Functional Statistics API

All stat functions are exported individually and operate on raw Float64Array inputs. Use these when you don't want to go through InferenceData, or when building custom diagnostics.

import {
  computeMean, computeStdev, computeQuantiles, computeHDI,
  computeSkewness, computeExcessKurtosis,
  computeESS, computeEssBulk, computeEssTail, computeEssBasic,
  computeRhat,
  computeMCSE, computeMCSEMultiChain, computeMCSEQuantile, computeMCSEStd,
  computeGeweke,
  computeSplitRhat,
} from 'mcmc-visualizer';

// Single-chain ESS
const { ess, autocorrelation } = computeESS(draws);

// Multi-chain bulk/tail ESS — pass array of Float64Arrays (one per chain)
const bulkEss = computeEssBulk([chain1, chain2, chain3, chain4]);
const tailEss = computeEssTail([chain1, chain2, chain3, chain4]);

// Rank-normalized R-hat
const rhat = computeRhat([chain1, chain2, chain3, chain4], 'rank');
//                                                          ↑ 'rank' | 'bulk' | 'tail' | 'basic'

// MCSE variants
const mcseMean  = computeMCSE(singleChain);
const mcseMulti = computeMCSEMultiChain([c1, c2, c3, c4]);
const mcseQ95   = computeMCSEQuantile(draws, 0.95, effectiveSS);
const mcseStd   = computeMCSEStd([c1, c2, c3, c4]);

// Geweke test
const { z, pValue } = computeGeweke(draws);

// Descriptive
const { q5, q25, q50, q75, q95 } = computeQuantiles(draws);
const [lo, hi] = computeHDI(draws, 0.9);

Algorithm reference

Function	Algorithm	Reference
computeESS	Geyer monotone sequence estimator; autocorrelation via radix-2 / Bluestein FFT	Geyer 1992
computeEssBulk	Rank-normalized ESS with Geyer estimator + antithetic correction on split chains	Vehtari et al. 2021
computeEssTail	ESS on quantile indicator functions (lower + upper 5%)	Vehtari et al. 2021
computeRhat("rank")	max(bulk, tail) R-hat; Blom rank transform then probit	Vehtari et al. 2021
computeRhat("tail")	Fold around median → rank normalize → Gelman-Rubin	Vehtari et al. 2021
computeMCSE	SD / √ESS	Standard
computeMCSEQuantile	Beta(α, β) inverse CDF with α = ESS·p + 1	Flegal & Jones 2011
computeMCSEStd	Delta method on proxy (x − μ)²	Standard
computeGeweke	Spectral z-test; linear Bartlett window; first 10% vs last 50%	Geweke 1991
computeHDI	Sliding window: shortest interval containing ceil(mass × n) sorted draws	Standard
computeQuantiles	Linear interpolation at fractional positions	Standard