pystatistics 2.2.0__tar.gz → 3.0.0__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {pystatistics-2.2.0 → pystatistics-3.0.0}/CHANGELOG.md +232 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/CLAUDE.md +39 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/PKG-INFO +123 -86
- {pystatistics-2.2.0 → pystatistics-3.0.0}/README.md +120 -85
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pyproject.toml +7 -1
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/__init__.py +1 -1
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/gam/backends/gpu_pirls.py +86 -3
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/__init__.py +0 -2
- pystatistics-3.0.0/pystatistics/mvnmle/backends/_em_batched.py +45 -0
- pystatistics-3.0.0/pystatistics/mvnmle/backends/_em_batched_np.py +304 -0
- pystatistics-3.0.0/pystatistics/mvnmle/backends/_em_batched_patterns.py +112 -0
- pystatistics-3.0.0/pystatistics/mvnmle/backends/_em_batched_torch.py +275 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/backends/em.py +5 -5
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/mcar_test.py +7 -310
- {pystatistics-2.2.0 → pystatistics-3.0.0}/tests/gam/test_gam.py +33 -1
- pystatistics-2.2.0/pystatistics/mvnmle/backends/_em_batched.py +0 -897
- pystatistics-2.2.0/tests/mvnmle/test_mom_mcar.py +0 -169
- {pystatistics-2.2.0 → pystatistics-3.0.0}/.github/workflows/publish.yml +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/.github/workflows/trigger-docs-rebuild.yml +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/.gitignore +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/.release/CHECKLIST.md +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/.release/UNRELEASED.md +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/.release/release.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/LICENSE +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/benchmarks/mvnmle_bench.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/docs/DESIGN.md +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/docs/Forge.md +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/docs/GPU_BACKEND_NOTES.md +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/docs/Makefile +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/docs/PYSTATSBIO_CONTEXT.md +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/docs/ROADMAP.md +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/docs/_static/custom.css +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/docs/anova.rst +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/docs/conf.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/docs/core.rst +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/docs/descriptive.rst +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/docs/hypothesis.rst +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/docs/index.rst +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/docs/mixed.rst +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/docs/montecarlo.rst +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/docs/mvnmle.rst +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/docs/regression.rst +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/docs/survival.rst +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/GPU_BACKEND_CONVENTION.md +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/anova/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/anova/_common.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/anova/_contrasts.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/anova/_levene.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/anova/_posthoc.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/anova/_repeated.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/anova/_ss.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/anova/design.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/anova/solution.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/anova/solvers.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/capabilities.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/compute/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/compute/device.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/compute/linalg/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/compute/linalg/batched.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/compute/linalg/cholesky.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/compute/linalg/determinant.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/compute/linalg/qr.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/compute/linalg/solve.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/compute/linalg/svd.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/compute/optimization/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/compute/optimization/convergence.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/compute/precision.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/compute/timing.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/compute/tolerances.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/datasource.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/exceptions.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/protocols.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/result.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/core/validation.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/descriptive/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/descriptive/_missing.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/descriptive/_quantile_types.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/descriptive/backends/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/descriptive/backends/cpu.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/descriptive/backends/gpu.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/descriptive/design.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/descriptive/solution.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/descriptive/solvers.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/gam/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/gam/_basis.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/gam/_common.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/gam/_fit.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/gam/_gam.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/gam/_gcv.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/gam/_smooth.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/gam/backends/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/gam/backends/_gpu_family.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/gam/solution.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/hypothesis/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/hypothesis/_common.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/hypothesis/_design_factories.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/hypothesis/_p_adjust.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/hypothesis/backends/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/hypothesis/backends/_chisq_test.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/hypothesis/backends/_fisher_test.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/hypothesis/backends/_ks_test.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/hypothesis/backends/_prop_test.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/hypothesis/backends/_t_test.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/hypothesis/backends/_var_test.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/hypothesis/backends/_wilcox_test.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/hypothesis/backends/cpu.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/hypothesis/backends/gpu.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/hypothesis/design.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/hypothesis/solution.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/hypothesis/solvers.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mixed/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mixed/_common.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mixed/_deviance.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mixed/_pirls.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mixed/_pls.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mixed/_random_effects.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mixed/_satterthwaite.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mixed/design.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mixed/solution.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mixed/solvers.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/montecarlo/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/montecarlo/_ci.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/montecarlo/_common.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/montecarlo/_influence.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/montecarlo/backends/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/montecarlo/backends/cpu.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/montecarlo/backends/gpu.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/montecarlo/design.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/montecarlo/solution.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/montecarlo/solvers.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/multinomial/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/multinomial/_common.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/multinomial/_likelihood.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/multinomial/_solver.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/multinomial/backends/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/multinomial/backends/gpu_likelihood.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/multinomial/solution.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/multivariate/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/multivariate/_common.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/multivariate/_factor.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/multivariate/_pca.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/multivariate/_rotation.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/multivariate/backends/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/multivariate/backends/gpu_pca.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/_monotone.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/_objectives/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/_objectives/base.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/_objectives/cpu.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/_objectives/gpu_fp32.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/_objectives/gpu_fp64.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/_objectives/parameterizations.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/_utils.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/backends/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/backends/_squarem.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/backends/cpu.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/backends/gpu.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/datasets.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/design.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/patterns.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/solution.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/mvnmle/solvers.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/ordinal/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/ordinal/_common.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/ordinal/_likelihood.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/ordinal/_solver.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/ordinal/backends/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/ordinal/backends/gpu_likelihood.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/ordinal/solution.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/py.typed +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/regression/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/regression/_formatting.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/regression/_glm.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/regression/_linear.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/regression/_nb_theta.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/regression/backends/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/regression/backends/cpu.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/regression/backends/cpu_glm.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/regression/backends/gpu.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/regression/backends/gpu_glm.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/regression/design.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/regression/families.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/regression/solution.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/regression/solvers.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/survival/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/survival/_common.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/survival/_cox.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/survival/_discrete.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/survival/_km.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/survival/_logrank.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/survival/backends/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/survival/backends/cpu.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/survival/backends/gpu.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/survival/design.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/survival/solution.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/survival/solvers.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/timeseries/__init__.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/timeseries/_acf.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/timeseries/_arima_batch.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/timeseries/_arima_factored.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/timeseries/_arima_fit.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/timeseries/_arima_forecast.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/timeseries/_arima_kalman.py +0 -0
- {pystatistics-2.2.0 → pystatistics-3.0.0}/pystatistics/timeseries/_arima_likelihood.py +0 -0
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# Changelog
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## 3.0.0
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### BREAKING: Removed MoM MCAR test and the entire `nonparametric_mcar` subpackage
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`pystatistics.mvnmle.mom_mcar_test` and the full
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`pystatistics.nonparametric_mcar` subpackage (propensity / HSIC /
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MissMech + their shared `NonparametricMCARResult`) have been removed.
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These were added in 2.2.0 and 2.3.0 respectively, specifically in
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service of Lacuna's missingness-mechanism cache, NOT as general-
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purpose statistical methods. That was a scope-boundary mistake on
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pystatistics's part: we're a general-purpose statistics library, and
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these tests are project-specific feature-extraction helpers.
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**What remains in pystatistics:**
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- `pystatistics.mvnmle.little_mcar_test` — the canonical Little (1988)
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MLE-plug-in test. Textbook, general-purpose, stays.
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- `MCARTestResult` dataclass — retained (downstream packages that
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implement their own MCAR variants can and do reuse it).
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- All of `mlest`, the EM / SQUAREM machinery, `analyze_patterns`,
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`PatternInfo`, etc. — unchanged.
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**Where the removed tests live now:** the cache-scale variants have
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moved into Lacuna as `lacuna.analysis.mcar`:
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- `lacuna.analysis.mcar.mom_mcar_test` (method-of-moments plug-in)
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- `lacuna.analysis.mcar.propensity_mcar_test` (RF/GBM + analytical or
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permutation null)
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- `lacuna.analysis.mcar.hsic_mcar_test` (Gretton gamma or permutation null)
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- `lacuna.analysis.mcar.NonparametricMCARResult`
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All the 2.3.0/2.4.0 performance work that was in-flight in this file
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(analytical AUC p-value for propensity, HGB default, Gretton gamma
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null for HSIC, vectorised MissMech permutation, etc.) moved with the
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code. Downstream: Lacuna's cache build is unaffected — it now imports
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from `lacuna.analysis.mcar` instead of `pystatistics.nonparametric_mcar`.
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**Migration for external users (if any):**
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- `from pystatistics.mvnmle import mom_mcar_test` →
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`from lacuna.analysis.mcar import mom_mcar_test` (if using Lacuna).
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Alternatively, the MoM algorithm is ~100 LOC of pairwise-deletion
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moments + per-pattern chi-square and is straightforward to inline
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if you don't want a Lacuna dependency.
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`from lacuna.analysis.mcar import *`.
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**Why a major bump (3.0.0):** public API surface shrunk; imports that
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worked in 2.x now fail. Even though our active user population is
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small (internal), the convention matters — breaking removals are
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- `pystatistics/mvnmle/mcar_test.py` lost `mom_mcar_test`,
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`_resolve_mom_backend`, `_pairwise_deletion_moments`, and the
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`_MOM_GPU_WORTH_IT_THRESHOLD` constant. `little_mcar_test` and
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`MCARTestResult` remain.
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- `pyproject.toml` lost the `nonparametric_mcar` optional extra.
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- `tests/mvnmle/test_mom_mcar.py` and `tests/nonparametric_mcar/`.
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+
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(The dead batched MCAR chi-square machinery that this removal left
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stranded has also been cleaned up — see the "Dead-code cleanup"
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section below.)
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### Fixed flaky GAM GPU FP64 `total_edf` test
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`tests/gam/test_gam.py::TestGAMGPU::test_gpu_fp64_matches_cpu_fitted_and_gcv`
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had been flaking intermittently since 1.8.0. Measured CPU/GPU drift on
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the `sine_data` fixture:
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- `fitted_values` max abs diff: ~7e-8 (machine precision)
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- `deviance` relative diff: ~1e-7
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- `gcv` relative diff: ~3e-5
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- `total_edf` relative diff: **~1.4e-3** (narrowly failing the 1e-3 bar)
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Diagnosis: the primary fit statistics (fitted_values, deviance, GCV)
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sit at the GCV-minimising λ, i.e. at a local minimum of `GCV(λ)`, so
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they are insensitive to the tiny λ-drift the L-BFGS-B outer search
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lands on across CPU/GPU. `total_edf`, however, passes through a trace
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of `(X'WX + λ·S)⁻¹·X'WX`, which is LINEAR in λ near the optimum. With
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the penalised normal-equation matrix at cond ≈ 1e16-17 the EDF trace
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moves O(10⁻³) per O(10⁻⁶) λ shift — structurally more sensitive than
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the fit statistics that a 1e-4 tolerance gated.
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Fix: tolerance widened from `rel=1e-3` to `rel=5e-3` on `total_edf`
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only. The other three assertions (fitted_values, deviance, GCV) keep
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their 1e-4 margin. Test comment updated with the λ-sensitivity
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analysis so future maintainers don't re-tighten it without
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understanding why it's at 5e-3.
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### Fixed GAM GPU smooth-term chi-squared bug (null-space absorption)
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Surfaced while tightening the `total_edf` tolerance above: the chi-
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squared statistic reported in `smooth_terms` was diverging ~8×
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between CPU and GPU backends — CPU ≈ 19, GPU ≈ 156 on the
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`sine_data` fixture — despite fitted values agreeing to FP64
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precision. This was a latent correctness bug in the GPU backend
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going back to whenever the GAM GPU path was first written.
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Root cause: the penalised normal matrix `A = X'WX + Σ λⱼ Sⱼ` has
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condition number up to ~1e17 when λ is small — the penalty does not
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fully eliminate the design matrix's null space (the constant / linear
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directions in the spline basis's null space). On such `A`,
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`torch.linalg.solve` (LU on device) and `np.linalg.cholesky`
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(CPU reference path) converge to the same `X·β` (fitted values) but
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pick DIFFERENT null-space-representative `β` (coefficients).
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Concretely on `sine_data`: fitted values agreed to 7e-8 but
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coefficients were shifted by a constant ±1.73 between the parametric
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intercept and every smooth basis coefficient — exactly the null-space
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direction the penalty fails to constrain. Since `smooth_terms.chi_sq`
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is computed directly from `β` (via `β_j'·β_j / scale`), the null-
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space shift broke it despite the rest of the fit being numerically
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sound.
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Fix: the GPU backend now canonicalises the final `β` by re-solving
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`A·β = b` via numpy's Cholesky-with-LU-fallback — the same logic
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the CPU path uses in `_pirls_step`. This lives in a new
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`_canonicalise_beta` method; `fit_fixed` and `edf_per_term` both call
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it after their P-IRLS loops converge. In-loop P-IRLS still uses
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torch's fast LU on device (null-space ambiguity doesn't matter
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there — only the resulting `μ` drives convergence). The D2H
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round-trip for the final solve is ~100 µs on a p×p matrix with p
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typically ≤ 80; the dominant GPU work (the n×p GEMM in each P-IRLS
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step) stays on device.
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Test: `TestGAMGPU::test_gpu_fp64_matches_cpu_fitted_and_gcv` gained
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coefficient-level assertions (`rtol=1e-3, atol=1e-4`) and chi-squared
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agreement (`rel=1e-3`) so this regression is caught if it returns.
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Measured post-fix: coef max abs diff drops from 1.73 to 9e-5;
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chi_sq rel diff drops from ~8× to 1.6e-5.
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### Dead-code cleanup
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While removing ``mom_mcar_test``, noticed that the batched MCAR
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chi-square machinery (``chi_square_mcar_batched_np`` and
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``chi_square_mcar_batched_torch`` in ``backends/_em_batched_{np,torch}.py``,
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re-exported via the shim at ``backends/_em_batched.py``) was only ever
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called from ``mom_mcar_test``. Those functions are now gone; shim
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dropped their re-exports; backend file docstrings updated to record
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the removal. Net: `_em_batched_np.py` went from 416 → 300 lines and
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`_em_batched_torch.py` from 381 → 271 lines, and `backends/_em_batched.py`
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lost two of its eleven shim exports.
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+
|
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### Process change
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+
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Added **Rule 9 "Cross-Project Scope Boundary"** to
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`CLAUDE.md`. Future Claude Code sessions working on pystatistics must
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not modify sibling projects (Lacuna, pystatsbio, etc.) without
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+
explicit per-session user authorisation. Functionality needed by
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another project belongs in that project until demonstrably general.
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This removal is the retroactive correction of previous boundary
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crossings. The same rule was added to Lacuna's and pystatsbio's
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CLAUDE.md files (§8 and §9 respectively, numbered by where the rule
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fit in each file's existing structure).
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+
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+
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## 2.3.0
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- **New subpackage `pystatistics.nonparametric_mcar`** for distribution-
|
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+
free MCAR tests, motivated by the Lacuna ablation finding that the
|
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MVN-based Little's MCAR feature (MLE or MoM plug-in) does not help
|
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mechanism classification on heavy-tailed / categorical tabular data.
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+
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- Added `propensity_mcar_test(data, *, model='rf'|'gbm', cv_folds=5,
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+
n_permutations=199, seed=0, alpha=0.05)`. Fits a sklearn
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`RandomForestClassifier` or `GradientBoostingClassifier` to predict
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+
each column's missingness indicator from the other columns
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(mean-imputed + per-column missing-indicator features), computes
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out-of-fold AUC, and calibrates against a permutation null. Returns
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+
a `NonparametricMCARResult` with `statistic = mean_auc - 0.5` and
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permutation-smoothed `p_value`. scikit-learn is an optional extra:
|
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+
`pip install pystatistics[nonparametric_mcar]`.
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+
|
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- Added `NonparametricMCARResult` dataclass (statistic, p_value,
|
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+
rejected, alpha, method, n_observations, n_variables,
|
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+
n_missing_cells, extra). Intentionally narrower than the MVN-based
|
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+
`MCARTestResult` — no df / ml_mean / ml_cov / patterns, because
|
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+
nonparametric tests don't produce those.
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+
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- Tests: 11 in `tests/nonparametric_mcar/test_propensity.py` covering
|
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+
normal cases (MCAR non-rejection, MAR rejection, reproducibility
|
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under fixed seed, GBM option), edge cases (fully-observed column
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ignored), and failure cases (1D input, too few rows/columns, no
|
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missingness, invalid hyperparameters).
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+
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- Added `hsic_mcar_test(data, *, alpha=0.05, n_permutations=199,
|
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+
seed=0)`. Hilbert-Schmidt Independence Criterion (Gretton et al.
|
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2005/2008) between stochastically-imputed observed values and the
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+
missingness-indicator matrix, with Gaussian RBF kernel and
|
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+
median-heuristic bandwidth. Biased HSIC estimator, permutation null
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for calibration. Uses **stochastic** (column-mean + column-std
|
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+
noise) imputation rather than plain mean imputation — pure
|
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+
mean-imputation pulls heavy-missing rows toward the column
|
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centroid, which creates a systematic X-R coupling and rejects MCAR
|
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+
spuriously on MCAR-generated data. Pure numpy; no sklearn dep.
|
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+
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199
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+
- Added `missmech_mcar_test(data, *, alpha=0.05, n_permutations=199,
|
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+
n_neighbors=5, min_pattern_size=6, seed=0)`. Jamshidian-Jalal-style
|
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+
test of homogeneity of means across missingness-pattern groups,
|
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after k-NN imputation (via `sklearn.impute.KNNImputer`). Statistic
|
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+
is the between-pattern weighted sum of squared mean differences
|
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+
(Σ_p n_p ||μ_p − μ||²), calibrated against a pattern-label
|
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+
permutation null — equivalent in hypothesis to Jamshidian & Jalal
|
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|
+
(2010)'s bootstrap, but faster for the cached-scalar use case.
|
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+
Requires the same `nonparametric_mcar` extra for sklearn.
|
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+
|
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+
- Tests: 9 in `test_hsic.py`, 10 in `test_missmech.py` — both
|
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covering MCAR non-rejection, MAR rejection, reproducibility under
|
|
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+
seed, and the same failure-case matrix as propensity.
|
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|
+
|
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- Suite: 156/156 across `tests/nonparametric_mcar/` and `tests/mvnmle/`
|
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+
pass; no mvnmle regressions from the new subpackage.
|
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|
+
|
|
216
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+
- **Split `pystatistics/mvnmle/backends/_em_batched.py`** (501 SLOC →
|
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|
+
over the Rule 4 hard limit of 500) into three focused files plus a
|
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|
+
compatibility shim:
|
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+
- `_em_batched_patterns.py` (63 SLOC) — `_BatchedPatternIndex`
|
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+
dataclass, `_pattern_n`, `build_pattern_index`.
|
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+
- `_em_batched_np.py` (203 SLOC) — NumPy CPU backend
|
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+
(`compute_conditional_parameters_np`, `e_step_full_batched_np`,
|
|
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|
+
`compute_loglik_batched_np`, `chi_square_mcar_batched_np`).
|
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|
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- `_em_batched_torch.py` (239 SLOC) — Torch GPU backend
|
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|
+
(`_e_step_full_torch`, `_loglik_full_torch`,
|
|
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|
+
`chi_square_mcar_batched_torch`, `compute_conditional_parameters_torch`).
|
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|
+
- `_em_batched.py` (30 SLOC) — thin shim re-exporting every
|
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|
+
symbol so existing importers in `em.py`, `solvers.py`, and
|
|
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|
+
`mcar_test.py` need no changes.
|
|
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|
+
The 157-test suite across `tests/test_code_quality.py`,
|
|
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|
+
`tests/mvnmle/`, and `tests/nonparametric_mcar/` passes after the
|
|
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|
+
split; `test_no_file_exceeds_500_code_lines` now passes.
|
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+
|
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+
|
|
3
235
|
## 2.2.0
|
|
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236
|
|
|
5
237
|
- Fixed a `torch._C._LinAlgError` crash in `chi_square_mcar_batched_torch`
|
|
@@ -218,6 +218,45 @@ file, that's a process failure.
|
|
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218
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219
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---
|
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220
|
|
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+
## 9. Cross-Project Scope Boundary — Stay in the Project You Were Invited Into
|
|
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+
|
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+
A Claude Code session is invoked on one project. It does not have a licence to edit
|
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+
any other project visible on disk. Seeing sibling repos in `/mnt/projects/` does not
|
|
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|
+
constitute an invitation to modify them.
|
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+
|
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**Rules:**
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- Never modify source, tests, configs, or documentation in a sibling project (any
|
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+
repo outside the current one) on your own initiative.
|
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- When you believe a change belongs in a sibling project — "this belongs upstream",
|
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"this helper is more general than the current project", "I should fix a bug in
|
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+
their API" — stop and raise it with the user. Describe what you'd change, where,
|
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and why. Wait for explicit authorisation before editing the sibling repo.
|
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+
- "Explicit authorisation" means the user said, in the current session, something
|
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+
like "yes, also modify project X". It is NOT a precedent from a prior session. It
|
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is NOT "the user probably wouldn't mind". It is NOT inferred from the fact that
|
|
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+
the user depends on project X.
|
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|
+
|
|
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|
+
**Corollary — Scope Creep Is a Design Decision, Not a Technical One:**
|
|
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Pushing project-A-specific functionality into general-purpose project B because it's
|
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|
+
technically convenient dilutes project B's identity, breaks the expectations of other
|
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|
+
downstream consumers, and forces project B to carry maintenance burden for a use case
|
|
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|
+
it was never meant to serve. "Project A needs X, and X involves statistics, therefore
|
|
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|
+
X belongs in pystatistics" is not a valid reasoning chain. X belongs in project A
|
|
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|
+
until (a) multiple sibling projects demonstrably need it AND (b) a decision has been
|
|
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|
+
made to promote it — either into an existing general-purpose library or into a new
|
|
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|
+
dedicated sibling.
|
|
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|
+
|
|
249
|
+
**What to do when you think a sibling needs a change:**
|
|
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|
+
1. Implement the helper inside your OWN project first. It lives there until proven
|
|
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|
+
general.
|
|
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|
+
2. Surface the "belongs upstream" thought to the user explicitly. Propose the
|
|
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|
+
migration as a separate task. Do not pre-emptively modify the sibling repo.
|
|
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|
+
3. If the user authorises the migration, treat it as its own first-class task with
|
|
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|
+
its own review, tests, and release cadence — not as a side-effect of the
|
|
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|
+
originating feature.
|
|
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|
+
|
|
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+
---
|
|
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|
+
|
|
221
260
|
## Meta-Rule
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261
|
|
|
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|
If any of these rules feel inconvenient, that feeling is the point. These rules exist
|
|
@@ -1,6 +1,6 @@
|
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|
1
1
|
Metadata-Version: 2.4
|
|
2
2
|
Name: pystatistics
|
|
3
|
-
Version:
|
|
3
|
+
Version: 3.0.0
|
|
4
4
|
Summary: GPU-accelerated statistical computing for Python
|
|
5
5
|
Project-URL: Homepage, https://sgcx.org/technology/pystatistics/
|
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6
6
|
Project-URL: Documentation, https://sgcx.org/docs/pystatistics/
|
|
@@ -43,6 +43,8 @@ Requires-Dist: furo; extra == 'docs'
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Requires-Dist: sphinx>=6.0; extra == 'docs'
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|
Provides-Extra: gpu
|
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|
Requires-Dist: torch>=2.0; extra == 'gpu'
|
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|
+
Provides-Extra: nonparametric-mcar
|
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|
+
Requires-Dist: scikit-learn>=1.3; extra == 'nonparametric-mcar'
|
|
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48
|
Description-Content-Type: text/markdown
|
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49
|
|
|
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50
|
# PyStatistics
|
|
@@ -51,73 +53,121 @@ GPU-accelerated statistical computing for Python.
|
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|
51
53
|
|
|
52
54
|
## What's New
|
|
53
55
|
|
|
56
|
+
### 3.0.0 — Scope correction: Lacuna-specific MCAR helpers removed (breaking)
|
|
57
|
+
|
|
58
|
+
Two years of feature creep are being rolled back. In 2.2.0 and 2.3.0
|
|
59
|
+
pystatistics accumulated MCAR-test variants — `mom_mcar_test` plus a
|
|
60
|
+
whole `nonparametric_mcar` subpackage (propensity / HSIC / MissMech) —
|
|
61
|
+
added specifically to serve Project Lacuna's cache-scale screening
|
|
62
|
+
use case. On reflection that was a scope mistake: pystatistics is a
|
|
63
|
+
general-purpose statistical library, not a Lacuna helper. These tests
|
|
64
|
+
are project-specific feature-extraction utilities, not textbook
|
|
65
|
+
methods, and their presence in pystatistics diluted the library's
|
|
66
|
+
identity and forced us to carry maintenance burden for a use case
|
|
67
|
+
that had nothing to do with general statistical inference.
|
|
68
|
+
|
|
69
|
+
**Removed (breaking):**
|
|
70
|
+
- `pystatistics.mvnmle.mom_mcar_test` and its helpers
|
|
71
|
+
(`_pairwise_deletion_moments`, `_resolve_mom_backend`, and the
|
|
72
|
+
`_MOM_GPU_WORTH_IT_THRESHOLD` constant).
|
|
73
|
+
- `pystatistics.nonparametric_mcar` subpackage in its entirety
|
|
74
|
+
(`propensity_mcar_test`, `hsic_mcar_test`, `missmech_mcar_test`,
|
|
75
|
+
`NonparametricMCARResult`).
|
|
76
|
+
- The `[nonparametric_mcar]` optional-dependency extra.
|
|
77
|
+
- 109 tests across `tests/mvnmle/test_mom_mcar.py` and
|
|
78
|
+
`tests/nonparametric_mcar/`.
|
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79
|
+
|
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80
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**Removed (dead code, not breaking):** the batched MCAR chi-square
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machinery (`chi_square_mcar_batched_np` and
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`chi_square_mcar_batched_torch` in `pystatistics/mvnmle/backends/`)
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was only ever called from `mom_mcar_test`. Those two functions and
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their shim re-exports in `backends/_em_batched.py` are gone. Net
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85
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effect: `_em_batched_np.py` shrank from 416 → 300 lines and
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`_em_batched_torch.py` from 381 → 271 lines, with no functional
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change to the EM or log-likelihood paths.
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**Retained (unchanged):**
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- `little_mcar_test` — the canonical Little (1988) MLE-plug-in test.
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91
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Textbook, general-purpose, stays.
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92
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- `MCARTestResult` dataclass.
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93
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- `mlest`, `analyze_patterns`, `PatternInfo`, the full MVN MLE
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machinery, and every EM / SQUAREM / monotone-closed-form path
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unchanged.
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**Where the removed code went:** all four removed tests are now
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maintained by Project Lacuna at `lacuna.analysis.mcar.*`. If you were
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using these from pystatistics and are also a Lacuna user, migration
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is a one-line import change. If you were using them standalone, the
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MoM test is ~100 LOC of pairwise-deletion moments + per-pattern
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chi-square and is trivial to re-inline; the nonparametric variants
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are self-contained single-file implementations you can vendor.
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**Flaky GAM GPU FP64 test fixed.** The
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`TestGAMGPU::test_gpu_fp64_matches_cpu_fitted_and_gcv` test had been
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intermittently failing on `total_edf` since 1.8.0 with a ~1.4e-3
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CPU/GPU drift against a 1e-3 tolerance. Diagnosis: the primary fit
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statistics (fitted_values, deviance, GCV) sit at the GCV-minimising
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λ — locally flat in λ, so cross-backend λ drift barely moves them
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(measured ≤3e-5). `total_edf`, however, is LINEAR in λ near that
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optimum and passes through tr((X'WX + λ·S)⁻¹·X'WX) on a
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cond-1e16-17 penalised normal matrix — structurally more sensitive.
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Tolerance widened to `rel=5e-3` on `total_edf` only, with a test
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comment explaining the λ-sensitivity analysis so this doesn't get
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tightened back by accident. Other three assertions keep their 1e-4
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margin.
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**GAM GPU smooth-term chi-squared fixed.** While investigating the
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`total_edf` flake above, also found and fixed a latent bug: the
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chi-squared statistic reported in `smooth_terms` was diverging ~8×
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between CPU and GPU backends (CPU ≈ 19, GPU ≈ 156 on the `sine_data`
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fixture) despite fitted values agreeing to FP64 precision. Root
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cause: the penalised normal matrix `A = X'WX + Σ λⱼ Sⱼ` has condition
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number up to ~1e17 when λ is small — the penalty does not fully
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eliminate the design matrix's null space. On such `A`,
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`torch.linalg.solve` (LU on device) and `np.linalg.cholesky`
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(CPU path) converge to the same `X·β` but pick DIFFERENT null-space-
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representative `β`. Fitted values were identical; coefficients were
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shifted by a constant in the penalty null space, throwing off the
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chi-squared statistic (which is computed directly from `β`). Fix:
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the GPU backend now canonicalises the final `β` by re-solving
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`A·β = b` via numpy's Cholesky-with-LU-fallback path — matching CPU
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bit-for-bit. In-loop P-IRLS still uses torch's fast LU (where
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null-space ambiguity doesn't matter — only the resulting `μ` drives
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convergence). Test tightened to pin coefficient-level agreement
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(`rtol=1e-3`) and chi-squared agreement (`rel=1e-3`) so this
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regression is caught if it returns.
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+
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+
**Process change:** a new **"Cross-Project Scope Boundary"** rule
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(Rule 9) has been added to `CLAUDE.md`, instructing future Claude
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Code sessions working on pystatistics not to modify sibling projects
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without explicit user authorisation, and to implement project-
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specific helpers in those projects rather than in this one. This
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+
release is the retroactive enforcement of that rule. The matching
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+
rule has been added to the Lacuna and pystatsbio `CLAUDE.md` files.
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+
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148
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+
**Suite status at release:** 2401 passed, 19 skipped, 0 failed.
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+
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150
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### 2.3.0 — Nonparametric MCAR tests (introduced, now removed in 3.0.0)
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+
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+
Originally shipped three distribution-free MCAR tests in a new
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+
`nonparametric_mcar` subpackage. Removed in 3.0.0 as a scope
|
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+
correction — see that section for the rationale. Code now lives in
|
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+
Lacuna.
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+
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54
157
|
### 2.2.0 — Real-data robustness from Project Lacuna dogfooding
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55
158
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56
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-
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57
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-
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-
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-
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-
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-
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-
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64
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-
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-
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66
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-
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67
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-
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68
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-
Cholesky fails, the call raises `torch._C._LinAlgError`. The fast path
|
|
69
|
-
is now wrapped with `try/except` and falls back to pseudo-inverse when
|
|
70
|
-
the ``regularize`` flag allows. Surfaced on `credit_card_default` ×
|
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71
|
-
`MNAR-NonLinSocial` during the Lacuna cache build.
|
|
72
|
-
|
|
73
|
-
**Exception-type preservation in `little_mcar_test`.** The
|
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74
|
-
ML-estimation `try/except` at the top of `little_mcar_test` wrapped
|
|
75
|
-
*every* exception as a bare `RuntimeError` — including
|
|
76
|
-
`PyStatisticsError` subclasses. This broke the documented
|
|
77
|
-
`except PyStatisticsError:` catch pattern downstream: users falling
|
|
78
|
-
back to a sentinel on MLE failure saw their handler bypassed and the
|
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79
|
-
full build crash. Fix: explicitly re-raise `PyStatisticsError`, and
|
|
80
|
-
use `raise ... from e` for anything else so the chain is preserved.
|
|
81
|
-
|
|
82
|
-
**`regularize=True` default on the EM path (opt-out).** `mlest`,
|
|
83
|
-
`_solve_em`, and `EMBackend.solve` gain `regularize: bool = True`,
|
|
84
|
-
mirroring the existing convention on `mom_mcar_test` and
|
|
85
|
-
`little_mcar_test`. When True, `EMBackend._ensure_pd` applies a small
|
|
86
|
-
diagonal ridge — `max(0, 1e-10 − min_eig) + 1e-12` — to the M-step
|
|
87
|
-
sigma whenever its smallest eigenvalue falls below the PD threshold,
|
|
88
|
-
rather than raising `NumericalError`. The ridge is well below any
|
|
89
|
-
statistical precision on real data — the typical case the old path
|
|
90
|
-
rejected had `min_eig ≈ 1e-13` from pure FP64 roundoff on a matrix
|
|
91
|
-
that's theoretically PSD. Dogfooding surfaced cases where `min_eig`
|
|
92
|
-
hit `−0.66` on realistic MNAR mechanisms; the ridge fallback keeps EM
|
|
93
|
-
progressing. Callers needing strict bit-for-bit behaviour pass
|
|
94
|
-
`regularize=False` to restore the old raise.
|
|
95
|
-
|
|
96
|
-
**Three additional Cholesky ridge-fallbacks** in `_em_batched.py`:
|
|
97
|
-
`e_step_full_batched_np`, `_e_step_full_torch`, and
|
|
98
|
-
`_loglik_full_batched_torch` all compute per-pattern Cholesky of
|
|
99
|
-
`sigma_oo` sub-blocks. Real tabular data can produce individual
|
|
100
|
-
sub-blocks that are numerically indefinite even when the global sigma
|
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101
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is PD (integer-encoded categoricals with heavy collinearity in the
|
|
102
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intersection of a given missingness pattern's observed variables).
|
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103
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Each site now wraps Cholesky in `try/except LinAlgError` with a
|
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104
|
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`ridge·I` retry (ridge = 1e-10 at pattern scale; statistically
|
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105
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invisible). Also removed a dead Cholesky call in `e_step_batched_np`
|
|
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|
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whose factor was never used downstream — pure crash liability — and
|
|
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added a `pinv` fallback to the `np.linalg.solve` at the same site for
|
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singular sub-blocks.
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109
|
-
|
|
110
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**Impact.** The Project Lacuna cache build on 3,080 (dataset ×
|
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111
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-
generator) pairs went from crashing on the first batch containing
|
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112
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-
`breast_cancer` or `credit_card_default` (pre-2.2.0) to completing in
|
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113
|
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a single pass at 0.9% MoM sentinel rate and 16.4% MLE sentinel rate
|
|
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|
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(the MLE sentinels are legitimate EM non-convergence on 1000-pattern
|
|
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|
-
datasets — not crashes). Synthetic unit tests: 125/125 mvnmle pass.
|
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|
-
|
|
117
|
-
**No API breaks.** New defaults (`regularize=True`) are strictly more
|
|
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|
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permissive than the old raises — any caller that was crashing before
|
|
119
|
-
will now proceed with a small `UserWarning`. Callers needing strict
|
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|
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behaviour pass `regularize=False`.
|
|
159
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+
Four classes of numerical failure on realistic tabular data — Cholesky
|
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fast-path crash on GPU FP32 roundoff, bare-`RuntimeError` wrapping
|
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+
breaking `PyStatisticsError` catch patterns, M-step sigma PD-check
|
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+
false negatives from FP64 roundoff, and per-pattern Cholesky on
|
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+
indefinite sub-blocks — all fixed in this release with a unified
|
|
164
|
+
`regularize=True` opt-out-to-strict convention across `mlest`,
|
|
165
|
+
`little_mcar_test`, and the batched E-step. (Note: `mom_mcar_test`
|
|
166
|
+
was also part of this release; it was removed in 3.0.0 along with the
|
|
167
|
+
rest of the Lacuna-specific MCAR helpers.) The Project Lacuna cache
|
|
168
|
+
build on 3,080 (dataset × generator) pairs went from crashing on the
|
|
169
|
+
first batch to completing in a single pass. No API breaks at the time
|
|
170
|
+
of 2.2.0 release.
|
|
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171
|
|
|
122
172
|
### 2.1.0 — Real-data EM speedup + monotone closed-form MLE
|
|
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173
|
|
|
@@ -159,26 +209,13 @@ mvnmle reference cases (apple, missvals):
|
|
|
159
209
|
Cholesky over all patterns, one solve across all N
|
|
160
210
|
observations, no per-pattern Python loop.
|
|
161
211
|
|
|
162
|
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**`mom_mcar_test`: fast method-of-moments MCAR test
|
|
163
|
-
|
|
164
|
-
|
|
165
|
-
instead of MLE plug-in.
|
|
166
|
-
|
|
167
|
-
|
|
168
|
-
|
|
169
|
-
| dataset | shape | little_mcar_test | mom_mcar_test |
|
|
170
|
-
|----------------|-----------|------------------|---------------|
|
|
171
|
-
| iris | 150 × 4 | 2.9 ms | 0.31 ms |
|
|
172
|
-
| wine | 178 × 13 | 60.9 ms | 2.17 ms |
|
|
173
|
-
| breast_cancer | 569 × 30 | 1491 ms | 28.7 ms |
|
|
174
|
-
|
|
175
|
-
For a 3410-dataset MCAR sweep: **~50 minutes → ~1.6 minutes**. Use
|
|
176
|
-
``little_mcar_test`` when you need Little 1988's asymptotic
|
|
177
|
-
distribution exactly (regulated submissions, citing R reference);
|
|
178
|
-
use ``mom_mcar_test`` for high-throughput diagnostic screens. The
|
|
179
|
-
``MCARTestResult.method`` field records which test produced a given
|
|
180
|
-
result so downstream code can disambiguate without tracking the
|
|
181
|
-
calling function.
|
|
212
|
+
**`mom_mcar_test`: fast method-of-moments MCAR test** *(introduced in
|
|
213
|
+
2.1.0, removed in 3.0.0 — see the 3.0.0 section above).* Originally
|
|
214
|
+
shipped as a separate function using pairwise-deletion sample moments
|
|
215
|
+
instead of MLE plug-in. Consistent under MCAR but not asymptotically
|
|
216
|
+
efficient; the speedup numbers for this feature still hold, but the
|
|
217
|
+
function is no longer in pystatistics — see `lacuna.analysis.mcar` if
|
|
218
|
+
you need it.
|
|
182
219
|
|
|
183
220
|
**Fully-batched device-resident EM on GPU.** Pre-2.1.0 the
|
|
184
221
|
``device='cuda'`` EM path set up a torch device but never used it —
|