@liquality/fee-suggestions/dist/iqr.js

JavaScript library that suggest fees on Ethereum after EIP-1559 using historical data using ethers.js

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.iqr = exports.quantile = void 0;
/**
 * Computes a quantile for a numeric array.
 * @param arr
 * @param prob
 * @param sorted
 * @returns
 */
function quantile(arr, prob, sorted) {
    if (sorted === void 0) { sorted = true; }
    var len = arr.length;
    if (!sorted) {
        arr = arr.sort(ascending);
    }
    if (prob === 0.0) {
        return arr[0];
    }
    if (prob === 1.0) {
        return arr[len - 1];
    }
    var vectorIndex = len * prob - 1;
    if (vectorIndex === Math.floor(vectorIndex)) {
        return (arr[vectorIndex] + arr[vectorIndex + 1]) / 2.0;
    }
    return arr[Math.ceil(vectorIndex)];
}
exports.quantile = quantile;
/**
 * 1st quartile or lower quartile basically separate the lowest 25% of data from the highest 75%.
 */
var LOWER_QUARTILE = 0.25;
/**
 * 3rd quartile or the upper quartile separate the highest 25% of data from the lowest 75%.
 */
var UPPER_QUARTILE = 0.75;
/**
 *
 * The IQR (Interquartile Range) describes the middle 50% of values when ordered from lowest to highest.
 * To find the interquartile range (IQR), ​first find the median (middle value) of the lower and upper half of the data.
 * These values are quartile 1 (Q1) and quartile 3 (Q3). The IQR is the difference between Q3 and Q1.
 * ----------------------------------
 * |                                |
 * |   25%    25%     25%     25%   |
 * |       Q1      Q2      Q3       |
 * ----------------------------------
 *               Median
 * @param arr
 * @returns
 */
function iqr(arr) {
    var sorted = arr.sort(ascending);
    var Q1 = quantile(sorted, LOWER_QUARTILE);
    var Q3 = quantile(sorted, UPPER_QUARTILE);
    var filtered = sorted.filter(function (n) { return n <= Q3 && n >= Q1; });
    return filtered;
}
exports.iqr = iqr;
function ascending(a, b) {
    return a - b;
}