fsci-conformance 0.3.0

#![forbid(unsafe_code)]
//! Live SciPy differential coverage for the parameter-solver
//! wrappers in scipy.special:
//!   • btdtria(p, b, x) — solve a in Beta(a, b).cdf(x) = p
//!   • btdtrib(a, p, x) — solve b in Beta(a, b).cdf(x) = p
//!   • gdtria(p, b, x) — solve rate a in Gamma(a, b).cdf(x) = p
//!   • gdtrib(a, p, x) — solve shape b in Gamma(a, b).cdf(x) = p
//!   • stdtridf(p, t) — solve df in StudentT(df).cdf(t) = p
//!
//! Resolves [frankenscipy-16hly]. These are "solve for one
//! parameter" inverses — composes betaincinv/gammaincinv with
//! a Newton/bisection root-find on the remaining parameter.
//!
//! ~25 cases via subprocess. Tol 1e-6 rel — each function chains
//! two iterative kernels, so tolerance is widest of the family.

use std::collections::{BTreeMap, HashMap};
use std::fs;
use std::io::Write;
use std::path::PathBuf;
use std::process::Stdio;
use std::time::{Instant, SystemTime, UNIX_EPOCH};

use fsci_conformance::{ArmCounts, CompareLedger};
use fsci_special::{btdtria, btdtrib, gdtria, gdtrib, stdtridf};
use serde::{Deserialize, Serialize};

const PACKET_ID: &str = "FSCI-P2C-007";
const REL_TOL: f64 = 1.0e-6;
const REQUIRE_SCIPY_ENV: &str = "FSCI_REQUIRE_SCIPY_ORACLE";
/// One ledger arm per SciPy function compared.
const ARMS: [&str; 5] = ["btdtria", "btdtrib", "gdtria", "gdtrib", "stdtridf"];

#[derive(Debug, Clone, Serialize)]
struct PointCase {
    case_id: String,
    func: String,
    p1: f64,
    p2: f64,
    p3: f64,
}

#[derive(Debug, Clone, Serialize)]
struct OracleQuery {
    points: Vec<PointCase>,
}

#[derive(Debug, Clone, Deserialize)]
struct PointArm {
    case_id: String,
    value: Option<f64>,
}

#[derive(Debug, Clone, Deserialize)]
struct OracleResult {
    points: Vec<PointArm>,
}

#[derive(Debug, Clone, Serialize)]
struct CaseDiff {
    case_id: String,
    func: String,
    abs_diff: f64,
    rel_diff: f64,
    pass: bool,
}

#[derive(Debug, Clone, Serialize)]
struct DiffLog {
    test_id: String,
    category: String,
    case_count: usize,
    compared: BTreeMap<String, ArmCounts>,
    max_abs_diff: f64,
    max_rel_diff: f64,
    pass: bool,
    timestamp_ms: u128,
    duration_ns: u128,
    cases: Vec<CaseDiff>,
}

fn output_dir() -> PathBuf {
    PathBuf::from(env!("CARGO_MANIFEST_DIR")).join(format!("fixtures/artifacts/{PACKET_ID}/diff"))
}

fn ensure_output_dir() {
    fs::create_dir_all(output_dir()).expect("create param-solvers diff output dir");
}

fn timestamp_ms() -> u128 {
    SystemTime::now()
        .duration_since(UNIX_EPOCH)
        .map_or(0, |d| d.as_millis())
}

fn emit_log(log: &DiffLog) {
    ensure_output_dir();
    let path = output_dir().join(format!("{}.json", log.test_id));
    let json = serde_json::to_string_pretty(log).expect("serialize param-solvers diff log");
    fs::write(path, json).expect("write param-solvers diff log");
}

fn fsci_eval(case: &PointCase) -> Option<f64> {
    // A non-finite value is returned as is: the ledger classifies it against SciPy's.
    let v = match case.func.as_str() {
        "btdtria" => btdtria(case.p1, case.p2, case.p3),
        "btdtrib" => btdtrib(case.p1, case.p2, case.p3),
        "gdtria" => gdtria(case.p1, case.p2, case.p3),
        "gdtrib" => gdtrib(case.p1, case.p2, case.p3),
        "stdtridf" => stdtridf(case.p1, case.p2),
        _ => return None,
    };
    Some(v)
}

fn generate_query() -> OracleQuery {
    // Beta solvers: btdtria(p, b, x) gives a; btdtrib(a, p, x) gives b.
    // Gamma solvers: gdtria(p, b, x) gives rate a; gdtrib(a, p, x) gives shape b.
    // Student-t: stdtridf(p, t) gives df.
    let mut points = Vec::new();
    // Beta cases: (a=2, b=5, x=0.3, p=Beta(2,5).cdf(0.3))
    let beta_seed = [
        (0.05_f64, 5.0, 0.3),
        (0.25, 5.0, 0.3),
        (0.5, 3.0, 0.5),
        (0.75, 5.0, 0.6),
        (0.9, 3.0, 0.8),
    ];
    for (i, &(p, b, x)) in beta_seed.iter().enumerate() {
        points.push(PointCase {
            case_id: format!("btdtria_p{p}_b{b}_x{x}_i{i}"),
            func: "btdtria".into(),
            p1: p,
            p2: b,
            p3: x,
        });
        // btdtrib(a, p, x): solve for b
        points.push(PointCase {
            case_id: format!("btdtrib_a{b}_p{p}_x{x}_i{i}"),
            func: "btdtrib".into(),
            p1: b, // reuse b as a
            p2: p,
            p3: x,
        });
    }
    // Gamma cases
    let gamma_seed = [
        (0.05_f64, 2.0, 0.5),
        (0.25, 2.0, 0.5),
        (0.5, 3.0, 1.0),
        (0.75, 5.0, 5.0),
        (0.9, 1.0, 3.0),
    ];
    for (i, &(p, b, x)) in gamma_seed.iter().enumerate() {
        points.push(PointCase {
            case_id: format!("gdtria_p{p}_b{b}_x{x}_i{i}"),
            func: "gdtria".into(),
            p1: p,
            p2: b,
            p3: x,
        });
        points.push(PointCase {
            case_id: format!("gdtrib_a{b}_p{p}_x{x}_i{i}"),
            func: "gdtrib".into(),
            p1: b,
            p2: p,
            p3: x,
        });
    }
    // frankenscipy-449uv: gdtria in its tails, p from 1e-300 to 1 − 2^-53, where a
    // hard-region sweep found the old gammaincinv up to 3.4e150 (low tail) and 4.9e-2 (just
    // below 1) off.
    for &(b, x) in &[(0.5_f64, 0.1), (20.0, 2.5), (3.0, 1.0)] {
        for &p in &[
            1e-300_f64,
            1e-150,
            1e-20,
            1e-5,
            0.999,
            1.0 - 1e-10,
            1.0 - f64::EPSILON / 2.0,
        ] {
            points.push(PointCase {
                case_id: format!("gdtria_tail_p{p:e}_b{b}_x{x}"),
                func: "gdtria".into(),
                p1: p,
                p2: b,
                p3: x,
            });
        }
    }
    // Student-t cases
    let t_seed = [
        (0.05_f64, -1.65),
        (0.25, -0.7),
        (0.5, 0.0),
        (0.75, 0.7),
        (0.95, 1.65),
    ];
    for (i, &(p, t)) in t_seed.iter().enumerate() {
        points.push(PointCase {
            case_id: format!("stdtridf_p{p}_t{t}_i{i}"),
            func: "stdtridf".into(),
            p1: p,
            p2: t,
            p3: 0.0,
        });
    }
    // frankenscipy-xzrpr: p within 1e-15 of 1, solved on the exact q = 1 − p as cdflib does,
    // and a tiny p at a negative t, which the old recursion on 1 − p rounded to 1. mpmath
    // (60 digits): 15780.81688367567, 369.2856360993614, 91.93674280315364, 290.4526719576585,
    // with SciPy within 3e-14 of each. Old fsci: the 1e10 sentinel, 372.81, 92.175, 1e10.
    let t_tail = [
        (0.9999999999999992_f64, 7.980712957861126),
        (0.9999999999999991, 8.31550025349924),
        (0.9999999999999986, 9.477519167442498),
        (1e-20, -10.0),
    ];
    for (i, &(p, t)) in t_tail.iter().enumerate() {
        points.push(PointCase {
            case_id: format!("stdtridf_tail{i}_p{p:e}_t{t}"),
            func: "stdtridf".into(),
            p1: p,
            p2: t,
            p3: 0.0,
        });
    }
    OracleQuery { points }
}

fn scipy_oracle_or_skip(query: &OracleQuery) -> Option<OracleResult> {
    let script = r#"
import json
import math
import sys
from scipy import special

def finite_or_none(v):
    try:
        v = float(v)
    except Exception:
        return None
    return v if math.isfinite(v) else None

q = json.load(sys.stdin)
points = []
for case in q["points"]:
    cid = case["case_id"]; func = case["func"]
    p1 = float(case["p1"]); p2 = float(case["p2"]); p3 = float(case["p3"])
    try:
        if func == "btdtria":  value = special.btdtria(p1, p2, p3)
        elif func == "btdtrib":value = special.btdtrib(p1, p2, p3)
        elif func == "gdtria": value = special.gdtria(p1, p2, p3)
        elif func == "gdtrib": value = special.gdtrib(p1, p2, p3)
        elif func == "stdtridf":value = special.stdtridf(p1, p2)
        else: value = None
        points.append({"case_id": cid, "value": finite_or_none(value)})
    except Exception:
        points.append({"case_id": cid, "value": None})
print(json.dumps({"points": points}))
"#;

    let query_json = serde_json::to_string(query).expect("serialize param-solvers query");
    let mut child = match fsci_conformance::scipy_oracle_command()
        .arg("-c")
        .arg(script)
        .stdin(Stdio::piped())
        .stdout(Stdio::piped())
        .stderr(Stdio::piped())
        .spawn()
    {
        Ok(c) => c,
        Err(e) => {
            assert!(
                std::env::var(REQUIRE_SCIPY_ENV).is_err(),
                "failed to spawn python3 for param-solvers oracle: {e}"
            );
            eprintln!("skipping param-solvers oracle: python3 not available ({e})");
            return None;
        }
    };
    {
        let stdin = child
            .stdin
            .as_mut()
            .expect("open param-solvers oracle stdin");
        if let Err(err) = stdin.write_all(query_json.as_bytes()) {
            let output = child.wait_with_output().expect("wait for failed oracle");
            let stderr = String::from_utf8_lossy(&output.stderr);
            assert!(
                std::env::var(REQUIRE_SCIPY_ENV).is_err(),
                "param-solvers oracle stdin write failed: {err}; stderr: {stderr}"
            );
            eprintln!("skipping param-solvers oracle: stdin write failed ({err})\n{stderr}");
            return None;
        }
    }
    let output = child
        .wait_with_output()
        .expect("wait for param-solvers oracle");
    if !output.status.success() {
        let stderr = String::from_utf8_lossy(&output.stderr);
        assert!(
            std::env::var(REQUIRE_SCIPY_ENV).is_err(),
            "param-solvers oracle failed: {stderr}"
        );
        eprintln!("skipping param-solvers oracle: scipy not available\n{stderr}");
        return None;
    }
    let stdout = String::from_utf8_lossy(&output.stdout);
    Some(serde_json::from_str(&stdout).expect("parse param-solvers oracle JSON"))
}

#[test]
fn diff_special_param_solvers() {
    let query = generate_query();
    let Some(oracle) = scipy_oracle_or_skip(&query) else {
        return;
    };
    assert_eq!(oracle.points.len(), query.points.len());

    let pmap: HashMap<String, PointArm> = oracle
        .points
        .into_iter()
        .map(|r| (r.case_id.clone(), r))
        .collect();

    let start = Instant::now();
    let mut diffs = Vec::new();
    let mut max_abs_overall = 0.0_f64;
    let mut max_rel_overall = 0.0_f64;
    let mut ledger = CompareLedger::new("diff_special_param_solvers", &ARMS);

    for case in &query.points {
        let oracle = pmap.get(&case.case_id).expect("validated oracle");
        let arm = case.func.as_str();
        let Some((scipy_v, rust_v)) =
            ledger.pair(arm, &case.case_id, oracle.value, fsci_eval(case))
        else {
            continue;
        };
        let abs_diff = (rust_v - scipy_v).abs();
        let scale = scipy_v.abs().max(1.0);
        let rel_diff = abs_diff / scale;
        max_abs_overall = max_abs_overall.max(abs_diff);
        max_rel_overall = max_rel_overall.max(rel_diff);
        // gdtria is SciPy 1.17.1's `gammaincinv(b, p) / x` over xsf's `igami` (not cdflib),
        // which fsci ports operation for operation, so it is held to SciPy's bits
        // (frankenscipy-449uv). The other four are solves on both sides and keep the tolerance.
        let pass = if arm == "gdtria" {
            rust_v.to_bits() == scipy_v.to_bits()
        } else {
            abs_diff <= REL_TOL * scale
        };
        ledger.compared(arm, &case.case_id, pass);
        diffs.push(CaseDiff {
            case_id: case.case_id.clone(),
            func: case.func.clone(),
            abs_diff,
            rel_diff,
            pass,
        });
    }

    let all_pass = diffs.iter().all(|d| d.pass);

    let log = DiffLog {
        test_id: "diff_special_param_solvers".into(),
        category: "scipy.special.btdtria/btdtrib/gdtria/gdtrib/stdtridf".into(),
        case_count: diffs.len(),
        compared: ledger.counts().clone(),
        max_abs_diff: max_abs_overall,
        max_rel_diff: max_rel_overall,
        pass: all_pass,
        timestamp_ms: timestamp_ms(),
        duration_ns: start.elapsed().as_nanos(),
        cases: diffs.clone(),
    };

    emit_log(&log);

    for d in &diffs {
        if !d.pass {
            eprintln!(
                "param-solvers {} mismatch: {} abs={} rel={}",
                d.func, d.case_id, d.abs_diff, d.rel_diff
            );
        }
    }

    assert!(
        all_pass,
        "param-solvers conformance failed: {} cases, max_abs={} max_rel={}",
        diffs.len(),
        max_abs_overall,
        max_rel_overall
    );
    let min_per_arm = ARMS
        .iter()
        .map(|arm| query.points.iter().filter(|c| c.func == *arm).count())
        .min()
        .expect("ARMS is non-empty");
    ledger.finish(min_per_arm);
}