spb/metrika Public
Stata-class statistics, GPU-accelerated by Apple Silicon. Native Swift — no Electron, no Python runtime, no compromises.
Swift 92.4%
HTML 3.3%
R 3%
Shell 1.3%
-
feat(stats): xtreg fixed effects and ivregress 2sls
…
- parser: (endog = instruments) varlist groups -> ZQIVSpec; digit-led sub-commands (2sls) reassembled from number+identifier tokens via column adjacency - ZQFixedEffects: within estimator with Stata conventions (add-back means, reported _cons, df = N-K-G), within R-squared, panel-clustered VCE with G/(G-1) and t on G-1 df; v0.2 restriction: cluster variable must equal the panel variable - ZQIV: 2SLS via thin-Q projection of the instrument matrix (Z'Z never formed), residuals from original regressors, Stata 'small' inference, classical/HC1/cluster VCE built on projected regressors - engine: xtreg (requires xtset + fe), ivregress 2sls with dedicated listwise deletion across depvar/exog/endog/instruments; shared coefficient-table renderer extracted - fixtures: z1/z2 instrument columns (drawn after existing draws, earlier golden values bit-identical), manual within/2SLS algebra in R - 75 tests green (swift test and xcodebuild with GPU suites) Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
-
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>