) any later version.
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*
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* This program is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, a copy is available at
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* http://www.r-project.org/Licenses/
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*/
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// The inverse of cdf.
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function normalQuantile(p, mu, sigma) {
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var p, q, r, val;
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if (sigma < 0) {
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return -1;
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}
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if (sigma == 0) {
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return mu;
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}
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q = p - 0.5;
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if (0.075 <= p && p <= 0.925) {
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r = 0.180625 - q * q;
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val = q *
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(((((((r * 2509.0809287301226727 + 33430.575583588128105) * r +
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67265.770927008700853) * r +
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45921.953931549871457) * r + 13731.693765509461125) *
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r + 1971.5909503065514427) * r + 133.14166789178437745) * r +
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3.387132872796366608) /
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(((((((r * 5226.495278852854561 + 28729.085735721942674) * r +
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39307.89580009271061) * r +
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21213.794301586595867) * r + 5394.1960214247511077) *
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r + 687.1870074920579083) * r + 42.313330701600911252) * r +
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1);
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} else {
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/* closer than 0.075 from {0,1} boundary */
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/* r = min(p, 1-p) < 0.075 */
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if (q > 0) {
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r = 1 - p;
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} else {
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r = p; /* = R_DT_Iv(p) ^= p */
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}
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r = Math.sqrt(
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-Math.log(r),
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); /* r = sqrt(-log(r)) <==> min(p, 1-p) = exp( - r^2 ) */
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if (r <= 5.) {
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/* <==> min(p,1-p) >= exp(-25) ~= 1.3888e-11 */
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r += -1.6;
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val =
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(((((((r * 7.7454501427834140764e-4 + 0.0227238449892691845833) * r +
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.24178072517745061177) * r +
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1.27045825245236838258) * r +
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3.64784832476320460504) * r + 5.7694972214606914055) * r +
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4.6303378461565452959) * r + 1.42343711074968357734) /
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(((((((r * 1.05075007164441684324e-9 + 5.475938084995344946e-4) * r +
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.0151986665636164571966) * r +
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0.14810397642748007459) * r +
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0.68976733498510000455) * r + 1.6763848301838038494) * r +
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2.05319162663775882187) * r + 1);
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} else {
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/* very close to 0 or 1 */
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r += -5.;
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val =
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(((((((r * 2.01033439929228813265e-7 + 2.71155556874348757815e-5) * r +
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0.0012426609473880784386) * r +
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0.026532189526576123093) * r +
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.29656057182850489123) * r + 1.7848265399172913358) * r +
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5.4637849111641143699) * r +
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6.6579046435011037772) /
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(((((((r * 2.04426310338993978564e-15 + 1.4215117583164458887e-7) * r +
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1.8463183175100546818e-5) * r +
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7.868691311456132591e-4) * r +
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.0148753612908506148525) * r +
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.13692988092273580531) * r + .59983220655588793769) * r + 1.);
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}
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if (q < 0.0) {
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val = -val;
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}
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/* return (q >= 0.)? r : -r ;*/
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}
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return mu + sigma * val;
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}
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/*
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* Ported from http://svn.r-project.org/R/trunk/src/library/stats/src/swilk.c
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*
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* R : A Computer Language for Statistical Data Analysis
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* Copyright (C) 2000-12 The R Core Team.
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*
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* Based on Applied Statistics algorithms AS181, R94
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* (C) Royal Statistical Society 1982, 1995
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 2 of the License, or
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* (at your option) any later version.
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*
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* This program is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, a copy is available at
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* http://www.r-project.org/Licenses/
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*/
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function sign(x) {
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if (x == 0) {
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return 0;
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}
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return x > 0 ? 1 : -1;
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}
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export function ShapiroWilkW(x) {
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function poly(cc, nord, x) {
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/* Algorithm AS 181.2 Appl. Statist. (1982) Vol. 31, No. 2
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Calculates the algebraic polynomial of order nord-1 with array of coefficients cc.
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Zero order coefficient is cc(1) = cc[0] */
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var p;
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var ret_val;
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ret_val = cc[0];
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if (nord > 1) {
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p = x * cc[nord - 1];
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for (j = nord - 2; j > 0; j--) {
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p = (p + cc[j]) * x;
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}
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ret_val += p;
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}
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return ret_val;
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}
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x = x.sort(function (a, b) {
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return a - b;
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});
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var n = x.length;
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if (n < 3) {
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return undefined;
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}
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var nn2 = Math.floor(n / 2);
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var a = new Array(Math.floor(nn2) + 1); /* 1-based */
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/* ALGORITHM AS R94 APPL. STATIST. (1995) vol.44, no.4, 547-551.
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Calculates the Shapiro-Wilk W test and its significance level
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*/
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var small = 1e-19;
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/* polynomial coefficients */
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var g = [-2.273, 0.459];
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var c1 = [0, 0.221157, -0.147981, -2.07119, 4.434685, -2.706056];
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var c2 = [0, 0.042981, -0.293762, -1.752461, 5.682633, -3.582633];
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var c3 = [0.544, -0.39978, 0.025054, -6.714e-4];
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var c4 = [1.3822, -0.77857, 0.062767, -0.0020322];
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var c5 = [-1.5861, -0.31082, -0.083751, 0.0038915];
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var c6 = [-0.4803, -0.082676, 0.0030302];
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/* Local variables */
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var i, j, i1;
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var ssassx, summ2, ssumm2, gamma, range;
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var a1, a2, an, m, s, sa, xi, sx, xx, y, w1;
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var fac, asa, an25, ssa, sax, rsn, ssx, xsx;
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var pw = 1;
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an = n;
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if (n == 3) {
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a[1] = 0.70710678; /* = sqrt(1/2) */
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} else {
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an25 = an + 0.25;
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summ2 = 0.0;
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for (i = 1; i <= nn2; i++) {
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a[i] = normalQuantile((i - 0.375) / an25, 0, 1); // p(X <= x),
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var r__1 = a[i];
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summ2 += r__1 * r__1;
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}
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summ2 *= 2;
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ssumm2 = Math.sqrt(summ2);
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rsn = 1 / Math.sqrt(an);
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a1 = poly(c1, 6, rsn) - a[1] / ssumm2;
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/* Normalize a[] */
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if (n > 5) {
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i1 = 3;
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a2 = -a[2] / ssumm2 + poly(c2, 6, rsn);
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fac = Math.sqrt(
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(summ2 - 2 * (a[1] * a[1]) - 2 * (a[2] * a[2])) /
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(1 - 2 * (a1 * a1) - 2 * (a2 * a2)),
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);
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a[2] = a2;
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} else {
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i1 = 2;
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fac = Math.sqrt((summ2 - 2 * (a[1] * a[1])) / (1 - 2 * (a1 * a1)));
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}
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a[1] = a1;
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for (i = i1; i <= nn2; i++) {
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a[i] /= -fac;
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}
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}
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/* Check for zero range */
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range = x[n - 1] - x[0];
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if (range < small) {
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console.log("range is too small!");
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return undefined;
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}
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/* Check for correct sort order on range - scaled X */
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xx = x[0] / range;
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sx = xx;
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sa = -a[1];
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for (i = 1, j = n - 1; i < n; j--) {
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xi = x[i] / range;
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if (xx - xi > small) {
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console.log("xx - xi is too big.", xx - xi);
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return undefined;
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}
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sx += xi;
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i++;
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if (i != j) {
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sa += sign(i - j) * a[Math.min(i, j)];
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}
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xx = xi;
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}
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if (n > 5000) {
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console.log("n is too big!");
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return undefined;
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}
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/* Calculate W statistic as squared correlation
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between data and coefficients */
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sa /= n;
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sx /= n;
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ssa = ssx = sax = 0.;
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for (i = 0, j = n - 1; i < n; i++, j--) {
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if (i != j) {
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asa = sign(i - j) * a[1 + Math.min(i, j)] - sa;
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} else {
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asa = -sa;
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}
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xsx = x[i] / range - sx;
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ssa += asa * asa;
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ssx += xsx * xsx;
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sax += asa * xsx;
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}
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/* W1 equals (1-W) calculated to avoid excessive rounding error
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for W very near 1 (a potential problem in very large samples) */
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ssassx = Math.sqrt(ssa * ssx);
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w1 = (ssassx - sax) * (ssassx + sax) / (ssa * ssx);
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var w = 1 - w1;
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/* Calculate significance level for W */
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if (n == 3) {
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/* exact P value : */
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var pi6 = 1.90985931710274; /* = 6/pi */
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var stqr = 1.04719755119660; /* = asin(sqrt(3/4)) */
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pw = pi6 * (Math.asin(Math.sqrt(w)) - stqr);
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if (pw < 0.) {
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pw = 0;
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}
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return w;
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}
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y = Math.log(w1);
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xx = Math.log(an);
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if (n <= 11) {
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gamma = poly(g, 2, an);
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if (y >= gamma) {
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pw = 1e-99; /* an "obvious" value, was 'small' which was 1e-19f */
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return w;
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}
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y = -Math.log(gamma - y);
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m = poly(c3, 4, an);
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s = Math.exp(poly(c4, 4, an));
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} else {
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/* n >= 12 */
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m = poly(c5, 4, xx);
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s = Math.exp(poly(c6, 3, xx));
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}
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return w;
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}
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