spb/metrika Public

- ZQElasticNet: cyclic coordinate descent with residual updates,
  glmnet-convention objective ((1/2n)RSS + lambda(alpha*l1 +
  (1-alpha)/2*l2)), internal predictor standardization (1/n variance),
  unpenalized intercept, coefficients reported on the original scale;
  lambdaMax helper
- matched glmnet's gaussian y-standardization quirk deliberately: the L1
  penalty is invariant to it but the effective ridge penalty scales by
  1/sd(y) — without this, alpha<1 fits diverge from glmnet by ~10%
- engine: 'elasticnet y x…, lambda(#) [alpha(#)]' and 'lasso' (alpha
  fixed at 1); missing lambda() errors with the data's lambda_max as a
  hint; predict works afterwards, margins refuses (no VCE)
- fixtures: glmnet 5.0 at thresh 1e-15 over deliberately correlated
  regressors; coefficients match at 1e-6 (documented tolerance for
  penalized iterative solvers) and the selection pattern (which
  coefficients are exactly zero) matches exactly
- ZQCoefficient gains a public initializer
- 104 tests green (swift test and xcodebuild with GPU suites)

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

- ZQOLSResult/ZQGLMResult expose the full covariance matrix (column-major
  k x k aligned with coefficients); IV passes it through
- EstimationState carries vce, inference df, and the estimation-sample
  design (GLMs only — AMEs need it)
- margins, dydx(varlist): OLS/IV effects are the coefficients with their
  SEs; GLM average marginal effects with analytic delta gradients
  (logit p(1-p)(1-2p), probit -xb*phi, poisson exp) over the estimation
  sample; t or z inference per model kind
- factor/interaction dydx rejected with a clear message (discrete-change
  margins later); continuous terms of factor models work
- R fixtures mirror the exact formulas at the converged coefficients;
  logit/poisson AME and delta SE match at 1e-10
- 98 tests green (swift test and xcodebuild with GPU suites)

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

- 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>