als-statistics/tests/analyze/correlate/spearman.test.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 { describe, it } from 'node:test';
import assert from 'node:assert';
import { Spearman } from '../../../lib/analyze/correlate/spearman.js';

function approx(a,b,eps=1e-10){ assert.ok(Math.abs(a-b)<=eps*(1+Math.max(Math.abs(a),Math.abs(b))),`~${b}, got ${a}`); }

describe('Spearman', () => {
  it('perfectly increasing -> r=1, p≈0', () => {
    const s = new Spearman({ X:[1,2,3,4,5], Y:[2,3,4,5,6] });
    approx(s.r, 1, 1e-12);
    assert.ok(s.p < 1e-6, `p=${s.p}`);
  });

  it('ties (average ranks): expected high positive r', () => {
    const s = new Spearman({ X:[1,1,2,2,3], Y:[10,10,20,30,40] });
    // ожидаемое r_s ≈ 0.9733285267845753 (посчитано по ранговому Пирсону)
    approx(s.r, 0.9733285267845753, 1e-10);
  });

  it('different lengths -> trimmed to min length', () => {
    const s = new Spearman({ X:[1,2,3,4], Y:[2,4,6] }); // min n=3
    assert.strictEqual(s.n, 3);
  });
});