/** * Computes the right-tailed p-value for a Chi-Squared distribution * using the Wilson-Hilferty approximation. * * @param chiSquareValue The calculated empirical chi-square statistic (e.g., 1190.372) * @param numBuckets The total number of bins/categories in your test (e.g., 100) * @returns The p-value between 0.0 and 1.0 */ export function computeChiSquaredPValue(chiSquareValue: number, numBuckets: number): number { // Degrees of Freedom = Number of buckets - 1 const df = numBuckets - 1; if (df <= 0) { throw new Error("Number of buckets must be greater than 1."); } if (chiSquareValue < 0) { return 1.0; } // 1. Compute the Wilson-Hilferty Normal Approximation Z-score const term1 = Math.pow(chiSquareValue / df, 1 / 3); const term2 = 1 - 2 / (9 * df); const denominator = Math.sqrt(2 / (9 * df)); const zScore = (term1 - term2) / denominator; // 2. Compute right-tailed probability from Z-score using standard Normal CDF return standardNormalRightTail(zScore); } /** * Standard Normal Right-Tail Probability Q(z) = P(Z > z) * Uses a highly precise numerical approximation for the error function (erf). */ function standardNormalRightTail(z: number): number { // Standard Normal Cumulative Distribution Function (CDF) const cdf = 0.5 * (1 + errorFunction(z / Math.sqrt(2))); // Right tail is 1 - CDF return 1 - cdf; } /** * Abramowitz and Stegun approximation for the Error Function (erf), * accurate to 1.5 x 10^-7 * * See https://en.wikipedia.org/wiki/Error_function#Bounds_and_numerical_approximations */ function errorFunction(x: number): number { const sign = x < 0 ? -1 : 1; const absX = Math.abs(x); // Constants for the numerical approximation const p = 0.3275911; const a1 = 0.254829592; const a2 = -0.284496736; const a3 = 1.421413741; const a4 = -1.453152027; const a5 = 1.061405429; const t = 1.0 / (1.0 + p * absX); const y = 1.0 - (((((a5 * t + a4) * t) + a3) * t + a2) * t + a1) * t * Math.exp(-absX * absX); return sign * y; } /** * Calculates Cramér's V to determine the practical effect size (strength of bias). * See https://en.wikipedia.org/wiki/Cramér%27s_V * * @param chiSquare The empirical chi-square value (e.g., 1190.372) * @param totalSamples The total number of data points (e.g., 100000) * @param numBuckets The total number of bins/buckets (e.g., 100) * @returns A value between 0.0 (no bias) and 1.0 (extreme bias) */ export function computeCramersV(chiSquare: number, totalSamples: number, numBuckets: number): number { const df = numBuckets - 1; if (df <= 0 || totalSamples <= 0) return 0; // Core Formula: sqrt( chi2 / (N * df) ) return Math.sqrt(chiSquare / (totalSamples * df)); } export function chiSquare (samples : number [], expected : number []) : number { if (samples.length !== expected.length) { throw new Error("Samples and expected arrays must have the same length."); } return samples.reduce((acc, observed, i) => { const exp = expected[i]; if (exp === 0) { throw new Error("Expected frequency cannot be zero."); } return acc + Math.pow(observed - exp, 2) / exp; }, 0); }