Add types for multivariate-normal (#37989)

* Add multivariate-normal

* Update metadata

* Remove patch version

* Improve tests and immutability annotations

* Allow readonly array in mutators

types/multivariate-normal/index.d.ts

@@ -0,0 +1,17 @@
+// Type definitions for multivariate-normal 0.1
+// Project: https://github.com/tulip/multivariate-normal-js#readme
+// Definitions by: Ben Weissmann <https://github.com/benweissmann>
+// Definitions: https://github.com/DefinitelyTyped/DefinitelyTyped
+
+export interface Distribution {
+  sample(): number[];
+  getMean(): ReadonlyArray<number>;
+  setMean(newMean: ReadonlyArray<number>): Distribution;
+  getCov(): ReadonlyArray<ReadonlyArray<number>>;
+  setCov(newCov: ReadonlyArray<ReadonlyArray<number>>): Distribution;
+}
+
+export default function MultivariateNormal(
+  mean: ReadonlyArray<number>,
+  cov: ReadonlyArray<ReadonlyArray<number>>,
+): Distribution;

types/multivariate-normal/multivariate-normal-tests.ts

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+import MultivariateNormal from 'multivariate-normal';
+
+// Test constructing using mutable and literal arrays
+const mutArray: number[] = [1, 2, 3];
+const dist = MultivariateNormal(mutArray, [[0, 0, 1], [0, 1, 0], [1, 0, 0]]);
+
+// Test methods for creating a new distribution from an existing one using
+// mutable and literal arrays
+const mutArray2: number[] = [4, 5, 6];
+const newDist = dist.setMean(mutArray2).setCov([[0, 0, 1], [0, 1, 0], [1, 0, 0]]);
+
+// Test accessors
+const newMean: ReadonlyArray<number> = newDist.getMean();
+const newCov: ReadonlyArray<ReadonlyArray<number>> = newDist.getCov();
+
+// Mean and covariance are immutable
+
+// $ExpectError
+newDist.getMean()[0] = 10;
+
+// $ExpectError
+newDist.getCov()[0] = [1, 2, 3];
+
+// $ExpectError
+newDist.getCov()[0][0] = 10;
+
+// Samples are mutable
+const sample: number[] = newDist.sample();
+sample[0] = 123;
+
+// Check that we can pass immutable arrays into the constructor or mutators
+MultivariateNormal(newDist.getMean(), newDist.getCov());
+
+newDist.setCov(dist.getCov());
+newDist.setMean(dist.getMean());

types/multivariate-normal/tsconfig.json

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+{
+    "compilerOptions": {
+        "module": "commonjs",
+        "lib": [
+            "es6"
+        ],
+        "noImplicitAny": true,
+        "noImplicitThis": true,
+        "strictFunctionTypes": true,
+        "strictNullChecks": true,
+        "baseUrl": "../",
+        "typeRoots": [
+            "../"
+        ],
+        "types": [],
+        "noEmit": true,
+        "forceConsistentCasingInFileNames": true
+    },
+    "files": [
+        "index.d.ts",
+        "multivariate-normal-tests.ts"
+    ]
+}

types/multivariate-normal/tslint.json

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+{ "extends": "dtslint/dt.json" }