gam-geometry 0.3.130

Riemannian-manifold geometry (charts, exp/log maps, Fréchet means, curvature estimands) for the gam penalized-likelihood engine
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
//! Closure as an estimand: a continuous circle ⇄ interval topology family (#1015).
//!
//! The topology race treats "circle" and "open interval/line" as separate
//! discrete candidates. For a smooth 1-D chart that distinction is not
//! discrete: it is a single continuous *closure* parameter `γ` saying how much
//! of the chart is actually closed. The result is a profile-likelihood interval
//! for `γ` rather than a hard circle-vs-line vote.
//!
//! ## The period-extension chart
//!
//! On the observed coordinate window `s ∈ [0, 2π]` the basis is
//!
//! ```text
//! Φ_m(s; γ) = [cos(m γ s), sin(m γ s)],   γ = 2π / L ∈ [0, 1].
//! ```
//!
//! * `γ = 1`: the window is one full period, endpoints are identified — the
//!   current circle.
//! * `0 < γ < 1`: the data occupy an arc of a larger periodic chart, so the
//!   endpoint seam is not forced closed.
//! * `γ = 0`: the removable interval/Taylor limit — `sin(m γ s)/(m γ) → s`,
//!   `1 − cos(m γ s) → ½ m² γ² s²`, so after the rank-stabilising gauge the
//!   columns become an interval (polynomial) basis.
//!
//! This is the **support-moving** version. The cheap MVP, implemented in
//! [`crate::terms::basis::cyclic`] as a boundary-conductance penalty, is the
//! penalty-moving version `S(γ) = S_open + c(γ)·S_wrap` with `c(0)=0, c(1)=1`.
//!
//! ## Why this is the #944 pattern
//!
//! Exactly like [`crate::manifolds::constant_curvature`]'s `M_κ`, `γ` is one
//! parameter with stable removable limits whose basis, penalty, and evidence
//! derivatives flow through `Tower4<1>` jets, so the parameter joins the same
//! ψ-channel the curvature does. `cos`/`sin` are entire, so the γ-jet of the
//! basis is just `compose_unary` with the trig derivative stack; the removable
//! issue is rank loss near `γ = 0`, fixed by the analytic QR gauge, not by the
//! trig evaluation.
//!
//! ## Composition with the discrete race
//!
//! This replaces the artificial smooth-vs-smooth circle/line race *inside* the
//! smooth class. It does not replace the #907 mixture/union rungs: a genuine
//! finite cluster is a singular support-collapse boundary, not a regular
//! interior point of this 1-D family, and the boundary is exposed honestly
//! (`γ` pinned at 0 with collapsed effective range ⇒ a "not a smooth 1-D
//! topology" diagnostic handed to the mixture rung).

use ndarray::{Array1, Array2, ArrayView1};
use wide::f64x4;

/// The continuous closure family on the window `[0, window]`.
///
/// `harmonics` is the number of Fourier pairs `m = 1..=harmonics` (plus the
/// constant column), matching the cyclic basis order. `window` is the observed
/// coordinate span (`2π` in the canonical chart).
#[derive(Clone, Debug)]
pub struct ClosureFamily {
    /// Number of harmonic pairs.
    pub harmonics: usize,
    /// Observed window length `[0, window]`.
    pub window: f64,
}

/// Seed the stable trigonometric recurrence for the base angle `φ`.
///
/// Returns `(α, β, cos φ, sin φ)` with `α = 2·sin²(φ/2)` and `β = sin φ`, computed
/// from a single `sin_cos(φ/2)`. The `α = 2·sin²(φ/2)` form (rather than `1 −
/// cos φ`) avoids cancellation near `φ = 0`, which is what makes the recurrence
/// `c_{m+1} = c_m − (α·c_m + β·s_m)`, `s_{m+1} = s_m − (α·s_m − β·c_m)`
/// numerically stable (Singleton; Numerical Recipes §5.5).
#[inline]
fn recurrence_seed(phi: f64) -> (f64, f64, f64, f64) {
    let (sh, ch) = (0.5 * phi).sin_cos();
    let alpha = 2.0 * sh * sh; // 2 sin²(φ/2) = 1 − cos φ
    let beta = 2.0 * sh * ch; // sin φ
    let cos_phi = ch * ch - sh * sh; // cos φ = cos²(φ/2) − sin²(φ/2)
    (alpha, beta, cos_phi, beta)
}

impl ClosureFamily {
    /// Build a closure family of `harmonics` Fourier pairs on `[0, window]`.
    pub fn new(harmonics: usize, window: f64) -> Self {
        Self { harmonics, window }
    }

    /// Number of raw basis columns: constant + `2·harmonics` Fourier columns.
    #[inline]
    pub fn raw_dim(&self) -> usize {
        1 + 2 * self.harmonics
    }

    /// Write the value / `∂Φ/∂γ` / `∂²Φ/∂γ²` columns of one row directly into
    /// caller-provided slices (each length `raw_dim`, pre-zeroed).
    ///
    /// ## Why this beats the per-harmonic transcendental
    ///
    /// The angle `θ_m = m·γ·s` is **affine in γ** (`∂θ_m/∂γ = m·s`, `∂²θ_m/∂γ² =
    /// 0`), so the entire γ-jet of a column is a fixed scaling of its value:
    /// `cos` column `(cos θ_m, −sin θ_m·m·s, −cos θ_m·(m·s)²)`, `sin` column
    /// `(sin θ_m, cos θ_m·m·s, −sin θ_m·(m·s)²)`. The only transcendental work is
    /// therefore the `cos θ_m`/`sin θ_m` ladder for `m = 1..=H`.
    ///
    /// The earlier form called `sin_cos` once **per harmonic** — `H` libm
    /// transcendentals per row, each on the progressively larger argument
    /// `m·γ·s`. We instead seed a single `sin_cos(φ/2)` (`φ = γ·s`) and run the
    /// numerically stable trigonometric recurrence (Singleton / Numerical
    /// Recipes §5.5):
    ///
    /// ```text
    /// α = 2·sin²(φ/2),  β = sin φ
    /// c_{m+1} = c_m − (α·c_m + β·s_m)     [= cos((m+1)φ)]
    /// s_{m+1} = s_m − (α·s_m − β·c_m)     [= sin((m+1)φ)]
    /// ```
    ///
    /// One transcendental per row instead of `H`, ~2–2.6× faster. Because the
    /// recurrence never forms the large argument `m·γ·s` (whose unavoidable f64
    /// rounding is `ε·m·γ·s`), it is in fact **more accurate** than the old
    /// per-harmonic libm calls: across 2000 inputs × `H ∈ {4,8,16,32,64,128}`
    /// its max absolute error vs an extended-precision (double-double) reference
    /// is 0.72–0.92× that of the old form at every `H` (see the
    /// `recurrence_is_at_least_as_accurate_as_per_harmonic_libm` oracle). This
    /// is a reassociation, so it is *not* bit-identical to the old form; the
    /// gate is accuracy-vs-truth, not bit reproduction.
    #[inline]
    fn write_row_jet(&self, s: f64, gamma: f64, value: &mut [f64], dg: &mut [f64], dgg: &mut [f64]) {
        value[0] = 1.0;
        if self.harmonics == 0 {
            return;
        }
        let (alpha, beta, mut cs, mut sn) = recurrence_seed(gamma * s);
        for m in 1..=self.harmonics {
            let ms = m as f64 * s; // ∂θ_m/∂γ
            let ci = 2 * m - 1;
            let si = 2 * m;
            // cos column: v=cos, ∂γ=-sin·θ_g, ∂²γ=-cos·θ_g².
            value[ci] = cs;
            dg[ci] = -sn * ms;
            dgg[ci] = (-cs * ms) * ms;
            // sin column: v=sin, ∂γ=cos·θ_g, ∂²γ=-sin·θ_g².
            value[si] = sn;
            dg[si] = cs * ms;
            dgg[si] = (-sn * ms) * ms;
            // Advance the stable recurrence to (m+1).
            let cn = cs - (alpha * cs + beta * sn);
            let sn1 = sn - (alpha * sn - beta * cs);
            cs = cn;
            sn = sn1;
        }
    }

    /// Value-only fast path: the `cos`/`sin` of one row (no γ-derivatives), via
    /// the same stable trigonometric recurrence as [`Self::write_row_jet`].
    #[inline]
    fn write_row_value(&self, s: f64, gamma: f64, value: &mut [f64]) {
        value[0] = 1.0;
        if self.harmonics == 0 {
            return;
        }
        let (alpha, beta, mut cs, mut sn) = recurrence_seed(gamma * s);
        for m in 1..=self.harmonics {
            value[2 * m - 1] = cs;
            value[2 * m] = sn;
            let cn = cs - (alpha * cs + beta * sn);
            let sn1 = sn - (alpha * sn - beta * cs);
            cs = cn;
            sn = sn1;
        }
    }

    /// Raw design row `Φ(s; γ) = [1, cos(γs), sin(γs), cos(2γs), …]` and its γ-jet.
    ///
    /// Returns `(value, d/dγ, d²/dγ²)` per column — the support-moving basis and
    /// its exact first/second closure derivatives in one pass. The constant
    /// column is γ-independent.
    pub fn row_jet(&self, s: f64, gamma: f64) -> (Array1<f64>, Array1<f64>, Array1<f64>) {
        let d = self.raw_dim();
        let mut value = Array1::zeros(d);
        let mut dg = Array1::zeros(d);
        let mut dgg = Array1::zeros(d);
        self.write_row_jet(
            s,
            gamma,
            value.as_slice_mut().expect("contiguous"),
            dg.as_slice_mut().expect("contiguous"),
            dgg.as_slice_mut().expect("contiguous"),
        );
        (value, dg, dgg)
    }

    /// Assemble the raw design `Φ(γ)` (n × raw_dim) over coordinates `s`.
    ///
    /// ## Why four rows per pass
    ///
    /// The stable recurrence is a serial dependency chain *within* a row
    /// (`(c_{m+1}, s_{m+1})` needs `(c_m, s_m)`), so a single row is
    /// latency-bound — each step waits on the previous mul→add. Rows are
    /// independent, though, so we run **four rows at once** in `wide::f64x4`
    /// lanes: four independent chains fill the pipeline and the recurrence
    /// becomes throughput-bound. Combined with the one-transcendental seed this
    /// measures ~4–6× the per-harmonic-libm baseline for the value path and
    /// ~2–4× for the heavier value+jet path (whose six scatter-stores per
    /// harmonic are store-bound and do not vectorise); the multiple widens on
    /// 4-wide-`f64` AVX2 hosts where a `f64x4` lane is a single instruction.
    /// Each lane is IEEE-`f64`, so the result is **bit-identical** to the scalar
    /// [`Self::write_row_value`] row-by-row (asserted by
    /// `simd_design_is_bit_identical_to_scalar_rows`).
    pub fn design(&self, s: ArrayView1<'_, f64>, gamma: f64) -> Array2<f64> {
        let n = s.len();
        let d = self.raw_dim();
        let h = self.harmonics;
        let mut phi = Array2::zeros((n, d));
        let pv = phi.as_slice_mut().expect("contiguous design");
        let mut i = 0;
        if h > 0 {
            while i + 4 <= n {
                let s4 = [s[i], s[i + 1], s[i + 2], s[i + 3]];
                let (alpha, beta, mut cc, mut sn) = seed_lanes(gamma, &s4);
                for l in 0..4 {
                    pv[(i + l) * d] = 1.0;
                }
                for m in 1..=h {
                    let (ci, si) = (2 * m - 1, 2 * m);
                    let cca = cc.to_array();
                    let sna = sn.to_array();
                    for l in 0..4 {
                        let base = (i + l) * d;
                        pv[base + ci] = cca[l];
                        pv[base + si] = sna[l];
                    }
                    let cn = cc - (alpha * cc + beta * sn);
                    let sn1 = sn - (alpha * sn - beta * cc);
                    cc = cn;
                    sn = sn1;
                }
                i += 4;
            }
        }
        // Scalar remainder (and the whole thing when h == 0).
        while i < n {
            self.write_row_value(s[i], gamma, &mut pv[i * d..i * d + d]);
            i += 1;
        }
        phi
    }

    /// Assemble the raw design and its first/second γ-derivative matrices in one
    /// pass: `(Φ, ∂Φ/∂γ, ∂²Φ/∂γ²)`, each n × raw_dim. Four rows per pass via
    /// `wide::f64x4` (see [`Self::design`]); bit-identical to scalar
    /// [`Self::write_row_jet`] row-by-row.
    pub fn design_jet(
        &self,
        s: ArrayView1<'_, f64>,
        gamma: f64,
    ) -> (Array2<f64>, Array2<f64>, Array2<f64>) {
        let n = s.len();
        let d = self.raw_dim();
        let h = self.harmonics;
        let mut phi = Array2::zeros((n, d));
        let mut dphi = Array2::zeros((n, d));
        let mut ddphi = Array2::zeros((n, d));
        let pv = phi.as_slice_mut().expect("contiguous design");
        let dv = dphi.as_slice_mut().expect("contiguous d/dγ");
        let ddv = ddphi.as_slice_mut().expect("contiguous d²/dγ²");
        let mut i = 0;
        if h > 0 {
            while i + 4 <= n {
                let s4 = [s[i], s[i + 1], s[i + 2], s[i + 3]];
                let (alpha, beta, mut cc, mut sn) = seed_lanes(gamma, &s4);
                let svec = f64x4::from(s4);
                for l in 0..4 {
                    pv[(i + l) * d] = 1.0;
                }
                for m in 1..=h {
                    let (ci, si) = (2 * m - 1, 2 * m);
                    let ms = svec * f64x4::splat(m as f64); // ∂θ_m/∂γ
                    // Same per-lane association as the scalar hand-fold.
                    let cca = cc.to_array();
                    let sna = sn.to_array();
                    let dgc = (-sn * ms).to_array();
                    let dgs = (cc * ms).to_array();
                    let ddc = ((-cc * ms) * ms).to_array();
                    let dds = ((-sn * ms) * ms).to_array();
                    for l in 0..4 {
                        let base = (i + l) * d;
                        pv[base + ci] = cca[l];
                        pv[base + si] = sna[l];
                        dv[base + ci] = dgc[l];
                        dv[base + si] = dgs[l];
                        ddv[base + ci] = ddc[l];
                        ddv[base + si] = dds[l];
                    }
                    let cn = cc - (alpha * cc + beta * sn);
                    let sn1 = sn - (alpha * sn - beta * cc);
                    cc = cn;
                    sn = sn1;
                }
                i += 4;
            }
        }
        while i < n {
            let lo = i * d;
            // Borrow the three row slices disjointly (separate backing arrays).
            self.write_row_jet(
                s[i],
                gamma,
                &mut pv[lo..lo + d],
                &mut dv[lo..lo + d],
                &mut ddv[lo..lo + d],
            );
            i += 1;
        }
        (phi, dphi, ddphi)
    }
}

/// Seed four independent recurrence lanes for base angles `φ_l = γ·s_l`.
///
/// Returns `(α, β, cos φ, sin φ)` as `f64x4` lanes. The per-lane `sin_cos(φ/2)`
/// is scalar (no SIMD transcendental), but it is `O(1)` per row and amortised
/// over the `H`-long recurrence. Lane `l` reproduces [`recurrence_seed`]
/// bit-for-bit.
#[inline]
fn seed_lanes(gamma: f64, s4: &[f64; 4]) -> (f64x4, f64x4, f64x4, f64x4) {
    let mut al = [0.0; 4];
    let mut be = [0.0; 4];
    let mut ca = [0.0; 4];
    let mut sa = [0.0; 4];
    for l in 0..4 {
        let (a, b, c, s) = recurrence_seed(gamma * s4[l]);
        al[l] = a;
        be[l] = b;
        ca[l] = c;
        sa[l] = s;
    }
    (
        f64x4::from(al),
        f64x4::from(be),
        f64x4::from(ca),
        f64x4::from(sa),
    )
}

/// The smooth penalty closure-coefficient `c(γ)` for the boundary-conductance
/// MVP `S(γ) = S_open + c(γ)·S_wrap`, with `c(0)=0, c(1)=1`, and its γ-jet.
///
/// A monotone `C²` interpolant that is flat at both endpoints (so the closure
/// derivative does not blow up at `γ = 0` or `γ = 1`): the smoothstep
/// `c(γ) = 3γ² − 2γ³`. Returns `(c, c′, c″)`.
pub fn boundary_conductance(gamma: f64) -> (f64, f64, f64) {
    let g = gamma.clamp(0.0, 1.0);
    let c = 3.0 * g * g - 2.0 * g * g * g;
    let cp = 6.0 * g - 6.0 * g * g;
    let cpp = 6.0 - 12.0 * g;
    (c, cp, cpp)
}

/// The boundary-conductance penalty `S(γ) = S_open + c(γ)·S_wrap` and its
/// first/second γ-derivatives, given the open and wrap penalty pieces.
///
/// `s_open` is the ordinary (open-interval) difference penalty; `s_wrap` is the
/// closing-edge rows that the cyclic difference penalty adds on top — i.e.
/// `S_circle = S_open + S_wrap`. At `γ = 1`, `c = 1` and the penalty is exactly
/// the cyclic penalty; at `γ = 0`, `c = 0` and it is the open penalty.
pub fn conductance_penalty_jet(
    s_open: &Array2<f64>,
    s_wrap: &Array2<f64>,
    gamma: f64,
) -> (Array2<f64>, Array2<f64>, Array2<f64>) {
    let (c, cp, cpp) = boundary_conductance(gamma);
    let s = s_open + &(s_wrap * c);
    let ds = s_wrap * cp;
    let dds = s_wrap * cpp;
    (s, ds, dds)
}

/// A profile-likelihood interval for the closure parameter.
///
/// `gamma_hat` is the profile minimiser of `V(γ) = V(θ̂(γ), γ)`; `ci_lo/ci_hi`
/// is the Wilks set `{ γ : 2[V(γ) − V(γ̂)] ≤ χ²₁(level) }`. The boundary
/// behaviour is honest: `ci_includes_circle` (1 in the CI) means the data do
/// not reject closure; `ci_includes_interval` (0 in the CI) means they do not
/// reject an interval. `singular_boundary` flags a γ pinned at 0 with collapsed
/// effective range — the "not a regular smooth topology" diagnostic that must
/// be routed to the #907 mixture/union rung rather than reported as a regular
/// closure estimate.
#[derive(Clone, Copy, Debug)]
pub struct ClosureProfileCi {
    /// Profile minimiser γ̂.
    pub gamma_hat: f64,
    /// Lower CI endpoint (clamped to `[0, 1]`).
    pub ci_lo: f64,
    /// Upper CI endpoint (clamped to `[0, 1]`).
    pub ci_hi: f64,
    /// CI contains `γ = 1` (closure not rejected).
    pub ci_includes_circle: bool,
    /// CI contains `γ = 0` (interval not rejected).
    pub ci_includes_interval: bool,
    /// γ̂ pinned at the singular cluster boundary — hand to the mixture rung.
    pub singular_boundary: bool,
}

/// χ²₁ quantile at the requested two-sided coverage `level` (e.g. 0.95).
///
/// `χ²₁(p) = (Φ⁻¹((1+p)/2))²`; we use the Acklam rational inverse-normal so the
/// CI driver carries no external dependency.
fn chi2_1_quantile(level: f64) -> f64 {
    let z = inv_std_normal(0.5 * (1.0 + level));
    z * z
}

/// Build a profile-likelihood CI from a grid of `(γ, V(γ))` profile evaluations.
///
/// The caller supplies the profiled negative-log-evidence `V(γ)` (with the
/// nuisance `θ` and `λ_smooth` already optimised at each γ — the issue's
/// requirement that γ and λ_smooth are confounded and must both be profiled).
/// The grid must be sorted ascending in γ and lie in `[0, 1]`.
pub fn profile_ci_from_grid(grid: &[(f64, f64)], level: f64) -> Result<ClosureProfileCi, String> {
    if grid.len() < 2 {
        return Err("closure profile CI needs at least two grid points".into());
    }
    let half_chi2 = 0.5 * chi2_1_quantile(level);

    // Profile minimiser.
    let (mut gamma_hat, mut v_min) = (grid[0].0, grid[0].1);
    for &(g, v) in grid {
        if !g.is_finite() || !v.is_finite() {
            return Err("closure profile grid has non-finite entries".into());
        }
        if v < v_min {
            v_min = v;
            gamma_hat = g;
        }
    }

    // Wilks set: contiguous-or-not membership by linear interpolation of the
    // crossing 2[V(γ) − V̂] = χ². We scan and record the widest interval that is
    // in the set and contains γ̂ (the regular case); endpoints are interpolated.
    let in_set = |v: f64| v - v_min <= half_chi2 + 1e-12;
    let mut ci_lo = gamma_hat;
    let mut ci_hi = gamma_hat;
    for w in grid.windows(2) {
        let (g0, v0) = w[0];
        let (g1, v1) = w[1];
        let (a0, a1) = (in_set(v0), in_set(v1));
        if a0 {
            ci_lo = ci_lo.min(g0);
            ci_hi = ci_hi.max(g0);
        }
        if a1 {
            ci_lo = ci_lo.min(g1);
            ci_hi = ci_hi.max(g1);
        }
        if a0 != a1 {
            // Linear crossing of the χ² threshold between g0 and g1.
            let target = v_min + half_chi2;
            let t = ((target - v0) / (v1 - v0)).clamp(0.0, 1.0);
            let g_cross = g0 + t * (g1 - g0);
            ci_lo = ci_lo.min(g_cross);
            ci_hi = ci_hi.max(g_cross);
        }
    }
    ci_lo = ci_lo.clamp(0.0, 1.0);
    ci_hi = ci_hi.clamp(0.0, 1.0);

    let ci_includes_circle = ci_hi >= 1.0 - 1e-9;
    let ci_includes_interval = ci_lo <= 1e-9;
    // Singular boundary: γ̂ at the floor AND the profile is flat-to-worse toward
    // the interior (the support-collapse signature — the family cannot improve
    // by opening up, so it wants to keep collapsing past γ = 0).
    let singular_boundary = gamma_hat <= 1e-9 && {
        // first interior point not better than the boundary by more than noise
        let interior = grid.iter().find(|&&(g, _)| g > 1e-9);
        interior.map(|&(_, v)| v >= v_min - 1e-9).unwrap_or(false)
    };

    Ok(ClosureProfileCi {
        gamma_hat,
        ci_lo,
        ci_hi,
        ci_includes_circle,
        ci_includes_interval,
        singular_boundary,
    })
}

/// Acklam's rational approximation to the inverse standard-normal CDF, refined
/// by one Halley step — accurate to ~1e-15, deterministic, dependency-free.
pub(crate) fn inv_std_normal(p: f64) -> f64 {
    if p <= 0.0 {
        return f64::NEG_INFINITY;
    }
    if p >= 1.0 {
        return f64::INFINITY;
    }
    const A: [f64; 6] = [
        -3.969_683_028_665_376e1,
        2.209_460_984_245_205e2,
        -2.759_285_104_469_687e2,
        1.383_577_518_672_690e2,
        -3.066_479_806_614_716e1,
        2.506_628_277_459_239e0,
    ];
    const B: [f64; 5] = [
        -5.447_609_879_822_406e1,
        1.615_858_368_580_409e2,
        -1.556_989_798_598_866e2,
        6.680_131_188_771_972e1,
        -1.328_068_155_288_572e1,
    ];
    const C: [f64; 6] = [
        -7.784_894_002_430_293e-3,
        -3.223_964_580_411_365e-1,
        -2.400_758_277_161_838e0,
        -2.549_732_539_343_734e0,
        4.374_664_141_464_968e0,
        2.938_163_982_698_783e0,
    ];
    const D: [f64; 4] = [
        7.784_695_709_041_462e-3,
        3.224_671_290_700_398e-1,
        2.445_134_137_142_996e0,
        3.754_408_661_907_416e0,
    ];
    const P_LOW: f64 = 0.024_25;
    let x = if p < P_LOW {
        let q = (-2.0 * p.ln()).sqrt();
        (((((C[0] * q + C[1]) * q + C[2]) * q + C[3]) * q + C[4]) * q + C[5])
            / ((((D[0] * q + D[1]) * q + D[2]) * q + D[3]) * q + 1.0)
    } else if p <= 1.0 - P_LOW {
        let q = p - 0.5;
        let r = q * q;
        (((((A[0] * r + A[1]) * r + A[2]) * r + A[3]) * r + A[4]) * r + A[5]) * q
            / (((((B[0] * r + B[1]) * r + B[2]) * r + B[3]) * r + B[4]) * r + 1.0)
    } else {
        let q = (-2.0 * (1.0 - p).ln()).sqrt();
        -(((((C[0] * q + C[1]) * q + C[2]) * q + C[3]) * q + C[4]) * q + C[5])
            / ((((D[0] * q + D[1]) * q + D[2]) * q + D[3]) * q + 1.0)
    };
    // One Halley refinement against the true CDF.
    let e = 0.5 * libm::erfc(-x / std::f64::consts::SQRT_2) - p;
    let u = e * (2.0 * std::f64::consts::PI).sqrt() * (0.5 * x * x).exp();
    x - u / (1.0 + 0.5 * x * u)
}

#[cfg(test)]
mod tests {
    use super::*;
    use ndarray::array;

    /// γ = 1 on a window of 2π reproduces the standard circular Fourier basis
    /// columns `[1, cos(s), sin(s), …]`.
    #[test]
    fn gamma_one_is_circle_basis() {
        let fam = ClosureFamily::new(2, std::f64::consts::TAU);
        let s = 1.3_f64;
        let (v, _, _) = fam.row_jet(s, 1.0);
        assert!((v[0] - 1.0).abs() < 1e-15);
        assert!((v[1] - s.cos()).abs() < 1e-14);
        assert!((v[2] - s.sin()).abs() < 1e-14);
        assert!((v[3] - (2.0 * s).cos()).abs() < 1e-14);
        assert!((v[4] - (2.0 * s).sin()).abs() < 1e-14);
    }

    /// The analytic γ-jet of the basis matches a central finite difference at
    /// an interior γ and across the γ → 0 Taylor limit.
    #[test]
    fn basis_gamma_jet_matches_fd() {
        let fam = ClosureFamily::new(3, std::f64::consts::TAU);
        let s = 0.8_f64;
        for &g0 in &[1.0_f64, 0.5, 0.05, 1e-6] {
            let (_, dg, dgg) = fam.row_jet(s, g0);
            let h = 1e-5;
            let (vp, _, _) = fam.row_jet(s, g0 + h);
            let (vm, _, _) = fam.row_jet(s, g0 - h);
            let (v0, _, _) = fam.row_jet(s, g0);
            for j in 0..fam.raw_dim() {
                let fd1 = (vp[j] - vm[j]) / (2.0 * h);
                let fd2 = (vp[j] - 2.0 * v0[j] + vm[j]) / (h * h);
                assert!(
                    (dg[j] - fd1).abs() < 1e-5,
                    "d/dγ col {j} at γ={g0}: analytic {} fd {fd1}",
                    dg[j]
                );
                assert!(
                    (dgg[j] - fd2).abs() < 1e-3,
                    "d²/dγ² col {j} at γ={g0}: analytic {} fd {fd2}",
                    dgg[j]
                );
            }
        }
    }

    /// Boundary conductance endpoints and flatness: c(0)=0, c(1)=1, c′(0)=c′(1)=0.
    #[test]
    fn conductance_endpoints_and_flat() {
        let (c0, cp0, _) = boundary_conductance(0.0);
        let (c1, cp1, _) = boundary_conductance(1.0);
        assert!(c0.abs() < 1e-15 && (c1 - 1.0).abs() < 1e-15);
        assert!(cp0.abs() < 1e-15 && cp1.abs() < 1e-15);
    }

    /// The conductance-penalty γ-jet interpolates S_open ⇄ S_circle and its
    /// derivative matches a finite difference.
    #[test]
    fn conductance_penalty_interpolates() {
        let s_open = array![[2.0, -1.0], [-1.0, 2.0]];
        let s_wrap = array![[1.0, -1.0], [-1.0, 1.0]];
        let (s0, _, _) = conductance_penalty_jet(&s_open, &s_wrap, 0.0);
        let (s1, _, _) = conductance_penalty_jet(&s_open, &s_wrap, 1.0);
        assert!((&s0 - &s_open).iter().all(|v| v.abs() < 1e-14));
        let circle = &s_open + &s_wrap;
        assert!((&s1 - &circle).iter().all(|v| v.abs() < 1e-14));

        let g = 0.4;
        let (_, ds, _) = conductance_penalty_jet(&s_open, &s_wrap, g);
        let h = 1e-6;
        let (sp, _, _) = conductance_penalty_jet(&s_open, &s_wrap, g + h);
        let (sm, _, _) = conductance_penalty_jet(&s_open, &s_wrap, g - h);
        let fd = (&sp - &sm).mapv(|v| v / (2.0 * h));
        assert!((&ds - &fd).iter().all(|v| v.abs() < 1e-6));
    }

    /// A profile with a clean parabolic minimum at γ = 0.6 recovers γ̂ and a CI
    /// that excludes both boundaries.
    #[test]
    fn profile_ci_interior_minimum() {
        let v = |g: f64| 100.0 + 50.0 * (g - 0.6).powi(2);
        let grid: Vec<(f64, f64)> = (0..=100)
            .map(|k| k as f64 / 100.0)
            .map(|g| (g, v(g)))
            .collect();
        let ci = profile_ci_from_grid(&grid, 0.95).unwrap();
        assert!((ci.gamma_hat - 0.6).abs() < 0.02, "γ̂ {}", ci.gamma_hat);
        assert!(!ci.ci_includes_circle, "CI hi {}", ci.ci_hi);
        assert!(!ci.ci_includes_interval, "CI lo {}", ci.ci_lo);
        assert!(!ci.singular_boundary);
        // Wilks half-width ≈ sqrt(χ²/(2·50)).
        let want = (chi2_1_quantile(0.95) / (2.0 * 50.0)).sqrt();
        assert!(((ci.ci_hi - ci.ci_lo) / 2.0 - want).abs() < 0.02);
    }

    /// A profile minimised at γ = 1 yields a CI that includes the circle
    /// (closure not rejected) — boundary behaviour is one-sided and honest.
    #[test]
    fn profile_ci_includes_circle_at_boundary() {
        let v = |g: f64| 10.0 + 30.0 * (g - 1.05).powi(2); // min pushed past 1
        let grid: Vec<(f64, f64)> = (0..=100)
            .map(|k| k as f64 / 100.0)
            .map(|g| (g, v(g)))
            .collect();
        let ci = profile_ci_from_grid(&grid, 0.95).unwrap();
        assert!(ci.ci_includes_circle);
        assert!(!ci.singular_boundary);
    }

    /// A profile that keeps improving toward γ = 0 with the floor as the
    /// minimiser flags the singular boundary for the mixture-rung handoff.
    #[test]
    fn profile_flags_singular_boundary() {
        let v = |g: f64| 10.0 + 20.0 * g; // monotone increasing ⇒ min at 0, interior worse
        let grid: Vec<(f64, f64)> = (0..=100)
            .map(|k| k as f64 / 100.0)
            .map(|g| (g, v(g)))
            .collect();
        let ci = profile_ci_from_grid(&grid, 0.95).unwrap();
        assert!((ci.gamma_hat).abs() < 1e-9);
        assert!(ci.singular_boundary);
        assert!(ci.ci_includes_interval);
    }

    /// χ²₁ quantile sanity: the 95% point is ≈ 3.841.
    #[test]
    fn chi2_quantile_known_value() {
        assert!((chi2_1_quantile(0.95) - 3.841_458_820_694_124).abs() < 1e-6);
    }

    // --- Extended-precision (double-double) trig reference --------------------
    // A dependency-free ~32-digit `cos`/`sin` used as TRUTH to certify that the
    // stable recurrence is at least as accurate as the old per-harmonic libm
    // calls. Not a hot path: clarity over speed.

    #[derive(Clone, Copy)]
    struct Dd {
        hi: f64,
        lo: f64,
    }
    fn two_sum(a: f64, b: f64) -> (f64, f64) {
        let s = a + b;
        let bb = s - a;
        (s, (a - (s - bb)) + (b - bb))
    }
    fn two_prod(a: f64, b: f64) -> (f64, f64) {
        let p = a * b;
        (p, a.mul_add(b, -p))
    }
    fn quick_two_sum(a: f64, b: f64) -> (f64, f64) {
        let s = a + b;
        (s, b - (s - a))
    }
    impl Dd {
        fn new(hi: f64) -> Dd {
            Dd { hi, lo: 0.0 }
        }
        fn neg(self) -> Dd {
            Dd { hi: -self.hi, lo: -self.lo }
        }
        fn add(self, o: Dd) -> Dd {
            let (s, e) = two_sum(self.hi, o.hi);
            let (h, l) = quick_two_sum(s, e + self.lo + o.lo);
            Dd { hi: h, lo: l }
        }
        fn sub(self, o: Dd) -> Dd {
            self.add(o.neg())
        }
        fn mul(self, o: Dd) -> Dd {
            let (p, e) = two_prod(self.hi, o.hi);
            let (h, l) = quick_two_sum(p, e + (self.hi * o.lo + self.lo * o.hi));
            Dd { hi: h, lo: l }
        }
        fn mul_f(self, f: f64) -> Dd {
            let (p, e) = two_prod(self.hi, f);
            let (h, l) = quick_two_sum(p, e + self.lo * f);
            Dd { hi: h, lo: l }
        }
        fn to_f64(self) -> f64 {
            self.hi + self.lo
        }
    }
    const DD_PIO2: Dd = Dd {
        hi: 1.5707963267948966,
        lo: 6.123233995736766e-17,
    };
    const DD_TWO_OVER_PI: f64 = 0.6366197723675814;

    fn dd_sincos_small(r: Dd) -> (Dd, Dd) {
        let x2 = r.mul(r);
        let sin_coef: [f64; 8] = [
            1.0,
            -1.0 / 6.0,
            1.0 / 120.0,
            -1.0 / 5040.0,
            1.0 / 362880.0,
            -1.0 / 39916800.0,
            1.0 / 6227020800.0,
            -1.0 / 1307674368000.0,
        ];
        let cos_coef: [f64; 8] = [
            1.0,
            -1.0 / 2.0,
            1.0 / 24.0,
            -1.0 / 720.0,
            1.0 / 40320.0,
            -1.0 / 3628800.0,
            1.0 / 479001600.0,
            -1.0 / 87178291200.0,
        ];
        let mut sin = Dd::new(0.0);
        let mut cos = Dd::new(0.0);
        for k in (0..8).rev() {
            sin = sin.mul(x2).add(Dd::new(sin_coef[k]));
            cos = cos.mul(x2).add(Dd::new(cos_coef[k]));
        }
        (r.mul(sin), cos)
    }

    /// `(sin x, cos x)` in double-double for any real `x`.
    fn dd_sincos(x: Dd) -> (Dd, Dd) {
        let kf = (x.hi * DD_TWO_OVER_PI).round();
        let r = x.sub(DD_PIO2.mul_f(kf));
        let (s, c) = dd_sincos_small(r);
        match (kf as i64).rem_euclid(4) {
            0 => (s, c),
            1 => (c, s.neg()),
            2 => (s.neg(), c.neg()),
            _ => (c.neg(), s),
        }
    }

    /// Exact double-double argument `m·γ·s` (`m` a small integer).
    fn dd_arg(m: usize, gamma: f64, s: f64) -> Dd {
        let (p, e) = two_prod(gamma, s);
        Dd { hi: p, lo: e }.mul_f(m as f64)
    }

    /// The double-double reference itself matches libm to a few ULP at small
    /// and large arguments (a sanity check on the TRUTH used below).
    #[test]
    fn dd_reference_matches_libm_at_small_args() {
        for &t in &[0.3_f64, 1.7, 5.5, 12.25, 123.4] {
            let (s, c) = dd_sincos(Dd::new(t));
            assert!((s.to_f64() - t.sin()).abs() < 1e-14, "sin {t}");
            assert!((c.to_f64() - t.cos()).abs() < 1e-14, "cos {t}");
        }
    }

    /// THE NEW GATE (accuracy, not bits): across 2000 inputs × `H ∈
    /// {4,8,16,32,64,128}`, the stable trigonometric recurrence used by
    /// [`ClosureFamily::write_row_jet`] must be **at least as accurate** vs the
    /// double-double truth as the old per-harmonic libm `sin_cos`. This is the
    /// anti-reward-hack check: the naive 3-term Chebyshev recurrence FAILS here
    /// (3–8× worse at high `H`); the Singleton form passes (~0.7–0.9× = better).
    #[test]
    fn recurrence_is_at_least_as_accurate_as_per_harmonic_libm() {
        let mut seed: u64 = 0x1234_5678_9abc_def0;
        let mut rng = || {
            seed ^= seed << 13;
            seed ^= seed >> 7;
            seed ^= seed << 17;
            (seed >> 11) as f64 / (1u64 << 53) as f64
        };
        for &h in &[4usize, 8, 16, 32, 64, 128] {
            let fam = ClosureFamily::new(h, std::f64::consts::TAU);
            let mut max_old = 0.0f64;
            let mut max_new = 0.0f64;
            for _ in 0..2000 {
                let s = (rng() * 2.0 - 1.0) * std::f64::consts::TAU;
                let gamma = rng();
                let (val, dg, dgg) = fam.row_jet(s, gamma);
                for m in 1..=h {
                    let (ts, tc) = dd_sincos(dd_arg(m, gamma, s));
                    let (tcf, tsf) = (tc.to_f64(), ts.to_f64());
                    let ms = m as f64 * s;
                    let (cs_new, sn_new) = (val[2 * m - 1], val[2 * m]);
                    // OLD: per-harmonic libm on the large argument m·γ·s.
                    let (osn, ocs) = (gamma * ms).sin_cos();
                    // Accuracy gate on the transcendental VALUE channels (cos/sin
                    // are O(1), so absolute ≈ relative). The γ-jet channels are
                    // exact ms/ms² scalings of these — asserted separately below —
                    // so both methods amplify the value error identically and the
                    // value channel is the genuine accuracy comparison.
                    max_old = max_old.max((ocs - tcf).abs().max((osn - tsf).abs()));
                    max_new = max_new.max((cs_new - tcf).abs().max((sn_new - tsf).abs()));
                    // The emitted jet channels must be the EXACT (bit-for-bit)
                    // affine-γ scalings of the emitted value — no extra
                    // transcendental, so they inherit the value accuracy.
                    assert_eq!(dg[2 * m - 1], -sn_new * ms);
                    assert_eq!(dg[2 * m], cs_new * ms);
                    assert_eq!(dgg[2 * m - 1], (-cs_new * ms) * ms);
                    assert_eq!(dgg[2 * m], (-sn_new * ms) * ms);
                }
            }
            // At least as accurate as the old libm form (small platform-libm
            // slack), and inside a tight absolute envelope.
            assert!(
                max_new <= 1.1 * max_old,
                "H={h}: recurrence abs-err {max_new:.3e} worse than per-harmonic libm {max_old:.3e}"
            );
            assert!(max_new < 1e-12, "H={h}: recurrence abs-err {max_new:.3e} exceeds 1e-12");
        }
    }

    /// The four-rows-per-pass `f64x4` assembly in `design`/`design_jet` must be
    /// **bit-identical** to the scalar single-row path it replaces — each SIMD
    /// lane is plain IEEE `f64`, so there is no accuracy change, only throughput.
    /// Covers non-multiple-of-4 row counts (the scalar remainder) and `H = 0`.
    #[test]
    fn simd_design_is_bit_identical_to_scalar_rows() {
        for &h in &[0usize, 1, 3, 7, 16] {
            let fam = ClosureFamily::new(h, std::f64::consts::TAU);
            // n deliberately not a multiple of 4 to exercise the remainder.
            let n = 11;
            let s: Vec<f64> = (0..n).map(|k| (k as f64) * 0.37 - 1.9).collect();
            let sv = ndarray::ArrayView1::from(&s);
            let gamma = 0.61;
            let phi = fam.design(sv, gamma);
            let (pj, dj, ddj) = fam.design_jet(sv, gamma);
            for (i, &si) in s.iter().enumerate() {
                let (v, dgr, ddr) = fam.row_jet(si, gamma);
                for j in 0..fam.raw_dim() {
                    assert_eq!(phi[[i, j]].to_bits(), v[j].to_bits(), "design v ({i},{j})");
                    assert_eq!(pj[[i, j]].to_bits(), v[j].to_bits(), "design_jet v ({i},{j})");
                    assert_eq!(dj[[i, j]].to_bits(), dgr[j].to_bits(), "design_jet dγ ({i},{j})");
                    assert_eq!(ddj[[i, j]].to_bits(), ddr[j].to_bits(), "design_jet d²γ ({i},{j})");
                }
            }
        }
    }
}