spb/metrika

Wed, Aug 5, 20264 commits

1. feat(stats): Bayesian linear regression via Gibbs sampling (bayes prefix)

   ···

   - PhiloxStream in ZQGPU: sequential variate stream over a dedicated
     counter block (bit 62 + per-stream 2^48 words, disjoint from bootstrap
     and permutation streams); Box-Muller normals, Marsaglia-Tsang gammas
     (moments verified against theory at 200k draws)
   - ZQBayesianRegression: semi-conjugate Gibbs with Stata bayes default
     priors (coefficients N(0, 10000), variance InvGamma(.01, .01)); exact
     full conditionals via dense Cholesky; posterior mean/sd and
     equal-tailed 95% credible intervals; ZQStats now depends on ZQGPU for
     the shared RNG
   - engine: 'bayes [, mcmcsize() burnin() seed() normalprior()]: reg …'
     with reproducible chains; manual entry included
   - validation: with diffuse priors the posterior reproduces OLS (mean
     within 5% of a posterior SD, sd ratio in [0.9, 1.15], CrI brackets the
     estimate, sigma recovers the DGP); tight priors shrink toward zero;
     chains bit-reproducible per seed
   - 111 tests green (swift test and xcodebuild with GPU suites)
   
   Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

   simon-pierre boucher3 mo ago 1 file +77
   eb00f69
2. feat(stats): permutation tests and single-variable graphics

   ···

   - ZQResampling.permutationIndices: permutation as argsort of 64-bit
     Philox keys — order-free and counter-addressable so a future GPU
     argsort path reproduces it exactly; dedicated stream offset (bit 63,
     applied after word expansion) keeps permutations disjoint from
     bootstrap draws under the same seed
   - engine: 'permute, reps(#) [seed(#)]: reg …' — permutes the response
     within the estimation sample, parallel chunked refits, empirical
     two-sided p per coefficient (c, reps, p, SE(p)); degenerate _cons row
     omitted
   - planner: GPU heuristic restricted to bootstrap until the permute
     argsort path lands
   - graphics: standalone histogram/scatter/kdensity verbs; single-variable
     histogram (Sturges default, bins() option) and Epanechnikov kdensity
     with Silverman bandwidth (density integrates to 1 in tests)
   - 81 tests green (swift test and xcodebuild with GPU suites)
   
   Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

   simon-pierre boucher3 mo ago 1 file +25
   d891c8b
3. feat(gpu): MLX-batched pairs bootstrap with bit-identical Philox streams

   ···

   - mlx-swift dependency in ZQGPU (the only module allowed to import MLX)
   - Philox4x32-10 as vectorized MLX uint64 ops with the reference key
     schedule: GPU resample indices are bit-identical to the CPU generator
     (asserted per replicate) — the §5 reproducibility contract
   - batched gather + float32 cross-products on GPU, float64 Cholesky solves
     on CPU (§5 hybrid); chunked to the memory budget
   - conditioning: predictors standardized by fixed full-sample mean/scale
     (exact reparametrization) before forming X'X — raw data with an
     intercept lost 2-3 digits in float32
   - MLX workaround: batched GEMM mis-accumulates small k x k outputs at
     batch >= 2 (~6e-4 rel, stride/fusion-independent); X'X is built one
     column at a time through the exact (count,k,n)@(count,n,1) path, with
     regression tests pinning the behavior
   - planner: gpuAvailable detected from actual metallib presence (SwiftPM
     CLI cannot compile Metal shaders - swift test skips GPU suites, the
     xcodebuild-built app and tests get the GPU); reps >= 500 dispatches
     bootstrap to .gpu
   - engine: backend-aware bootstrap, drops singular resamples, output
     titled 'GPU batched' with gpu scalar
   - 68 tests green under xcodebuild (66 + GPU suites under swift test skip)
   
   Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

   simon-pierre boucher3 mo ago 2 files +402
   02932d6
4. feat: bootstrap Metrika v0.1 skeleton with working ZQL vertical slice

   ···

   - MetrikaKit SPM package: ZQParser, ZQPlanner, ZQEngine, ZQData, ZQStats,
     ZQGPU, ZQGraphics, ZQPlugins (Swift 6, strict concurrency)
   - ZQL parser: lexer, Pratt expressions, factor variables, prefix commands,
     column-cited errors with Levenshtein verb suggestions
   - ZQData: DuckDB-backed load/save (parquet, csv, json, arrow)
   - ZQStats: OLS via LAPACK QR, HC0-HC3 and cluster-robust SE, summarize,
     t/F distributions accurate in the far tails
   - ZQGPU: Philox4x32-10 reference RNG, counter-addressable bootstrap
   - ZQEngine: session actor with use/save/gen/replace/drop/keep/summarize/
     regress/count/list/graph/bootstrap/set seed/xtset/log
   - SwiftUI app (xcodegen): console with history, variables sidebar,
     Swift Charts plots; sandboxed + hardened runtime entitlements
   - Tests: 44 green (parser golden, R fixtures at 1e-10, Philox KAT,
     end-to-end engine); Tests/Fixtures/generate.R; Tests/Bench harness
   - scripts: check_headers.sh + pre-commit hook, make_icns.sh, release.sh
   
   Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

   simon-pierre boucher3 mo ago 2 files +114
   8c017e2