Sprint 6: add opt-in robust variance-ratio diagnostics and release v0.2.0#33
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LautaroParada wants to merge 1 commit intomasterfrom
Open
Sprint 6: add opt-in robust variance-ratio diagnostics and release v0.2.0#33LautaroParada wants to merge 1 commit intomasterfrom
LautaroParada wants to merge 1 commit intomasterfrom
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Motivation
Description
RobustVRConfigand extendedBatteryConfigwithrobust_vr, implementing validation rules in__post_init__and exportingRobustVRConfigfrom the package root (src/variance_test/models.py,src/variance_test/__init__.py).src/variance_test/diagnostics/subpackage and moved classic helpers (vr_classic.py,ljung_box.py,runs.py,arch_lm.py) out ofbattery.pywhile keepingbattery.pyas the orchestrator.diagnostics/robust_vr.py, including_compute_vr_value_from_log_prices,_compute_heteroskedastic_z2_from_log_prices, automaticqselection (AVR), wild-bootstrapWBAVRusing Rademacher weights, and a Chow-Denning-style max test with Sidak-normal calibration (chow_denning).run_weak_form_batteryas opt-in, appendingavr,wbavr, andchow_denningin the required order and addingmultiple_testing["robust_vr_summary"]only when robust VR is enabled; v1 outputs and rolling payload are unchanged when not enabled (src/variance_test/battery.py).Testing
pytest -q, which completed successfully:99 passedwith a small number of non-critical warnings relating to numerical edge cases.tests/test_robust_vr.pycovering config validation, pure-math parity withEMH().vrt, deterministic bootstrap behavior, returns/log_prices equivalence, edge cases, and synthetic IID/AR(1) behavior.tests/test_public_api.pyand ensuredRobustVRConfigis exported and present in__all__.python -m buildin this environment but packaging build could not be executed because thebuildmodule is not available and network-restricted installation of that tool failed; this did not affect test success.Codex Task