@addmaple/stats

High-performance statistics library built with Rust and WebAssembly, designed to be a modern, fast alternative to jStat.

Installation

npm install @addmaple/stats

Quick Start

import { init, mean, variance, stdev } from '@addmaple/stats';

// Initialize WASM module (required once)
await init();

// Use statistics functions
const data = [1, 2, 3, 4, 5];
const m = mean(data);        // 3
const v = variance(data);     // 2
const s = stdev(data);        // 1.414...

Features

✅ Vector Statistics

Basic operations: sum, mean, min, max, product, range
Variance & standard deviation: variance, sampleVariance, stdev, sampleStdev, coeffvar
Advanced statistics: median, mode, geomean, skewness, kurtosis
Transformations: cumsum, cumprod, diff, rank, histogram

✅ Distributions

Normal, Gamma, Beta, Student's t, Chi-squared, Fisher F, Exponential, Poisson, Binomial, Uniform, Cauchy, Laplace, Log-normal, Weibull, Pareto, Triangular, Inverse Gamma, Negative Binomial
Each distribution supports: pdf, cdf, inv (inverse CDF)
Scalar and array operations

✅ Quantiles & Percentiles

percentile, percentileOfScore, quartiles, iqr, quantiles

✅ Correlation & Covariance

covariance - Covariance between two arrays
corrcoeff - Pearson correlation coefficient
spearmancoeff - Spearman rank correlation

✅ Statistical Tests

ttest, ztest, regress, normalci, tci, chiSquareTest, anovaTest, and more

Tree-Shaking Support

Import only what you need to reduce bundle size:

// Only loads stats module: ~20KB (gzipped)
import { init, mean, variance } from '@addmaple/stats/stats';
await init();

// Only loads distributions module: ~42KB (gzipped)
import { init, normal, poisson } from '@addmaple/stats/distributions';
await init();

// Only loads quantiles module: ~13KB (gzipped)
import { init, percentile, quartiles } from '@addmaple/stats/quantiles';
await init();

// Only loads correlation module: ~11KB (gzipped)
import { init, covariance, corrcoeff } from '@addmaple/stats/correlation';
await init();

// Only loads tests module: ~20KB (gzipped)
import { init, ttest, regress } from '@addmaple/stats/tests';
await init();

// Full module: ~77KB (gzipped)
import { init, mean, normal } from '@addmaple/stats';
await init();

Examples

Basic Statistics

import { init, mean, variance, stdev, median } from '@addmaple/stats';
await init();

const data = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10];
console.log(mean(data));      // 5.5
console.log(variance(data));   // 8.25
console.log(stdev(data));     // 2.872...
console.log(median(data));    // 5.5

Distributions

import { init, normal } from '@addmaple/stats';
await init();

const dist = normal({ mean: 0, sd: 1 });
console.log(dist.pdf(0));     // 0.3989...
console.log(dist.cdf(1.96));  // 0.9750...
console.log(dist.inv(0.975)); // ~1.96

Correlation

import { init, corrcoeff } from '@addmaple/stats';
await init();

const x = [1, 2, 3, 4, 5];
const y = [2, 4, 6, 8, 10];
console.log(corrcoeff(x, y)); // 1.0

Performance

This library uses SIMD-optimized Rust code compiled to WebAssembly, delivering exceptional performance compared to pure JavaScript implementations.

Browser Support

Works in all modern browsers that support WebAssembly. For Node.js, requires Node.js 18+.

License

MIT