/* * The MIT License (MIT) * * Copyright (c) 2015 ml.js * * Permission is hereby granted, free of charge, to any person obtaining a copy * of this software and associated documentation files (the "Software"), to deal * in the Software without restriction, including without limitation the rights * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell * copies of the Software, and to permit persons to whom the Software is * furnished to do so, subject to the following conditions: * * The above copyright notice and this permission notice shall be included in all * copies or substantial portions of the Software. * * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE * SOFTWARE.
*/ 'use strict';
// ml-stat array.js const MLStatArray = {};
{ function compareNumbers(a, b) { return a - b;
}
/** * Computes the sum of the given values * @param {Array} values * @returns {number}
*/
MLStatArray.sum = function sum(values) { var sum = 0; for (var i = 0; i < values.length; i++) {
sum += values[i];
} return sum;
};
/** * Computes the maximum of the given values * @param {Array} values * @returns {number}
*/
MLStatArray.max = function max(values) { var max = values[0]; var l = values.length; for (var i = 1; i < l; i++) { if (values[i] > max) max = values[i];
} return max;
};
/** * Computes the minimum of the given values * @param {Array} values * @returns {number}
*/
MLStatArray.min = function min(values) { var min = values[0]; var l = values.length; for (var i = 1; i < l; i++) { if (values[i] < min) min = values[i];
} return min;
};
/** * Computes the min and max of the given values * @param {Array} values * @returns {{min: number, max: number}}
*/
MLStatArray.minMax = function minMax(values) { var min = values[0]; var max = values[0]; var l = values.length; for (var i = 1; i < l; i++) { if (values[i] < min) min = values[i]; if (values[i] > max) max = values[i];
} return {
min: min,
max: max
};
};
/** * Computes the arithmetic mean of the given values * @param {Array} values * @returns {number}
*/
MLStatArray.arithmeticMean = function arithmeticMean(values) { var sum = 0; var l = values.length; for (var i = 0; i < l; i++) {
sum += values[i];
} return sum / l;
};
/** * Computes the geometric mean of the given values * @param {Array} values * @returns {number}
*/
MLStatArray.geometricMean = function geometricMean(values) { var mul = 1; var l = values.length; for (var i = 0; i < l; i++) {
mul *= values[i];
} return Math.pow(mul, 1 / l);
};
/** * Computes the mean of the log of the given values * If the return value is exponentiated, it gives the same result as the * geometric mean. * @param {Array} values * @returns {number}
*/
MLStatArray.logMean = function logMean(values) { var lnsum = 0; var l = values.length; for (var i = 0; i < l; i++) {
lnsum += Math.log(values[i]);
} return lnsum / l;
};
/** * Computes the weighted grand mean for a list of means and sample sizes * @param {Array} means - Mean values for each set of samples * @param {Array} samples - Number of original values for each set of samples * @returns {number}
*/
MLStatArray.grandMean = function grandMean(means, samples) { var sum = 0; var n = 0; var l = means.length; for (var i = 0; i < l; i++) {
sum += samples[i] * means[i];
n += samples[i];
} return sum / n;
};
/** * Computes the truncated mean of the given values using a given percentage * @param {Array} values * @param {number} percent - The percentage of values to keep (range: [0,1]) * @param {boolean} [alreadySorted=false] * @returns {number}
*/
MLStatArray.truncatedMean = function truncatedMean(values, percent, alreadySorted) { if (alreadySorted === undefined) alreadySorted = false; if (!alreadySorted) {
values = [].concat(values).sort(compareNumbers);
} var l = values.length; var k = Math.floor(l * percent); var sum = 0; for (var i = k; i < (l - k); i++) {
sum += values[i];
} return sum / (l - 2 * k);
};
/** * Computes the harmonic mean of the given values * @param {Array} values * @returns {number}
*/
MLStatArray.harmonicMean = function harmonicMean(values) { var sum = 0; var l = values.length; for (var i = 0; i < l; i++) { if (values[i] === 0) { thrownew RangeError('value at index ' + i + 'is zero');
}
sum += 1 / values[i];
} return l / sum;
};
/** * Computes the contraharmonic mean of the given values * @param {Array} values * @returns {number}
*/
MLStatArray.contraHarmonicMean = function contraHarmonicMean(values) { var r1 = 0; var r2 = 0; var l = values.length; for (var i = 0; i < l; i++) {
r1 += values[i] * values[i];
r2 += values[i];
} if (r2 < 0) { thrownew RangeError('sum of values is negative');
} return r1 / r2;
};
/** * Computes the median of the given values * @param {Array} values * @param {boolean} [alreadySorted=false] * @returns {number}
*/
MLStatArray.median = function median(values, alreadySorted) { if (alreadySorted === undefined) alreadySorted = false; if (!alreadySorted) {
values = [].concat(values).sort(compareNumbers);
} var l = values.length; var half = Math.floor(l / 2); if (l % 2 === 0) { return (values[half - 1] + values[half]) * 0.5;
} else { return values[half];
}
};
/** * Computes the variance of the given values * @param {Array} values * @param {boolean} [unbiased=true] - if true, divide by (n-1); if false, divide by n. * @returns {number}
*/
MLStatArray.variance = function variance(values, unbiased) { if (unbiased === undefined) unbiased = true; var theMean = MLStatArray.mean(values); var theVariance = 0; var l = values.length;
for (var i = 0; i < l; i++) { var x = values[i] - theMean;
theVariance += x * x;
}
/** * Computes the standard deviation of the given values * @param {Array} values * @param {boolean} [unbiased=true] - if true, divide by (n-1); if false, divide by n. * @returns {number}
*/
MLStatArray.standardDeviation = function standardDeviation(values, unbiased) { return Math.sqrt(MLStatArray.variance(values, unbiased));
};
MLStatArray.standardError = function standardError(values) { return MLStatArray.standardDeviation(values) / Math.sqrt(values.length);
};
/** * IEEE Transactions on biomedical engineering, vol. 52, no. 1, january 2005, p. 76- * Calculate the standard deviation via the Median of the absolute deviation * The formula for the standard deviation only holds for Gaussian random variables. * @returns {{mean: number, stdev: number}}
*/
MLStatArray.robustMeanAndStdev = function robustMeanAndStdev(y) { var mean = 0, stdev = 0; var length = y.length, i = 0; for (i = 0; i < length; i++) {
mean += y[i];
}
mean /= length; var averageDeviations = new Array(length); for (i = 0; i < length; i++)
averageDeviations[i] = Math.abs(y[i] - mean);
averageDeviations.sort(compareNumbers); if (length % 2 === 1) {
stdev = averageDeviations[(length - 1) / 2] / 0.6745;
} else {
stdev = 0.5 * (averageDeviations[length / 2] + averageDeviations[length / 2 - 1]) / 0.6745;
}
return {
mean: mean,
stdev: stdev
};
};
MLStatArray.quartiles = function quartiles(values, alreadySorted) { if (typeof (alreadySorted) === 'undefined') alreadySorted = false; if (!alreadySorted) {
values = [].concat(values).sort(compareNumbers);
}
var quart = values.length / 4; var q1 = values[Math.ceil(quart) - 1]; var q2 = MLStatArray.median(values, true); var q3 = values[Math.ceil(quart * 3) - 1];
return {q1: q1, q2: q2, q3: q3};
};
MLStatArray.pooledStandardDeviation = function pooledStandardDeviation(samples, unbiased) { return Math.sqrt(MLStatArray.pooledVariance(samples, unbiased));
};
MLStatArray.pooledVariance = function pooledVariance(samples, unbiased) { if (typeof (unbiased) === 'undefined') unbiased = true; var sum = 0; var length = 0, l = samples.length; for (var i = 0; i < l; i++) { var values = samples[i]; var vari = MLStatArray.variance(values);
sum += (values.length - 1) * vari;
if (unbiased)
length += values.length - 1; else
length += values.length;
} return sum / length;
};
MLStatArray.mode = function mode(values) { var l = values.length,
itemCount = new Array(l),
i; for (i = 0; i < l; i++) {
itemCount[i] = 0;
} var itemArray = new Array(l); var count = 0;
for (i = 0; i < l; i++) { var index = itemArray.indexOf(values[i]); if (index >= 0)
itemCount[index]++; else {
itemArray[count] = values[i];
itemCount[count] = 1;
count++;
}
}
var maxValue = 0, maxIndex = 0; for (i = 0; i < count; i++) { if (itemCount[i] > maxValue) {
maxValue = itemCount[i];
maxIndex = i;
}
}
return itemArray[maxIndex];
};
MLStatArray.covariance = function covariance(vector1, vector2, unbiased) { if (typeof (unbiased) === 'undefined') unbiased = true; var mean1 = MLStatArray.mean(vector1); var mean2 = MLStatArray.mean(vector2);
if (vector1.length !== vector2.length) throw'Vectors do not have the same dimensions';
var cov = 0, l = vector1.length; for (var i = 0; i < l; i++) { var x = vector1[i] - mean1; var y = vector2[i] - mean2;
cov += x * y;
}
MLStatArray.skewness = function skewness(values, unbiased) { if (typeof (unbiased) === 'undefined') unbiased = true; var theMean = MLStatArray.mean(values);
var s2 = 0, s3 = 0, l = values.length; for (var i = 0; i < l; i++) { var dev = values[i] - theMean;
s2 += dev * dev;
s3 += dev * dev * dev;
} var m2 = s2 / l; var m3 = s3 / l;
var g = m3 / (Math.pow(m2, 3 / 2.0)); if (unbiased) { var a = Math.sqrt(l * (l - 1)); var b = l - 2; return (a / b) * g;
} else { return g;
}
};
MLStatArray.kurtosis = function kurtosis(values, unbiased) { if (typeof (unbiased) === 'undefined') unbiased = true; var theMean = MLStatArray.mean(values); var n = values.length, s2 = 0, s4 = 0;
for (var i = 0; i < n; i++) { var dev = values[i] - theMean;
s2 += dev * dev;
s4 += dev * dev * dev * dev;
} var m2 = s2 / n; var m4 = s4 / n;
if (unbiased) { var v = s2 / (n - 1); var a = (n * (n + 1)) / ((n - 1) * (n - 2) * (n - 3)); var b = s4 / (v * v); var c = ((n - 1) * (n - 1)) / ((n - 2) * (n - 3));
MLStatArray.entropy = function entropy(values, eps) { if (typeof (eps) === 'undefined') eps = 0; var sum = 0, l = values.length; for (var i = 0; i < l; i++)
sum += values[i] * Math.log(values[i] + eps); return -sum;
};
MLStatArray.weightedMean = function weightedMean(values, weights) { var sum = 0, l = values.length; for (var i = 0; i < l; i++)
sum += values[i] * weights[i]; return sum;
};
MLStatArray.weightedStandardDeviation = function weightedStandardDeviation(values, weights) { return Math.sqrt(MLStatArray.weightedVariance(values, weights));
};
MLStatArray.weightedVariance = function weightedVariance(values, weights) { var theMean = MLStatArray.weightedMean(values, weights); var vari = 0, l = values.length; var a = 0, b = 0;
for (var i = 0; i < l; i++) { var z = values[i] - theMean; var w = weights[i];
vari += w * (z * z);
b += w;
a += w * w;
}
return vari * (b / (b * b - a));
};
MLStatArray.center = function center(values, inPlace) { if (typeof (inPlace) === 'undefined') inPlace = false;
var result = values; if (!inPlace)
result = [].concat(values);
var theMean = MLStatArray.mean(result), l = result.length; for (var i = 0; i < l; i++)
result[i] -= theMean;
};
MLStatArray.standardize = function standardize(values, standardDev, inPlace) { if (typeof (standardDev) === 'undefined') standardDev = MLStatArray.standardDeviation(values); if (typeof (inPlace) === 'undefined') inPlace = false; var l = values.length; var result = inPlace ? values : new Array(l); for (var i = 0; i < l; i++)
result[i] = values[i] / standardDev; return result;
};
MLStatArray.cumulativeSum = function cumulativeSum(array) { var l = array.length; var result = new Array(l);
result[0] = array[0]; for (var i = 1; i < l; i++)
result[i] = result[i - 1] + array[i]; return result;
};
}
MLStatMatrix.max = function max(matrix) { var max = -Infinity; for (var i = 0; i < matrix.length; i++) { for (var j = 0; j < matrix[i].length; j++) { if (matrix[i][j] > max) max = matrix[i][j];
}
} return max;
};
MLStatMatrix.min = function min(matrix) { var min = Infinity; for (var i = 0; i < matrix.length; i++) { for (var j = 0; j < matrix[i].length; j++) { if (matrix[i][j] < min) min = matrix[i][j];
}
} return min;
};
MLStatMatrix.minMax = function minMax(matrix) { var min = Infinity; var max = -Infinity; for (var i = 0; i < matrix.length; i++) { for (var j = 0; j < matrix[i].length; j++) { if (matrix[i][j] < min) min = matrix[i][j]; if (matrix[i][j] > max) max = matrix[i][j];
}
} return {
min:min,
max:max
};
};
MLStatMatrix.entropy = function entropy(matrix, eps) { if (typeof (eps) === 'undefined') {
eps = 0;
} var sum = 0,
l1 = matrix.length,
l2 = matrix[0].length; for (var i = 0; i < l1; i++) { for (var j = 0; j < l2; j++) {
sum += matrix[i][j] * Math.log(matrix[i][j] + eps);
}
} return -sum;
};
MLStatMatrix.mean = function mean(matrix, dimension) { if (typeof (dimension) === 'undefined') {
dimension = 0;
} var rows = matrix.length,
cols = matrix[0].length,
theMean, N, i, j;
if (dimension === -1) {
theMean = [0];
N = rows * cols; for (i = 0; i < rows; i++) { for (j = 0; j < cols; j++) {
theMean[0] += matrix[i][j];
}
}
theMean[0] /= N;
} elseif (dimension === 0) {
theMean = new Array(cols);
N = rows; for (j = 0; j < cols; j++) {
theMean[j] = 0; for (i = 0; i < rows; i++) {
theMean[j] += matrix[i][j];
}
theMean[j] /= N;
}
} elseif (dimension === 1) {
theMean = new Array(rows);
N = cols; for (j = 0; j < rows; j++) {
theMean[j] = 0; for (i = 0; i < cols; i++) {
theMean[j] += matrix[j][i];
}
theMean[j] /= N;
}
} else { thrownew Error('Invalid dimension');
} return theMean;
};
MLStatMatrix.sum = function sum(matrix, dimension) { if (typeof (dimension) === 'undefined') {
dimension = 0;
} var rows = matrix.length,
cols = matrix[0].length,
theSum, i, j;
if (dimension === -1) {
theSum = [0]; for (i = 0; i < rows; i++) { for (j = 0; j < cols; j++) {
theSum[0] += matrix[i][j];
}
}
} elseif (dimension === 0) {
theSum = new Array(cols); for (j = 0; j < cols; j++) {
theSum[j] = 0; for (i = 0; i < rows; i++) {
theSum[j] += matrix[i][j];
}
}
} elseif (dimension === 1) {
theSum = new Array(rows); for (j = 0; j < rows; j++) {
theSum[j] = 0; for (i = 0; i < cols; i++) {
theSum[j] += matrix[j][i];
}
}
} else { thrownew Error('Invalid dimension');
} return theSum;
};
MLStatMatrix.product = function product(matrix, dimension) { if (typeof (dimension) === 'undefined') {
dimension = 0;
} var rows = matrix.length,
cols = matrix[0].length,
theProduct, i, j;
if (dimension === -1) {
theProduct = [1]; for (i = 0; i < rows; i++) { for (j = 0; j < cols; j++) {
theProduct[0] *= matrix[i][j];
}
}
} elseif (dimension === 0) {
theProduct = new Array(cols); for (j = 0; j < cols; j++) {
theProduct[j] = 1; for (i = 0; i < rows; i++) {
theProduct[j] *= matrix[i][j];
}
}
} elseif (dimension === 1) {
theProduct = new Array(rows); for (j = 0; j < rows; j++) {
theProduct[j] = 1; for (i = 0; i < cols; i++) {
theProduct[j] *= matrix[j][i];
}
}
} else { thrownew Error('Invalid dimension');
} return theProduct;
};
MLStatMatrix.standardDeviation = function standardDeviation(matrix, means, unbiased) { var vari = MLStatMatrix.variance(matrix, means, unbiased), l = vari.length; for (var i = 0; i < l; i++) {
vari[i] = Math.sqrt(vari[i]);
} return vari;
};
MLStatMatrix.variance = function variance(matrix, means, unbiased) { if (typeof (unbiased) === 'undefined') {
unbiased = true;
}
means = means || MLStatMatrix.mean(matrix); var rows = matrix.length; if (rows === 0) return []; var cols = matrix[0].length; var vari = new Array(cols);
for (var j = 0; j < cols; j++) { var sum1 = 0, sum2 = 0, x = 0; for (var i = 0; i < rows; i++) {
x = matrix[i][j] - means[j];
sum1 += x;
sum2 += x * x;
} if (unbiased) {
vari[j] = (sum2 - ((sum1 * sum1) / rows)) / (rows - 1);
} else {
vari[j] = (sum2 - ((sum1 * sum1) / rows)) / rows;
}
} return vari;
};
MLStatMatrix.median = function median(matrix) { var rows = matrix.length, cols = matrix[0].length; var medians = new Array(cols);
for (var i = 0; i < cols; i++) { var data = new Array(rows); for (var j = 0; j < rows; j++) {
data[j] = matrix[j][i];
}
data.sort(compareNumbers); var N = data.length; if (N % 2 === 0) {
medians[i] = (data[N / 2] + data[(N / 2) - 1]) * 0.5;
} else {
medians[i] = data[Math.floor(N / 2)];
}
} return medians;
};
MLStatMatrix.mode = function mode(matrix) { var rows = matrix.length,
cols = matrix[0].length,
modes = new Array(cols),
i, j; for (i = 0; i < cols; i++) { var itemCount = new Array(rows); for (var k = 0; k < rows; k++) {
itemCount[k] = 0;
} var itemArray = new Array(rows); var count = 0;
for (j = 0; j < rows; j++) { var index = itemArray.indexOf(matrix[j][i]); if (index >= 0) {
itemCount[index]++;
} else {
itemArray[count] = matrix[j][i];
itemCount[count] = 1;
count++;
}
}
var maxValue = 0, maxIndex = 0; for (j = 0; j < count; j++) { if (itemCount[j] > maxValue) {
maxValue = itemCount[j];
maxIndex = j;
}
}
MLStatMatrix.skewness = function skewness(matrix, unbiased) { if (typeof (unbiased) === 'undefined') unbiased = true; var means = MLStatMatrix.mean(matrix); var n = matrix.length, l = means.length; var skew = new Array(l);
for (var j = 0; j < l; j++) { var s2 = 0, s3 = 0; for (var i = 0; i < n; i++) { var dev = matrix[i][j] - means[j];
s2 += dev * dev;
s3 += dev * dev * dev;
}
var m2 = s2 / n; var m3 = s3 / n; var g = m3 / Math.pow(m2, 3 / 2);
if (unbiased) { var a = Math.sqrt(n * (n - 1)); var b = n - 2;
skew[j] = (a / b) * g;
} else {
skew[j] = g;
}
} return skew;
};
MLStatMatrix.kurtosis = function kurtosis(matrix, unbiased) { if (typeof (unbiased) === 'undefined') unbiased = true; var means = MLStatMatrix.mean(matrix); var n = matrix.length, m = matrix[0].length; var kurt = new Array(m);
for (var j = 0; j < m; j++) { var s2 = 0, s4 = 0; for (var i = 0; i < n; i++) { var dev = matrix[i][j] - means[j];
s2 += dev * dev;
s4 += dev * dev * dev * dev;
} var m2 = s2 / n; var m4 = s4 / n;
if (unbiased) { var v = s2 / (n - 1); var a = (n * (n + 1)) / ((n - 1) * (n - 2) * (n - 3)); var b = s4 / (v * v); var c = ((n - 1) * (n - 1)) / ((n - 2) * (n - 3));
kurt[j] = a * b - 3 * c;
} else {
kurt[j] = m4 / (m2 * m2) - 3;
}
} return kurt;
};
MLStatMatrix.standardError = function standardError(matrix) { var samples = matrix.length; var standardDeviations = MLStatMatrix.standardDeviation(matrix); var l = standardDeviations.length; var standardErrors = new Array(l); var sqrtN = Math.sqrt(samples);
for (var i = 0; i < l; i++) {
standardErrors[i] = standardDeviations[i] / sqrtN;
} return standardErrors;
};
MLStatMatrix.scatter = function scatter(matrix, divisor, dimension) { if (typeof (dimension) === 'undefined') {
dimension = 0;
} if (typeof (divisor) === 'undefined') { if (dimension === 0) {
divisor = matrix.length - 1;
} elseif (dimension === 1) {
divisor = matrix[0].length - 1;
}
} var means = MLStatMatrix.mean(matrix, dimension); var rows = matrix.length; if (rows === 0) { return [[]];
} var cols = matrix[0].length,
cov, i, j, s, k;
if (dimension === 0) {
cov = new Array(cols); for (i = 0; i < cols; i++) {
cov[i] = new Array(cols);
} for (i = 0; i < cols; i++) { for (j = i; j < cols; j++) {
s = 0; for (k = 0; k < rows; k++) {
s += (matrix[k][j] - means[j]) * (matrix[k][i] - means[i]);
}
s /= divisor;
cov[i][j] = s;
cov[j][i] = s;
}
}
} elseif (dimension === 1) {
cov = new Array(rows); for (i = 0; i < rows; i++) {
cov[i] = new Array(rows);
} for (i = 0; i < rows; i++) { for (j = i; j < rows; j++) {
s = 0; for (k = 0; k < cols; k++) {
s += (matrix[j][k] - means[j]) * (matrix[i][k] - means[i]);
}
s /= divisor;
cov[i][j] = s;
cov[j][i] = s;
}
}
} else { thrownew Error('Invalid dimension');
}
return cov;
};
MLStatMatrix.correlation = function correlation(matrix) { var means = MLStatMatrix.mean(matrix),
standardDeviations = MLStatMatrix.standardDeviation(matrix, true, means),
scores = MLStatMatrix.zScores(matrix, means, standardDeviations),
rows = matrix.length,
cols = matrix[0].length,
i, j;
var cor = new Array(cols); for (i = 0; i < cols; i++) {
cor[i] = new Array(cols);
} for (i = 0; i < cols; i++) { for (j = i; j < cols; j++) { var c = 0; for (var k = 0, l = scores.length; k < l; k++) {
c += scores[k][j] * scores[k][i];
}
c /= rows - 1;
cor[i][j] = c;
cor[j][i] = c;
}
} return cor;
};
MLStatMatrix.zScores = function zScores(matrix, means, standardDeviations) {
means = means || MLStatMatrix.mean(matrix); if (typeof (standardDeviations) === 'undefined') standardDeviations = MLStatMatrix.standardDeviation(matrix, true, means); return MLStatMatrix.standardize(MLStatMatrix.center(matrix, means, false), standardDeviations, true);
};
MLStatMatrix.center = function center(matrix, means, inPlace) {
means = means || MLStatMatrix.mean(matrix); var result = matrix,
l = matrix.length,
i, j, jj;
if (!inPlace) {
result = new Array(l); for (i = 0; i < l; i++) {
result[i] = new Array(matrix[i].length);
}
}
for (i = 0; i < l; i++) { var row = result[i]; for (j = 0, jj = row.length; j < jj; j++) {
row[j] = matrix[i][j] - means[j];
}
} return result;
};
MLStatMatrix.standardize = function standardize(matrix, standardDeviations, inPlace) { if (typeof (standardDeviations) === 'undefined') standardDeviations = MLStatMatrix.standardDeviation(matrix); var result = matrix,
l = matrix.length,
i, j, jj;
if (!inPlace) {
result = new Array(l); for (i = 0; i < l; i++) {
result[i] = new Array(matrix[i].length);
}
}
for (i = 0; i < l; i++) { var resultRow = result[i]; var sourceRow = matrix[i]; for (j = 0, jj = resultRow.length; j < jj; j++) { if (standardDeviations[j] !== 0 && !isNaN(standardDeviations[j])) {
resultRow[j] = sourceRow[j] / standardDeviations[j];
}
}
} return result;
};
MLStatMatrix.weightedVariance = function weightedVariance(matrix, weights) { var means = MLStatMatrix.mean(matrix); var rows = matrix.length; if (rows === 0) return []; var cols = matrix[0].length; var vari = new Array(cols);
for (var j = 0; j < cols; j++) { var sum = 0; var a = 0, b = 0;
for (var i = 0; i < rows; i++) { var z = matrix[i][j] - means[j]; var w = weights[i];
sum += w * (z * z);
b += w;
a += w * w;
}
vari[j] = sum * (b / (b * b - a));
}
return vari;
};
MLStatMatrix.weightedMean = function weightedMean(matrix, weights, dimension) { if (typeof (dimension) === 'undefined') {
dimension = 0;
} var rows = matrix.length; if (rows === 0) return []; var cols = matrix[0].length,
means, i, ii, j, w, row;
if (dimension === 0) {
means = new Array(cols); for (i = 0; i < cols; i++) {
means[i] = 0;
} for (i = 0; i < rows; i++) {
row = matrix[i];
w = weights[i]; for (j = 0; j < cols; j++) {
means[j] += row[j] * w;
}
}
} elseif (dimension === 1) {
means = new Array(rows); for (i = 0; i < rows; i++) {
means[i] = 0;
} for (j = 0; j < rows; j++) {
row = matrix[j];
w = weights[j]; for (i = 0; i < cols; i++) {
means[j] += row[i] * w;
}
}
} else { thrownew Error('Invalid dimension');
}
var weightSum = arrayStat.sum(weights); if (weightSum !== 0) { for (i = 0, ii = means.length; i < ii; i++) {
means[i] /= weightSum;
}
} return means;
};
MLStatMatrix.weightedCovariance = function weightedCovariance(matrix, weights, means, dimension) {
dimension = dimension || 0;
means = means || MLStatMatrix.weightedMean(matrix, weights, dimension); var s1 = 0, s2 = 0; for (var i = 0, ii = weights.length; i < ii; i++) {
s1 += weights[i];
s2 += weights[i] * weights[i];
} var factor = s1 / (s1 * s1 - s2); return MLStatMatrix.weightedScatter(matrix, weights, means, factor, dimension);
};
MLStatMatrix.weightedScatter = function weightedScatter(matrix, weights, means, factor, dimension) {
dimension = dimension || 0;
means = means || MLStatMatrix.weightedMean(matrix, weights, dimension); if (typeof (factor) === 'undefined') {
factor = 1;
} var rows = matrix.length; if (rows === 0) { return [[]];
} var cols = matrix[0].length,
cov, i, j, k, s;
if (dimension === 0) {
cov = new Array(cols); for (i = 0; i < cols; i++) {
cov[i] = new Array(cols);
} for (i = 0; i < cols; i++) { for (j = i; j < cols; j++) {
s = 0; for (k = 0; k < rows; k++) {
s += weights[k] * (matrix[k][j] - means[j]) * (matrix[k][i] - means[i]);
}
cov[i][j] = s * factor;
cov[j][i] = s * factor;
}
}
} elseif (dimension === 1) {
cov = new Array(rows); for (i = 0; i < rows; i++) {
cov[i] = new Array(rows);
} for (i = 0; i < rows; i++) { for (j = i; j < rows; j++) {
s = 0; for (k = 0; k < cols; k++) {
s += weights[k] * (matrix[j][k] - means[j]) * (matrix[i][k] - means[i]);
}
cov[i][j] = s * factor;
cov[j][i] = s * factor;
}
}
} else { thrownew Error('Invalid dimension');
}
// ml-array-utils ArrayUtils.js const MLArrayUtilsArrayUtils = {};
{ const Stat = MLStat.array; /** * Function that returns an array of points given 1D array as follows: * * [x1, y1, .. , x2, y2, ..] * * And receive the number of dimensions of each point. * @param array * @param dimensions * @returns {Array} - Array of points.
*/ function coordArrayToPoints(array, dimensions) { if(array.length % dimensions !== 0) { thrownew RangeError('Dimensions number must be accordance with the size of the array.');
}
var length = array.length / dimensions; var pointsArr = new Array(length);
var k = 0; for(var i = 0; i < array.length; i += dimensions) { var point = new Array(dimensions); for(var j = 0; j < dimensions; ++j) {
point[j] = array[i + j];
}
pointsArr[k] = point;
k++;
}
return pointsArr;
}
/** * Function that given an array as follows: * [x1, y1, .. , x2, y2, ..] * * Returns an array as follows: * [[x1, x2, ..], [y1, y2, ..], [ .. ]] * * And receives the number of dimensions of each coordinate. * @param array * @param dimensions * @returns {Array} - Matrix of coordinates
*/ function coordArrayToCoordMatrix(array, dimensions) { if(array.length % dimensions !== 0) { thrownew RangeError('Dimensions number must be accordance with the size of the array.');
}
var coordinatesArray = new Array(dimensions); var points = array.length / dimensions; for (var i = 0; i < coordinatesArray.length; i++) {
coordinatesArray[i] = new Array(points);
}
/** * Function that receives a coordinate matrix as follows: * [[x1, x2, ..], [y1, y2, ..], [ .. ]] * * Returns an array of coordinates as follows: * [x1, y1, .. , x2, y2, ..] * * @param coordMatrix * @returns {Array}
*/ function coordMatrixToCoordArray(coordMatrix) { var coodinatesArray = new Array(coordMatrix.length * coordMatrix[0].length); var k = 0; for(var i = 0; i < coordMatrix[0].length; ++i) { for(var j = 0; j < coordMatrix.length; ++j) {
coodinatesArray[k] = coordMatrix[j][i];
++k;
}
}
return coodinatesArray;
}
/** * Tranpose a matrix, this method is for coordMatrixToPoints and * pointsToCoordMatrix, that because only transposing the matrix * you can change your representation. * * @param matrix * @returns {Array}
*/ function transpose(matrix) { var resultMatrix = new Array(matrix[0].length); for(var i = 0; i < resultMatrix.length; ++i) {
resultMatrix[i] = new Array(matrix.length);
}
for (i = 0; i < matrix.length; ++i) { for(var j = 0; j < matrix[0].length; ++j) {
resultMatrix[j][i] = matrix[i][j];
}
}
return resultMatrix;
}
/** * Function that transform an array of points into a coordinates array * as follows: * [x1, y1, .. , x2, y2, ..] * * @param points * @returns {Array}
*/ function pointsToCoordArray(points) { var coodinatesArray = new Array(points.length * points[0].length); var k = 0; for(var i = 0; i < points.length; ++i) { for(var j = 0; j < points[0].length; ++j) {
coodinatesArray[k] = points[i][j];
++k;
}
}
return coodinatesArray;
}
/** * Apply the dot product between the smaller vector and a subsets of the * largest one. * * @param firstVector * @param secondVector * @returns {Array} each dot product of size of the difference between the * larger and the smallest one.
*/ function applyDotProduct(firstVector, secondVector) { var largestVector, smallestVector; if(firstVector.length <= secondVector.length) {
smallestVector = firstVector;
largestVector = secondVector;
} else {
smallestVector = secondVector;
largestVector = firstVector;
}
var difference = largestVector.length - smallestVector.length + 1; var dotProductApplied = new Array(difference);
for (var i = 0; i < difference; ++i) { var sum = 0; for (var j = 0; j < smallestVector.length; ++j) {
sum += smallestVector[j] * largestVector[i + j];
}
dotProductApplied[i] = sum;
}
return dotProductApplied;
} /** * To scale the input array between the specified min and max values. The operation is performed inplace * if the options.inplace is specified. If only one of the min or max parameters is specified, then the scaling * will multiply the input array by min/min(input) or max/max(input) * @param input * @param options * @returns {*}
*/ function scale(input, options){ var y; if(options.inPlace){
y = input;
} else{
y = new Array(input.length);
} const max = options.max; const min = options.min; if(typeof max === "number"){ if(typeof min === "number"){ var minMax = Stat.minMax(input); var factor = (max - min)/(minMax.max-minMax.min); for(var i=0;i< y.length;i++){
y[i]=(input[i]-minMax.min)*factor+min;
}
} else{ var currentMin = Stat.max(input); var factor = max/currentMin; for(var i=0;i< y.length;i++){
y[i] = input[i]*factor;
}
}
} else{ if(typeof min === "number"){ var currentMin = Stat.min(input); var factor = min/currentMin; for(var i=0;i< y.length;i++){
y[i] = input[i]*factor;
}
}
} return y;
}
// ml-array-utils getEquallySpaced.js const MLArrayUtilsGetEquallySpaced = {};
{ /** * * Function that returns a Number array of equally spaced numberOfPoints * containing a representation of intensities of the spectra arguments x * and y. * * The options parameter contains an object in the following form: * from: starting point * to: last point * numberOfPoints: number of points between from and to * variant: "slot" or "smooth" - smooth is the default option * * The slot variant consist that each point in the new array is calculated * averaging the existing points between the slot that belongs to the current * value. The smooth variant is the same but takes the integral of the range * of the slot and divide by the step size between two points in the new array. * * @param x - sorted increasing x values * @param y * @param options * @returns {Array} new array with the equally spaced data. *
*/ function getEquallySpacedData(x, y, options) { if (x.length>1 && x[0]>x[1]) {
x=x.slice().reverse();
y=y.slice().reverse();
}
var xLength = x.length; if(xLength !== y.length) thrownew RangeError("the x and y vector doesn't have the same size.");
if (options === undefined) options = {};
var from = options.from === undefined ? x[0] : options.from if (isNaN(from) || !isFinite(from)) { thrownew RangeError("'From' value must be a number");
} var to = options.to === undefined ? x[x.length - 1] : options.to; if (isNaN(to) || !isFinite(to)) { thrownew RangeError("'To' value must be a number");
}
var reverse = from > to; if(reverse) { var temp = from;
from = to;
to = temp;
}
var numberOfPoints = options.numberOfPoints === undefined ? 100 : options.numberOfPoints; if (isNaN(numberOfPoints) || !isFinite(numberOfPoints)) { thrownew RangeError("'Number of points' value must be a number");
} if(numberOfPoints < 1) thrownew RangeError("the number of point must be higher than 1");
var output = algorithm === "slot" ? getEquallySpacedSlot(x, y, from, to, numberOfPoints) : getEquallySpacedSmooth(x, y, from, to, numberOfPoints);
return reverse ? output.reverse() : output;
}
/** * function that retrieves the getEquallySpacedData with the variant "smooth" * * @param x * @param y * @param from - Initial point * @param to - Final point * @param numberOfPoints * @returns {Array} - Array of y's equally spaced with the variant "smooth"
*/ function getEquallySpacedSmooth(x, y, from, to, numberOfPoints) { var xLength = x.length;
var step = (to - from) / (numberOfPoints - 1); var halfStep = step / 2;
var start = from - halfStep; var output = new Array(numberOfPoints);
var initialOriginalStep = x[1] - x[0]; var lastOriginalStep = x[x.length - 1] - x[x.length - 2];
// Init main variables var min = start; var max = start + step;
var previousX = Number.MIN_VALUE; var previousY = 0; var nextX = x[0] - initialOriginalStep; var nextY = 0;
var currentValue = 0; var slope = 0; var intercept = 0; var sumAtMin = 0; var sumAtMax = 0;
var i = 0; // index of input var j = 0; // index of output
main: while(true) { while (nextX - max >= 0) { // no overlap with original point, just consume current value var add = integral(0, max - previousX, slope, previousY);
sumAtMax = currentValue + add;
output[j] = (sumAtMax - sumAtMin) / step;
j++;
if (j === numberOfPoints) break main;
min = max;
max += step;
sumAtMin = sumAtMax;
}
if(previousX <= min && min <= nextX) {
add = integral(0, min - previousX, slope, previousY);
sumAtMin = currentValue + add;
}
/** * function that retrieves the getEquallySpacedData with the variant "slot" * * @param x * @param y * @param from - Initial point * @param to - Final point * @param numberOfPoints * @returns {Array} - Array of y's equally spaced with the variant "slot"
*/ function getEquallySpacedSlot(x, y, from, to, numberOfPoints) { var xLength = x.length;
var step = (to - from) / (numberOfPoints - 1); var halfStep = step / 2; var lastStep = x[x.length - 1] - x[x.length - 2];
var start = from - halfStep; var output = new Array(numberOfPoints);
// Init main variables var min = start; var max = start + step;
var previousX = -Number.MAX_VALUE; var previousY = 0; var nextX = x[0]; var nextY = y[0]; var frontOutsideSpectra = 0; var backOutsideSpectra = true;
var currentValue = 0;
// for slot algorithm var currentPoints = 0;
var i = 1; // index of input var j = 0; // index of output
main: while(true) { if (previousX>=nextX) throw (new Error('x must be an increasing serie')); while (previousX - max > 0) { // no overlap with original point, just consume current value if(backOutsideSpectra) {
currentPoints++;
backOutsideSpectra = false;
}
return output;
} /** * Function that calculates the integral of the line between two * x-coordinates, given the slope and intercept of the line. * * @param x0 * @param x1 * @param slope * @param intercept * @returns {number} integral value.
*/ function integral(x0, x1, slope, intercept) { return (0.5 * slope * x1 * x1 + intercept * x1) - (0.5 * slope * x0 * x0 + intercept * x0);
}
// ml-array-utils snv.js const MLArrayUtilsSNV = {};
{
MLArrayUtilsSNV.SNV = SNV;
let Stat = MLStat.array;
/** * Function that applies the standard normal variate (SNV) to an array of values. * * @param data - Array of values. * @returns {Array} - applied the SNV.
*/ function SNV(data) { var mean = Stat.mean(data); var std = Stat.standardDeviation(data); var result = data.slice(); for (var i = 0; i < data.length; i++) {
result[i] = (result[i] - mean) / std;
} return result;
}
}
// do this early so things can use it. This is from ml-matrix src/matrix.js const MLMatrixMatrix = {};
// ml-matrix src/util.js const MLMatrixUtil = {};
{
let exports = MLMatrixUtil;
let Matrix = MLMatrixMatrix;
/** * @private * Check that a row index is not out of bounds * @param {Matrix} matrix * @param {number} index * @param {boolean} [outer]
*/
exports.checkRowIndex = function checkRowIndex(matrix, index, outer) { var max = outer ? matrix.rows : matrix.rows - 1; if (index < 0 || index > max) { thrownew RangeError('Row index out of range');
}
};
/** * @private * Check that a column index is not out of bounds * @param {Matrix} matrix * @param {number} index * @param {boolean} [outer]
*/
exports.checkColumnIndex = function checkColumnIndex(matrix, index, outer) { var max = outer ? matrix.columns : matrix.columns - 1; if (index < 0 || index > max) { thrownew RangeError('Column index out of range');
}
};
/** * @private * Check that the provided vector is an array with the right length * @param {Matrix} matrix * @param {Array|Matrix} vector * @return {Array} * @throws {RangeError}
*/
exports.checkRowVector = function checkRowVector(matrix, vector) { if (vector.to1DArray) {
vector = vector.to1DArray();
} if (vector.length !== matrix.columns) { thrownew RangeError('vector size must be the same as the number of columns');
} return vector;
};
/** * @private * Check that the provided vector is an array with the right length * @param {Matrix} matrix * @param {Array|Matrix} vector * @return {Array} * @throws {RangeError}
*/
exports.checkColumnVector = function checkColumnVector(matrix, vector) { if (vector.to1DArray) {
vector = vector.to1DArray();
} if (vector.length !== matrix.rows) { thrownew RangeError('vector size must be the same as the number of rows');
} return vector;
};
exports.checkIndices = function checkIndices(matrix, rowIndices, columnIndices) { var rowOut = rowIndices.some(r => { return r < 0 || r >= matrix.rows;
});
var columnOut = columnIndices.some(c => { return c < 0 || c >= matrix.columns;
});
if (rowOut || columnOut) { thrownew RangeError('Indices are out of range');
}
if (typeof rowIndices !== 'object' || typeof columnIndices !== 'object') { thrownew TypeError('Unexpected type for row/column indices');
} if (!Array.isArray(rowIndices)) rowIndices = Array.from(rowIndices); if (!Array.isArray(columnIndices)) rowIndices = Array.from(columnIndices);
exports.checkRange = function checkRange(matrix, startRow, endRow, startColumn, endColumn) { if (arguments.length !== 5) thrownew TypeError('Invalid argument type'); var notAllNumbers = Array.from(arguments).slice(1).some(function (arg) { returntypeof arg !== 'number';
}); if (notAllNumbers) thrownew TypeError('Invalid argument type'); if (startRow > endRow || startColumn > endColumn || startRow < 0 || startRow >= matrix.rows || endRow < 0 || endRow >= matrix.rows || startColumn < 0 || startColumn >= matrix.columns || endColumn < 0 || endColumn >= matrix.columns) { thrownew RangeError('Submatrix indices are out of range');
}
};
exports.getRange = function getRange(from, to) { var arr = new Array(to - from + 1); for (var i = 0; i < arr.length; i++) {
arr[i] = from + i;
} return arr;
};
exports.sumByRow = function sumByRow(matrix) { var sum = Matrix.Matrix.zeros(matrix.rows, 1); for (var i = 0; i < matrix.rows; ++i) { for (var j = 0; j < matrix.columns; ++j) {
sum.set(i, 0, sum.get(i, 0) + matrix.get(i, j));
}
} return sum;
};
exports.sumByColumn = function sumByColumn(matrix) { var sum = Matrix.Matrix.zeros(1, matrix.columns); for (var i = 0; i < matrix.rows; ++i) { for (var j = 0; j < matrix.columns; ++j) {
sum.set(0, j, sum.get(0, j) + matrix.get(i, j));
}
} return sum;
};
exports.sumAll = function sumAll(matrix) { var v = 0; for (var i = 0; i < matrix.rows; i++) { for (var j = 0; j < matrix.columns; j++) {
v += matrix.get(i, j);
}
} return v;
};
}
// ml-matrix symbolsspecies.js if (!Symbol.species) {
Symbol.species = Symbol.for('@@species');
}
// ml-matrix src/dc/util.js const MLMatrixDCUtil = {};
{
let exports = MLMatrixDCUtil;
exports.hypotenuse = function hypotenuse(a, b) { var r; if (Math.abs(a) > Math.abs(b)) {
r = b / a; return Math.abs(a) * Math.sqrt(1 + r * r);
} if (b !== 0) {
r = a / b; return Math.abs(b) * Math.sqrt(1 + r * r);
} return 0;
};
// For use in the decomposition algorithms. With big matrices, access time is // too long on elements from array subclass // todo check when it is fixed in v8 // http://jsperf.com/access-and-write-array-subclass
exports.getEmpty2DArray = function (rows, columns) { var array = new Array(rows); for (var i = 0; i < rows; i++) {
array[i] = new Array(columns);
} return array;
};
exports.getFilled2DArray = function (rows, columns, value) { var array = new Array(rows); for (var i = 0; i < rows; i++) {
array[i] = new Array(columns); for (var j = 0; j < columns; j++) {
array[i][j] = value;
}
} return array;
};
}
// ml-matrix src/dc/lu.js
let MLMatrixDCLU = {};
{
let Matrix = MLMatrixMatrix;
LuDecomposition.prototype = {
isSingular: function () { var data = this.LU,
col = data.columns; for (var j = 0; j < col; j++) { if (data[j][j] === 0) { returntrue;
}
} returnfalse;
},
get determinant() { var data = this.LU; if (!data.isSquare()) { thrownew Error('Matrix must be square');
} var determinant = this.pivotSign, col = data.columns; for (var j = 0; j < col; j++) {
determinant *= data[j][j];
} return determinant;
},
get lowerTriangularMatrix() { var data = this.LU,
rows = data.rows,
columns = data.columns,
X = new Matrix.Matrix(rows, columns); for (var i = 0; i < rows; i++) { for (var j = 0; j < columns; j++) { if (i > j) {
X[i][j] = data[i][j];
} elseif (i === j) {
X[i][j] = 1;
} else {
X[i][j] = 0;
}
}
} return X;
},
get upperTriangularMatrix() { var data = this.LU,
rows = data.rows,
columns = data.columns,
X = new Matrix.Matrix(rows, columns); for (var i = 0; i < rows; i++) { for (var j = 0; j < columns; j++) { if (i <= j) {
X[i][j] = data[i][j];
} else {
X[i][j] = 0;
}
}
} return X;
},
get pivotPermutationVector() { returnthis.pivotVector.slice();
},
solve: function (value) {
value = Matrix.Matrix.checkMatrix(value);
var lu = this.LU,
rows = lu.rows;
if (rows !== value.rows) { thrownew Error('Invalid matrix dimensions');
} if (this.isSingular()) { thrownew Error('LU matrix is singular');
}
var count = value.columns; var X = value.subMatrixRow(this.pivotVector, 0, count - 1); var columns = lu.columns; var i, j, k;
for (k = 0; k < columns; k++) { for (i = k + 1; i < columns; i++) { for (j = 0; j < count; j++) {
X[i][j] -= X[k][j] * lu[i][k];
}
}
} for (k = columns - 1; k >= 0; k--) { for (j = 0; j < count; j++) {
X[k][j] /= lu[k][k];
} for (i = 0; i < k; i++) { for (j = 0; j < count; j++) {
X[i][j] -= X[k][j] * lu[i][k];
}
}
} return X;
}
};
MLMatrixDCLU = LuDecomposition;
}
// ml-matrix src/dc/svd.js
let MLMatrixDCSVD = {};
{
let Matrix = MLMatrixMatrix;
let util = MLMatrixDCUtil;
let hypotenuse = util.hypotenuse;
let getFilled2DArray = util.getFilled2DArray;
var m = value.rows,
n = value.columns,
nu = Math.min(m, n);
var wantu = true, wantv = true; if (options.computeLeftSingularVectors === false) wantu = false; if (options.computeRightSingularVectors === false) wantv = false; var autoTranspose = options.autoTranspose === true;
var swapped = false; var a; if (m < n) { if (!autoTranspose) {
a = value.clone(); // eslint-disable-next-line no-console
console.warn('Computing SVD on a matrix with more columns than rows. Consider enabling autoTranspose');
} else {
a = value.transpose();
m = a.rows;
n = a.columns;
swapped = true; var aux = wantu;
wantu = wantv;
wantv = aux;
}
} else {
a = value.clone();
}
var s = new Array(Math.min(m + 1, n)),
U = getFilled2DArray(m, nu, 0),
V = getFilled2DArray(n, n, 0),
e = new Array(n),
work = new Array(m);
var nct = Math.min(m - 1, n); var nrt = Math.max(0, Math.min(n - 2, m));
for (k = 0, max = Math.max(nct, nrt); k < max; k++) { if (k < nct) {
s[k] = 0; for (i = k; i < m; i++) {
s[k] = hypotenuse(s[k], a[i][k]);
} if (s[k] !== 0) { if (a[k][k] < 0) {
s[k] = -s[k];
} for (i = k; i < m; i++) {
a[i][k] /= s[k];
}
a[k][k] += 1;
}
s[k] = -s[k];
}
for (j = k + 1; j < n; j++) { if ((k < nct) && (s[k] !== 0)) {
t = 0; for (i = k; i < m; i++) {
t += a[i][k] * a[i][j];
}
t = -t / a[k][k]; for (i = k; i < m; i++) {
a[i][j] += t * a[i][k];
}
}
e[j] = a[k][j];
}
--> --------------------
--> maximum size reached
--> --------------------
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