gauss.min.js

(function(){var Collection=function(values){"use strict";var collection=Array.isArray(values)?values:Array.prototype.slice.call(arguments);return 0===Array.prototype.slice.call(arguments).length&&(collection=[]),Object.defineProperties(collection,{indexOf:{value:function(element,callback){for(var index=-1,i=0;this.length>i;i++)if(this[i]===element){index=i;break}return callback?callback(index):index},writable:!0,enumerable:!1},indexBy:{value:function(predicate,callback){for(var index=-1,i=0;this.length>i;i++)if(predicate(this[i])){index=i;break}return callback?callback(index):index},writable:!0,enumerable:!1},indicesOf:{value:function(element,callback){var start=this.indexOf(element),end=this.lastIndexOf(element),indices=new Collection;if(start===end)indices.push(start);else for(var i=start;end>=i;i++)this[i]===element&&indices.push(i);return callback?callback(indices):indices},writable:!0,enumerable:!1},indicesBy:{value:function(predicate,callback){var 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array=Array.prototype.slice.call(this);return callback?callback(array):array},writable:!0,enumerable:!1},concat:{value:function(){var args=Array.prototype.slice.call(arguments),end=args[args.length-1];return"function"==typeof end?"number"!=typeof args[0]?end(new Collection(this.toArray().concat(args[0]))):end(new Collection(this.toArray().concat(args.slice(0,args.length-1)))):"number"!=typeof args[0]?new Collection(this.toArray().concat(args[0])):new Collection(this.toArray().concat(args))},writable:!0,enumerable:!1},slice:{value:function(begin,end,callback){var args=Array.prototype.slice.call(arguments);return 3===args.length?callback(new Collection(this.toArray().slice(begin,end))):2===args.length?"function"==typeof args[1]?callback(new Collection(this.toArray().slice(begin))):new Collection(this.toArray().slice(begin,end)):1===args.length?new Collection(this.toArray().slice(begin)):new Collection(this.toArray().slice())},writable:!0,enumerable:!1},split:{value:function(predicate,callback){var split=new Collection;return split.push(this.toArray().filter(function(e){return!predicate(e)})),split.push(this.toArray().filter(predicate)),callback?callback(split):split},writable:!0,enumerable:!1},unique:{value:function(callback){for(var array=this.copy().sort(),unique=[],i=0;array.length>i;)unique.push(array[i]),i=array.lastIndexOf(array[i])+1;return callback?callback(unique):unique},writable:!0,enumerable:!1},filter:{value:function(callback,next){var filter=new Collection(this.toArray().filter(callback));return next?next(filter):filter},writable:!0,enumerable:!1},every:{value:function(callback,next){var every=this.toArray().every(callback);return next?next(every):every},writable:!0,enumerable:!1},map:{value:function(callback,next){var map=new Collection(this.toArray().map(callback));return next?next(map):map},writable:!0,enumerable:!1},some:{value:function(callback,next){var some=this.toArray().some(callback);return next?next(some):some},writable:!0,enumerable:!1},reduce:{value:function(callback,initialValue,next){var args=Array.prototype.slice.call(arguments);return 3===args.length?next(this.toArray().reduce(callback,initialValue)):2===args.length?"function"==typeof args[1]?next(this.toArray().reduce(callback)):this.toArray().reduce(callback,initialValue):this.toArray().reduce(callback)},writable:!0,enumerable:!1},reduceRight:{value:function(callback,initialValue,next){var args=Array.prototype.slice.call(arguments);return 3===args.length?next(this.toArray().reduceRight(callback,initialValue)):2===args.length?"function"==typeof args[1]?next(this.toArray().reduceRight(callback)):this.toArray().reduceRight(callback,initialValue):this.toArray().reduceRight(callback)},writable:!0,enumerable:!1},extend:{value:function(methods,callback){for(var method in methods)Object.defineProperty(this,method,{value:methods[method],writable:!0,enumerable:!1});return callback?callback(this):this},writable:!0,enumerable:!1}}),collection};Array.prototype.toCollection=function(){return new Collection(this)},"undefined"!=typeof window?(window.gauss=window.gauss===void 0?{}:window.gauss,window.gauss.Collection=Collection):exports=module.exports=Collection})();(function(){var Collection="undefined"==typeof window?require("./collection"):window.gauss.Collection;Collection=Collection();var Vector=function(values){"use strict";var vector=Array.isArray(values)?values:Array.prototype.slice.call(arguments);0===Array.prototype.slice.call(arguments).length&&(vector=[]);var cache={sum:0,product:1,variance:0,sample:{variance:0},values:Array.prototype.slice.call(vector)};cache.sync=function(){cache.values=Array.prototype.slice.call(vector)};var asc=function(a,b){return a-b};return Object.defineProperties(vector,{sum:{value:function(callback){var sum=0;if(this.equal(cache.values)&&0!==cache.sum)sum=cache.sum;else{for(var i=0;this.length>i;)sum+=this[i++];cache.sum=sum,cache.sync()}return callback?callback(sum):sum},writable:!0,enumerable:!1},product:{value:function(callback){var product=1;if(this.equal(cache.values)&&1!==cache.product)product=cache.product;else for(var i=0;this.length>i;)product*=this[i++],cache.product=product,cache.sync();return callback?callback(product):product},writable:!0,enumerable:!1},mean:{value:function(callback){var mean=this.sum()/this.length;return callback?callback(mean):mean},writable:!0,enumerable:!1},gmean:{value:function(callback){var gmean=Math.pow(Math.abs(this.product()),1/this.length);return callback?callback(gmean):gmean},writable:!0,enumerable:!1},hmean:{value:function(callback){function reciprocalSum(set){for(var i=0,sum=0;set.length>i;)sum+=1/Math.abs(set[i++]);return sum}var hmean=this.length/reciprocalSum(this);return callback?callback(hmean):hmean},writable:!0,enumerable:!1},qmean:{value:function(callback){var qmean=Math.sqrt(this.pow(2).sum()/this.length);return callback?callback(qmean):qmean},writable:!0,enumerable:!1},pmean:{value:function(p,callback){for(var pmean=0,i=0;this.length>i;)pmean+=Math.pow(this[i++],p);return pmean=Math.pow(pmean/this.length,1/p),callback?callback(pmean):pmean},writable:!0,enumerable:!1},median:{value:function(callback){var buffer=this.copy();buffer.sort(asc);var median=0===this.length%2?(buffer[this.length/2-1]+buffer[this.length/2])/2:buffer[parseInt(this.length/2)];return callback?callback(median):median},writable:!0,enumerable:!1},range:{value:function(callback){var range=this.max()-this.min();return callback?callback(range):range},writable:!0,enumerable:!1},variance:{value:function(callback){var mean=0,variance=0;if(this.equal(cache.values)&&0!==cache.variance)variance=cache.variance;else{for(var i=0;this.length>i;i++){var _mean=mean;mean+=(this[i]-_mean)/(i+1),variance+=(this[i]-_mean)*(this[i]-mean)}variance/=this.length,cache.variance=variance,cache.sync()}return callback?callback(variance):variance},writable:!0,enumerable:!1},stdev:{value:function(percentile,callback){var stdev=0;return percentile?this.density(percentile).stdev():(stdev=Math.sqrt(this.variance()),callback?callback(stdev):stdev)},writable:!0,enumerable:!1},percentile:{value:function(percent,callback){var buffer=this.copy();buffer.sort(asc);var percentile=buffer[0];return percent>0&&(percentile=buffer[Math.floor(this.length*percent)]),callback?callback(percentile):percentile},writable:!0,enumerable:!1},density:{value:function(percent,callback){var slice,buffer=this.copy();if(buffer.sort(asc),1==percent)return buffer;var begin=Math.round(this.length*(.5-percent/2)-1),end=Math.round(this.length*(.5+percent/2)-1);return slice=new Vector(buffer.slice(begin,end)),callback?callback(slice):slice},writable:!0,enumerable:!1},quantile:{value:function(quantity,callback){var buffer=this.copy();buffer.sort(asc);var increment=1/quantity,results=new Vector;if(quantity>this.length)throw new RangeError("Subset quantity is greater than the Vector length");for(var i=increment;1>i;i+=increment){var index=Math.round(buffer.length*i)-1;buffer.length-1>index&&results.push(buffer[index])}return callback?callback(results):results},writable:!0,enumerable:!1},delta:{value:function(callback){for(var delta=new Vector,i=1;this.length>i;i++)delta.push(this[i]-this[i-1]);return callback?callback(delta):delta},writable:!0,enumerable:!1},sma:{value:function(period,callback){var sma;if(1===period)sma=this;else{var sum=new Vector(this.slice(0,period)).sum();sma=new Vector([sum/period]);for(var i=1;this.length-period+1>i;i++)sum+=this[i+period-1]-this[i-1],sma.push(sum/period)}return callback?callback(sma):sma},writable:!0,enumerable:!1},ema:{value:function(options,callback){if("number"==typeof options){var length=options;options={period:length,ratio:function(n){return 2/(n+1)}}}for(var sum=new Vector(this.slice(0,options.period)).sum(),ema=new Vector([sum/options.period]),ratio=options.ratio(options.period),i=1;this.length-options.period+1>i;i++)ema.push(ratio*(this[i+options.period-1]-ema[i-1])+ema[i-1]);return callback?callback(ema):ema},writable:!0,enumerable:!1},sample:{value:{mean:function(callback){var mean=vector.sum()/(vector.length-1);return callback?callback(mean):mean},gmean:function(callback){var gmean=Math.pow(Math.abs(vector.product()),1/(vector.length-1));return callback?callback(gmean):gmean},hmean:function(callback){function reciprocalSum(set){for(var i=0,sum=0;set.length>i;)sum+=1/Math.abs(set[i++]);return sum}var hmean=(vector.length-1)/reciprocalSum(vector);return callback?callback(hmean):hmean},qmean:function(callback){var qmean=Math.sqrt(vector.pow(2).sum()/(vector.length-1));return callback?callback(qmean):qmean},pmean:function(p,callback){for(var pmean=0,i=0;vector.length>i;)pmean+=Math.pow(vector[i++],p);return pmean=Math.pow(pmean/(vector.length-1),1/p),callback?callback(pmean):pmean},variance:function(callback){var mean=0,variance=0;if(vector.equal(cache.values)&&0!==cache.sample.variance)variance=cache.sample.variance;else{for(var i=0;vector.length>i;i++){var _mean=mean;mean+=(vector[i]-_mean)/(i+1),variance+=(vector[i]-_mean)*(vector[i]-mean)}variance/=vector.length-1,cache.sample.variance=variance,cache.sync()}return callback?callback(variance):variance},stdev:function(callback){var stdev=Math.sqrt(vector.sample.variance());return callback?callback(stdev):stdev}},writable:!0,enumerable:!1},max:{value:function(callback){var max=Math.max.apply({},this);return callback?callback(max):max},writable:!0,enumerable:!1},min:{value:function(callback){var min=Math.min.apply({},this);return callback?callback(min):min},writable:!0,enumerable:!1},abs:{value:function(callback){var abs=this.map(Math.abs);return callback?callback(abs):abs},writable:!0,enumerable:!1},acos:{value:function(callback){var acos=this.map(Math.acos);return callback?callback(acos):acos},writable:!0,enumerable:!1},asin:{value:function(callback){var asin=this.map(Math.asin);return callback?callback(asin):asin},writable:!0,enumerable:!1},atan:{value:function(callback){var atan=this.map(Math.atan);return callback?callback(atan):atan},writable:!0,enumerable:!1},ceil:{value:function(callback){var ceil=this.map(Math.ceil);return callback?callback(ceil):ceil},writable:!0,enumerable:!1},cos:{value:function(callback){var cos=this.map(Math.cos);return callback?callback(cos):cos},writable:!0,enumerable:!1},exp:{value:function(callback){var exp=this.map(Math.exp);return callback?callback(exp):exp},writable:!0,enumerable:!1},floor:{value:function(callback){var floor=this.map(Math.floor);return callback?callback(floor):floor},writable:!0,enumerable:!1},log:{value:function(callback){var log=this.map(Math.log);return callback?callback(log):log},writable:!0,enumerable:!1},pow:{value:function(exponent,callback){var pow=this.map(function(x){return Math.pow(x,exponent)});return callback?callback(pow):pow},writable:!0,enumerable:!1},round:{value:function(callback){var round=this.map(Math.round);return callback?callback(round):round},writable:!0,enumerable:!1},sin:{value:function(callback){var sin=this.map(Math.sin);return callback?callback(sin):sin},writable:!0,enumerable:!1},sqrt:{value:function(callback){var sqrt=this.map(Math.sqrt);return callback?callback(sqrt):sqrt},writable:!0,enumerable:!1},tan:{value:function(callback){var tan=this.map(Math.tan);return callback?callback(tan):tan},writable:!0,enumerable:!1},copy:{value:function(callback){var copy=new Vector(this.slice());return callback?callback(copy):copy},writable:!0,enumerable:!1},push:{value:function(){var mean=0===this.length?0:cache.sum/this.length,variance=0===this.length?0:cache.variance*this.length,args=Array.prototype.slice.call(arguments),end=args[args.length-1],length=this.length;if("function"==typeof end){for(var i=0;args.length-1>i;i++){Array.prototype.push.call(this,args[i]),Array.prototype.push.call(cache.values,args[i]);var _mean=mean;mean+=(args[i]-_mean)/this.length,variance+=(args[i]-_mean)*(args[i]-mean),cache.sum+=args[i],cache.product*=args[i],length++}return variance/=this.length,cache.variance=variance,end(length)}for(var i=0;args.length>i;i++){Array.prototype.push.call(this,args[i]),Array.prototype.push.call(cache.values,args[i]);var _mean=mean;mean+=(args[i]-_mean)/this.length,variance+=(args[i]-_mean)*(args[i]-mean),cache.sum+=args[i],cache.product*=args[i],length++}return variance/=this.length,cache.variance=variance,length},writable:!0,enumerable:!1},concat:{value:function(){var args=Array.prototype.slice.call(arguments),end=args[args.length-1];return"function"==typeof end?"number"!=typeof args[0]?end(new Vector(this.toArray().concat(args[0]))):end(new Vector(this.toArray().concat(args.slice(0,args.length-1)))):"number"!=typeof args[0]?new Vector(this.toArray().concat(args[0])):new Vector(this.toArray().concat(args))},writable:!0,enumerable:!1},slice:{value:function(begin,end,callback){var args=Array.prototype.slice.call(arguments);return 3===args.length?callback(new Vector(this.toArray().slice(begin,end))):2===args.length?"function"==typeof args[1]?callback(new Vector(this.toArray().slice(begin))):new Vector(this.toArray().slice(begin,end)):1===args.length?new Vector(this.toArray().slice(begin)):new Vector(this.toArray().slice())},writable:!0,enumerable:!1},filter:{value:function(callback,next){var filter=new Vector(this.toArray().filter(callback));return next?next(filter):filter},writable:!0,enumerable:!1},map:{value:function(callback,next){var map=new Vector(this.toArray().map(callback));return next?next(map):map},writable:!0,enumerable:!1},extend:{value:function(){return Collection.extend.bind(this),Collection.extend.apply(this,arguments)},writable:!0,enumerable:!1}}),vector.extend({indexOf:Collection.indexOf,mode:Collection.mode,frequency:Collection.frequency,distribution:Collection.distribution,every:Collection.every,append:Collection.append,unique:Collection.unique,some:Collection.some,reduce:Collection.reduce,reduceRight:Collection.reduceRight,toArray:Collection.toArray,equal:Collection.equal,clone:Collection.clone}),cache.sum=vector.sum(),cache.product=vector.product(),cache.variance=vector.variance(),vector};Array.prototype.toVector=function(){return new Vector(this)},"undefined"!=typeof window?(window.gauss=window.gauss===void 0?{}:window.gauss,window.gauss.Vector=Vector):exports=module.exports=Vector})();(function(){var Collection="undefined"==typeof window?require("./collection"):window.gauss.Collection;Collection=Collection();var Vector="undefined"==typeof window?require("./vector"):window.gauss.Vector,TimeSeries=function(values){"use strict";var timeseries=2===arguments.length?Array.prototype.slice.call(arguments):values;return 0===Array.prototype.slice.call(arguments).length&&(timeseries=[]),Object.defineProperties(timeseries,{byValue:{value:function(a,b){return a[1]<b[1]?-1:a[1]>b[1]?1:0},writable:!0,enumerable:!1},byDate:{value:function(a,b){return a[0]<b[0]?-1:a[0]>b[0]?1:0},writable:!0,enumerable:!1},times:{value:function(callback){var times=new Vector(Array.prototype.map.call(this,function(i){return i[0]}));return callback?callback(times):times},writable:!0,enumerable:!1},values:{value:function(callback){var values=new Vector(Array.prototype.map.call(this,function(i){return i[1]}));return callback?callback(values):values},writable:!0,enumerable:!1},extend:{value:function(){return Collection.extend.bind(this),Collection.extend.apply(this,arguments)},writable:!0,enumerable:!1}}),timeseries.extend({every:Collection.every,append:Collection.append}),timeseries};"undefined"!=typeof window?(window.gauss=window.gauss===void 0?{}:window.gauss,window.gauss.TimeSeries=TimeSeries):exports=module.exports=TimeSeries})();