update chi2test lookup table

x-pack/packages/ml/chi2test/constants.ts

@@ -7,20 +7,39 @@
 
 /**
  * Table generated from following python code
- df = range(1,100)
 
- # levels of significance
- significance_levels = np.concatenate((np.logspace(-6, -3, 3), np.linspace(0.01, 0.99, 99)))
+import scipy.stats as stats
+import numpy as np
 
- # create the table
- table = []
- for d in df:
-   row = []
-   for l in significance_levels:
-     row.append(round(stats.chi2.ppf(1 - l, d), 2))
-   table.append(row)
+# generate a chi-squared critical value table
+
+# degrees of freedom
+df = range(1,100)
+
+# levels of significance
+significance_levels = np.concatenate((np.logspace(-6, -3, 3), np.linspace(0.01, 0.99, 99)))
+
+# create the table
+table = []
+for d in df:
+    row = []
+    for l in significance_levels:
+        row.append(round(stats.chi2.ppf(1 - l, d), 2))
+    table.append(row)
+
+critical_value_table = np.array(table)
+
+# print the critical value table as a TypeScipt array
+print("export const CRITICAL_VALUES_TABLE = [")
+for row in critical_value_table:
+    print(f"  [{', '.join([str(x) for x in row])}],")
+print("];")
+
+# print the significance levels as a TypeScript array
+print("export const SIGNIFICANCE_LEVELS = [")
+print(f"  {', '.join([f'{x:.6f}' for x in significance_levels])}")
+print("];")
 
- critical_value_table = np.array(table)
  * until we find a low size replacement for doing chi2test in js
  */
 export const CRITICAL_VALUES_TABLE = [
@@ -1004,12 +1023,13 @@ export const CRITICAL_VALUES_TABLE = [
     83.38, 82.77, 82.13, 81.45, 80.72, 79.93, 79.07, 78.12, 77.05, 75.79, 74.28, 72.29, 69.23,
   ],
 ];
+
 export const SIGNIFICANCE_LEVELS = [
-  0.0, 0.0, 0.0, 0.01, 0.02, 0.03, 0.04, 0.05, 0.06, 0.07, 0.08, 0.09, 0.1, 0.11, 0.12, 0.13, 0.14,
-  0.15, 0.16, 0.17, 0.18, 0.19, 0.2, 0.21, 0.22, 0.23, 0.24, 0.25, 0.26, 0.27, 0.28, 0.29, 0.3,
-  0.31, 0.32, 0.33, 0.34, 0.35, 0.36, 0.37, 0.38, 0.39, 0.4, 0.41, 0.42, 0.43, 0.44, 0.45, 0.46,
-  0.47, 0.48, 0.49, 0.5, 0.51, 0.52, 0.53, 0.54, 0.55, 0.56, 0.57, 0.58, 0.59, 0.6, 0.61, 0.62,
-  0.63, 0.64, 0.65, 0.66, 0.67, 0.68, 0.69, 0.7, 0.71, 0.72, 0.73, 0.74, 0.75, 0.76, 0.77, 0.78,
-  0.79, 0.8, 0.81, 0.82, 0.83, 0.84, 0.85, 0.86, 0.87, 0.88, 0.89, 0.9, 0.91, 0.92, 0.93, 0.94,
-  0.95, 0.96, 0.97, 0.98, 0.99,
+  0.000001, 0.000032, 0.001, 0.01, 0.02, 0.03, 0.04, 0.05, 0.06, 0.07, 0.08, 0.09, 0.1, 0.11, 0.12,
+  0.13, 0.14, 0.15, 0.16, 0.17, 0.18, 0.19, 0.2, 0.21, 0.22, 0.23, 0.24, 0.25, 0.26, 0.27, 0.28,
+  0.29, 0.3, 0.31, 0.32, 0.33, 0.34, 0.35, 0.36, 0.37, 0.38, 0.39, 0.4, 0.41, 0.42, 0.43, 0.44,
+  0.45, 0.46, 0.47, 0.48, 0.49, 0.5, 0.51, 0.52, 0.53, 0.54, 0.55, 0.56, 0.57, 0.58, 0.59, 0.6,
+  0.61, 0.62, 0.63, 0.64, 0.65, 0.66, 0.67, 0.68, 0.69, 0.7, 0.71, 0.72, 0.73, 0.74, 0.75, 0.76,
+  0.77, 0.78, 0.79, 0.8, 0.81, 0.82, 0.83, 0.84, 0.85, 0.86, 0.87, 0.88, 0.89, 0.9, 0.91, 0.92,
+  0.93, 0.94, 0.95, 0.96, 0.97, 0.98, 0.99,
 ];