Marc-André Bombeck cb8ed92d78 feat(stats): add segmented regression with Newey-West intervals ...

A four-parameter interrupted time series fit (pre-trend, level change,
slope change) by OLS, with a Bartlett-kernel HAC covariance, the n/(n-k)
small-sample factor and Student t intervals. The tests pin the
coefficients, standard errors and intervals to independently computed
reference values on contiguous and gapped series.

2026-10-21 21:44:29 +02:00

..

__tests__

feat(stats): add segmented regression with Newey-West intervals

2026-10-21 21:44:29 +02:00

linear-fit.ts

refactor(stats): one least-squares fit for every trend line

2026-10-20 09:43:47 +02:00

segmented-regression.ts

feat(stats): add segmented regression with Newey-West intervals

2026-10-21 21:44:29 +02:00

spread.ts

fix(stats): one standard deviation with its kind named at the call site

2026-10-20 04:36:54 +02:00