Struct StructuredResidualModel 

pub struct StructuredResidualModel { /* private fields */ }

The fitted structured residual-covariance model: low-rank factor Λ, idiosyncratic diagonal D, and the smooth activity-scale c(z) evaluated at every row. Produces per-row precision factors and the MetricProvenance::WhitenedStructured RowMetric.

Implementations

impl StructuredResidualModel

pub fn fit(input: ResidualFactorInput<'_>) -> Result<Self, String>

Fit the structured residual-covariance model by the deterministic fixed-iteration alternation, selecting the factor rank by the evidence ladder. Returns an error only on shape / non-finite-input violations; the numerical path is total (every floor and solve is guarded).

pub fn factor_rank(&self) -> usize

Selected factor rank r.

pub fn factor(&self) -> ArrayView2<'_, f64>

The fitted interference factor Λ ∈ ℝ^{p×r} (the shared off-isotropic residual subspace). Consumed by the planted-subspace recovery test to compare range(Λ) against the planted interference subspace.

pub fn diagonal(&self) -> ArrayView1<'_, f64>

The idiosyncratic diagonal d ∈ ℝ^p (D = diag(d)).

pub fn row_scale(&self) -> ArrayView1<'_, f64>

The per-row activity scale c(z_n) > 0, length n. Recovers the smooth activity-scale law evaluated at every observed z_n.

pub fn log_evidence(&self) -> f64

The penalized Gaussian log-evidence the rank-selection ladder maximized.

pub fn row_metric(&self, n_rows: usize) -> Result<RowMetric, String>

Build the per-row precision factor stack U_n ∈ ℝ^{p×p} with U_n U_nᵀ = Σ_n^{-1} and package it as a MetricProvenance::WhitenedStructured RowMetric. This is the single production site of WhitenedStructured.

The precision is formed in Woodbury form:

  Σ_n^{-1} = D^{-1} − D^{-1} Λ ( c^{-1} I_r + Λᵀ D^{-1} Λ )^{-1} Λᵀ D^{-1},

an r × r capacitance solve (never a p × p inverse). The factor U_n is the lower-Cholesky of the assembled Σ_n^{-1} (rank = p), so whiten_residual_row returns coordinates whose squared norm is the exact Mahalanobis residual r_nᵀ Σ_n^{-1} r_n.

Trait Implementations

impl Clone for StructuredResidualModel

fn clone(&self) -> StructuredResidualModel

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for StructuredResidualModel

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.