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index.d.ts
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index.d.ts
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/*
* @license Apache-2.0
*
* Copyright (c) 2021 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
// TypeScript Version: 2.0
/**
* Interface defining function options.
*/
interface Options {
/**
* Significance level (default: 0.05).
*/
alpha?: number;
/**
* Alternative hypothesis (`two-sided`, `min`, or `max`; default: 'two-sided').
*/
alternative?: 'two-sided' | 'min' | 'max';
}
/**
* Test result.
*/
interface Results {
/**
* Used significance level.
*/
alpha: number;
/**
* Test decision.
*/
rejected: boolean;
/**
* Critical value.
*/
criticalValue: number;
/**
* Test statistic.
*/
statistic: number;
/**
* Sample mean.
*/
mean: number;
/**
* Corrected sample standard deviation.
*/
sd: number;
/**
* Sample minimum.
*/
min: number;
/**
* Sample maximum.
*/
max: number;
/**
* Degrees of freedom.
*/
df: number;
/**
* Alternative hypothesis (`two-sided`, `less`, or `greater`).
*/
alt: string;
/**
* Name of test.
*/
method: string;
/**
* Function to print formatted output.
*/
print: Function;
}
/**
* If provided a value, the accumulator function returns updated Grubbs' test results. If not provided a value, the accumulator function returns the current Grubbs' test results.
*
* @param x - new value
* @returns test results or null
*/
type accumulator = ( x?: number ) => Results | null;
/**
* Returns an accumulator function which incrementally performs a moving Grubbs' test for detecting outliers.
*
* @param W - window size
* @param options - function options
* @param options.alpha - significance level (default: 0.05)
* @param options.alternative - alternative hypothesis ('two-sided', 'min', 'max'; default: 'two-sided')
* @throws first argument must be a positive integer
* @throws first argument must be greater than or equal to 3
* @throws must provide valid options
* @throws `alpha` option must be on the interval `[0,1]`
* @returns accumulator function
*
* @example
* var rnorm = require( `@stdlib/random/base/normal` );
*
* var accumulator;
* var opts;
* var i;
*
* accumulator = incrmgrubbs( 20, opts );
*
* for ( i = 0; i < 200; i++ ) {
* res = accumulator( rnorm( 10.0, 5.0 ) );
* }
*/
declare function incrmgrubbs( W: number, options?: Options ): accumulator;
// EXPORTS //
export = incrmgrubbs;