als-statistics/lib/analyze/correlate/index.js

Modular JS statistics toolkit for Node.js and the browser: descriptive stats, correlations (Pearson/Spearman/Kendall), t-tests & ANOVA (Student/Welch), reliability (Cronbach’s alpha), regression (linear/logistic), clustering (DBSCAN/HDBSCAN), and table/co

import { Pearson } from './pearson.js';
import { CronbachAlpha } from './cronbach-alpha.js';
import { Spearman } from './spearman.js';
import { Kendall } from './kendall.js';

export class Correlate {
   static CronbachAlpha = CronbachAlpha;
   static Pearson = Pearson;
   static Spearman = Spearman;
   static Kendall = Kendall;

   constructor(samples) {
      this.columns = samples // expecting columns object or values
      this.keys = Object.keys(samples)
      if (this.keys.length < 2) throw new Error('At least 2 samples required')
   }

   #filterColumns(colFilter) {
      if (colFilter.length === 0) return this.columns
      const filtered = {}
      colFilter.forEach(k => { filtered[k] = this.columns[k] });
      return filtered
   }

   cronbachAlpha(...colFilter) { return new CronbachAlpha(this.#filterColumns(colFilter)) }

   spearmanTwoSided(...colFilter) { return this.matrix(colFilter, (data) => new Spearman(data, true)) }
   spearman(...colFilter) { return this.matrix(colFilter, (data) => new Spearman(data, false)) }

   kendallTwoSided(...colFilter) { return this.matrix(colFilter, (data) => new Kendall(data, true)) }
   kendall(...colFilter) { return this.matrix(colFilter, (data) => new Kendall(data, false)) }

   pearson(...colFilter) { return this.matrix(colFilter, (data) => new Pearson(data, true)) }
   pearsonSample(...colFilter) { return this.matrix(colFilter, (data) => new Pearson(data, false)) }
   
   matrix(colFilter, fn) {
      const entries = Object.entries(this.#filterColumns(colFilter))
      if (entries.length === 2) return fn({
         [entries[0][0]]: entries[0][1],
         [entries[1][0]]: entries[1][1],
      })
      const result = {}
      for (let i = 0; i < entries.length; i++) {
         const [name1, value1] = entries[i]
         for (let j = i + 1; j < entries.length; j++) {
            const [name2, values2] = entries[j]
            result[`${name1}|${name2}`] = fn({ [name1]: value1, [name2]: values2 })
         }
      }
      return result
   }
}