/** * @module ubique * @description High-performance mathematical and quantitative library for JavaScript and TypeScript * * Ubique is a modern mathematical library combining JavaScript, TypeScript, and Rust-powered WebAssembly * for exceptional performance in numerical computations. The library provides: * * ## Core Modules * * ### Data Types (`datatype`) * Type checking, assertions, and data manipulation functions (isarray, ismatrix, arrayfun, vectorfun, etc.) * * ### Element Operations (`elemop`) * Element-wise operations on arrays and matrices (plus, times, power, cumsum, etc.) * * ### Elementary Math (`elmath`) * Mathematical functions (exp, log, sqrt, erf, abs, sign, etc.) * * ### Linear Algebra (`linalgebra`) * Matrix operations (inv, det, lu, linsolve) * * ### Matrix Arrays (`matarrs`) * Matrix creation and manipulation (zeros, ones, eye, reshape, transpose, etc.) * * ### Probability Distributions (`probdistr`) * Statistical distributions and tests (normcdf, normpdf, norminv, jbtest) * * ### Quantitative Finance (`quants`) * Portfolio analytics and risk metrics (Sharpe, Sortino, drawdown, VaR, etc.) * * ### Regression and Interpolation (`reglin`) * Regression and interpolation functions (linearreg, interp1) * * ### Statistics (`stats`) * Descriptive statistics (mean, std, median, corrcoef, etc.) * * ## Performance * * Ubique leverages Rust's nalgebra library compiled to WebAssembly for accelerated linear algebra operations, * achieving significant speedups (up to 20x) compared to traditional JavaScript implementations. * * @example * ```ts * import * as ubique from "jsr:@nodalstudio/ubique"; * * // Matrix operations * const A = ubique.eye(3); * const B = ubique.ones(3, 3); * const C = ubique.plus(A, B); * * // Statistics * const data = [1, 2, 3, 4, 5]; * const avg = ubique.mean(data); * const stdDev = ubique.std(data); * * // Quantitative finance * const returns = [0.01, -0.02, 0.03, 0.01]; * const sharpeRatio = ubique.sharpe(returns, 0.001); * ``` */ import arrayfun from "./lib/datatype/arrayfun.js"; import assertarray from "./lib/datatype/assertarray.js"; import assertdimension from "./lib/datatype/assertdimension.js"; import assertmatrix from "./lib/datatype/assertmatrix.js"; import assertnormalizationflag from "./lib/datatype/assertnormalizationflag.js"; import assertnumber from "./lib/datatype/assertnumber.js"; import clock from "./lib/datatype/clock.js"; import datenum from "./lib/datatype/datenum.js"; import datestr from "./lib/datatype/datestr.js"; import datevec from "./lib/datatype/datevec.js"; import isarray from "./lib/datatype/isarray.js"; import isempty from "./lib/datatype/isempty.js"; import isfunction from "./lib/datatype/isfunction.js"; import isinteger from "./lib/datatype/isinteger.js"; import islogical from "./lib/datatype/islogical.js"; import ismatrix from "./lib/datatype/ismatrix.js"; import isnull from "./lib/datatype/isnull.js"; import isnumber from "./lib/datatype/isnumber.js"; import isscalar from "./lib/datatype/isscalar.js"; import issingular from "./lib/datatype/issingular.js"; import isstring from "./lib/datatype/isstring.js"; import isundefined from "./lib/datatype/isundefined.js"; import isvector from "./lib/datatype/isvector.js"; import month from "./lib/datatype/month.js"; import now from "./lib/datatype/now.js"; import randchar from "./lib/datatype/randchar.js"; import strfind from "./lib/datatype/strfind.js"; import today from "./lib/datatype/today.js"; import vectorfun from "./lib/datatype/vectorfun.js"; import weekday from "./lib/datatype/weekday.js"; import ceil from "./lib/elemop/ceil.js"; import cumdev from "./lib/elemop/cumdev.js"; import cummax from "./lib/elemop/cummax.js"; import cummin from "./lib/elemop/cummin.js"; import cumprod from "./lib/elemop/cumprod.js"; import cumsum from "./lib/elemop/cumsum.js"; import diff from "./lib/elemop/diff.js"; import dot from "./lib/elemop/dot.js"; import eq from "./lib/elemop/eq.js"; import floor from "./lib/elemop/floor.js"; import ge from "./lib/elemop/ge.js"; import gt from "./lib/elemop/gt.js"; import ldivide from "./lib/elemop/ldivide.js"; import le from "./lib/elemop/le.js"; import lt from "./lib/elemop/lt.js"; import minus from "./lib/elemop/minus.js"; import mldivide from "./lib/elemop/mldivide.js"; import mod from "./lib/elemop/mod.js"; import mpower from "./lib/elemop/mpower.js"; import mrdivide from "./lib/elemop/mrdivide.js"; import mtimes from "./lib/elemop/mtimes.js"; import ne from "./lib/elemop/ne.js"; import plus from "./lib/elemop/plus.js"; import power from "./lib/elemop/power.js"; import prod from "./lib/elemop/prod.js"; import rdivide from "./lib/elemop/rdivide.js"; import rem from "./lib/elemop/rem.js"; import round from "./lib/elemop/round.js"; import sum from "./lib/elemop/sum.js"; import times from "./lib/elemop/times.js"; import uminus from "./lib/elemop/uminus.js"; import unique from "./lib/elemop/unique.js"; import abs from "./lib/elmath/abs.js"; import erf from "./lib/elmath/erf.js"; import erfc from "./lib/elmath/erfc.js"; import erfcinv from "./lib/elmath/erfcinv.js"; import erfinv from "./lib/elmath/erfinv.js"; import exp from "./lib/elmath/exp.js"; import log from "./lib/elmath/log.js"; import sign from "./lib/elmath/sign.js"; import sqrt from "./lib/elmath/sqrt.js"; import det from "./lib/linalgebra/det.js"; import inv from "./lib/linalgebra/inv.js"; import linsolve from "./lib/linalgebra/linsolve.js"; import lu from "./lib/linalgebra/lu.js"; import cat from "./lib/matarrs/cat.js"; import clone from "./lib/matarrs/clone.js"; import colon from "./lib/matarrs/colon.js"; import diag from "./lib/matarrs/diag.js"; import end from "./lib/matarrs/end.js"; import eye from "./lib/matarrs/eye.js"; import falses from "./lib/matarrs/falses.js"; import find from "./lib/matarrs/find.js"; import fix from "./lib/matarrs/fix.js"; import flatten from "./lib/matarrs/flatten.js"; import flipdim from "./lib/matarrs/flipdim.js"; import fliplr from "./lib/matarrs/fliplr.js"; import flipud from "./lib/matarrs/flipud.js"; import getcol from "./lib/matarrs/getcol.js"; import getrow from "./lib/matarrs/getrow.js"; import horzcat from "./lib/matarrs/horzcat.js"; import ind2sub from "./lib/matarrs/ind2sub.js"; import iscolumn from "./lib/matarrs/iscolumn.js"; import isrow from "./lib/matarrs/isrow.js"; import issquare from "./lib/matarrs/issquare.js"; import length from "./lib/matarrs/length.js"; import linspace from "./lib/matarrs/linspace.js"; import logspace from "./lib/matarrs/logspace.js"; import mergesort from "./lib/matarrs/mergesort.js"; import ncols from "./lib/matarrs/ncols.js"; import ndims from "./lib/matarrs/ndims.js"; import nrows from "./lib/matarrs/nrows.js"; import numel from "./lib/matarrs/numel.js"; import ones from "./lib/matarrs/ones.js"; import rand from "./lib/matarrs/rand.js"; import repmat from "./lib/matarrs/repmat.js"; import reshape from "./lib/matarrs/reshape.js"; import setcol from "./lib/matarrs/setcol.js"; import setrow from "./lib/matarrs/setrow.js"; import size from "./lib/matarrs/size.js"; import sort from "./lib/matarrs/sort.js"; import squeeze from "./lib/matarrs/squeeze.js"; import sub2ind from "./lib/matarrs/sub2ind.js"; import subset from "./lib/matarrs/subset.js"; import subsetlin from "./lib/matarrs/subsetlin.js"; import tomat from "./lib/matarrs/tomat.js"; import transpose from "./lib/matarrs/transpose.js"; import trues from "./lib/matarrs/trues.js"; import vertcat from "./lib/matarrs/vertcat.js"; import zeros from "./lib/matarrs/zeros.js"; import jbtest from "./lib/probdistr/jbtest.js"; import normcdf from "./lib/probdistr/normcdf.js"; import norminv from "./lib/probdistr/norminv.js"; import normpdf from "./lib/probdistr/normpdf.js"; import activereturn from "./lib/quants/activereturn.js"; import adjsharpe from "./lib/quants/adjsharpe.js"; import annadjsharpe from "./lib/quants/annadjsharpe.js"; import annreturn from "./lib/quants/annreturn.js"; import annrisk from "./lib/quants/annrisk.js"; import avgdrawdown from "./lib/quants/avgdrawdown.js"; import burkeratio from "./lib/quants/burkeratio.js"; import cagr from "./lib/quants/cagr.js"; import calmarratio from "./lib/quants/calmarratio.js"; import cdrawdown from "./lib/quants/cdrawdown.js"; import downsidepot from "./lib/quants/downsidepot.js"; import downsiderisk from "./lib/quants/downsiderisk.js"; import drawdown from "./lib/quants/drawdown.js"; import histcondvar from "./lib/quants/histcondvar.js"; import histvar from "./lib/quants/histvar.js"; import hurst from "./lib/quants/hurst.js"; import inforatio from "./lib/quants/inforatio.js"; import irr from "./lib/quants/irr.js"; import jensenalpha from "./lib/quants/jensenalpha.js"; import m2sortino from "./lib/quants/m2sortino.js"; import martinratio from "./lib/quants/martinratio.js"; import mdietz from "./lib/quants/mdietz.js"; import modigliani from "./lib/quants/modigliani.js"; import montecarlovar from "./lib/quants/montecarlovar.js"; import omegaratio from "./lib/quants/omegaratio.js"; import painindex from "./lib/quants/painindex.js"; import painratio from "./lib/quants/painratio.js"; import paramcondvar from "./lib/quants/paramcondvar.js"; import paramvar from "./lib/quants/paramvar.js"; import percpos from "./lib/quants/percpos.js"; import ret2tick from "./lib/quants/ret2tick.js"; import ror from "./lib/quants/ror.js"; import sharpe from "./lib/quants/sharpe.js"; import sortino from "./lib/quants/sortino.js"; import sterlingratio from "./lib/quants/sterlingratio.js"; import tick2ret from "./lib/quants/tick2ret.js"; import tomonthly from "./lib/quants/tomonthly.js"; import toweekly from "./lib/quants/toweekly.js"; import trackerr from "./lib/quants/trackerr.js"; import treynor from "./lib/quants/treynor.js"; import twr from "./lib/quants/twr.js"; import ulcerindex from "./lib/quants/ulcerindex.js"; import upsidepot from "./lib/quants/upsidepot.js"; import interp1 from "./lib/reglin/interp1.js"; import linearreg from "./lib/reglin/linearreg.js"; import corrcoef from "./lib/stats/corrcoef.js"; import cov from "./lib/stats/cov.js"; import histc from "./lib/stats/histc.js"; import iqr from "./lib/stats/iqr.js"; import kurtosis from "./lib/stats/kurtosis.js"; import mad from "./lib/stats/mad.js"; import max from "./lib/stats/max.js"; import mean from "./lib/stats/mean.js"; import median from "./lib/stats/median.js"; import min from "./lib/stats/min.js"; import mode from "./lib/stats/mode.js"; import moment from "./lib/stats/moment.js"; import pdist from "./lib/stats/pdist.js"; import prctile from "./lib/stats/prctile.js"; import quantile from "./lib/stats/quantile.js"; import quartile from "./lib/stats/quartile.js"; import range from "./lib/stats/range.js"; import skewness from "./lib/stats/skewness.js"; import std from "./lib/stats/std.js"; import varc from "./lib/stats/varc.js"; import xkurtosis from "./lib/stats/xkurtosis.js"; import zscore from "./lib/stats/zscore.js"; export { abs, activereturn, adjsharpe, annadjsharpe, annreturn, annrisk, arrayfun, assertarray, assertdimension, assertmatrix, assertnormalizationflag, assertnumber, avgdrawdown, burkeratio, cagr, calmarratio, cat, cdrawdown, ceil, clock, clone, colon, corrcoef, cov, cumdev, cummax, cummin, cumprod, cumsum, datenum, datestr, datevec, det, diag, diff, dot, downsidepot, downsiderisk, drawdown, end, eq, erf, erfc, erfcinv, erfinv, exp, eye, falses, find, fix, flatten, flipdim, fliplr, flipud, floor, ge, getcol, getrow, gt, histc, histcondvar, histvar, horzcat, hurst, ind2sub, inforatio, interp1, inv, iqr, irr, isarray, iscolumn, isempty, isfunction, isinteger, islogical, ismatrix, isnull, isnumber, isrow, isscalar, issingular, issquare, isstring, isundefined, isvector, jbtest, jensenalpha, kurtosis, ldivide, le, length, linearreg, linsolve, linspace, log, logspace, lt, lu, m2sortino, mad, martinratio, max, mdietz, mean, median, mergesort, min, minus, mldivide, mod, mode, modigliani, moment, montecarlovar, month, mpower, mrdivide, mtimes, ncols, ndims, ne, normcdf, norminv, normpdf, now, nrows, numel, omegaratio, ones, painindex, painratio, paramcondvar, paramvar, pdist, percpos, plus, power, prctile, prod, quantile, quartile, rand, randchar, range, rdivide, rem, repmat, reshape, ret2tick, ror, round, setcol, setrow, sharpe, sign, size, skewness, sort, sortino, sqrt, squeeze, std, sterlingratio, strfind, sub2ind, subset, subsetlin, sum, tick2ret, times, today, tomat, tomonthly, toweekly, trackerr, transpose, treynor, trues, twr, ulcerindex, uminus, unique, upsidepot, varc, vectorfun, vertcat, weekday, xkurtosis, zeros, zscore, }; //# sourceMappingURL=index.d.ts.map