68 lines
1.6 KiB
JavaScript
68 lines
1.6 KiB
JavaScript
const ZSCORE_CRITICAL_THRESHOLD = 1.96; // 95-percentile
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const ZSCORE_NINETYNINTH = 2.326347875; // 99-percentile
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const ONE_DIV_SQRT_2PI = 0.3989422804014327; // V8 float of 1/SQRT(2 * PI)
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const MAX_P_PRECISION = Math.exp(-16); // Rought estimation of V8 precision, -16 is 1.1253517471925912e-7
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const MIN_P = -6.44357455534; // v8 float 0.0...0
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const MAX_P = 6.44357455534; // v8 float 1.0...0
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const getMean = (numArr) => {
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let total = 0;
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let length = numArr.length; // store local to reduce potential prop lookups
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for (let i = 0; i < length; i++) {
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total += numArr[i];
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}
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return total / length;
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};
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const getStandardDeviation = (numArr, mean) => {
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return Math.sqrt(numArr.reduce((sq, n) => (
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sq + Math.pow(n - mean, 2)
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), 0) / (numArr.length - 1));
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};
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const getInformationFromValues = (numArr) => {
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let mean = getMean(numArr);
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return {
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mean,
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standardDeviation: getStandardDeviation(numArr, mean),
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};
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};
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const getZScore = (value, mean, sDeviation) => (sDeviation !== 0 ? (value - mean) / sDeviation : 0);
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const getFastPValue = (zScore) => {
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if (zScore <= MIN_P) {
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return 0;
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}
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if (zScore >= MAX_P) {
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return 1;
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}
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let factorialK = 1;
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let k = 0;
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let sum = 0;
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let term = 1;
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while (Math.abs(term) > MAX_P_PRECISION) {
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term = ONE_DIV_SQRT_2PI * Math.pow(-1, k) * Math.pow(zScore, k) / (2 * k + 1) / Math.pow(2, k) * Math.pow(zScore, k + 1) / factorialK;
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sum += term;
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k++;
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factorialK *= k;
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}
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sum += 0.5;
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return sum;
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};
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const getWeight = (zScore, pValue) => (zScore * pValue);
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module.exports = {
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getInformationFromValues,
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getZScore,
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getFastPValue,
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getWeight,
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};
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