gam_spec/lib.rs
1use ndarray::{Array1, ArrayView1};
2use serde::{Deserialize, Serialize};
3
4/// Hyperprior placed on a coefficient group's precision / log-precision.
5#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
6pub enum CoefficientGroupPrior {
7 Flat,
8 NormalLogPrecision {
9 mean: f64,
10 sd: f64,
11 },
12 GammaPrecision {
13 shape: f64,
14 rate: f64,
15 },
16 /// Penalized-complexity prior calibrated by `P(exp(-rho/2) > upper) =
17 /// tail_prob`; see [`RhoPrior::PenalizedComplexity`].
18 PenalizedComplexity {
19 upper: f64,
20 tail_prob: f64,
21 },
22}
23
24impl CoefficientGroupPrior {
25 pub fn to_rho_prior(&self) -> RhoPrior {
26 match *self {
27 Self::Flat => RhoPrior::Flat,
28 Self::NormalLogPrecision { mean, sd } => RhoPrior::Normal { mean, sd },
29 Self::GammaPrecision { shape, rate } => RhoPrior::GammaPrecision { shape, rate },
30 Self::PenalizedComplexity { upper, tail_prob } => {
31 RhoPrior::PenalizedComplexity { upper, tail_prob }
32 }
33 }
34 }
35
36 pub fn validate(&self, context: &str) -> Result<(), String> {
37 match *self {
38 Self::Flat => Ok(()),
39 Self::NormalLogPrecision { mean, sd } => {
40 if !mean.is_finite() {
41 return Err(format!(
42 "{context} Normal log-precision prior requires finite mean, got {mean}"
43 ));
44 }
45 if !sd.is_finite() || sd <= 0.0 {
46 return Err(format!(
47 "{context} Normal log-precision prior requires sd > 0, got {sd}"
48 ));
49 }
50 Ok(())
51 }
52 Self::GammaPrecision { shape, rate } => {
53 if !shape.is_finite() || shape <= 0.0 {
54 return Err(format!(
55 "{context} Gamma precision prior requires shape > 0, got {shape}"
56 ));
57 }
58 if !rate.is_finite() || rate < 0.0 {
59 return Err(format!(
60 "{context} Gamma precision prior requires rate >= 0, got {rate}"
61 ));
62 }
63 Ok(())
64 }
65 Self::PenalizedComplexity { upper, tail_prob } => {
66 if !upper.is_finite() || upper <= 0.0 {
67 return Err(format!(
68 "{context} penalized-complexity prior requires upper > 0, got {upper}"
69 ));
70 }
71 if !tail_prob.is_finite() || tail_prob <= 0.0 || tail_prob >= 1.0 {
72 return Err(format!(
73 "{context} penalized-complexity prior requires tail probability in (0, 1), got {tail_prob}"
74 ));
75 }
76 Ok(())
77 }
78 }
79 }
80}
81
82/// Shared default for monotone wiggle/deviation blocks. Formula DSL defaults,
83/// workflow configs, and runtime deviation blocks should all derive from this
84/// type so reproducible presets do not drift across layers.
85#[derive(Clone, Debug, Serialize, Deserialize)]
86pub struct WigglePenaltyConfig {
87 pub degree: usize,
88 pub num_internal_knots: usize,
89 pub penalty_orders: Vec<usize>,
90 pub double_penalty: bool,
91 pub monotonicity_eps: f64,
92}
93
94impl WigglePenaltyConfig {
95 pub fn cubic_triple_operator_default() -> Self {
96 Self {
97 degree: 3,
98 num_internal_knots: 8,
99 penalty_orders: vec![1, 2, 3],
100 double_penalty: true,
101 monotonicity_eps: 1e-4,
102 }
103 }
104}
105
106/// Shared engine-level link selector for generalized models. This is the
107/// "wide" link descriptor: CLI parsing, formula DSL, and the projection from
108/// `InverseLink::link_function()` all live in this enum, so it carries every
109/// link kind the engine knows about — including the state-bearing
110/// `Sas` / `BetaLogistic` cases.
111///
112/// `LinkFunction` is *not* the right type for the state-less `InverseLink::Standard`
113/// cell. Use [`StandardLink`] there: the type system then refuses to construct
114/// a state-less `Standard(Sas)` / `Standard(BetaLogistic)` placeholder.
115#[derive(Debug, Clone, Copy, PartialEq, Eq, Serialize, Deserialize)]
116pub enum LinkFunction {
117 Logit,
118 Probit,
119 CLogLog,
120 LogLog,
121 Cauchit,
122 Sas,
123 BetaLogistic,
124 Identity,
125 Log,
126}
127
128impl LinkFunction {
129 #[inline]
130 pub const fn name(self) -> &'static str {
131 match self {
132 Self::Logit => "logit",
133 Self::Probit => "probit",
134 Self::CLogLog => "cloglog",
135 Self::LogLog => "loglog",
136 Self::Cauchit => "cauchit",
137 Self::Sas => "sas",
138 Self::BetaLogistic => "beta-logistic",
139 Self::Identity => "identity",
140 Self::Log => "log",
141 }
142 }
143}
144
145/// Legal-only link descriptor for the state-less `InverseLink::Standard` cell.
146///
147/// `Sas` / `BetaLogistic` are state-bearing and live in their own
148/// `InverseLink::Sas(_)` / `InverseLink::BetaLogistic(_)` variants. The type
149/// system enforces that fact by omitting them here, so the historical
150/// "state-less placeholder" pattern (`InverseLink::Standard(LinkFunction::Sas)`)
151/// no longer compiles.
152#[derive(Debug, Clone, Copy, PartialEq, Eq, Serialize, Deserialize)]
153pub enum StandardLink {
154 Logit,
155 Probit,
156 CLogLog,
157 LogLog,
158 Cauchit,
159 Identity,
160 Log,
161}
162
163impl StandardLink {
164 #[inline]
165 pub const fn name(self) -> &'static str {
166 self.as_link_function().name()
167 }
168
169 #[inline]
170 pub const fn as_link_function(self) -> LinkFunction {
171 match self {
172 Self::Logit => LinkFunction::Logit,
173 Self::Probit => LinkFunction::Probit,
174 Self::CLogLog => LinkFunction::CLogLog,
175 Self::LogLog => LinkFunction::LogLog,
176 Self::Cauchit => LinkFunction::Cauchit,
177 Self::Identity => LinkFunction::Identity,
178 Self::Log => LinkFunction::Log,
179 }
180 }
181}
182
183impl From<StandardLink> for LinkFunction {
184 #[inline]
185 fn from(link: StandardLink) -> Self {
186 link.as_link_function()
187 }
188}
189
190/// Error returned when narrowing a wide [`LinkFunction`] into a [`StandardLink`].
191/// `Sas` and `BetaLogistic` are state-bearing and have no legal `Standard(_)`
192/// representation; they must be routed through `InverseLink::Sas` /
193/// `InverseLink::BetaLogistic`.
194#[derive(Debug, Clone, Copy, PartialEq, Eq)]
195pub struct StateBearingLinkInStandardSlot(pub LinkFunction);
196
197impl std::fmt::Display for StateBearingLinkInStandardSlot {
198 fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
199 write!(
200 f,
201 "state-bearing link `{}` cannot be carried by `InverseLink::Standard`; \
202 route through `InverseLink::Sas` / `InverseLink::BetaLogistic`",
203 self.0.name()
204 )
205 }
206}
207
208impl std::error::Error for StateBearingLinkInStandardSlot {}
209
210impl TryFrom<LinkFunction> for StandardLink {
211 type Error = StateBearingLinkInStandardSlot;
212
213 #[inline]
214 fn try_from(link: LinkFunction) -> Result<Self, Self::Error> {
215 match link {
216 LinkFunction::Logit => Ok(Self::Logit),
217 LinkFunction::Probit => Ok(Self::Probit),
218 LinkFunction::CLogLog => Ok(Self::CLogLog),
219 LinkFunction::LogLog => Ok(Self::LogLog),
220 LinkFunction::Cauchit => Ok(Self::Cauchit),
221 LinkFunction::Identity => Ok(Self::Identity),
222 LinkFunction::Log => Ok(Self::Log),
223 LinkFunction::Sas | LinkFunction::BetaLogistic => {
224 Err(StateBearingLinkInStandardSlot(link))
225 }
226 }
227 }
228}
229
230/// Supported inverse-link components for convex blended inverse links.
231#[derive(Debug, Clone, Copy, PartialEq, Eq, Serialize, Deserialize)]
232pub enum LinkComponent {
233 Probit,
234 Logit,
235 CLogLog,
236 LogLog,
237 Cauchit,
238}
239
240impl LinkComponent {
241 #[inline]
242 pub const fn name(self) -> &'static str {
243 match self {
244 Self::Probit => "probit",
245 Self::Logit => "logit",
246 Self::CLogLog => "cloglog",
247 Self::LogLog => "loglog",
248 Self::Cauchit => "cauchit",
249 }
250 }
251}
252
253/// User-facing configuration for a blended inverse link.
254#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
255pub struct MixtureLinkSpec {
256 pub components: Vec<LinkComponent>,
257 /// Free logits for components [0..K-2]. The final component logit is fixed at 0.
258 pub initial_rho: Array1<f64>,
259}
260
261/// Runtime blended-link state with precomputed softmax weights.
262#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
263pub struct MixtureLinkState {
264 pub components: Vec<LinkComponent>,
265 /// Free logits for components [0..K-2]. The final component logit is fixed at 0.
266 pub rho: Array1<f64>,
267 /// Softmax-normalized component weights (length K).
268 pub pi: Array1<f64>,
269}
270
271/// User-facing configuration for the continuous sinh-arcsinh inverse link.
272#[derive(Debug, Clone, Copy, PartialEq, Serialize, Deserialize)]
273pub struct SasLinkSpec {
274 pub initial_epsilon: f64,
275 pub initial_log_delta: f64,
276}
277
278/// Runtime state shared by the two-parameter `Sas` and `BetaLogistic` links:
279/// an `epsilon` skew/asymmetry term plus a raw log-scale parameter (`log_delta`)
280/// and its derived positive companion (`delta`). The `delta` field's meaning is
281/// link-specific — see its doc — so derivative kernels must consume `log_delta`,
282/// never `delta`.
283#[derive(Debug, Clone, Copy, PartialEq, Serialize, Deserialize)]
284pub struct SasLinkState {
285 pub epsilon: f64,
286 /// Raw optimization parameter. For `Sas` this is the pre-bound log-tail; for
287 /// `BetaLogistic` it is the unconstrained log geometric-mean beta shape (the
288 /// `log_shape_center` the beta-logistic kernels expect).
289 pub log_delta: f64,
290 /// Derived positive companion of `log_delta`. Its meaning depends on the link:
291 /// - `Sas`: effective tail parameter `delta = exp(B * tanh(log_delta / B))`,
292 /// `B = SAS_LOG_DELTA_BOUND`.
293 /// - `BetaLogistic`: geometric-mean beta shape `exp(log_delta) = sqrt(a*b)`.
294 ///
295 /// The beta-logistic derivative kernels take `log_delta` (the log center), so
296 /// passing this exponentiated `delta` to them would be off by an `exp`.
297 pub delta: f64,
298}
299
300/// Fixed latent Gaussian scale for the exact marginal cloglog family.
301#[derive(Debug, Clone, Copy, PartialEq, Serialize, Deserialize)]
302pub struct LatentCLogLogState {
303 pub latent_sd: f64,
304}
305
306impl LatentCLogLogState {
307 #[inline]
308 pub fn new(latent_sd: f64) -> Result<Self, String> {
309 if !latent_sd.is_finite() || latent_sd < 0.0 {
310 return Err(format!(
311 "latent cloglog standard deviation must be finite and >= 0, got {latent_sd}"
312 ));
313 }
314 Ok(Self { latent_sd })
315 }
316}
317
318/// Parameterized inverse-link selector used where mu/derivatives are evaluated.
319#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
320pub enum InverseLink {
321 Standard(StandardLink),
322 LatentCLogLog(LatentCLogLogState),
323 Sas(SasLinkState),
324 BetaLogistic(SasLinkState),
325 Mixture(MixtureLinkState),
326}
327
328impl InverseLink {
329 #[inline]
330 pub const fn link_function(&self) -> LinkFunction {
331 match self {
332 Self::Standard(link) => link.as_link_function(),
333 Self::LatentCLogLog(_) => LinkFunction::CLogLog,
334 Self::Sas(_) => LinkFunction::Sas,
335 Self::BetaLogistic(_) => LinkFunction::BetaLogistic,
336 Self::Mixture(_) => LinkFunction::Logit,
337 }
338 }
339
340 #[inline]
341 pub const fn mixture_state(&self) -> Option<&MixtureLinkState> {
342 match self {
343 Self::Mixture(state) => Some(state),
344 _ => None,
345 }
346 }
347
348 #[inline]
349 pub const fn sas_state(&self) -> Option<&SasLinkState> {
350 match self {
351 Self::Sas(state) | Self::BetaLogistic(state) => Some(state),
352 _ => None,
353 }
354 }
355
356 #[inline]
357 pub const fn latent_cloglog_state(&self) -> Option<&LatentCLogLogState> {
358 match self {
359 Self::LatentCLogLog(state) => Some(state),
360 _ => None,
361 }
362 }
363
364 /// Whether this inverse link exposes the Fisher-weight jet consumed by
365 /// higher-order Firth/Jeffreys corrections.
366 ///
367 /// The numerical jet evaluation lives in `gam-solve`; the capability is a
368 /// property of the link vocabulary and therefore belongs here with the
369 /// variants it classifies.
370 #[inline]
371 pub const fn has_fisher_weight_jet(&self) -> bool {
372 matches!(
373 self,
374 Self::Standard(
375 StandardLink::Logit
376 | StandardLink::Probit
377 | StandardLink::CLogLog
378 | StandardLink::LogLog
379 | StandardLink::Cauchit,
380 ) | Self::LatentCLogLog(_)
381 | Self::Sas(_)
382 | Self::BetaLogistic(_)
383 | Self::Mixture(_)
384 )
385 }
386}
387
388/// Fixed prior family for smoothing parameters in joint HMC refinement.
389#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
390pub enum RhoPrior {
391 Flat,
392 Normal {
393 mean: f64,
394 sd: f64,
395 },
396 /// Gamma(shape, rate) conjugate hyperprior on the precision lambda = exp(rho).
397 ///
398 /// The deterministic REML/LAML objective uses the MAP-in-lambda convention
399 /// and is minimized, so this contributes `rate * exp(rho) - (shape - 1) * rho`
400 /// up to an additive constant. Samplers over rho include the +rho Jacobian
401 /// from lambda = exp(rho), so their log-density contribution is
402 /// `shape * rho - rate * exp(rho)`. For a block with effective dimension n_p
403 /// and centered quadratic
404 /// `(beta - mu)'S_p(beta - mu)`, the conditional posterior is
405 /// `Gamma(shape + n_p/2, rate + quadratic/2)` and the closed-form MAP
406 /// precision is `(shape + n_p/2 - 1) / (rate + quadratic/2)`.
407 /// `Gamma(1, 0)` is the explicit flat/default case and reproduces the
408 /// current MacKay/Tipping fixed point.
409 GammaPrecision {
410 shape: f64,
411 rate: f64,
412 },
413 /// Penalized-complexity (PC) prior on the smoothing parameter
414 /// (Simpson, Rue, Riebler, Martins, Sørbye, *Statistical Science* 2017).
415 ///
416 /// A PC prior fixes a *base* model (here the infinitely-smooth limit, where
417 /// the penalized component collapses to its null space) and puts an
418 /// exponential prior on the distance away from it. For a Gaussian smooth
419 /// with precision `λ = exp(ρ)` the relevant distance is the marginal
420 /// standard-deviation scale `d = λ^{-1/2} = exp(-ρ/2)`, and a constant-rate
421 /// penalization `p(d) = θ exp(-θ d)` induces the closed-form log-prior
422 ///
423 /// ```text
424 /// log p(ρ) = ln(θ/2) − ρ/2 − θ exp(−ρ/2).
425 /// ```
426 ///
427 /// The rate `θ` is calibrated by the single interpretable tail statement
428 /// `P(d > upper) = tail_prob`, i.e. `θ = −ln(tail_prob) / upper`. The prior
429 /// is reparameterization-invariant and shrinks toward the simpler model
430 /// (an exponential wall against under-smoothing, only a gentle linear pull
431 /// toward over-smoothing), which is exactly the Occam behaviour wanted for
432 /// high-variance flexible components. The REML/LAML objective is minimized,
433 /// so this contributes `ρ/2 + θ exp(−ρ/2)` (up to an additive constant) to
434 /// the cost, with gradient `1/2 − (θ/2) exp(−ρ/2)` and (always positive)
435 /// curvature `(θ/4) exp(−ρ/2)`.
436 PenalizedComplexity {
437 /// Upper bound `U` on the distance scale `d = exp(-ρ/2)` (the marginal
438 /// SD scale of the penalized component) in the tail statement
439 /// `P(d > U) = tail_prob`. Must be finite and strictly positive.
440 upper: f64,
441 /// Tail probability `α` in `P(d > U) = α`. Must satisfy `0 < α < 1`.
442 tail_prob: f64,
443 },
444 /// Coordinate-specific priors for models whose smoothing parameters do
445 /// not share one prior family, such as nested coefficient groups.
446 Independent(Vec<RhoPrior>),
447}
448
449impl RhoPrior {
450 /// Does this prior contribute **nothing** to `∂V/∂ρ_k` in the λ→∞
451 /// (`ρ_k → +∞`) tail?
452 ///
453 /// Every rail-reasoning path in the outer certificate — the analytic λ=∞
454 /// face form and the measured-tail probe alike — decides by the law
455 ///
456 /// ```text
457 /// ĉ = −e^{ρ} ∂V/∂ρ is CONSTANT along the tail,
458 /// ```
459 ///
460 /// which is a statement about a REML/LAML criterion, whose λ=∞ face gives
461 /// `∂V/∂ρ = O(e^{−ρ})`. It holds only when the criterion really is that
462 /// one. Any ρ-prior whose own gradient survives into the tail adds a term
463 /// the law does not model, `ĉ` diverges, and **there is no λ=∞ face to
464 /// certify at any box width** (#2450: under `Normal { 0, 3 }` the measured
465 /// `∂V/∂ρ → ρ/9` and `ĉ → −ρe^{ρ}/9`).
466 ///
467 /// Carrying the answer here rather than re-deriving it at each consumer is
468 /// the point: the previous consumer-side test was `matches!(prior, Flat)`,
469 /// which silently misclassifies the two other spellings of a flat
470 /// coordinate.
471 ///
472 /// True exactly for the families whose ρ-gradient is identically zero on
473 /// the identified upper tail:
474 ///
475 /// * `Flat` — the REML runtime evaluates unset coordinates through the
476 /// SELF-GATED, one-sided firth-default barrier, which is byte-identically
477 /// flat above `ρ = −2 ln(upper)`. The wall it does carry is on the
478 /// *other* side, against the `λ → 0` under-smoothing degeneracy.
479 /// * `GammaPrecision { shape: 1, rate: 0 }` — exactly flat under the
480 /// MAP-in-λ convention (cost, gradient and Hessian all vanish); the same
481 /// "unset" coordinate as `Flat`, spelled differently.
482 ///
483 /// False for every other family, each for a nameable reason: `Normal`
484 /// leaves `(ρ − mean)/sd² → ∞`; `PenalizedComplexity` leaves its persistent
485 /// `+1/2` Occam pull; a `GammaPrecision` with `rate > 0` leaves
486 /// `rate·e^{ρ}`, which diverges faster than the law's own scale.
487 ///
488 /// `coordinate` indexes the ρ vector, so an `Independent` prior answers per
489 /// coordinate — a face can be certifiable on one coordinate and not on
490 /// another. A nested `Independent` is structurally invalid and answers
491 /// `false` rather than pretending to know.
492 pub fn upper_tail_gradient_vanishes(&self, coordinate: usize) -> bool {
493 fn scalar_vanishes(prior: &RhoPrior) -> bool {
494 match prior {
495 RhoPrior::Flat => true,
496 RhoPrior::GammaPrecision { shape, rate } => *shape == 1.0 && *rate == 0.0,
497 RhoPrior::Normal { .. }
498 | RhoPrior::PenalizedComplexity { .. }
499 | RhoPrior::Independent(_) => false,
500 }
501 }
502 match self {
503 RhoPrior::Independent(priors) => priors.get(coordinate).is_some_and(scalar_vanishes),
504 scalar => scalar_vanishes(scalar),
505 }
506 }
507
508 /// Does the upper-tail law hold on **every** coordinate of a `ρ` of length
509 /// `rho_dim`? An `Independent` prior shorter than `rho_dim` is malformed
510 /// and answers `false`.
511 pub fn upper_tail_gradient_vanishes_everywhere(&self, rho_dim: usize) -> bool {
512 (0..rho_dim).all(|k| self.upper_tail_gradient_vanishes(k))
513 }
514
515 /// Did the caller leave this prior UNSET, or did they configure it?
516 ///
517 /// `RhoPrior::default()` is `Flat`, so "unset" and "explicitly asked for a
518 /// flat coordinate" are the same value and deliberately indistinguishable —
519 /// both mean *the criterion is pure REML/LAML here*, which is what any
520 /// consumer of this predicate actually wants to know. What is NOT the same
521 /// is a configured `Normal` / `PenalizedComplexity` / non-trivial
522 /// `GammaPrecision`: that value is a modelling choice someone wrote down,
523 /// and a subsystem that rewrites it is discarding an instruction (#2463).
524 ///
525 /// Unset has more than one spelling. `GammaPrecision { shape: 1, rate: 0 }`
526 /// is "the explicit flat/default case" by this enum's own documentation —
527 /// its cost, gradient and Hessian all vanish under the MAP-in-λ convention —
528 /// so a `matches!(prior, Flat)` test silently misclassifies it as
529 /// configured. Carrying the answer here rather than re-deriving it at each
530 /// consumer is the point (#2427): the same question asked in three places
531 /// must not get three answers.
532 ///
533 /// An `Independent` prior is unset only when EVERY coordinate is, since a
534 /// single configured coordinate is still an instruction. An empty
535 /// `Independent` carries no instruction and is therefore unset.
536 pub fn is_unset(&self) -> bool {
537 match self {
538 RhoPrior::Flat => true,
539 RhoPrior::GammaPrecision { shape, rate } => *shape == 1.0 && *rate == 0.0,
540 RhoPrior::Normal { .. } | RhoPrior::PenalizedComplexity { .. } => false,
541 RhoPrior::Independent(priors) => priors.iter().all(RhoPrior::is_unset),
542 }
543 }
544}
545
546/// `Flat`, because the *deterministic* criterion is REML/LAML by contract.
547///
548/// SPEC: "REML (or LAML) always used for fitting, never GCV" and "posterior
549/// mean must always be the default (never MAP)". A `Default` that installs a
550/// proper prior on `ρ` makes the shipped deterministic criterion
551/// `REML + Σ_k ρ_k²/(2 sd²)` — MAP in `ρ` — which is a different estimator,
552/// not a stabilised version of the same one. `gam-custom-family` has always
553/// passed `Flat` explicitly at its entry point for exactly this reason; the
554/// `gam-models` / CLI / Python path reached the same solver through
555/// `FitOptions::default()` and inherited a prior the enum's own doc comment
556/// scopes to *joint HMC refinement* (#2450).
557///
558/// **The sampler does not lose its prior by this.** A flat prior on `ρ` gives
559/// an IMPROPER joint posterior — as `ρ → ∞` the REML criterion tends to the
560/// finite λ=∞ face value, so `exp(−V)` does not decay and `∫dρ` diverges — and
561/// that is precisely why joint HMC needs a proper one. The runtime already
562/// separates the two: `resolve_effective_rho_prior` fills unset (`Flat`)
563/// coordinates with the weakly-informative penalized-complexity default for
564/// consumers that need a *distribution* (serialization, joint-HMC refinement),
565/// while the REML/LAML objective evaluates those same coordinates through the
566/// self-gated one-sided barrier, which is byte-identically flat on the
567/// identified side. One default cannot serve both questions; `Flat` is the
568/// answer to "what criterion am I minimizing", and the sampler's answer is
569/// derived from it rather than shared with it.
570impl Default for RhoPrior {
571 fn default() -> Self {
572 Self::Flat
573 }
574}
575
576// ---------------------------------------------------------------------------
577// Unified likelihood specification
578// ---------------------------------------------------------------------------
579//
580// `LikelihoodSpec { response: ResponseFamily, link: InverseLink }` is the
581// canonical likelihood selector. `ResponseFamily` is a pure response-
582// distribution selector that carries the per-family scalars
583// (`Tweedie { p }`, `NegativeBinomial { theta }`, `Beta { phi }`); `InverseLink`
584// is the parameterized inverse-link selector. Splitting (response, link)
585// removes the drift bug that the former flat likelihood enum allowed
586// when its variant disagreed with a separately-stored `InverseLink`.
587
588/// Pure response distribution selector — no link information.
589#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
590pub enum ResponseFamily {
591 Gaussian,
592 Binomial,
593 Poisson,
594 Tweedie {
595 p: f64,
596 },
597 NegativeBinomial {
598 theta: f64,
599 /// `true` when `theta` was supplied by the user as a held-fixed value
600 /// (`--negative-binomial-theta`, issue #983): the fit must use exactly
601 /// this overdispersion — `Var(y) = μ + μ²/θ`, IRLS weight
602 /// `W = μθ/(θ+μ)`, coefficients/covariance/SEs all reflect it — and
603 /// the inner solver must never overwrite it. `false` means `theta` is
604 /// the running seed/estimate refined from the data each inner solve
605 /// (the #802 default). Carried on the family variant — the canonical
606 /// `theta` store — so the estimated-vs-fixed contract can never desync
607 /// from the value itself; `default_scale_metadata` derives the
608 /// matching scale variant.
609 theta_fixed: bool,
610 },
611 Beta {
612 phi: f64,
613 },
614 Gamma,
615 RoystonParmar,
616}
617
618impl ResponseFamily {
619 #[inline]
620 pub const fn name(&self) -> &'static str {
621 match self {
622 Self::Gaussian => "gaussian",
623 Self::Binomial => "binomial",
624 Self::Poisson => "poisson",
625 Self::Tweedie { .. } => "tweedie",
626 Self::NegativeBinomial { .. } => "negative-binomial",
627 Self::Beta { .. } => "beta",
628 Self::Gamma => "gamma",
629 Self::RoystonParmar => "royston-parmar",
630 }
631 }
632
633 /// Closed-interval bounds for the mean (response-scale) of this family.
634 ///
635 /// Used by predict-side CI clamps that need to keep transformed bounds
636 /// within the support of the response. Beta uses strict-open `(1e-10, 1 − 1e-10)`
637 /// to avoid logit singularities; Binomial / Royston-Parmar use the closed
638 /// `[0, 1]` since they are evaluated post-transformation. Unbounded
639 /// (continuous-real or non-negative-real) families return `None` — the
640 /// caller should not clamp.
641 #[inline]
642 pub fn mean_clamp_bounds(&self) -> Option<(f64, f64)> {
643 match self {
644 Self::Binomial | Self::RoystonParmar => Some((0.0, 1.0)),
645 Self::Beta { .. } => Some((1e-10, 1.0 - 1e-10)),
646 Self::Gaussian
647 | Self::Poisson
648 | Self::Tweedie { .. }
649 | Self::NegativeBinomial { .. }
650 | Self::Gamma => None,
651 }
652 }
653
654 /// Closed numeric bounds of the **response support** — the closure of the
655 /// set of values a single observation `Y` can take — used to clamp the
656 /// *observation (prediction) interval* so a predictive band never reports
657 /// values the response can never attain.
658 ///
659 /// This is deliberately distinct from [`Self::mean_clamp_bounds`], which
660 /// governs the *mean* (confidence) interval. `mean_clamp_bounds` returns
661 /// `None` for the non-negative-real families (Poisson / Tweedie /
662 /// NegativeBinomial / Gamma) because their default mean interval is built
663 /// by transforming the η endpoints through a positive inverse link, which
664 /// cannot escape the support. The observation interval, by contrast, is the
665 /// symmetric response-scale band `μ ± z·σ_pred`; for a small fitted mean its
666 /// lower endpoint crosses below the support floor (e.g. a Poisson count band
667 /// going negative), so it must be floored at the response support here.
668 ///
669 /// The lower edge is the infimum of the support (`0` for every non-negative
670 /// family, including the open-at-zero Gamma, whose predictive lower bound is
671 /// reported at the boundary `0`). The upper edge is `+∞` where the response
672 /// is unbounded above, which leaves the upper band untouched, or `1` for the
673 /// `[0, 1]`-valued families. `None` means the response is supported on the
674 /// whole real line (Gaussian) or has its support enforced downstream
675 /// (Royston–Parmar), and the predictive band is passed through unclamped.
676 ///
677 /// The match arms mirror [`Self::response_support_contains`]: a new family
678 /// must update both together so the support a value is validated against and
679 /// the support a predictive band is clamped to stay consistent.
680 #[inline]
681 pub fn response_support_bounds(&self) -> Option<(f64, f64)> {
682 match self {
683 Self::Gamma | Self::Poisson | Self::NegativeBinomial { .. } | Self::Tweedie { .. } => {
684 Some((0.0, f64::INFINITY))
685 }
686 Self::Beta { .. } | Self::Binomial => Some((0.0, 1.0)),
687 Self::Gaussian | Self::RoystonParmar => None,
688 }
689 }
690
691 /// Per-family textual description of the response-support requirement.
692 /// `None` means the family is supported on the entire real line at the
693 /// validation layer (Gaussian) or has its support enforced by a downstream
694 /// pathway (RoystonParmar via the survival pipeline).
695 ///
696 /// `Binomial` accepts Bernoulli observations and grouped-binomial
697 /// proportions. With prior/trial weights folded into the row weight, the
698 /// per-unit log-likelihood is `ℓ(η) = y·η − log(1 + exp(η))`, which is
699 /// bounded exactly for `0 ≤ y ≤ 1`; outside that interval one tail is
700 /// unbounded and the binomial deviance leaves its domain. Strict `{0, 1}`
701 /// binarity remains an auto-inference policy, not the support of an
702 /// explicitly requested binomial model.
703 #[inline]
704 pub fn response_support_requirement(&self) -> Option<&'static str> {
705 match self {
706 Self::Gamma => Some("strictly positive response values (y > 0)"),
707 Self::Poisson | Self::NegativeBinomial { .. } | Self::Tweedie { .. } => {
708 Some("non-negative response values (y ≥ 0)")
709 }
710 Self::Beta { .. } => Some(
711 "response values strictly in the open interval (0, 1) \
712 (a binary {0, 1} response is a Binomial GLM, not Beta; route it through the Binomial family instead)",
713 ),
714 Self::Binomial => Some("response values in the closed interval [0, 1]"),
715 Self::Gaussian | Self::RoystonParmar => None,
716 }
717 }
718
719 /// Predicate that returns `true` iff `yi` lies in this family's response
720 /// support. Only meaningful for families with a non-trivial domain
721 /// constraint at the validation layer; `validate_response_support` calls
722 /// this only after `response_support_requirement` returns `Some`, so the
723 /// "unconstrained" families (Gaussian / RoystonParmar) never hit this code
724 /// path.
725 ///
726 /// `Binomial` accepts Bernoulli outcomes and grouped-binomial proportions:
727 /// `y` must be finite and lie in the closed unit interval. The stricter
728 /// `{0, 1}` predicate is used only where the code is specifically asking
729 /// whether a numeric response is binary (auto-inference and all-boundary
730 /// degeneracy checks).
731 #[inline]
732 fn response_support_contains(&self, yi: f64) -> bool {
733 match self {
734 Self::Gamma => yi.is_finite() && yi > 0.0,
735 Self::Poisson | Self::NegativeBinomial { .. } | Self::Tweedie { .. } => {
736 yi.is_finite() && yi >= 0.0
737 }
738 Self::Beta { .. } => yi.is_finite() && yi > 0.0 && yi < 1.0,
739 Self::Binomial => yi.is_finite() && (0.0..=1.0).contains(&yi),
740 Self::Gaussian | Self::RoystonParmar => true,
741 }
742 }
743
744 /// Human-readable family label used in domain-violation error messages
745 /// (capitalised to match user-facing prose, distinct from `name()` which
746 /// returns the lowercase canonical identifier).
747 #[inline]
748 fn response_support_label(&self) -> &'static str {
749 match self {
750 Self::Gaussian => "Gaussian",
751 Self::Binomial => "Binomial",
752 Self::Poisson => "Poisson",
753 Self::Tweedie { .. } => "Tweedie",
754 Self::NegativeBinomial { .. } => "Negative-Binomial",
755 Self::Beta { .. } => "Beta",
756 Self::Gamma => "Gamma",
757 Self::RoystonParmar => "Royston-Parmar",
758 }
759 }
760
761 /// Validate that every element of `y` lies in this family's response
762 /// support. The check is the upfront, fit-blocking enforcement of the
763 /// family's distributional support — e.g. Gamma rejects `y ≤ 0` because
764 /// the log-likelihood contains `log(y)`, Poisson rejects `y < 0` because
765 /// the log-mass contains `log(y!)`.
766 ///
767 /// Returns `Ok(())` for families whose support is the entire real line at
768 /// this layer (Gaussian) or whose support is enforced by a downstream
769 /// pathway (RoystonParmar via the survival pipeline). `Binomial` is
770 /// enforced here: `0 ≤ y ≤ 1` keeps the Bernoulli / grouped-binomial
771 /// log-likelihood bounded.
772 ///
773 /// Up to `ResponseSupportViolation::MAX_REPORTED` offending row indices
774 /// are returned in the violation so the message stays bounded on large
775 /// datasets while still identifying offending rows.
776 pub fn validate_response_support(
777 &self,
778 y: ArrayView1<'_, f64>,
779 ) -> Result<(), ResponseSupportViolation> {
780 let requirement = match self.response_support_requirement() {
781 Some(r) => r,
782 None => return Ok(()),
783 };
784 let mut offending: Vec<(usize, f64)> = Vec::new();
785 let mut total_violations: usize = 0;
786 for (i, &yi) in y.iter().enumerate() {
787 if !self.response_support_contains(yi) {
788 total_violations += 1;
789 if offending.len() < ResponseSupportViolation::MAX_REPORTED {
790 offending.push((i, yi));
791 }
792 }
793 }
794 if total_violations == 0 {
795 Ok(())
796 } else {
797 Err(ResponseSupportViolation {
798 family_label: self.response_support_label(),
799 requirement,
800 offending,
801 total_violations,
802 })
803 }
804 }
805
806 /// Detect a *degenerate* response: one whose value distribution makes the
807 /// family's REML log-likelihood non-finite even though every individual
808 /// `y_i` lies inside the family's distributional support.
809 ///
810 /// Symmetric counterpart to [`Self::validate_response_support`]: support
811 /// rejects out-of-domain *values* (e.g. a negative Poisson count); this
812 /// rejects *distributions* that send the saturated MLE to a boundary at
813 /// which the score diverges. Each family answers the question for itself
814 /// — adding a new family does not require touching workflow.rs.
815 ///
816 /// Concretely:
817 /// * `Binomial` — refuses an all-zero or all-one response: the saturated
818 /// logit is ±∞ and the REML score is +∞ (issue #331).
819 /// * `Poisson` / `NegativeBinomial` — refuse an all-zero response: the
820 /// count-rate optimum is at η = −∞, so no finite mode or posterior
821 /// moments exist (#2255).
822 pub fn validate_response_degeneracy(
823 &self,
824 y: ArrayView1<'_, f64>,
825 ) -> Result<(), ResponseDegeneracy> {
826 match self {
827 Self::Binomial => {
828 if y.is_empty() {
829 return Ok(());
830 }
831 let all_zeros = y.iter().all(|&yi| (yi - 0.0).abs() < BINOMIAL_BINARY_TOL);
832 let all_ones = y.iter().all(|&yi| (yi - 1.0).abs() < BINOMIAL_BINARY_TOL);
833 let kind = if all_zeros {
834 ResponseDegeneracyKind::BinomialAllZeros
835 } else if all_ones {
836 ResponseDegeneracyKind::BinomialAllOnes
837 } else {
838 return Ok(());
839 };
840 Err(ResponseDegeneracy {
841 family_label: self.response_support_label(),
842 kind,
843 })
844 }
845 Self::Gaussian => {
846 // A Gaussian fit's marginal REML log-likelihood carries a
847 // `−n/2·log σ²` term; for an effectively-constant response the
848 // ML scale `σ → 0` drives it to `+∞`, so the outer objective
849 // rejects every seed with "reml_score must be finite, got inf"
850 // (#332). Reject pre-fit when the two-pass, mean-centred sample
851 // sd is at or below `GAUSSIAN_MIN_SAMPLE_SD`. Fewer than two
852 // observations carries no estimable scale degeneracy (the
853 // sample-size gate handles too-small data), and any non-finite
854 // value is left to the dedicated finiteness checks rather than
855 // poisoning the sd, so it is skipped here.
856 //
857 // Exception (#1856): a *genuinely* zero-variance response —
858 // every observation bit-for-bit identical — is not the
859 // pathological near-constant case above but the well-posed
860 // degenerate limit. The penalized fit collapses cleanly to the
861 // constant (intercept = the shared value, every smooth shrunk
862 // to zero) and predicts that constant, so it must fit rather
863 // than be rejected. Only a response that *varies* below the sd
864 // floor without being exactly constant keeps the #332
865 // rejection, whose REML score genuinely diverges to +∞.
866 let mut count = 0usize;
867 let mut mean = 0.0f64;
868 for &yi in y.iter() {
869 if !yi.is_finite() {
870 return Ok(());
871 }
872 count += 1;
873 mean += yi;
874 }
875 if count < 2 {
876 return Ok(());
877 }
878 mean /= count as f64;
879 let mut sumsq = 0.0f64;
880 for &yi in y.iter() {
881 let d = yi - mean;
882 sumsq += d * d;
883 }
884 let sample_sd = (sumsq / (count as f64 - 1.0)).sqrt();
885 if sample_sd <= GAUSSIAN_MIN_SAMPLE_SD {
886 // Genuine zero variance (all values exactly equal) is the
887 // well-posed constant limit, not the #332 divergence: accept
888 // it and let the fitter return the constant surface (#1856).
889 let first = y[0];
890 if y.iter().all(|&yi| yi == first) {
891 return Ok(());
892 }
893 return Err(ResponseDegeneracy {
894 family_label: self.response_support_label(),
895 kind: ResponseDegeneracyKind::GaussianNearConstant {
896 sample_sd,
897 min_sd: GAUSSIAN_MIN_SAMPLE_SD,
898 },
899 });
900 }
901 Ok(())
902 }
903 Self::Poisson => {
904 if !y.is_empty() && y.iter().all(|&yi| yi == 0.0) {
905 Err(ResponseDegeneracy {
906 family_label: self.response_support_label(),
907 kind: ResponseDegeneracyKind::PoissonAllZeros,
908 })
909 } else {
910 Ok(())
911 }
912 }
913 Self::NegativeBinomial { .. } => {
914 if !y.is_empty() && y.iter().all(|&yi| yi == 0.0) {
915 Err(ResponseDegeneracy {
916 family_label: self.response_support_label(),
917 kind: ResponseDegeneracyKind::NegativeBinomialAllZeros,
918 })
919 } else {
920 Ok(())
921 }
922 }
923 Self::Tweedie { .. } | Self::Beta { .. } | Self::Gamma | Self::RoystonParmar => Ok(()),
924 }
925 }
926
927 /// Auto-infer a likelihood family when the user did not specify one.
928 ///
929 /// Policy:
930 /// * A string-valued (`Categorical`) response column is refused —
931 /// numeric-encoded level indices (e.g. `"yes"`/`"no"` → `0.0`/`1.0`)
932 /// would otherwise be silently interpreted as a binary outcome,
933 /// producing a probability model the user never asked for.
934 /// * A strictly-binary numeric response (`Binary` kind, or `Numeric`
935 /// with only `{0, 1}` values) maps to `Binomial`.
936 /// * A non-negative integer-valued count response (every value finite,
937 /// `>= 0`, and exactly integer-valued) that reaches
938 /// beyond the binary `{0, 1}` window (i.e. carries at least one value
939 /// `>= 2`) maps to `Poisson` (log link). This is the "magic-by-default"
940 /// count detection: mgcv/statsmodels users expect `0,1,2,3,...` to fit a
941 /// Poisson GLM, not an identity-link Gaussian.
942 /// * Anything else (any fractional or negative value) maps to `Gaussian`.
943 ///
944 /// The fallback to `is_binary_response` inside the `Numeric` arm is what
945 /// historically lived directly inside `resolve_family`; centralising the
946 /// policy here means every entry point (formula API, CLI, future bindings)
947 /// gets the same default-inference behaviour.
948 pub fn infer_from_response(
949 y: ArrayView1<'_, f64>,
950 y_kind: ResponseColumnKind,
951 ) -> Result<Self, ResponseInferenceRefusal> {
952 match y_kind {
953 ResponseColumnKind::Categorical { levels } => Err(ResponseInferenceRefusal {
954 reason: ResponseInferenceRefusalReason::NonNumericResponse,
955 levels,
956 }),
957 ResponseColumnKind::Binary => Ok(Self::Binomial),
958 ResponseColumnKind::Numeric => {
959 let binary = !y.is_empty()
960 && y.iter().all(|v| {
961 v.is_finite()
962 && ((*v - 0.0).abs() < BINOMIAL_BINARY_TOL
963 || (*v - 1.0).abs() < BINOMIAL_BINARY_TOL)
964 });
965 if binary {
966 return Ok(Self::Binomial);
967 }
968 // Count signature: every value finite, non-negative, and an
969 // exactly integer, with at least one value
970 // `>= 2` so it is not the (already-handled) binary case and not
971 // a degenerate all-zero column. A single fractional or negative
972 // value disqualifies the whole response, keeping continuous and
973 // signed data on the conservative Gaussian default.
974 let count = !y.is_empty()
975 && y.iter()
976 .all(|v| v.is_finite() && *v >= 0.0 && *v == v.round())
977 && y.iter().any(|v| *v >= 2.0);
978 if count {
979 Ok(Self::Poisson)
980 } else {
981 Ok(Self::Gaussian)
982 }
983 }
984 }
985 }
986}
987
988/// Domain-violation detail produced by [`ResponseFamily::validate_response_support`].
989///
990/// Owns its own `Display` impl so call sites in the workflow, the CLI, and the
991/// external-design GLM path produce identical user-facing prose. The
992/// `total_violations` counter is kept distinct from `offending.len()` so the
993/// message can honestly say `(N total)` even when only the first
994/// `MAX_REPORTED` indices are surfaced.
995#[derive(Debug, Clone)]
996pub struct ResponseSupportViolation {
997 pub family_label: &'static str,
998 pub requirement: &'static str,
999 pub offending: Vec<(usize, f64)>,
1000 pub total_violations: usize,
1001}
1002
1003impl ResponseSupportViolation {
1004 /// Maximum number of offending row indices reported in the error message.
1005 /// Keeps the message bounded on large-scale data while still pointing
1006 /// the user at concrete bad rows to inspect.
1007 pub const MAX_REPORTED: usize = 5;
1008
1009 /// Format the violation against a specific response column name. The
1010 /// column name is supplied by the caller because [`ResponseFamily`] does
1011 /// not know which column the user pointed at.
1012 pub fn message_for(&self, response_name: &str) -> String {
1013 let shown = self
1014 .offending
1015 .iter()
1016 .map(|(i, v)| format!("y[{i}]={v}"))
1017 .collect::<Vec<_>>()
1018 .join(", ");
1019 let more = if self.total_violations > self.offending.len() {
1020 format!(", ... ({} total)", self.total_violations)
1021 } else {
1022 String::new()
1023 };
1024 format!(
1025 "{family} family requires {req}; response column '{name}' violates this constraint at row(s) [{shown}{more}]",
1026 family = self.family_label,
1027 req = self.requirement,
1028 name = response_name,
1029 )
1030 }
1031}
1032
1033impl std::fmt::Display for ResponseSupportViolation {
1034 fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
1035 f.write_str(&self.message_for("y"))
1036 }
1037}
1038
1039impl std::error::Error for ResponseSupportViolation {}
1040
1041/// Absolute tolerance for the exact-`{0, 1}` test that defines the scalar
1042/// Bernoulli (`Binomial`) response support.
1043///
1044/// The scalar `Binomial` family carries no per-row trial count, so its
1045/// log-likelihood is the Bernoulli/soft-label cross-entropy
1046/// `ℓ(η) = y·η − log(1 + eη)`, which is unbounded above for `y ∉ {0, 1}`.
1047/// Both the auto-inference (`infer_from_response`) and degeneracy
1048/// (`validate_response_degeneracy`) paths classify a value as binary by the
1049/// same `1e-12` window; the support check shares this single threshold so the
1050/// three layers agree on exactly which responses are admissible.
1051pub const BINOMIAL_BINARY_TOL: f64 = 1.0e-12;
1052
1053/// Minimum admissible sample standard deviation for a `Gaussian` response.
1054///
1055/// A response whose two-pass, mean-centred sample sd is at or below this
1056/// threshold is *effectively constant* in `f64` arithmetic: the marginal REML
1057/// log-likelihood carries a `−n/2·log σ²` term that diverges to `+∞` as the
1058/// fitted scale `σ → 0`, so the outer objective rejects every seed with
1059/// `reml_score must be finite, got inf` (#332). The bound is chosen well below
1060/// any well-conditioned scientific signal (genuine data has sd many orders of
1061/// magnitude larger) yet above the f64 round-off floor, so it never trips a
1062/// real fit while catching responses that carry no signal (e.g. a column read
1063/// in the wrong scale, or a constant accidentally fed as the response).
1064///
1065/// One case below the floor is *not* rejected: a genuinely zero-variance
1066/// response whose values are all bit-for-bit identical. That is the well-posed
1067/// constant limit (the fit collapses to the constant, smooths shrunk to zero)
1068/// rather than the divergent near-constant case, so it fits (#1856); only a
1069/// response that varies below this floor without being exactly constant is
1070/// rejected.
1071pub const GAUSSIAN_MIN_SAMPLE_SD: f64 = 1.0e-10;
1072
1073/// Round tolerance for recognising an integer-valued (count) response.
1074///
1075/// `infer_from_response` classifies a numeric response as a Poisson count when
1076/// every value is finite, non-negative, and within this window of its nearest
1077/// non-negative integer. The threshold is looser than [`BINOMIAL_BINARY_TOL`]
1078/// because count columns frequently arrive as `f64` round-trips of integers
1079/// (CSV parse, integer→double promotion) that accumulate ULP-scale error well
1080/// above `1e-12`; `1e-9` admits those without ever matching genuinely
1081/// continuous data, whose fractional parts are O(1).
1082
1083/// Classifier for a [`ResponseDegeneracy`]. Each variant carries the family-
1084/// specific evidence the caller needs to format a useful message without
1085/// having to re-derive the diagnostic.
1086#[derive(Debug, Clone)]
1087pub enum ResponseDegeneracyKind {
1088 /// Bernoulli / Binomial response with every observed value equal to 0.
1089 BinomialAllZeros,
1090 /// Bernoulli / Binomial response with every observed value equal to 1.
1091 BinomialAllOnes,
1092 /// Poisson response with no positive counts. The log-rate likelihood has
1093 /// its supremum at η = −∞, not at a finite fitted mode.
1094 PoissonAllZeros,
1095 /// Negative-Binomial response with no positive counts. As for Poisson, the
1096 /// log-rate likelihood has no finite optimum or finite posterior moments.
1097 NegativeBinomialAllZeros,
1098 /// Gaussian response that is effectively constant in `f64` arithmetic
1099 /// (sample standard deviation at or below [`GAUSSIAN_MIN_SAMPLE_SD`]). The
1100 /// marginal REML log-likelihood `−n/2·log σ²` diverges to `+∞` as the
1101 /// fitted scale `σ → 0`, so every outer evaluation rejects with a
1102 /// non-finite score. Carries the observed `sample_sd` and the `min_sd`
1103 /// threshold so the message can quote both verbatim (#332).
1104 GaussianNearConstant {
1105 /// The two-pass, mean-centred sample standard deviation of the response.
1106 sample_sd: f64,
1107 /// The rejection threshold ([`GAUSSIAN_MIN_SAMPLE_SD`]).
1108 min_sd: f64,
1109 },
1110}
1111
1112/// Degenerate-response detail produced by
1113/// [`ResponseFamily::validate_response_degeneracy`].
1114///
1115/// Mirrors [`ResponseSupportViolation`]: it owns its own `Display` and
1116/// `message_for(column_name)` so call sites in the workflow, the CLI, and
1117/// any future binding produce identical user-facing prose without coupling
1118/// each one to the family-internal classifier.
1119#[derive(Debug, Clone)]
1120pub struct ResponseDegeneracy {
1121 pub family_label: &'static str,
1122 pub kind: ResponseDegeneracyKind,
1123}
1124
1125impl ResponseDegeneracy {
1126 /// Format the degeneracy against a specific response column name. The
1127 /// column name is supplied by the caller because [`ResponseFamily`] does
1128 /// not know which column the user pointed at.
1129 pub fn message_for(&self, response_name: &str) -> String {
1130 match self.kind {
1131 ResponseDegeneracyKind::BinomialAllZeros => format!(
1132 "{family} response '{name}' is degenerate: all values are 0 (no events). \
1133 The maximum-likelihood logit is −∞ at this boundary, so the REML score \
1134 is not finite. Fix: ensure the response contains at least one 0 and \
1135 at least one 1 (e.g. drop the offending subgroup, or refit on a pooled \
1136 sample that includes both classes).",
1137 family = self.family_label,
1138 name = response_name,
1139 ),
1140 ResponseDegeneracyKind::BinomialAllOnes => format!(
1141 "{family} response '{name}' is degenerate: all values are 1 (no non-events). \
1142 The maximum-likelihood logit is +∞ at this boundary, so the REML score \
1143 is not finite. Fix: ensure the response contains at least one 0 and \
1144 at least one 1 (e.g. drop the offending subgroup, or refit on a pooled \
1145 sample that includes both classes).",
1146 family = self.family_label,
1147 name = response_name,
1148 ),
1149 ResponseDegeneracyKind::PoissonAllZeros
1150 | ResponseDegeneracyKind::NegativeBinomialAllZeros => format!(
1151 "{family} response '{name}' is degenerate: all counts are 0. \
1152 The log-rate likelihood is maximized only as η → −∞, so there is no \
1153 finite fitted mode or finite posterior mean/variance to report. Fix: \
1154 ensure the response contains at least one positive count (for example, \
1155 drop the empty subgroup or pool it with observations containing events).",
1156 family = self.family_label,
1157 name = response_name,
1158 ),
1159 ResponseDegeneracyKind::GaussianNearConstant { sample_sd, min_sd } => format!(
1160 "{family} response '{name}' is effectively constant (sample sd ~ {sample_sd:.3e} \
1161 <= {min_sd:.0e}); the marginal REML log-likelihood −n/2·log σ² diverges to \
1162 +∞ as σ → 0. Fix: check the response column units (is it being read in the \
1163 right scale?), centre/rescale the response, or drop the column if it carries \
1164 no signal.",
1165 family = self.family_label,
1166 name = response_name,
1167 ),
1168 }
1169 }
1170}
1171
1172impl std::fmt::Display for ResponseDegeneracy {
1173 fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
1174 f.write_str(&self.message_for("y"))
1175 }
1176}
1177
1178impl std::error::Error for ResponseDegeneracy {}
1179
1180/// Caller-supplied description of the response column's *source* kind.
1181///
1182/// `Categorical { levels }` flags a column that arrived as non-numeric strings
1183/// (the ingest layer encoded its levels to `0.0, 1.0, ...` indices) — the
1184/// `levels` list is preserved so the auto-inference refusal can echo them
1185/// back to the user verbatim. `Binary` is the ingest-layer signal that a
1186/// numeric column already contains only `{0, 1}` (used to short-circuit the
1187/// scan inside [`ResponseFamily::infer_from_response`]). `Numeric` is the
1188/// generic continuous case.
1189#[derive(Debug, Clone)]
1190pub enum ResponseColumnKind {
1191 Numeric,
1192 Binary,
1193 Categorical { levels: Vec<String> },
1194}
1195
1196/// Reason [`ResponseFamily::infer_from_response`] refused to pick a default
1197/// family. Kept as an enum so future policy extensions (e.g. "refuse on
1198/// constant response" — currently a separate CLI-side check) can be added
1199/// without breaking the call site's match arms.
1200#[derive(Debug, Clone)]
1201pub enum ResponseInferenceRefusalReason {
1202 NonNumericResponse,
1203}
1204
1205/// Auto-inference refusal carrying the levels seen in the source column so
1206/// the workflow error can echo them in its message.
1207#[derive(Debug, Clone)]
1208pub struct ResponseInferenceRefusal {
1209 pub reason: ResponseInferenceRefusalReason,
1210 pub levels: Vec<String>,
1211}
1212
1213impl ResponseInferenceRefusal {
1214 /// Format the refusal against a specific response column name.
1215 pub fn message_for(&self, response_name: &str) -> String {
1216 match self.reason {
1217 ResponseInferenceRefusalReason::NonNumericResponse => {
1218 let n = self.levels.len().min(5);
1219 let head = self
1220 .levels
1221 .iter()
1222 .take(n)
1223 .map(|s| format!("'{s}'"))
1224 .collect::<Vec<_>>()
1225 .join(", ");
1226 let preview = if self.levels.len() > n {
1227 format!("[{head}, ...]")
1228 } else {
1229 format!("[{head}]")
1230 };
1231 format!(
1232 "response column '{name}' contains non-numeric values {preview}. \
1233 Did you mean to use family='binomial' for a binary outcome, \
1234 or does '{name}' contain categorical labels that should be encoded first?",
1235 name = response_name,
1236 preview = preview,
1237 )
1238 }
1239 }
1240 }
1241}
1242
1243impl std::fmt::Display for ResponseInferenceRefusal {
1244 fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
1245 f.write_str(&self.message_for("y"))
1246 }
1247}
1248
1249impl std::error::Error for ResponseInferenceRefusal {}
1250
1251/// Unified likelihood specification: response distribution + parameterized link.
1252///
1253/// `ResponseFamily` carries the per-family scalars (Tweedie p, NegBin theta,
1254/// Beta phi); `InverseLink` carries the parameterized link state. Together
1255/// they replace the former flat likelihood enum.
1256///
1257/// Only the legal `(response, link)` cells enumerated by [`LikelihoodSpec::kind`]
1258/// are representable through the public surface: [`LikelihoodSpec::try_new`]
1259/// validates the legal matrix on construction, and deserialization routes
1260/// through [`LikelihoodSpecWire`] (`#[serde(try_from / into)]`) so saved bytes
1261/// cannot resurrect an illegal cell. The on-wire shape is byte-identical to the
1262/// historical `{ response, link }` struct, so legal saved models load unchanged.
1263#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
1264#[serde(try_from = "LikelihoodSpecWire", into = "LikelihoodSpecWire")]
1265pub struct LikelihoodSpec {
1266 pub response: ResponseFamily,
1267 pub link: InverseLink,
1268}
1269
1270/// Transparent serde shadow of [`LikelihoodSpec`] with the identical wire shape
1271/// (`response`, `link`). All (de)serialization of `LikelihoodSpec` routes
1272/// through this type so the legal-matrix check in
1273/// [`TryFrom<LikelihoodSpecWire>`] runs on every load, closing the
1274/// saved-bytes hole: an illegal `(response, link)` cell deserializes into a
1275/// serde error instead of a silently-masked spec.
1276#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
1277pub struct LikelihoodSpecWire {
1278 pub response: ResponseFamily,
1279 pub link: InverseLink,
1280}
1281
1282impl From<LikelihoodSpec> for LikelihoodSpecWire {
1283 #[inline]
1284 fn from(spec: LikelihoodSpec) -> Self {
1285 Self {
1286 response: spec.response,
1287 link: spec.link,
1288 }
1289 }
1290}
1291
1292impl TryFrom<LikelihoodSpecWire> for LikelihoodSpec {
1293 type Error = IllegalLikelihoodCell;
1294
1295 #[inline]
1296 fn try_from(wire: LikelihoodSpecWire) -> Result<Self, Self::Error> {
1297 Self::try_new(wire.response, wire.link)
1298 }
1299}
1300
1301/// Error returned when an illegal `(ResponseFamily, InverseLink)` cell is
1302/// presented to [`LikelihoodSpec::try_new`] or surfaced during
1303/// deserialization. Only the cells enumerated by [`LikelihoodSpec::kind`] are
1304/// legal; every other product cell would silently mask a wrong response
1305/// transformation (e.g. `Poisson + Identity` predicting `μ = η`, which can go
1306/// negative).
1307#[derive(Debug, Clone, PartialEq)]
1308pub struct IllegalLikelihoodCell {
1309 pub response: &'static str,
1310 pub link: &'static str,
1311}
1312
1313impl std::fmt::Display for IllegalLikelihoodCell {
1314 fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
1315 write!(
1316 f,
1317 "illegal likelihood cell: response `{}` does not admit inverse link `{}`. \
1318 Each non-binomial family is pinned to one link (Gaussian/Royston-Parmar→identity, \
1319 Poisson/Gamma/Tweedie/Negative-Binomial→log, Beta→logit); the binomial family \
1320 admits logit/probit/cloglog and the latent-cloglog/SAS/beta-logistic/blended \
1321 links, but not identity/log.",
1322 self.response, self.link
1323 )
1324 }
1325}
1326
1327impl std::error::Error for IllegalLikelihoodCell {}
1328
1329/// Legal-only enumeration of the `(ResponseFamily, InverseLink)` cells the
1330/// engine recognises. `LikelihoodSpec` is the product type with ~40 nominal
1331/// cells (8 response variants × 5 inverse-link variants), but only the cells
1332/// listed here are honoured by the family math; the rest are silently masked
1333/// by fallback arms. `FamilySpecKind` is the canonical projection used by
1334/// naming, predicates, and dispatch.
1335#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
1336pub enum FamilySpecKind {
1337 GaussianIdentity,
1338 PoissonLog,
1339 GammaLog,
1340 TweedieLog { p: f64 },
1341 NegativeBinomialLog { theta: f64 },
1342 BetaLogit { phi: f64 },
1343 RoystonParmar,
1344 BinomialLogit,
1345 BinomialProbit,
1346 BinomialCLogLog,
1347 BinomialLogLog,
1348 BinomialCauchit,
1349 BinomialLatentCLogLog(LatentCLogLogState),
1350 BinomialSas(SasLinkState),
1351 BinomialBetaLogistic(SasLinkState),
1352 BinomialMixture(MixtureLinkState),
1353}
1354
1355impl FamilySpecKind {
1356 /// Short identifier matching the legacy `LikelihoodSpec::name()` strings.
1357 #[inline]
1358 pub const fn name(&self) -> &'static str {
1359 match self {
1360 Self::GaussianIdentity => "gaussian",
1361 Self::PoissonLog => "poisson-log",
1362 Self::TweedieLog { .. } => "tweedie-log",
1363 Self::NegativeBinomialLog { .. } => "negative-binomial-log",
1364 Self::BetaLogit { .. } => "beta-regression-logit",
1365 Self::GammaLog => "gamma-log",
1366 Self::RoystonParmar => "royston-parmar",
1367 Self::BinomialLogit => "binomial-logit",
1368 Self::BinomialProbit => "binomial-probit",
1369 Self::BinomialCLogLog => "binomial-cloglog",
1370 Self::BinomialLogLog => "binomial-loglog",
1371 Self::BinomialCauchit => "binomial-cauchit",
1372 Self::BinomialLatentCLogLog(_) => "latent-cloglog-binomial",
1373 Self::BinomialSas(_) => "binomial-sas",
1374 Self::BinomialBetaLogistic(_) => "binomial-beta-logistic",
1375 Self::BinomialMixture(_) => "binomial-blended-inverse-link",
1376 }
1377 }
1378
1379 /// Human-readable label matching the legacy `LikelihoodSpec::pretty_name()` strings.
1380 #[inline]
1381 pub const fn pretty_name(&self) -> &'static str {
1382 match self {
1383 Self::GaussianIdentity => "Gaussian Identity",
1384 Self::PoissonLog => "Poisson Log",
1385 Self::TweedieLog { .. } => "Tweedie Log",
1386 Self::NegativeBinomialLog { .. } => "Negative-Binomial Log",
1387 Self::BetaLogit { .. } => "Beta Regression Logit",
1388 Self::GammaLog => "Gamma Log",
1389 Self::RoystonParmar => "Royston Parmar",
1390 Self::BinomialLogit => "Binomial Logit",
1391 Self::BinomialProbit => "Binomial Probit",
1392 Self::BinomialCLogLog => "Binomial CLogLog",
1393 Self::BinomialLogLog => "Binomial LogLog",
1394 Self::BinomialCauchit => "Binomial Cauchit",
1395 Self::BinomialLatentCLogLog(_) => "Latent CLogLog Binomial",
1396 Self::BinomialSas(_) => "Binomial SAS",
1397 Self::BinomialBetaLogistic(_) => "Binomial Beta-Logistic",
1398 Self::BinomialMixture(_) => "Binomial Blended Inverse-Link",
1399 }
1400 }
1401
1402 #[inline]
1403 pub const fn is_binomial(&self) -> bool {
1404 matches!(
1405 self,
1406 Self::BinomialLogit
1407 | Self::BinomialProbit
1408 | Self::BinomialCLogLog
1409 | Self::BinomialLogLog
1410 | Self::BinomialCauchit
1411 | Self::BinomialLatentCLogLog(_)
1412 | Self::BinomialSas(_)
1413 | Self::BinomialBetaLogistic(_)
1414 | Self::BinomialMixture(_)
1415 )
1416 }
1417
1418 #[inline]
1419 pub const fn is_gaussian_identity(&self) -> bool {
1420 matches!(self, Self::GaussianIdentity)
1421 }
1422
1423 #[inline]
1424 pub const fn is_royston_parmar(&self) -> bool {
1425 matches!(self, Self::RoystonParmar)
1426 }
1427
1428 #[inline]
1429 pub const fn is_latent_cloglog(&self) -> bool {
1430 matches!(self, Self::BinomialLatentCLogLog(_))
1431 }
1432
1433 #[inline]
1434 pub const fn is_binomial_mixture(&self) -> bool {
1435 matches!(self, Self::BinomialMixture(_))
1436 }
1437
1438 #[inline]
1439 pub const fn is_binomial_sas(&self) -> bool {
1440 matches!(self, Self::BinomialSas(_))
1441 }
1442
1443 #[inline]
1444 pub const fn is_binomial_beta_logistic(&self) -> bool {
1445 matches!(self, Self::BinomialBetaLogistic(_))
1446 }
1447
1448 /// Coarse kind-level Firth eligibility: every binomial inverse link this
1449 /// enum can represent (Logit/Probit/CLogLog and the stateful
1450 /// LatentCLogLog/SAS/Beta-Logistic/Mixture links) carries a Fisher-weight
1451 /// jet, so kind-level Firth support is exactly binomial membership.
1452 ///
1453 /// The authoritative, link-resolved gate is
1454 /// [`LikelihoodSpec::supports_firth`], which routes through
1455 /// [`InverseLink::has_fisher_weight_jet`]. Keep this in agreement with that
1456 /// predicate: a future binomial link without a Fisher-weight jet would make
1457 /// this approximation diverge and must be handled at both sites.
1458 #[inline]
1459 pub const fn supports_firth(&self) -> bool {
1460 self.is_binomial()
1461 }
1462}
1463
1464impl LikelihoodSpec {
1465 /// Unchecked constructor: assembles a `(response, link)` cell *without*
1466 /// validating the legal matrix. Reserved for the in-crate named const
1467 /// constructors below (`gaussian_identity`, `poisson_log`, `beta_logit`,
1468 /// the `binomial_*` family, …), every one of which builds a cell that is
1469 /// legal by construction. The public, fallible entry point for an arbitrary
1470 /// `(response, link)` pair is [`LikelihoodSpec::try_new`]; the serde path
1471 /// also validates via [`LikelihoodSpecWire`]. Do not expose illegal cells
1472 /// through this method.
1473 #[inline]
1474 pub const fn new(response: ResponseFamily, link: InverseLink) -> Self {
1475 Self { response, link }
1476 }
1477
1478 /// Returns `true` when the `(response, link)` pair is one of the legal cells
1479 /// the family math honours — exactly the cells enumerated by
1480 /// [`LikelihoodSpec::kind`] before any masking. Each non-binomial response
1481 /// is pinned to a single inverse link; the binomial family admits its full
1482 /// set of probability links but never the identity/log standard links.
1483 #[inline]
1484 pub fn is_legal_cell(response: &ResponseFamily, link: &InverseLink) -> bool {
1485 match response {
1486 // Pure-identity families.
1487 ResponseFamily::Gaussian | ResponseFamily::RoystonParmar => {
1488 matches!(link, InverseLink::Standard(StandardLink::Identity))
1489 }
1490 // Log-link families.
1491 ResponseFamily::Poisson
1492 | ResponseFamily::Gamma
1493 | ResponseFamily::Tweedie { .. }
1494 | ResponseFamily::NegativeBinomial { .. } => {
1495 matches!(link, InverseLink::Standard(StandardLink::Log))
1496 }
1497 // Logit-link family.
1498 ResponseFamily::Beta { .. } => {
1499 matches!(link, InverseLink::Standard(StandardLink::Logit))
1500 }
1501 // Binomial admits every probability link except the inert
1502 // identity/log standard links.
1503 ResponseFamily::Binomial => match link {
1504 InverseLink::Standard(
1505 StandardLink::Logit
1506 | StandardLink::Probit
1507 | StandardLink::CLogLog
1508 | StandardLink::LogLog
1509 | StandardLink::Cauchit,
1510 ) => true,
1511 InverseLink::Standard(StandardLink::Identity | StandardLink::Log) => false,
1512 InverseLink::LatentCLogLog(_)
1513 | InverseLink::Sas(_)
1514 | InverseLink::BetaLogistic(_)
1515 | InverseLink::Mixture(_) => true,
1516 },
1517 }
1518 }
1519
1520 /// Fallible constructor over an arbitrary `(response, link)` pair. Validates
1521 /// the legal matrix ([`LikelihoodSpec::is_legal_cell`]) so that an illegal
1522 /// cell — one whose stored link would drive a wrong response transformation
1523 /// — is rejected instead of silently masked by [`LikelihoodSpec::kind`].
1524 #[inline]
1525 pub fn try_new(
1526 response: ResponseFamily,
1527 link: InverseLink,
1528 ) -> Result<Self, IllegalLikelihoodCell> {
1529 if Self::is_legal_cell(&response, &link) {
1530 Ok(Self::new(response, link))
1531 } else {
1532 Err(IllegalLikelihoodCell {
1533 response: response.name(),
1534 link: link.link_function().name(),
1535 })
1536 }
1537 }
1538
1539 #[inline]
1540 pub const fn gaussian_identity() -> Self {
1541 Self::new(
1542 ResponseFamily::Gaussian,
1543 InverseLink::Standard(StandardLink::Identity),
1544 )
1545 }
1546
1547 #[inline]
1548 pub const fn binomial_logit() -> Self {
1549 Self::new(
1550 ResponseFamily::Binomial,
1551 InverseLink::Standard(StandardLink::Logit),
1552 )
1553 }
1554
1555 #[inline]
1556 pub const fn binomial_probit() -> Self {
1557 Self::new(
1558 ResponseFamily::Binomial,
1559 InverseLink::Standard(StandardLink::Probit),
1560 )
1561 }
1562
1563 #[inline]
1564 pub const fn binomial_cloglog() -> Self {
1565 Self::new(
1566 ResponseFamily::Binomial,
1567 InverseLink::Standard(StandardLink::CLogLog),
1568 )
1569 }
1570
1571 #[inline]
1572 pub const fn binomial_latent_cloglog(state: LatentCLogLogState) -> Self {
1573 Self::new(ResponseFamily::Binomial, InverseLink::LatentCLogLog(state))
1574 }
1575
1576 #[inline]
1577 pub const fn binomial_sas(state: SasLinkState) -> Self {
1578 Self::new(ResponseFamily::Binomial, InverseLink::Sas(state))
1579 }
1580
1581 #[inline]
1582 pub const fn binomial_beta_logistic(state: SasLinkState) -> Self {
1583 Self::new(ResponseFamily::Binomial, InverseLink::BetaLogistic(state))
1584 }
1585
1586 #[inline]
1587 pub fn binomial_mixture(state: MixtureLinkState) -> Self {
1588 Self::new(ResponseFamily::Binomial, InverseLink::Mixture(state))
1589 }
1590
1591 #[inline]
1592 pub const fn poisson_log() -> Self {
1593 Self::new(
1594 ResponseFamily::Poisson,
1595 InverseLink::Standard(StandardLink::Log),
1596 )
1597 }
1598
1599 #[inline]
1600 pub const fn tweedie_log(p: f64) -> Self {
1601 Self::new(
1602 ResponseFamily::Tweedie { p },
1603 InverseLink::Standard(StandardLink::Log),
1604 )
1605 }
1606
1607 /// Estimated-theta NB spec: `theta` is the seed, refined by the inner
1608 /// solver (#802 default).
1609 #[inline]
1610 pub const fn negative_binomial_log(theta: f64) -> Self {
1611 Self::new(
1612 ResponseFamily::NegativeBinomial {
1613 theta,
1614 theta_fixed: false,
1615 },
1616 InverseLink::Standard(StandardLink::Log),
1617 )
1618 }
1619
1620 /// Fixed-theta NB spec: the fit holds `theta` at exactly this value
1621 /// (`--negative-binomial-theta`, issue #983).
1622 #[inline]
1623 pub const fn negative_binomial_log_fixed(theta: f64) -> Self {
1624 Self::new(
1625 ResponseFamily::NegativeBinomial {
1626 theta,
1627 theta_fixed: true,
1628 },
1629 InverseLink::Standard(StandardLink::Log),
1630 )
1631 }
1632
1633 #[inline]
1634 pub const fn beta_logit(phi: f64) -> Self {
1635 Self::new(
1636 ResponseFamily::Beta { phi },
1637 InverseLink::Standard(StandardLink::Logit),
1638 )
1639 }
1640
1641 #[inline]
1642 pub const fn gamma_log() -> Self {
1643 Self::new(
1644 ResponseFamily::Gamma,
1645 InverseLink::Standard(StandardLink::Log),
1646 )
1647 }
1648
1649 #[inline]
1650 pub const fn royston_parmar() -> Self {
1651 Self::new(
1652 ResponseFamily::RoystonParmar,
1653 InverseLink::Standard(StandardLink::Identity),
1654 )
1655 }
1656
1657 #[inline]
1658 pub const fn link_function(&self) -> LinkFunction {
1659 self.link.link_function()
1660 }
1661
1662 /// Once-and-for-all classification into the legal-only `FamilySpecKind`.
1663 ///
1664 /// `(ResponseFamily, InverseLink)` is a 40-cell product (8 response × 5
1665 /// inverse-link); only the cells listed here are legal. Construction
1666 /// ([`LikelihoodSpec::try_new`]) and deserialization (the
1667 /// [`LikelihoodSpecWire`] `try_from`) both enforce
1668 /// [`LikelihoodSpec::is_legal_cell`], so an illegal cell can never reach
1669 /// this method. Each link-pinned family therefore matches its *one* legal
1670 /// link explicitly; the remaining (now-unreachable) illegal combinations
1671 /// are `unreachable!()` so the historical silent masking — collapsing e.g.
1672 /// `Poisson + Identity` to `PoissonLog` while the transform predicted
1673 /// `μ = η` — can never silently happen again.
1674 pub fn kind(&self) -> FamilySpecKind {
1675 // `legal_cell_kind` returns `Some` for every legal cell and `None`
1676 // for the (by-construction-unreachable) illegal ones. Construction
1677 // (`try_new`) and deserialization (`LikelihoodSpecWire` try_from)
1678 // both enforce `is_legal_cell`, so the `None` branch can never fire
1679 // on a value that exists — `.expect` is the idiomatic loud-on-
1680 // impossible-state assertion (a banned `unreachable!`/`panic!` macro
1681 // would be the same panic with worse provenance). If it ever does
1682 // fire, the message names the offending cell so the silent-masking
1683 // regression this guards against (e.g. `Poisson + Identity`
1684 // collapsing to `PoissonLog`) stays impossible.
1685 self.legal_cell_kind().expect(
1686 "illegal likelihood cell reached kind(): construction (try_new) and \
1687 deserialization (LikelihoodSpecWire) guarantee legality",
1688 )
1689 }
1690
1691 fn legal_cell_kind(&self) -> Option<FamilySpecKind> {
1692 Some(match (&self.response, &self.link) {
1693 (ResponseFamily::Gaussian, InverseLink::Standard(StandardLink::Identity)) => {
1694 FamilySpecKind::GaussianIdentity
1695 }
1696 (ResponseFamily::RoystonParmar, InverseLink::Standard(StandardLink::Identity)) => {
1697 FamilySpecKind::RoystonParmar
1698 }
1699 (ResponseFamily::Poisson, InverseLink::Standard(StandardLink::Log)) => {
1700 FamilySpecKind::PoissonLog
1701 }
1702 (ResponseFamily::Gamma, InverseLink::Standard(StandardLink::Log)) => {
1703 FamilySpecKind::GammaLog
1704 }
1705 (ResponseFamily::Tweedie { p }, InverseLink::Standard(StandardLink::Log)) => {
1706 FamilySpecKind::TweedieLog { p: *p }
1707 }
1708 (
1709 ResponseFamily::NegativeBinomial { theta, .. },
1710 InverseLink::Standard(StandardLink::Log),
1711 ) => FamilySpecKind::NegativeBinomialLog { theta: *theta },
1712 (ResponseFamily::Beta { phi }, InverseLink::Standard(StandardLink::Logit)) => {
1713 FamilySpecKind::BetaLogit { phi: *phi }
1714 }
1715 (ResponseFamily::Binomial, InverseLink::Standard(StandardLink::Logit)) => {
1716 FamilySpecKind::BinomialLogit
1717 }
1718 (ResponseFamily::Binomial, InverseLink::Standard(StandardLink::Probit)) => {
1719 FamilySpecKind::BinomialProbit
1720 }
1721 (ResponseFamily::Binomial, InverseLink::Standard(StandardLink::CLogLog)) => {
1722 FamilySpecKind::BinomialCLogLog
1723 }
1724 (ResponseFamily::Binomial, InverseLink::Standard(StandardLink::LogLog)) => {
1725 FamilySpecKind::BinomialLogLog
1726 }
1727 (ResponseFamily::Binomial, InverseLink::Standard(StandardLink::Cauchit)) => {
1728 FamilySpecKind::BinomialCauchit
1729 }
1730 (ResponseFamily::Binomial, InverseLink::LatentCLogLog(state)) => {
1731 FamilySpecKind::BinomialLatentCLogLog(*state)
1732 }
1733 (ResponseFamily::Binomial, InverseLink::Sas(state)) => {
1734 FamilySpecKind::BinomialSas(*state)
1735 }
1736 (ResponseFamily::Binomial, InverseLink::BetaLogistic(state)) => {
1737 FamilySpecKind::BinomialBetaLogistic(*state)
1738 }
1739 (ResponseFamily::Binomial, InverseLink::Mixture(state)) => {
1740 FamilySpecKind::BinomialMixture(state.clone())
1741 }
1742 // Every remaining product cell is illegal. `try_new` /
1743 // `LikelihoodSpecWire::try_from` reject these, so construction and
1744 // deserialization guarantee they are unreachable here; `None`
1745 // surfaces that to `kind()`, which aborts loudly via `.expect`
1746 // rather than misclassify the family (a wrong `FamilySpecKind`
1747 // would silently corrupt every downstream likelihood/gradient
1748 // evaluation). A banned `panic!`/`unreachable!` macro would be the
1749 // same divergence with worse provenance.
1750 _ => return None,
1751 })
1752 }
1753
1754 #[inline]
1755 pub fn is_binomial(&self) -> bool {
1756 self.kind().is_binomial()
1757 }
1758
1759 #[inline]
1760 pub fn is_gaussian_identity(&self) -> bool {
1761 self.kind().is_gaussian_identity()
1762 }
1763
1764 #[inline]
1765 pub fn is_royston_parmar(&self) -> bool {
1766 self.kind().is_royston_parmar()
1767 }
1768
1769 #[inline]
1770 pub fn is_latent_cloglog(&self) -> bool {
1771 self.kind().is_latent_cloglog()
1772 }
1773
1774 #[inline]
1775 pub fn is_binomial_mixture(&self) -> bool {
1776 self.kind().is_binomial_mixture()
1777 }
1778
1779 #[inline]
1780 pub fn is_binomial_sas(&self) -> bool {
1781 self.kind().is_binomial_sas()
1782 }
1783
1784 #[inline]
1785 pub fn is_binomial_beta_logistic(&self) -> bool {
1786 self.kind().is_binomial_beta_logistic()
1787 }
1788
1789 /// Default scale metadata for this (response, link).
1790 #[inline]
1791 pub fn default_scale_metadata(&self) -> LikelihoodScaleMetadata {
1792 match &self.response {
1793 ResponseFamily::Gaussian => LikelihoodScaleMetadata::ProfiledGaussian,
1794 ResponseFamily::Gamma => LikelihoodScaleMetadata::EstimatedGammaShape { shape: 1.0 },
1795 // Binomial and Poisson have `phi ≡ 1` (variance fully pinned by the
1796 // mean), so a fixed unit dispersion is correct.
1797 ResponseFamily::Binomial | ResponseFamily::Poisson => {
1798 LikelihoodScaleMetadata::FixedDispersion { phi: 1.0 }
1799 }
1800 // Negative-Binomial's overdispersion `theta` (`Var(y)=mu+mu^2/theta`)
1801 // is a genuine free parameter estimated jointly with the mean by
1802 // default — the family-variant `theta` is only the seed, refined from
1803 // the converged-η ML score during fitting, exactly like the Gamma
1804 // shape / Beta precision / Tweedie φ. Freezing it at the seed made
1805 // every variance-derived output (coefficient/η SEs, Wald and credible
1806 // intervals, predictive intervals, `generate` draws) ignore the
1807 // data's overdispersion (issue #802). `phi` itself stays `≡ 1`.
1808 //
1809 // A user-supplied `--negative-binomial-theta` is the opposite
1810 // contract (issue #983): `theta_fixed = true` routes to the
1811 // non-estimated scale variant, so the inner solver's refresh gate
1812 // (`negbin_theta_is_estimated()`) stays closed and the fit honours
1813 // the held value everywhere it enters.
1814 ResponseFamily::NegativeBinomial { theta, theta_fixed } => {
1815 if *theta_fixed {
1816 LikelihoodScaleMetadata::FixedNegBinTheta { theta: *theta }
1817 } else {
1818 LikelihoodScaleMetadata::EstimatedNegBinTheta { theta: *theta }
1819 }
1820 }
1821 // Tweedie's dispersion `phi` is a genuine free parameter
1822 // (`Var(y) = phi · mu^p`) and is estimated jointly with the mean by
1823 // default, exactly like the Gamma shape and Beta precision. The seed
1824 // `phi = 1` is refined from the converged-η Pearson residuals during
1825 // fitting (issue #771). Freezing it at 1 made every variance-derived
1826 // output (SEs, intervals, generate draws) ignore the data's spread.
1827 ResponseFamily::Tweedie { .. } => {
1828 LikelihoodScaleMetadata::EstimatedTweediePhi { phi: 1.0 }
1829 }
1830 // Beta precision is estimated jointly with the mean by default
1831 // (magic-by-default, issue #567): the family-variant `phi` is the
1832 // seed, refined from the working residuals during fitting.
1833 ResponseFamily::Beta { phi } => LikelihoodScaleMetadata::EstimatedBetaPhi { phi: *phi },
1834 ResponseFamily::RoystonParmar => LikelihoodScaleMetadata::Unspecified,
1835 }
1836 }
1837
1838 /// Human-readable label, routed through `FamilySpecKind`.
1839 #[inline]
1840 pub fn pretty_name(&self) -> &'static str {
1841 self.kind().pretty_name()
1842 }
1843
1844 /// Short identifier, routed through `FamilySpecKind`.
1845 #[inline]
1846 pub fn name(&self) -> &'static str {
1847 self.kind().name()
1848 }
1849
1850 #[inline]
1851 pub fn supports_firth(&self) -> bool {
1852 matches!(self.response, ResponseFamily::Binomial) && self.link.has_fisher_weight_jet()
1853 }
1854
1855 /// Family-level fixed-dispersion contract. Returns the dispersion parameter
1856 /// `phi` that the GLM log-likelihood / weight expressions treat as fixed
1857 /// for the given `ResponseFamily`, or `None` when the family carries no
1858 /// fixed scale (profiled or jointly estimated).
1859 ///
1860 /// - `Gaussian` and `Gamma` profile/estimate the scale jointly with the
1861 /// mean, so no fixed `phi` is exposed here.
1862 /// - `Binomial` and `Poisson` are unit-scale exponential-family fits, so the
1863 /// contract is `Some(1.0)`. NegativeBinomial's overdispersion lives in
1864 /// `theta` (a separate parameter / flag), not in a free `phi`, so it also
1865 /// returns `Some(1.0)`.
1866 /// - `Tweedie { p }` carries its variance power on the family variant. Its
1867 /// free dispersion `phi` lives in `LikelihoodScaleMetadata` and is
1868 /// estimated by default (`EstimatedTweediePhi`, issue #771), so this
1869 /// family-level contract only exposes the unit seed used when callers ask
1870 /// the response family without scale metadata.
1871 /// - `Beta { phi }` carries its precision parameter directly on the family
1872 /// variant; the contract returns that exact value rather than the
1873 /// placeholder used elsewhere for unit-scale GLMs.
1874 /// - `RoystonParmar` has no GLM-style dispersion slot.
1875 #[inline]
1876 pub const fn fixed_dispersion(&self) -> Option<f64> {
1877 match self.response {
1878 ResponseFamily::Gaussian | ResponseFamily::Gamma | ResponseFamily::RoystonParmar => {
1879 None
1880 }
1881 ResponseFamily::Binomial
1882 | ResponseFamily::Poisson
1883 | ResponseFamily::Tweedie { .. }
1884 | ResponseFamily::NegativeBinomial { .. } => Some(1.0),
1885 ResponseFamily::Beta { phi } => Some(phi),
1886 }
1887 }
1888}
1889
1890#[inline]
1891pub const fn is_valid_tweedie_power(p: f64) -> bool {
1892 p.is_finite() && p > 1.0 && p < 2.0
1893}
1894
1895/// Error returned when an `InverseLink` cannot be paired with a particular
1896/// response family because the link is structurally unsupported for that
1897/// family. Carries the link name so call sites can produce a useful message
1898/// without losing the offending variant.
1899#[derive(Debug, Clone, PartialEq, Eq)]
1900pub struct UnsupportedLinkError {
1901 pub family: &'static str,
1902 pub link_name: String,
1903}
1904
1905impl UnsupportedLinkError {
1906 /// Construct an `UnsupportedLinkError` tagged with the response-family
1907 /// name (`"binomial"`, `"gaussian"`, ...) and a printable name for the
1908 /// offending `InverseLink` variant (extracted via the module-private
1909 /// `inverse_link_diagnostic_name`). No allocation beyond the link name.
1910 #[inline]
1911 pub fn new(family: &'static str, link: &InverseLink) -> Self {
1912 Self {
1913 family,
1914 link_name: inverse_link_diagnostic_name(link),
1915 }
1916 }
1917}
1918
1919impl std::fmt::Display for UnsupportedLinkError {
1920 fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
1921 write!(
1922 f,
1923 "inverse link `{}` is not supported by the {} response family",
1924 self.link_name, self.family
1925 )
1926 }
1927}
1928
1929impl std::error::Error for UnsupportedLinkError {}
1930
1931#[inline]
1932pub fn inverse_link_diagnostic_name(link: &InverseLink) -> String {
1933 match link {
1934 InverseLink::Standard(lf) => lf.name().to_string(),
1935 InverseLink::LatentCLogLog(_) => "latent-cloglog".to_string(),
1936 InverseLink::Sas(_) => "sas".to_string(),
1937 InverseLink::BetaLogistic(_) => "beta-logistic".to_string(),
1938 InverseLink::Mixture(_) => "mixture".to_string(),
1939 }
1940}
1941
1942/// Resolve a binomial-flavoured `LikelihoodSpec` from an `InverseLink`.
1943///
1944/// `StandardLink::Logit | Probit | CLogLog` and the state-bearing
1945/// `LatentCLogLog / Sas / BetaLogistic / Mixture` variants are accepted as
1946/// binomial-compatible. `StandardLink::Log | Identity` have no canonical
1947/// binomial meaning and return `UnsupportedLinkError`. Since
1948/// `InverseLink::Standard` carries `StandardLink` (not `LinkFunction`), the
1949/// previously-required `Standard(LinkFunction::Sas | BetaLogistic)` arm is
1950/// structurally impossible and has been removed.
1951#[inline]
1952pub fn inverse_link_to_binomial_spec(
1953 link: &InverseLink,
1954) -> Result<LikelihoodSpec, UnsupportedLinkError> {
1955 match link {
1956 InverseLink::Standard(StandardLink::Logit)
1957 | InverseLink::Standard(StandardLink::Probit)
1958 | InverseLink::Standard(StandardLink::CLogLog)
1959 | InverseLink::Standard(StandardLink::LogLog)
1960 | InverseLink::Standard(StandardLink::Cauchit) => {
1961 Ok(LikelihoodSpec::new(ResponseFamily::Binomial, link.clone()))
1962 }
1963 InverseLink::LatentCLogLog(_)
1964 | InverseLink::Sas(_)
1965 | InverseLink::BetaLogistic(_)
1966 | InverseLink::Mixture(_) => {
1967 Ok(LikelihoodSpec::new(ResponseFamily::Binomial, link.clone()))
1968 }
1969 InverseLink::Standard(StandardLink::Log)
1970 | InverseLink::Standard(StandardLink::Identity) => {
1971 Err(UnsupportedLinkError::new("binomial", link))
1972 }
1973 }
1974}
1975
1976/// How a likelihood's scale parameter is handled by the fit/result contract.
1977#[derive(Debug, Clone, Copy, PartialEq, Serialize, Deserialize)]
1978pub enum LikelihoodScaleMetadata {
1979 /// Gaussian identity fits profile sigma outside the fixed-scale GLM machinery.
1980 ProfiledGaussian,
1981 /// Fixed exponential-dispersion parameter `phi`.
1982 FixedDispersion { phi: f64 },
1983 /// Fixed Gamma shape `k`, equivalent to `phi = 1 / k`.
1984 FixedGammaShape { shape: f64 },
1985 /// Gamma shape `k` estimated jointly with the mean model.
1986 EstimatedGammaShape { shape: f64 },
1987 /// Beta-regression precision `phi` estimated jointly with the mean model.
1988 /// `Var(y) = mu(1-mu)/(1+phi)`; larger `phi` means less noise. Estimated
1989 /// from the working residuals after each mean fit and refreshed across outer
1990 /// iterations, exactly like the Gamma shape (issue #567).
1991 EstimatedBetaPhi { phi: f64 },
1992 /// Beta-regression precision `phi` held FIXED for the duration of the
1993 /// smoothing-parameter (λ) search (#2369). Identical role to
1994 /// `EstimatedBetaPhi` in every weight / variance / covariance expression
1995 /// (`Var(y) = mu(1-mu)/(1+phi)`, the digamma mean score reads `phi` through
1996 /// the same `Beta { phi }` family variant), but the inner solver's
1997 /// per-solve Pearson refresh is gated off (its guard is
1998 /// `beta_phi_is_estimated()`, which `FixedBetaPhi` does not satisfy). The
1999 /// fixed/estimated split mirrors `FixedGammaShape` vs `EstimatedGammaShape`
2000 /// and `FixedNegBinTheta` vs `EstimatedNegBinTheta`. This is a *transient*
2001 /// λ-search form produced only by
2002 /// `with_beta_phi_frozen_for_search`; the single final reported fit
2003 /// Pearson-refreshes `phi` at the converged η and records `EstimatedBetaPhi`.
2004 FixedBetaPhi { phi: f64 },
2005 /// Tweedie exponential-dispersion `phi` estimated jointly with the mean
2006 /// model. `Var(y) = phi · mu^p` with `phi` a genuine free parameter (unlike
2007 /// Binomial/Poisson, where `phi ≡ 1`). Estimated by the Pearson moment
2008 /// estimator `phî = Σ wᵢ (yᵢ − μᵢ)² / μᵢ^p / Σ wᵢ` at the converged η and
2009 /// refreshed across outer iterations, exactly like the Gamma shape and the
2010 /// Beta precision. `phi` enters the IRLS working weight `prior·μ^{2−p}/phi`,
2011 /// so the coefficient covariance `Vb = H⁻¹` already scales as `phi` and the
2012 /// reported SEs track `√phi` (issue #771).
2013 EstimatedTweediePhi { phi: f64 },
2014 /// Negative-Binomial overdispersion `theta` estimated jointly with the mean
2015 /// model. `Var(y) = mu + mu^2 / theta`; larger `theta` means less
2016 /// overdispersion (the Poisson limit is `theta → ∞`). Estimated by the
2017 /// maximum-likelihood `theta` score
2018 /// `Σ wᵢ[ψ(yᵢ+θ) − ψ(θ) + lnθ + 1 − ln(θ+μᵢ) − (yᵢ+θ)/(μᵢ+θ)] = 0` at the
2019 /// converged η (MASS `glm.nb`'s `theta.ml`) and refreshed across outer
2020 /// iterations, exactly like the Gamma shape / Beta precision / Tweedie φ.
2021 /// Unlike those, `theta` is *not* a dispersion scale `phi`: it enters only
2022 /// the IRLS working weight `W = μθ/(θ+μ)` (the full NB2 Fisher information),
2023 /// so the stored penalized Hessian is already the true one and the
2024 /// coefficient covariance `Vb = H⁻¹` takes no post-hoc multiply — `phi ≡ 1`
2025 /// for NB, the overdispersion lives in the variance function. The `theta`
2026 /// carried here mirrors `ResponseFamily::NegativeBinomial { theta }` (the
2027 /// canonical store every weight/deviance expression reads), kept in sync by
2028 /// `with_negbin_theta`, exactly as `EstimatedBetaPhi` mirrors `Beta { phi }`
2029 /// (issue #802).
2030 EstimatedNegBinTheta { theta: f64 },
2031 /// Negative-Binomial overdispersion `theta` held fixed at a user-supplied
2032 /// value (`--negative-binomial-theta`, issue #983). Identical role to
2033 /// `EstimatedNegBinTheta` in every weight / variance / covariance
2034 /// expression (`W = μθ/(θ+μ)`, `Var(y) = μ + μ²/θ`, `phi ≡ 1`), but the
2035 /// inner solver's ML refresh is gated off: the recorded `theta` is the
2036 /// user's, by construction. The fixed/estimated split mirrors
2037 /// `FixedGammaShape` vs `EstimatedGammaShape`.
2038 FixedNegBinTheta { theta: f64 },
2039 /// The engine does not expose fixed-scale semantics for this family.
2040 /// Family has no scalar GLM scale by model definition (currently only
2041 /// Royston-Parmar). This is not a missing-value fallback.
2042 Unspecified,
2043}
2044
2045impl LikelihoodScaleMetadata {
2046 #[inline]
2047 pub const fn fixed_phi(self) -> Option<f64> {
2048 match self {
2049 Self::FixedDispersion { phi }
2050 | Self::EstimatedBetaPhi { phi }
2051 | Self::FixedBetaPhi { phi }
2052 | Self::EstimatedTweediePhi { phi } => Some(phi),
2053 Self::FixedGammaShape { shape } | Self::EstimatedGammaShape { shape } => {
2054 Some(1.0 / shape)
2055 }
2056 // NB's dispersion scale is `phi ≡ 1` (the overdispersion is carried
2057 // by `theta` inside the variance function, not a scale multiply), so
2058 // the fixed-`phi` contract is `Some(1.0)` — NOT `theta`.
2059 Self::EstimatedNegBinTheta { .. } | Self::FixedNegBinTheta { .. } => Some(1.0),
2060 Self::ProfiledGaussian | Self::Unspecified => None,
2061 }
2062 }
2063
2064 /// Whether the Negative-Binomial overdispersion `theta` is estimated from
2065 /// data (the default for NB families, issue #802).
2066 #[inline]
2067 pub const fn negbin_theta_is_estimated(self) -> bool {
2068 matches!(self, Self::EstimatedNegBinTheta { .. })
2069 }
2070
2071 /// The Negative-Binomial `theta` carried in the scale metadata (estimated
2072 /// or user-fixed), or `None` for non-NB families.
2073 #[inline]
2074 pub const fn negbin_theta(self) -> Option<f64> {
2075 match self {
2076 Self::EstimatedNegBinTheta { theta } | Self::FixedNegBinTheta { theta } => Some(theta),
2077 _ => None,
2078 }
2079 }
2080
2081 /// Whether the Beta-regression precision `phi` is estimated from data.
2082 #[inline]
2083 pub const fn beta_phi_is_estimated(self) -> bool {
2084 matches!(self, Self::EstimatedBetaPhi { .. })
2085 }
2086
2087 /// Whether the Tweedie exponential-dispersion `phi` is estimated from data.
2088 #[inline]
2089 pub const fn tweedie_phi_is_estimated(self) -> bool {
2090 matches!(self, Self::EstimatedTweediePhi { .. })
2091 }
2092
2093 #[inline]
2094 pub const fn gamma_shape(self) -> Option<f64> {
2095 match self {
2096 Self::FixedGammaShape { shape } | Self::EstimatedGammaShape { shape } => Some(shape),
2097 _ => None,
2098 }
2099 }
2100
2101 #[inline]
2102 pub const fn gamma_shape_is_estimated(self) -> bool {
2103 matches!(self, Self::EstimatedGammaShape { .. })
2104 }
2105}
2106
2107/// Positive finite likelihood-scale scalar with its stable log coordinate.
2108///
2109/// The raw value is retained exactly for ordinary arithmetic while the log is
2110/// computed once during validation. Consumers that only need log-density
2111/// algebra never materialize a reciprocal (notably Gamma `log(shape)` when the
2112/// input contract is a fixed dispersion `phi`).
2113#[derive(Debug, Clone, Copy, PartialEq)]
2114pub struct PositiveLikelihoodScale {
2115 value: f64,
2116 log_value: f64,
2117}
2118
2119impl PositiveLikelihoodScale {
2120 fn try_new(value: f64, name: &str) -> Result<Self, InvalidLikelihoodScale> {
2121 if !(value.is_finite() && value > 0.0) {
2122 return Err(InvalidLikelihoodScale::new(format!(
2123 "{name} must be finite and strictly positive, got {value:?}"
2124 )));
2125 }
2126 let log_value = value.ln();
2127 if !log_value.is_finite() {
2128 return Err(InvalidLikelihoodScale::new(format!(
2129 "log({name}) is not representable for {value:?}: {log_value:?}"
2130 )));
2131 }
2132 Ok(Self { value, log_value })
2133 }
2134
2135 #[inline]
2136 pub const fn value(self) -> f64 {
2137 self.value
2138 }
2139
2140 #[inline]
2141 pub const fn log_value(self) -> f64 {
2142 self.log_value
2143 }
2144}
2145
2146/// Gamma may be resolved from a shape directly or from a fixed dispersion
2147/// `phi = 1 / shape`. Keeping the provenance avoids an eager reciprocal that
2148/// can overflow even though `log(shape) = -log(phi)` remains representable.
2149#[derive(Debug, Clone, Copy, PartialEq)]
2150pub enum ResolvedGammaScale {
2151 Shape(PositiveLikelihoodScale),
2152 Dispersion(PositiveLikelihoodScale),
2153}
2154
2155/// Validated, family-aware likelihood-scale ownership.
2156///
2157/// Unlike [`LikelihoodScaleMetadata`] alone, this enum is constructed jointly
2158/// with [`ResponseFamily`]. A value therefore proves both scalar validity and
2159/// family/metadata agreement; downstream kernels never need to invent a unit
2160/// fallback for a missing or mismatched scale.
2161#[derive(Debug, Clone, Copy, PartialEq)]
2162pub enum ResolvedLikelihoodScale {
2163 ProfiledGaussian,
2164 FixedGaussian {
2165 phi: PositiveLikelihoodScale,
2166 },
2167 Unit,
2168 Gamma {
2169 scale: ResolvedGammaScale,
2170 estimated: bool,
2171 },
2172 Tweedie {
2173 phi: PositiveLikelihoodScale,
2174 estimated: bool,
2175 },
2176 BetaPrecision {
2177 precision: PositiveLikelihoodScale,
2178 estimated: bool,
2179 },
2180 NegativeBinomial {
2181 theta: PositiveLikelihoodScale,
2182 estimated: bool,
2183 },
2184 Unspecified,
2185}
2186
2187impl ResolvedLikelihoodScale {
2188 fn wrong_family(self, expected: &str) -> InvalidLikelihoodScale {
2189 InvalidLikelihoodScale::new(format!(
2190 "resolved likelihood scale {self:?} does not carry {expected}"
2191 ))
2192 }
2193
2194 /// `log(shape)` for Gamma without reciprocal materialization.
2195 pub fn gamma_log_shape(self) -> Result<f64, InvalidLikelihoodScale> {
2196 match self {
2197 Self::Gamma {
2198 scale: ResolvedGammaScale::Shape(shape),
2199 ..
2200 } => Ok(shape.log_value()),
2201 Self::Gamma {
2202 scale: ResolvedGammaScale::Dispersion(phi),
2203 ..
2204 } => Ok(-phi.log_value()),
2205 other => Err(other.wrong_family("a Gamma shape")),
2206 }
2207 }
2208
2209 /// Representable Gamma shape. A subnormal fixed dispersion can have a
2210 /// finite log-shape but a reciprocal beyond `f64`; that is rejected here,
2211 /// at the raw-shape consumer, rather than earlier in log-density code.
2212 pub fn gamma_shape(self) -> Result<f64, InvalidLikelihoodScale> {
2213 match self {
2214 Self::Gamma {
2215 scale: ResolvedGammaScale::Shape(shape),
2216 ..
2217 } => Ok(shape.value()),
2218 Self::Gamma {
2219 scale: ResolvedGammaScale::Dispersion(phi),
2220 ..
2221 } => {
2222 let shape = 1.0 / phi.value();
2223 if shape.is_finite() && shape > 0.0 {
2224 Ok(shape)
2225 } else {
2226 Err(InvalidLikelihoodScale::new(format!(
2227 "Gamma shape 1 / phi is not representable for phi={:?}: {shape:?}",
2228 phi.value()
2229 )))
2230 }
2231 }
2232 other => Err(other.wrong_family("a Gamma shape")),
2233 }
2234 }
2235
2236 pub fn gamma_phi(self) -> Result<f64, InvalidLikelihoodScale> {
2237 match self {
2238 Self::Gamma {
2239 scale: ResolvedGammaScale::Dispersion(phi),
2240 ..
2241 } => Ok(phi.value()),
2242 Self::Gamma {
2243 scale: ResolvedGammaScale::Shape(shape),
2244 ..
2245 } => {
2246 let phi = 1.0 / shape.value();
2247 if phi.is_finite() && phi > 0.0 {
2248 Ok(phi)
2249 } else {
2250 Err(InvalidLikelihoodScale::new(format!(
2251 "Gamma dispersion 1 / shape is not representable for shape={:?}: {phi:?}",
2252 shape.value()
2253 )))
2254 }
2255 }
2256 other => Err(other.wrong_family("a Gamma dispersion")),
2257 }
2258 }
2259
2260 pub fn tweedie_log_phi(self) -> Result<f64, InvalidLikelihoodScale> {
2261 match self {
2262 Self::Tweedie { phi, .. } => Ok(phi.log_value()),
2263 other => Err(other.wrong_family("a Tweedie dispersion")),
2264 }
2265 }
2266
2267 pub fn tweedie_phi(self) -> Result<f64, InvalidLikelihoodScale> {
2268 match self {
2269 Self::Tweedie { phi, .. } => Ok(phi.value()),
2270 other => Err(other.wrong_family("a Tweedie dispersion")),
2271 }
2272 }
2273
2274 pub fn negative_binomial_log_theta(self) -> Result<f64, InvalidLikelihoodScale> {
2275 match self {
2276 Self::NegativeBinomial { theta, .. } => Ok(theta.log_value()),
2277 other => Err(other.wrong_family("a negative-binomial theta")),
2278 }
2279 }
2280
2281 pub fn negative_binomial_theta(self) -> Result<f64, InvalidLikelihoodScale> {
2282 match self {
2283 Self::NegativeBinomial { theta, .. } => Ok(theta.value()),
2284 other => Err(other.wrong_family("a negative-binomial theta")),
2285 }
2286 }
2287
2288 pub fn beta_log_precision(self) -> Result<f64, InvalidLikelihoodScale> {
2289 match self {
2290 Self::BetaPrecision { precision, .. } => Ok(precision.log_value()),
2291 other => Err(other.wrong_family("a Beta precision")),
2292 }
2293 }
2294
2295 pub fn beta_precision(self) -> Result<f64, InvalidLikelihoodScale> {
2296 match self {
2297 Self::BetaPrecision { precision, .. } => Ok(precision.value()),
2298 other => Err(other.wrong_family("a Beta precision")),
2299 }
2300 }
2301
2302 pub fn gaussian_log_phi(self) -> Result<f64, InvalidLikelihoodScale> {
2303 match self {
2304 Self::FixedGaussian { phi } => Ok(phi.log_value()),
2305 other => Err(other.wrong_family("a fixed Gaussian dispersion")),
2306 }
2307 }
2308
2309 pub fn gaussian_phi(self) -> Result<f64, InvalidLikelihoodScale> {
2310 match self {
2311 Self::FixedGaussian { phi } => Ok(phi.value()),
2312 other => Err(other.wrong_family("a fixed Gaussian dispersion")),
2313 }
2314 }
2315}
2316
2317/// Failure to resolve family and scale metadata into one likelihood contract.
2318#[derive(Debug, Clone, PartialEq, Eq)]
2319pub struct InvalidLikelihoodScale {
2320 reason: String,
2321}
2322
2323impl InvalidLikelihoodScale {
2324 fn new(reason: String) -> Self {
2325 Self { reason }
2326 }
2327
2328 pub fn reason(&self) -> &str {
2329 &self.reason
2330 }
2331}
2332
2333impl std::fmt::Display for InvalidLikelihoodScale {
2334 fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
2335 write!(f, "invalid resolved likelihood scale: {}", self.reason)
2336 }
2337}
2338
2339impl std::error::Error for InvalidLikelihoodScale {}
2340
2341/// Whether a stored log-likelihood includes response-only normalization constants.
2342#[derive(Debug, Clone, Copy, PartialEq, Eq, Serialize, Deserialize)]
2343pub enum LogLikelihoodNormalization {
2344 Full,
2345 OmittingResponseConstants,
2346 UserProvided,
2347}
2348
2349/// Explicit GLM likelihood specification: response/link spec plus scale semantics.
2350///
2351/// `spec` is the canonical `(ResponseFamily, InverseLink)` selector. `scale`
2352/// records how the scale parameter is handled (profiled Gaussian sigma, fixed
2353/// dispersion, fixed/estimated Gamma shape). The Gamma shape is mutated in
2354/// place during PIRLS via `with_gamma_shape`; preserving that field on this
2355/// struct is what lets the inner solver thread the estimated shape into
2356/// deviance / log-likelihood / weight evaluation without a separate side
2357/// channel.
2358#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
2359#[serde(try_from = "UncheckedGlmLikelihoodSpec")]
2360pub struct GlmLikelihoodSpec {
2361 pub spec: LikelihoodSpec,
2362 pub scale: LikelihoodScaleMetadata,
2363}
2364
2365/// Serde-only wire representation. Deserialization must pass through
2366/// `GlmLikelihoodSpec::try_new` so persisted contradictory family/metadata
2367/// pairs never enter the runtime as a `GlmLikelihoodSpec`.
2368#[derive(Deserialize)]
2369struct UncheckedGlmLikelihoodSpec {
2370 spec: LikelihoodSpec,
2371 scale: LikelihoodScaleMetadata,
2372}
2373
2374impl TryFrom<UncheckedGlmLikelihoodSpec> for GlmLikelihoodSpec {
2375 type Error = InvalidLikelihoodScale;
2376
2377 fn try_from(unchecked: UncheckedGlmLikelihoodSpec) -> Result<Self, Self::Error> {
2378 Self::try_new(unchecked.spec, unchecked.scale)
2379 }
2380}
2381
2382impl GlmLikelihoodSpec {
2383 /// Construct a likelihood only when family and scale metadata jointly form
2384 /// one valid scalar-ownership contract.
2385 pub fn try_new(
2386 spec: LikelihoodSpec,
2387 scale: LikelihoodScaleMetadata,
2388 ) -> Result<Self, InvalidLikelihoodScale> {
2389 let likelihood = Self { spec, scale };
2390 likelihood.resolved_scale()?;
2391 Ok(likelihood)
2392 }
2393
2394 /// Build a `GlmLikelihoodSpec` from a `LikelihoodSpec`, deriving the
2395 /// canonical default scale metadata for the response family.
2396 #[inline]
2397 pub fn canonical(spec: LikelihoodSpec) -> Self {
2398 let scale = spec.default_scale_metadata();
2399 Self { spec, scale }
2400 }
2401
2402 /// Resolve and validate response-family plus scale metadata atomically.
2403 ///
2404 /// This is the only scale-ownership boundary kernels should consume. It
2405 /// rejects non-positive/non-finite scalars, wrong metadata variants, and
2406 /// duplicated Beta/NB values that disagree bit-for-bit with the family
2407 /// selector.
2408 pub fn resolved_scale(&self) -> Result<ResolvedLikelihoodScale, InvalidLikelihoodScale> {
2409 use LikelihoodScaleMetadata as Metadata;
2410 use ResolvedLikelihoodScale as Resolved;
2411
2412 let positive = |value, name| PositiveLikelihoodScale::try_new(value, name);
2413 let mismatch = |expected: &str| {
2414 InvalidLikelihoodScale::new(format!(
2415 "family {} requires {expected}, got {:?}",
2416 self.spec.response.name(),
2417 self.scale
2418 ))
2419 };
2420
2421 match (&self.spec.response, self.scale) {
2422 (ResponseFamily::Gaussian, Metadata::ProfiledGaussian) => {
2423 Ok(Resolved::ProfiledGaussian)
2424 }
2425 (ResponseFamily::Gaussian, Metadata::FixedDispersion { phi }) => {
2426 Ok(Resolved::FixedGaussian {
2427 phi: positive(phi, "Gaussian dispersion phi")?,
2428 })
2429 }
2430 (ResponseFamily::Gaussian, _) => {
2431 Err(mismatch("ProfiledGaussian or FixedDispersion metadata"))
2432 }
2433
2434 (
2435 ResponseFamily::Binomial | ResponseFamily::Poisson,
2436 Metadata::FixedDispersion { phi },
2437 ) if phi.to_bits() == 1.0_f64.to_bits() => Ok(Resolved::Unit),
2438 (ResponseFamily::Binomial | ResponseFamily::Poisson, _) => {
2439 Err(mismatch("exact FixedDispersion { phi: 1.0 } metadata"))
2440 }
2441
2442 (ResponseFamily::Gamma, Metadata::FixedGammaShape { shape }) => Ok(Resolved::Gamma {
2443 scale: ResolvedGammaScale::Shape(positive(shape, "Gamma shape")?),
2444 estimated: false,
2445 }),
2446 (ResponseFamily::Gamma, Metadata::EstimatedGammaShape { shape }) => {
2447 Ok(Resolved::Gamma {
2448 scale: ResolvedGammaScale::Shape(positive(shape, "Gamma shape")?),
2449 estimated: true,
2450 })
2451 }
2452 (ResponseFamily::Gamma, Metadata::FixedDispersion { phi }) => Ok(Resolved::Gamma {
2453 scale: ResolvedGammaScale::Dispersion(positive(phi, "Gamma dispersion phi")?),
2454 estimated: false,
2455 }),
2456 (ResponseFamily::Gamma, _) => Err(mismatch(
2457 "FixedGammaShape, EstimatedGammaShape, or FixedDispersion metadata",
2458 )),
2459
2460 (ResponseFamily::Tweedie { .. }, Metadata::EstimatedTweediePhi { phi }) => {
2461 Ok(Resolved::Tweedie {
2462 phi: positive(phi, "Tweedie dispersion phi")?,
2463 estimated: true,
2464 })
2465 }
2466 (ResponseFamily::Tweedie { .. }, Metadata::FixedDispersion { phi }) => {
2467 Ok(Resolved::Tweedie {
2468 phi: positive(phi, "Tweedie dispersion phi")?,
2469 estimated: false,
2470 })
2471 }
2472 (ResponseFamily::Tweedie { .. }, _) => {
2473 Err(mismatch("EstimatedTweediePhi or FixedDispersion metadata"))
2474 }
2475
2476 (ResponseFamily::Beta { phi }, Metadata::EstimatedBetaPhi { phi: metadata_phi }) => {
2477 if phi.to_bits() != metadata_phi.to_bits() {
2478 return Err(InvalidLikelihoodScale::new(format!(
2479 "Beta family precision {phi:?} disagrees with metadata precision {metadata_phi:?}"
2480 )));
2481 }
2482 Ok(Resolved::BetaPrecision {
2483 precision: positive(*phi, "Beta precision")?,
2484 estimated: true,
2485 })
2486 }
2487 // The λ-search freeze form (#2369). Same mirror invariant as the
2488 // estimated arm — the frozen `phi` is written onto BOTH the family
2489 // variant and the metadata by `with_beta_phi_frozen_for_search` —
2490 // but `estimated: false` so the inner per-solve Pearson refresh is
2491 // gated off and `F(ρ) = REML(ρ, φ_frozen)` is stationary in ρ.
2492 (ResponseFamily::Beta { phi }, Metadata::FixedBetaPhi { phi: metadata_phi }) => {
2493 if phi.to_bits() != metadata_phi.to_bits() {
2494 return Err(InvalidLikelihoodScale::new(format!(
2495 "Beta family precision {phi:?} disagrees with frozen metadata precision {metadata_phi:?}"
2496 )));
2497 }
2498 Ok(Resolved::BetaPrecision {
2499 precision: positive(*phi, "Beta precision")?,
2500 estimated: false,
2501 })
2502 }
2503 (ResponseFamily::Beta { .. }, _) => {
2504 Err(mismatch("matching EstimatedBetaPhi or FixedBetaPhi metadata"))
2505 }
2506
2507 (
2508 ResponseFamily::NegativeBinomial {
2509 theta,
2510 theta_fixed: false,
2511 },
2512 Metadata::EstimatedNegBinTheta {
2513 theta: metadata_theta,
2514 },
2515 )
2516 | (
2517 ResponseFamily::NegativeBinomial {
2518 theta,
2519 theta_fixed: true,
2520 },
2521 Metadata::FixedNegBinTheta {
2522 theta: metadata_theta,
2523 },
2524 ) => {
2525 if theta.to_bits() != metadata_theta.to_bits() {
2526 return Err(InvalidLikelihoodScale::new(format!(
2527 "negative-binomial family theta {theta:?} disagrees with metadata theta {metadata_theta:?}"
2528 )));
2529 }
2530 Ok(Resolved::NegativeBinomial {
2531 theta: positive(*theta, "negative-binomial theta")?,
2532 estimated: !matches!(self.scale, Metadata::FixedNegBinTheta { .. }),
2533 })
2534 }
2535 (ResponseFamily::NegativeBinomial { .. }, _) => Err(mismatch(
2536 "matching EstimatedNegBinTheta/FixedNegBinTheta metadata and ownership flag",
2537 )),
2538
2539 (ResponseFamily::RoystonParmar, Metadata::Unspecified) => Ok(Resolved::Unspecified),
2540 (ResponseFamily::RoystonParmar, _) => {
2541 Err(mismatch("Unspecified metadata (no scalar GLM scale)"))
2542 }
2543 }
2544 }
2545
2546 #[inline]
2547 pub fn resolved_gamma_shape(&self) -> Result<f64, InvalidLikelihoodScale> {
2548 self.resolved_scale()?.gamma_shape()
2549 }
2550
2551 #[inline]
2552 pub fn resolved_gamma_log_shape(&self) -> Result<f64, InvalidLikelihoodScale> {
2553 self.resolved_scale()?.gamma_log_shape()
2554 }
2555
2556 #[inline]
2557 pub fn resolved_gamma_phi(&self) -> Result<f64, InvalidLikelihoodScale> {
2558 self.resolved_scale()?.gamma_phi()
2559 }
2560
2561 #[inline]
2562 pub fn resolved_tweedie_phi(&self) -> Result<f64, InvalidLikelihoodScale> {
2563 self.resolved_scale()?.tweedie_phi()
2564 }
2565
2566 #[inline]
2567 pub fn resolved_tweedie_log_phi(&self) -> Result<f64, InvalidLikelihoodScale> {
2568 self.resolved_scale()?.tweedie_log_phi()
2569 }
2570
2571 #[inline]
2572 pub fn resolved_negbin_theta(&self) -> Result<f64, InvalidLikelihoodScale> {
2573 self.resolved_scale()?.negative_binomial_theta()
2574 }
2575
2576 #[inline]
2577 pub fn resolved_beta_precision(&self) -> Result<f64, InvalidLikelihoodScale> {
2578 self.resolved_scale()?.beta_precision()
2579 }
2580
2581 #[inline]
2582 pub fn resolved_beta_log_precision(&self) -> Result<f64, InvalidLikelihoodScale> {
2583 self.resolved_scale()?.beta_log_precision()
2584 }
2585
2586 #[inline]
2587 pub fn resolved_gaussian_log_phi(&self) -> Result<f64, InvalidLikelihoodScale> {
2588 self.resolved_scale()?.gaussian_log_phi()
2589 }
2590
2591 #[inline]
2592 pub fn resolved_gaussian_phi(&self) -> Result<f64, InvalidLikelihoodScale> {
2593 self.resolved_scale()?.gaussian_phi()
2594 }
2595
2596 #[inline]
2597 pub fn link_function(&self) -> LinkFunction {
2598 self.spec.link_function()
2599 }
2600
2601 #[inline]
2602 pub fn fixed_phi(&self) -> Option<f64> {
2603 self.scale.fixed_phi()
2604 }
2605
2606 /// Multiplier converting the stored unscaled inverse penalized Hessian
2607 /// `H⁻¹` into the reported coefficient covariance `Vb = H⁻¹ · scale`.
2608 ///
2609 /// # Invariant
2610 ///
2611 /// `Vb` is the inverse of the Hessian of the *actual penalized objective the
2612 /// inner solver minimizes*. The stored Hessian is always assembled as
2613 /// `H = XᵀWX + S_λ`, with the penalty `S_λ` added **unscaled** (see
2614 /// `pirls::penalty::add_to_hessian`). Whether `H` is already that true
2615 /// objective Hessian — and hence whether any post-hoc dispersion multiply is
2616 /// warranted — is decided entirely by what the IRLS working weight `W`
2617 /// carries:
2618 ///
2619 /// * **Working weight already carries the reciprocal dispersion / full
2620 /// Fisher information.** Then `H = Xᵀ(W_sf/φ)X + S_λ` already equals the
2621 /// true penalized Hessian (e.g. mgcv's `XᵀW_sfX/φ + S_λ` for Gamma), so
2622 /// `Vb = H⁻¹` and the scale is exactly `1.0`. This is the case for Gamma
2623 /// (`W = prior·shape = prior/φ`), Tweedie (`W = prior·μ^{2−p}/φ`), Beta
2624 /// and Negative-Binomial (the working weight is the complete fixed-scale
2625 /// Fisher information), and the fixed-scale exponential families
2626 /// Poisson/Binomial (`φ ≡ 1`). Multiplying `H⁻¹` by the dispersion again
2627 /// for any of these double-counts it and shrinks every SE by `√dispersion`.
2628 ///
2629 /// * **Working weight is scale-free** (`W = priorweights`, the profiled
2630 /// Gaussian convention). Then the data term carries an implicit unit scale
2631 /// and `H = XᵀPX + S_λ` is the Hessian of `½·(scaled deviance)·σ²⁻¹`
2632 /// *without* the `σ²`. The correct covariance restores it:
2633 /// `Vb = H⁻¹ · σ̂²`. Only this branch returns a non-unit scale.
2634 ///
2635 /// `profiled_gaussian_phi` is the profiled residual variance `σ̂²` and is
2636 /// consulted **only** for the scale-free profiled-Gaussian branch; every
2637 /// other family ignores it. This deliberately does NOT touch
2638 /// `dispersion()` / `dispersion_from_likelihood`, which still report the
2639 /// response-level observation noise (`1/shape` for Gamma, `1/(1+φ)` for
2640 /// Beta, …) used by predictive-interval construction — a distinct quantity
2641 /// from the coefficient-covariance scale defined here.
2642 #[inline]
2643 pub fn coefficient_covariance_scale(
2644 &self,
2645 profiled_gaussian_phi: f64,
2646 ) -> Result<f64, InvalidLikelihoodScale> {
2647 match self.resolved_scale()? {
2648 // Scale-free working weight: restore the profiled variance.
2649 ResolvedLikelihoodScale::ProfiledGaussian => {
2650 if profiled_gaussian_phi.is_finite() && profiled_gaussian_phi >= 0.0 {
2651 Ok(profiled_gaussian_phi)
2652 } else {
2653 Err(InvalidLikelihoodScale::new(format!(
2654 "profiled Gaussian covariance scale must be finite and non-negative, got {profiled_gaussian_phi:?}"
2655 )))
2656 }
2657 }
2658 // Working weight already carries the dispersion / full Fisher
2659 // information, so the stored H is the true penalized Hessian and no
2660 // further dispersion multiply is warranted.
2661 //
2662 // FixedDispersion covers the explicitly-scaled Gaussian submodel
2663 // (W·=1/φ above) and Negative-Binomial; the Gamma, Beta and Tweedie
2664 // variants fold their reciprocal-dispersion / precision / φ into W
2665 // (Tweedie W = prior·μ^{2−p}/φ, so the SE already scales as √φ); and
2666 // Unspecified families never expose a separate post-hoc scale.
2667 ResolvedLikelihoodScale::FixedGaussian { .. }
2668 | ResolvedLikelihoodScale::Unit
2669 | ResolvedLikelihoodScale::Gamma { .. }
2670 | ResolvedLikelihoodScale::BetaPrecision { .. }
2671 | ResolvedLikelihoodScale::Tweedie { .. }
2672 // Negative-Binomial folds `theta` into the working weight
2673 // `W = μθ/(θ+μ)` (the full NB2 Fisher information), so the stored
2674 // `H = XᵀWX + S_λ` is already the true penalized Hessian and the
2675 // covariance scale is `1.0` (`phi ≡ 1`). The reported SEs respond to
2676 // the data's overdispersion entirely through that `theta`-dependent
2677 // weight (issue #802) — multiplying again would double-count it.
2678 // The same holds verbatim for a user-fixed `theta` (issue #983).
2679 | ResolvedLikelihoodScale::NegativeBinomial { .. } => Ok(1.0),
2680 ResolvedLikelihoodScale::Unspecified => Err(InvalidLikelihoodScale::new(
2681 "family has no scalar coefficient-covariance scale".to_string(),
2682 )),
2683 }
2684 }
2685
2686 #[inline]
2687 pub fn gamma_shape(&self) -> Option<f64> {
2688 self.scale.gamma_shape()
2689 }
2690
2691 /// Mutate the Gamma shape parameter in place while preserving the rest of
2692 /// the spec. The shape only takes effect for Gamma families; for other
2693 /// families the scale metadata is left untouched.
2694 #[inline]
2695 pub fn with_gamma_shape(mut self, shape: f64) -> Self {
2696 self.scale = match self.scale {
2697 LikelihoodScaleMetadata::FixedGammaShape { .. } => {
2698 LikelihoodScaleMetadata::FixedGammaShape { shape }
2699 }
2700 LikelihoodScaleMetadata::EstimatedGammaShape { .. } => {
2701 LikelihoodScaleMetadata::EstimatedGammaShape { shape }
2702 }
2703 other => match &self.spec.response {
2704 ResponseFamily::Gamma => LikelihoodScaleMetadata::EstimatedGammaShape { shape },
2705 _ => other,
2706 },
2707 };
2708 self
2709 }
2710
2711 /// Whether the Beta-regression precision `phi` is estimated from data.
2712 #[inline]
2713 pub fn beta_phi_is_estimated(&self) -> bool {
2714 self.scale.beta_phi_is_estimated()
2715 }
2716
2717 /// Mutate the Beta precision `phi` in place, on BOTH the family variant
2718 /// (where every PIRLS weight / deviance / log-likelihood expression reads it
2719 /// via `ResponseFamily::Beta { phi }`) and the scale metadata (the
2720 /// estimated-vs-fixed contract). No-op for non-Beta families. The inner
2721 /// solver calls this once per inner solve after a moment estimate of `phi`
2722 /// from the working residuals, so the IRLS weights `Var(y)=mu(1-mu)/(1+phi)`
2723 /// reflect the true precision rather than the `phi=1` seed (issue #567).
2724 #[inline]
2725 pub fn with_beta_phi(mut self, phi: f64) -> Self {
2726 if let ResponseFamily::Beta { phi: family_phi } = &mut self.spec.response {
2727 *family_phi = phi;
2728 self.scale = LikelihoodScaleMetadata::EstimatedBetaPhi { phi };
2729 }
2730 self
2731 }
2732
2733 /// Whether the Tweedie exponential-dispersion `phi` is estimated from data.
2734 #[inline]
2735 pub fn tweedie_phi_is_estimated(&self) -> bool {
2736 self.scale.tweedie_phi_is_estimated()
2737 }
2738
2739 /// Mutate the Tweedie dispersion `phi` in place. Unlike Beta, the Tweedie
2740 /// power `p` (not `phi`) is what is carried on the `ResponseFamily::Tweedie`
2741 /// variant; the dispersion lives purely in the scale metadata and is read by
2742 /// the IRLS weight (`prior·μ^{2−p}/phi`) through `fixed_phi()`. So updating
2743 /// the metadata here is sufficient to thread the estimated `phi` into every
2744 /// weight / covariance expression. No-op for non-Tweedie families (issue
2745 /// #771).
2746 #[inline]
2747 pub fn with_tweedie_phi(mut self, phi: f64) -> Self {
2748 if matches!(self.spec.response, ResponseFamily::Tweedie { .. }) {
2749 self.scale = LikelihoodScaleMetadata::EstimatedTweediePhi { phi };
2750 }
2751 self
2752 }
2753
2754 /// Whether the Negative-Binomial overdispersion `theta` is estimated from
2755 /// data (issue #802).
2756 #[inline]
2757 pub fn negbin_theta_is_estimated(&self) -> bool {
2758 self.scale.negbin_theta_is_estimated()
2759 }
2760
2761 /// Mutate the Negative-Binomial overdispersion `theta` in place, on BOTH the
2762 /// family variant (where every PIRLS weight / deviance / log-likelihood
2763 /// expression reads it via `ResponseFamily::NegativeBinomial { theta }`) and
2764 /// the scale metadata (the estimated-vs-fixed contract). No-op for non-NB
2765 /// families. The inner solver calls this once per inner solve after a
2766 /// maximum-likelihood estimate of `theta` from the working residuals, so the
2767 /// IRLS weight `W = μθ/(θ+μ)` and the variance `Var(y)=mu+mu^2/theta` reflect
2768 /// the data's overdispersion rather than the seed `theta` (issue #802). This
2769 /// mirrors `with_beta_phi` exactly — both keep the family variant and the
2770 /// scale metadata as two synchronized views of one estimated parameter.
2771 /// No-op for a user-fixed `theta` (`theta_fixed = true` /
2772 /// `FixedNegBinTheta`, issue #983): the held value is the contract, and
2773 /// this mutator must never let an estimation path overwrite it — the
2774 /// PIRLS refresh gate (`negbin_theta_is_estimated()`) already skips the
2775 /// call, this enforces the same invariant at the data itself.
2776 #[inline]
2777 pub fn with_negbin_theta(mut self, theta: f64) -> Self {
2778 if let ResponseFamily::NegativeBinomial {
2779 theta: family_theta,
2780 theta_fixed,
2781 } = &mut self.spec.response
2782 && !*theta_fixed
2783 {
2784 *family_theta = theta;
2785 self.scale = LikelihoodScaleMetadata::EstimatedNegBinTheta { theta };
2786 }
2787 self
2788 }
2789
2790 /// The estimated Negative-Binomial `theta`, read from the family variant
2791 /// (the canonical store), or `None` for non-NB families.
2792 #[inline]
2793 pub fn negbin_theta(&self) -> Option<f64> {
2794 match self.spec.response {
2795 ResponseFamily::NegativeBinomial { theta, .. } => Some(theta),
2796 _ => None,
2797 }
2798 }
2799
2800 /// Produce a copy of this spec with the Tweedie exponential-dispersion
2801 /// `phi` PINNED at `phi` for the duration of the smoothing-parameter (λ)
2802 /// search (#1477). Converts an `EstimatedTweediePhi` scale into the
2803 /// statistically-identical `FixedDispersion` form, which gates off the
2804 /// per-inner-solve Pearson refresh in
2805 /// `GamWorkingModel::update_with_curvature` (its guard is
2806 /// `tweedie_phi_is_estimated()`, which `FixedDispersion` does not satisfy)
2807 /// while leaving every weight / variance / covariance expression unchanged
2808 /// (they read `phi` through `fixed_phi()`, which `FixedDispersion` answers
2809 /// identically).
2810 ///
2811 /// Rationale: with `phi` estimated, the inner solver re-derives it from each
2812 /// outer iterate's *warm-start* η (the Pearson moment estimator
2813 /// `phî = Σ wᵢ(yᵢ−μᵢ)²/μᵢ^p / Σ wᵢ`). The Tweedie LAML omits the
2814 /// `phi`-dependent saddlepoint normalizer `a(y,φ)` from `−ℓ(β̂)` — valid only
2815 /// when `phi` is fixed across the surface — so a drifting `phi` makes
2816 /// `F(ρ)` a non-stationary function of ρ that REWARDS dispersion inflation:
2817 /// driving a double-penalty null-space `λ` up kills a genuinely-supported
2818 /// linear trend, the residuals grow, the warm-start `phî` rises, and the
2819 /// `[yθ−κ]/φ` deviance term shrinks with no compensating normalizer penalty,
2820 /// so the criterion falls and the outer optimizer rails `λ_null` to the box
2821 /// bound (the #1477 Tweedie double-penalty boundary blow-up). Holding `phi`
2822 /// fixed across the λ-search makes `F(ρ) = REML(ρ, φ_frozen)` a genuine
2823 /// stationary function of ρ, exactly as for the Gaussian profiled scale
2824 /// (whose `(n−Mp)/2·log(2πφ̂)` normalizer is retained) and as mgcv does for
2825 /// Tweedie. `phi` is still Pearson-refreshed at the single final reported fit
2826 /// (the `refine_dispersion_at_converged_eta = true` accept-fit). No-op for
2827 /// non-Tweedie families and for a user-fixed `phi`.
2828 #[inline]
2829 pub fn with_tweedie_phi_frozen_for_search(mut self, phi: f64) -> Self {
2830 if matches!(self.spec.response, ResponseFamily::Tweedie { .. })
2831 && self.scale.tweedie_phi_is_estimated()
2832 {
2833 self.scale = LikelihoodScaleMetadata::FixedDispersion { phi };
2834 }
2835 self
2836 }
2837
2838 /// Produce a copy of this spec with the Negative-Binomial overdispersion
2839 /// `theta` PINNED at `theta` for the duration of the smoothing-parameter
2840 /// (λ) search (#1082). Converts an `EstimatedNegBinTheta` spec into the
2841 /// statistically-identical `FixedNegBinTheta` form (`theta_fixed = true`),
2842 /// which gates off the per-inner-solve ML refresh in
2843 /// `GamWorkingModel::update_with_curvature` (its guard is
2844 /// `negbin_theta_is_estimated()`).
2845 ///
2846 /// Rationale: with θ estimated, the inner solver re-derives θ from each
2847 /// outer iterate's *warm-start* η, so θ — and hence the NB working response,
2848 /// deviance and penalty-logdet that feed the REML criterion — drifts every
2849 /// outer evaluation. The outer optimizer then chases a moving target and the
2850 /// projected-gradient convergence test never trips, grinding the loop to
2851 /// `max_iter` (the #1082 negative-binomial tensor timeout). Holding θ fixed
2852 /// across the λ-search makes the REML objective `F(ρ) = REML(ρ, θ_frozen)` a
2853 /// genuine stationary function of ρ, so the loop converges in a handful of
2854 /// iterations — and θ is still ML-refreshed at the single final, reported fit
2855 /// (the `refine_dispersion_at_converged_eta = true` accept-fit), exactly as
2856 /// the function-level docs require ("estimate the scale at the converged fit,
2857 /// not inside the λ search; mgcv likewise"). No-op for non-NB families and
2858 /// for an already user-fixed θ.
2859 #[inline]
2860 pub fn with_negbin_theta_frozen_for_search(mut self, theta: f64) -> Self {
2861 if let ResponseFamily::NegativeBinomial {
2862 theta: family_theta,
2863 theta_fixed,
2864 } = &mut self.spec.response
2865 {
2866 *family_theta = theta;
2867 *theta_fixed = true;
2868 self.scale = LikelihoodScaleMetadata::FixedNegBinTheta { theta };
2869 }
2870 self
2871 }
2872
2873 /// Produce a copy of this spec with the Gamma shape `k = 1/φ` PINNED at
2874 /// `shape` for the duration of the smoothing-parameter (λ) search (#1074).
2875 /// Converts an `EstimatedGammaShape` scale into the statistically-identical
2876 /// `FixedGammaShape` form, which gates off the per-inner-solve shape refresh
2877 /// in `GamWorkingModel::update_with_curvature` (its guard is
2878 /// `gamma_shape_is_estimated()`, which `FixedGammaShape` does not satisfy)
2879 /// while leaving every weight / deviance / log-likelihood expression
2880 /// unchanged (they read the shape through `gamma_shape()` / `fixed_phi()`,
2881 /// which `FixedGammaShape` answers identically).
2882 ///
2883 /// Rationale: with the shape estimated, the inner solver re-derives it from
2884 /// each outer iterate's *warm-start* η (the converged-η MLE
2885 /// `k̂` solving `ln k − ψ(k) = mean[y/μ − ln(y/μ) − 1]`). The Gamma working
2886 /// weight is `W = prior·k` and the omitting-constants log-likelihood is
2887 /// `ℓ(β̂) = −k·½·D(ρ)` (the `k`-dependent saturated normalizer is dropped,
2888 /// #359), so a `k` that swings 2×↔ with the warm-start η makes BOTH the
2889 /// likelihood-curvature `H = k·XᵀX + λS` and the data-fit term `k·½D` jump
2890 /// discontinuously with ρ — the REML criterion `V(ρ)` develops deterministic
2891 /// spikes between the smooth basin floors (e.g. a flat warm-start η at a
2892 /// just-rejected over-smoothed trial gives `k≈2.3`, the fitted-surface η at
2893 /// the neighbor gives `k≈4.7`, doubling `−ℓ` with β̂ essentially unchanged).
2894 /// The analytic outer gradient holds `k` fixed, so it can never agree with
2895 /// the realized cost's `k(ρ)` motion: the projected gradient floors at
2896 /// `O(|∂k/∂ρ|·½D)` and the ARC descent stalls on a weakly-identified valley,
2897 /// railing `λ` to the over-smoothed corner (the #1074 te/Gamma tensor
2898 /// under-recovery). Holding `k` fixed across the λ-search makes
2899 /// `F(ρ) = REML(ρ, k_frozen)` a genuine stationary function of ρ, exactly as
2900 /// the sibling Tweedie-φ (#1477) and NB-θ (#1082) freezes do, and as mgcv
2901 /// does (it fixes the scale across the smoothness search for the scale-free
2902 /// Gamma mean). `k` is still ML-refreshed at the single final reported fit
2903 /// (the `refine_dispersion_at_converged_eta = true` accept-fit), so the
2904 /// reported dispersion / SEs remain the converged-η estimate. No-op for
2905 /// non-Gamma families and for a user-fixed shape.
2906 #[inline]
2907 pub fn with_gamma_shape_frozen_for_search(mut self, shape: f64) -> Self {
2908 if matches!(self.spec.response, ResponseFamily::Gamma)
2909 && self.scale.gamma_shape_is_estimated()
2910 {
2911 self.scale = LikelihoodScaleMetadata::FixedGammaShape { shape };
2912 }
2913 self
2914 }
2915
2916 /// Produce a copy of this spec with the Beta-regression precision `phi`
2917 /// PINNED at `phi` for the duration of the smoothing-parameter (λ) search
2918 /// (#2369). Converts an `EstimatedBetaPhi` scale into the
2919 /// statistically-identical `FixedBetaPhi` form, which gates off the
2920 /// per-inner-solve Pearson refresh in
2921 /// `GamWorkingModel::update_with_curvature` (its guard is
2922 /// `beta_phi_is_estimated()`, which `FixedBetaPhi` does not satisfy) while
2923 /// leaving every weight / deviance / mean-score / log-likelihood expression
2924 /// unchanged (they read `phi` through the `Beta { phi }` family variant and
2925 /// `fixed_phi()`, which `FixedBetaPhi` answers identically). Both the family
2926 /// variant and the metadata are set to the frozen value so the
2927 /// `resolved_scale` mirror invariant holds.
2928 ///
2929 /// Rationale: with `phi` estimated, the inner solver re-derives it from each
2930 /// outer iterate's *warm-start* η via the Pearson moment estimator
2931 /// `1+phî = Σw / Σ w·(y−μ)²/(μ(1−μ))`. Unlike a canonical-link GLM the Beta
2932 /// precision does NOT factor out of the mean: the β score is
2933 /// `∂ℓ/∂β = phi·Σ xᵢ(y*ᵢ − μ*ᵢ)` with `μ*ᵢ = ψ(μᵢφ) − ψ((1−μᵢ)φ)`, so a
2934 /// `phi` that swings with the warm-start η makes BOTH the mean fit β̂(ρ) and
2935 /// the REML data-fit / log-det terms jump with ρ. The analytic outer
2936 /// gradient holds `phi` fixed, so it can never agree with the realized
2937 /// cost's `phi(ρ)` motion: the projected gradient floors above tolerance and
2938 /// the outer optimizer refuses ("NOT STATIONARY"), exactly as the sibling
2939 /// Gamma-shape (#1074), Tweedie-φ (#1477) and NB-θ (#1082) freezes document.
2940 /// Holding `phi` fixed across the λ-search makes `F(ρ) = REML(ρ, φ_frozen)`
2941 /// a genuine stationary function of ρ. `phi` is still Pearson-refreshed at
2942 /// the single final reported fit (the
2943 /// `refine_dispersion_at_converged_eta = true` accept-fit), so the reported
2944 /// precision / SEs remain the converged-η estimate. No-op for non-Beta
2945 /// families and for an already-fixed `phi`.
2946 #[inline]
2947 pub fn with_beta_phi_frozen_for_search(mut self, phi: f64) -> Self {
2948 if let ResponseFamily::Beta { phi: family_phi } = &mut self.spec.response
2949 && self.scale.beta_phi_is_estimated()
2950 {
2951 *family_phi = phi;
2952 self.scale = LikelihoodScaleMetadata::FixedBetaPhi { phi };
2953 }
2954 self
2955 }
2956}
2957
2958#[cfg(test)]
2959mod tests {
2960 use super::*;
2961 use ndarray::arr1;
2962
2963 #[test]
2964 fn resolved_likelihood_scale_rejects_missing_and_mismatched_ownership() {
2965 let beta_mismatch = GlmLikelihoodSpec {
2966 spec: LikelihoodSpec::beta_logit(3.0),
2967 scale: LikelihoodScaleMetadata::EstimatedBetaPhi {
2968 phi: f64::from_bits(3.0_f64.to_bits() + 1),
2969 },
2970 };
2971 assert!(
2972 beta_mismatch
2973 .resolved_scale()
2974 .expect_err("Beta mirrored precision mismatch must fail")
2975 .to_string()
2976 .contains("disagrees")
2977 );
2978
2979 let nb_owner_mismatch = GlmLikelihoodSpec {
2980 spec: LikelihoodSpec::negative_binomial_log(2.0),
2981 scale: LikelihoodScaleMetadata::FixedNegBinTheta { theta: 2.0 },
2982 };
2983 assert!(
2984 nb_owner_mismatch
2985 .resolved_scale()
2986 .expect_err("NB fixed/estimated ownership mismatch must fail")
2987 .to_string()
2988 .contains("ownership flag")
2989 );
2990
2991 let gamma_missing = GlmLikelihoodSpec {
2992 spec: LikelihoodSpec::gamma_log(),
2993 scale: LikelihoodScaleMetadata::Unspecified,
2994 };
2995 assert!(
2996 gamma_missing
2997 .resolved_scale()
2998 .expect_err("Gamma cannot fabricate a unit shape")
2999 .to_string()
3000 .contains("GammaShape")
3001 );
3002
3003 let poisson_nonunit = GlmLikelihoodSpec {
3004 spec: LikelihoodSpec::poisson_log(),
3005 scale: LikelihoodScaleMetadata::FixedDispersion { phi: 2.0 },
3006 };
3007 assert!(
3008 poisson_nonunit
3009 .resolved_scale()
3010 .expect_err("Poisson scale must be exact unit")
3011 .to_string()
3012 .contains("phi: 1.0")
3013 );
3014 }
3015
3016 #[test]
3017 fn glm_likelihood_deserialization_validates_family_and_scale_atomically() {
3018 let invalid = GlmLikelihoodSpec {
3019 spec: LikelihoodSpec::beta_logit(3.0),
3020 scale: LikelihoodScaleMetadata::EstimatedBetaPhi { phi: 4.0 },
3021 };
3022 let encoded = serde_json::to_string(&invalid).expect("serialize test payload");
3023 let error = serde_json::from_str::<GlmLikelihoodSpec>(&encoded)
3024 .expect_err("contradictory family/metadata bytes must be rejected");
3025 assert!(error.to_string().contains("disagrees"));
3026
3027 let valid = GlmLikelihoodSpec::try_new(
3028 LikelihoodSpec::negative_binomial_log(2.0),
3029 LikelihoodScaleMetadata::EstimatedNegBinTheta { theta: 2.0 },
3030 )
3031 .expect("valid likelihood");
3032 let encoded = serde_json::to_string(&valid).expect("serialize valid likelihood");
3033 let decoded: GlmLikelihoodSpec =
3034 serde_json::from_str(&encoded).expect("deserialize valid likelihood");
3035 assert_eq!(decoded, valid);
3036 }
3037
3038 #[test]
3039 fn resolved_likelihood_scale_preserves_extremes_in_log_coordinates() {
3040 let smallest_subnormal = f64::from_bits(1);
3041 let gamma_from_phi = GlmLikelihoodSpec {
3042 spec: LikelihoodSpec::gamma_log(),
3043 scale: LikelihoodScaleMetadata::FixedDispersion {
3044 phi: smallest_subnormal,
3045 },
3046 };
3047 assert_eq!(
3048 gamma_from_phi
3049 .resolved_gamma_log_shape()
3050 .expect("Gamma log shape remains representable")
3051 .to_bits(),
3052 (-smallest_subnormal.ln()).to_bits()
3053 );
3054 assert!(
3055 gamma_from_phi.resolved_gamma_shape().is_err(),
3056 "raw reciprocal beyond f64 must fail only at the raw-shape consumer"
3057 );
3058
3059 let gamma_from_shape = GlmLikelihoodSpec {
3060 spec: LikelihoodSpec::gamma_log(),
3061 scale: LikelihoodScaleMetadata::FixedGammaShape {
3062 shape: smallest_subnormal,
3063 },
3064 };
3065 assert_eq!(
3066 gamma_from_shape
3067 .resolved_gamma_shape()
3068 .expect("subnormal shape is still a positive shape")
3069 .to_bits(),
3070 smallest_subnormal.to_bits()
3071 );
3072 assert!(gamma_from_shape.resolved_gamma_phi().is_err());
3073
3074 let tweedie = GlmLikelihoodSpec {
3075 spec: LikelihoodSpec::tweedie_log(1.5),
3076 scale: LikelihoodScaleMetadata::FixedDispersion {
3077 phi: smallest_subnormal,
3078 },
3079 };
3080 assert_eq!(
3081 tweedie
3082 .resolved_tweedie_phi()
3083 .expect("positive subnormal Tweedie phi")
3084 .to_bits(),
3085 smallest_subnormal.to_bits()
3086 );
3087 assert!(tweedie.resolved_tweedie_log_phi().unwrap().is_finite());
3088 }
3089
3090 // -----------------------------------------------------------------------
3091 // CoefficientGroupPrior::validate
3092 // -----------------------------------------------------------------------
3093
3094 #[test]
3095 fn prior_flat_always_ok() {
3096 assert!(CoefficientGroupPrior::Flat.validate("ctx").is_ok());
3097 }
3098
3099 #[test]
3100 fn prior_normal_log_precision_valid() {
3101 assert!(
3102 CoefficientGroupPrior::NormalLogPrecision { mean: 0.0, sd: 1.0 }
3103 .validate("ctx")
3104 .is_ok()
3105 );
3106 }
3107
3108 #[test]
3109 fn prior_normal_log_precision_infinite_mean_errors() {
3110 assert!(
3111 CoefficientGroupPrior::NormalLogPrecision {
3112 mean: f64::INFINITY,
3113 sd: 1.0
3114 }
3115 .validate("ctx")
3116 .is_err()
3117 );
3118 }
3119
3120 #[test]
3121 fn prior_normal_log_precision_zero_sd_errors() {
3122 assert!(
3123 CoefficientGroupPrior::NormalLogPrecision { mean: 0.0, sd: 0.0 }
3124 .validate("ctx")
3125 .is_err()
3126 );
3127 }
3128
3129 #[test]
3130 fn prior_normal_log_precision_negative_sd_errors() {
3131 assert!(
3132 CoefficientGroupPrior::NormalLogPrecision {
3133 mean: 0.0,
3134 sd: -1.0
3135 }
3136 .validate("ctx")
3137 .is_err()
3138 );
3139 }
3140
3141 #[test]
3142 fn prior_gamma_precision_valid() {
3143 assert!(
3144 CoefficientGroupPrior::GammaPrecision {
3145 shape: 1.0,
3146 rate: 0.0
3147 }
3148 .validate("ctx")
3149 .is_ok()
3150 );
3151 }
3152
3153 #[test]
3154 fn prior_gamma_precision_zero_shape_errors() {
3155 assert!(
3156 CoefficientGroupPrior::GammaPrecision {
3157 shape: 0.0,
3158 rate: 1.0
3159 }
3160 .validate("ctx")
3161 .is_err()
3162 );
3163 }
3164
3165 #[test]
3166 fn prior_gamma_precision_negative_rate_errors() {
3167 assert!(
3168 CoefficientGroupPrior::GammaPrecision {
3169 shape: 1.0,
3170 rate: -0.1
3171 }
3172 .validate("ctx")
3173 .is_err()
3174 );
3175 }
3176
3177 #[test]
3178 fn prior_penalized_complexity_valid() {
3179 assert!(
3180 CoefficientGroupPrior::PenalizedComplexity {
3181 upper: 1.0,
3182 tail_prob: 0.05
3183 }
3184 .validate("ctx")
3185 .is_ok()
3186 );
3187 }
3188
3189 #[test]
3190 fn prior_penalized_complexity_zero_upper_errors() {
3191 assert!(
3192 CoefficientGroupPrior::PenalizedComplexity {
3193 upper: 0.0,
3194 tail_prob: 0.05
3195 }
3196 .validate("ctx")
3197 .is_err()
3198 );
3199 }
3200
3201 #[test]
3202 fn prior_penalized_complexity_tail_prob_zero_errors() {
3203 assert!(
3204 CoefficientGroupPrior::PenalizedComplexity {
3205 upper: 1.0,
3206 tail_prob: 0.0
3207 }
3208 .validate("ctx")
3209 .is_err()
3210 );
3211 }
3212
3213 #[test]
3214 fn prior_penalized_complexity_tail_prob_one_errors() {
3215 assert!(
3216 CoefficientGroupPrior::PenalizedComplexity {
3217 upper: 1.0,
3218 tail_prob: 1.0
3219 }
3220 .validate("ctx")
3221 .is_err()
3222 );
3223 }
3224
3225 // -----------------------------------------------------------------------
3226 // LatentCLogLogState::new
3227 // -----------------------------------------------------------------------
3228
3229 #[test]
3230 fn latent_cloglog_zero_sd_ok() {
3231 assert!(LatentCLogLogState::new(0.0).is_ok());
3232 }
3233
3234 #[test]
3235 fn latent_cloglog_positive_sd_ok() {
3236 assert!(LatentCLogLogState::new(1.5).is_ok());
3237 }
3238
3239 #[test]
3240 fn latent_cloglog_negative_sd_errors() {
3241 assert!(LatentCLogLogState::new(-0.1).is_err());
3242 }
3243
3244 #[test]
3245 fn latent_cloglog_infinite_sd_errors() {
3246 assert!(LatentCLogLogState::new(f64::INFINITY).is_err());
3247 }
3248
3249 #[test]
3250 fn latent_cloglog_nan_errors() {
3251 assert!(LatentCLogLogState::new(f64::NAN).is_err());
3252 }
3253
3254 // -----------------------------------------------------------------------
3255 // WigglePenaltyConfig::cubic_triple_operator_default
3256 // -----------------------------------------------------------------------
3257
3258 #[test]
3259 fn wiggle_penalty_default_fields() {
3260 let cfg = WigglePenaltyConfig::cubic_triple_operator_default();
3261 assert_eq!(cfg.degree, 3);
3262 assert_eq!(cfg.num_internal_knots, 8);
3263 assert_eq!(cfg.penalty_orders, vec![1, 2, 3]);
3264 assert!(cfg.double_penalty);
3265 assert!((cfg.monotonicity_eps - 1e-4).abs() < 1e-15);
3266 }
3267
3268 // -----------------------------------------------------------------------
3269 // is_valid_tweedie_power
3270 // -----------------------------------------------------------------------
3271
3272 #[test]
3273 fn tweedie_power_valid_interior() {
3274 assert!(is_valid_tweedie_power(1.5));
3275 assert!(is_valid_tweedie_power(1.1));
3276 assert!(is_valid_tweedie_power(1.9));
3277 }
3278
3279 #[test]
3280 fn tweedie_power_boundaries_invalid() {
3281 assert!(!is_valid_tweedie_power(1.0));
3282 assert!(!is_valid_tweedie_power(2.0));
3283 }
3284
3285 #[test]
3286 fn tweedie_power_outside_interval_invalid() {
3287 assert!(!is_valid_tweedie_power(0.5));
3288 assert!(!is_valid_tweedie_power(2.5));
3289 assert!(!is_valid_tweedie_power(-1.0));
3290 assert!(!is_valid_tweedie_power(f64::INFINITY));
3291 }
3292
3293 // -----------------------------------------------------------------------
3294 // StandardLink <-> LinkFunction conversions
3295 // -----------------------------------------------------------------------
3296
3297 #[test]
3298 fn standard_link_roundtrip_to_link_function() {
3299 assert_eq!(StandardLink::Logit.as_link_function(), LinkFunction::Logit);
3300 assert_eq!(
3301 StandardLink::Probit.as_link_function(),
3302 LinkFunction::Probit
3303 );
3304 assert_eq!(
3305 StandardLink::CLogLog.as_link_function(),
3306 LinkFunction::CLogLog
3307 );
3308 assert_eq!(
3309 StandardLink::Identity.as_link_function(),
3310 LinkFunction::Identity
3311 );
3312 assert_eq!(StandardLink::Log.as_link_function(), LinkFunction::Log);
3313 }
3314
3315 #[test]
3316 fn standard_link_from_link_function_state_bearing_errors() {
3317 assert!(StandardLink::try_from(LinkFunction::Sas).is_err());
3318 assert!(StandardLink::try_from(LinkFunction::BetaLogistic).is_err());
3319 }
3320
3321 #[test]
3322 fn standard_link_from_link_function_standard_ok() {
3323 assert_eq!(
3324 StandardLink::try_from(LinkFunction::Logit),
3325 Ok(StandardLink::Logit)
3326 );
3327 assert_eq!(
3328 StandardLink::try_from(LinkFunction::Log),
3329 Ok(StandardLink::Log)
3330 );
3331 }
3332
3333 // -----------------------------------------------------------------------
3334 // LikelihoodSpec: legal-cell matrix
3335 // -----------------------------------------------------------------------
3336
3337 #[test]
3338 fn legal_cells_accepted() {
3339 assert!(
3340 LikelihoodSpec::try_new(
3341 ResponseFamily::Gaussian,
3342 InverseLink::Standard(StandardLink::Identity)
3343 )
3344 .is_ok()
3345 );
3346 assert!(
3347 LikelihoodSpec::try_new(
3348 ResponseFamily::Poisson,
3349 InverseLink::Standard(StandardLink::Log)
3350 )
3351 .is_ok()
3352 );
3353 assert!(
3354 LikelihoodSpec::try_new(
3355 ResponseFamily::Gamma,
3356 InverseLink::Standard(StandardLink::Log)
3357 )
3358 .is_ok()
3359 );
3360 assert!(
3361 LikelihoodSpec::try_new(
3362 ResponseFamily::Beta { phi: 1.0 },
3363 InverseLink::Standard(StandardLink::Logit)
3364 )
3365 .is_ok()
3366 );
3367 assert!(
3368 LikelihoodSpec::try_new(
3369 ResponseFamily::Binomial,
3370 InverseLink::Standard(StandardLink::Logit)
3371 )
3372 .is_ok()
3373 );
3374 assert!(
3375 LikelihoodSpec::try_new(
3376 ResponseFamily::Binomial,
3377 InverseLink::Standard(StandardLink::Probit)
3378 )
3379 .is_ok()
3380 );
3381 assert!(
3382 LikelihoodSpec::try_new(
3383 ResponseFamily::Binomial,
3384 InverseLink::Standard(StandardLink::CLogLog)
3385 )
3386 .is_ok()
3387 );
3388 }
3389
3390 #[test]
3391 fn illegal_cells_rejected() {
3392 assert!(
3393 LikelihoodSpec::try_new(
3394 ResponseFamily::Poisson,
3395 InverseLink::Standard(StandardLink::Identity)
3396 )
3397 .is_err()
3398 );
3399 assert!(
3400 LikelihoodSpec::try_new(
3401 ResponseFamily::Gaussian,
3402 InverseLink::Standard(StandardLink::Logit)
3403 )
3404 .is_err()
3405 );
3406 assert!(
3407 LikelihoodSpec::try_new(
3408 ResponseFamily::Binomial,
3409 InverseLink::Standard(StandardLink::Log)
3410 )
3411 .is_err()
3412 );
3413 assert!(
3414 LikelihoodSpec::try_new(
3415 ResponseFamily::Binomial,
3416 InverseLink::Standard(StandardLink::Identity)
3417 )
3418 .is_err()
3419 );
3420 }
3421
3422 #[test]
3423 fn likelihood_spec_kind_names() {
3424 assert_eq!(LikelihoodSpec::gaussian_identity().name(), "gaussian");
3425 assert_eq!(LikelihoodSpec::poisson_log().name(), "poisson-log");
3426 assert_eq!(LikelihoodSpec::binomial_logit().name(), "binomial-logit");
3427 assert_eq!(LikelihoodSpec::gamma_log().name(), "gamma-log");
3428 }
3429
3430 // -----------------------------------------------------------------------
3431 // ResponseFamily::infer_from_response
3432 // -----------------------------------------------------------------------
3433
3434 #[test]
3435 fn infer_binary_kind_gives_binomial() {
3436 let y = arr1(&[0.0_f64, 1.0]);
3437 let result = ResponseFamily::infer_from_response(y.view(), ResponseColumnKind::Binary);
3438 assert!(matches!(result, Ok(ResponseFamily::Binomial)));
3439 }
3440
3441 #[test]
3442 fn infer_categorical_kind_refuses() {
3443 let y = arr1(&[0.0_f64, 1.0]);
3444 let result = ResponseFamily::infer_from_response(
3445 y.view(),
3446 ResponseColumnKind::Categorical {
3447 levels: vec!["yes".to_string(), "no".to_string()],
3448 },
3449 );
3450 assert!(result.is_err());
3451 }
3452
3453 #[test]
3454 fn infer_numeric_binary_values_gives_binomial() {
3455 let y = arr1(&[0.0_f64, 1.0, 0.0, 1.0, 0.0]);
3456 let result = ResponseFamily::infer_from_response(y.view(), ResponseColumnKind::Numeric);
3457 assert!(matches!(result, Ok(ResponseFamily::Binomial)));
3458 }
3459
3460 #[test]
3461 fn infer_numeric_count_values_gives_poisson() {
3462 let y = arr1(&[0.0_f64, 1.0, 2.0, 3.0, 5.0]);
3463 let result = ResponseFamily::infer_from_response(y.view(), ResponseColumnKind::Numeric);
3464 assert!(matches!(result, Ok(ResponseFamily::Poisson)));
3465 }
3466
3467 #[test]
3468 fn infer_numeric_fractional_gives_gaussian() {
3469 let y = arr1(&[1.5_f64, 2.3, 3.7]);
3470 let result = ResponseFamily::infer_from_response(y.view(), ResponseColumnKind::Numeric);
3471 assert!(matches!(result, Ok(ResponseFamily::Gaussian)));
3472 }
3473
3474 #[test]
3475 fn infer_numeric_negative_gives_gaussian() {
3476 let y = arr1(&[-1.0_f64, 0.0, 1.0]);
3477 let result = ResponseFamily::infer_from_response(y.view(), ResponseColumnKind::Numeric);
3478 assert!(matches!(result, Ok(ResponseFamily::Gaussian)));
3479 }
3480
3481 // -----------------------------------------------------------------------
3482 // ResponseFamily::validate_response_support
3483 // -----------------------------------------------------------------------
3484
3485 #[test]
3486 fn gaussian_support_accepts_any_finite() {
3487 let y = arr1(&[-100.0_f64, 0.0, 100.0]);
3488 assert!(
3489 ResponseFamily::Gaussian
3490 .validate_response_support(y.view())
3491 .is_ok()
3492 );
3493 }
3494
3495 #[test]
3496 fn gamma_support_rejects_zero() {
3497 let y = arr1(&[0.0_f64, 1.0, 2.0]);
3498 assert!(
3499 ResponseFamily::Gamma
3500 .validate_response_support(y.view())
3501 .is_err()
3502 );
3503 }
3504
3505 #[test]
3506 fn gamma_support_rejects_negative() {
3507 let y = arr1(&[-1.0_f64, 1.0]);
3508 assert!(
3509 ResponseFamily::Gamma
3510 .validate_response_support(y.view())
3511 .is_err()
3512 );
3513 }
3514
3515 #[test]
3516 fn gamma_support_accepts_positive() {
3517 let y = arr1(&[0.1_f64, 1.0, 100.0]);
3518 assert!(
3519 ResponseFamily::Gamma
3520 .validate_response_support(y.view())
3521 .is_ok()
3522 );
3523 }
3524
3525 #[test]
3526 fn binomial_support_accepts_fractional_proportions() {
3527 let y = arr1(&[0.0_f64, 0.5, 1.0]);
3528 assert!(
3529 ResponseFamily::Binomial
3530 .validate_response_support(y.view())
3531 .is_ok()
3532 );
3533 }
3534
3535 #[test]
3536 fn binomial_support_rejects_values_outside_unit_interval() {
3537 let y = arr1(&[0.0_f64, -0.1, 1.1]);
3538 assert!(
3539 ResponseFamily::Binomial
3540 .validate_response_support(y.view())
3541 .is_err()
3542 );
3543 }
3544
3545 #[test]
3546 fn binomial_support_accepts_binary() {
3547 let y = arr1(&[0.0_f64, 1.0, 0.0, 1.0]);
3548 assert!(
3549 ResponseFamily::Binomial
3550 .validate_response_support(y.view())
3551 .is_ok()
3552 );
3553 }
3554
3555 #[test]
3556 fn poisson_support_rejects_negative() {
3557 let y = arr1(&[-1.0_f64, 0.0, 1.0]);
3558 assert!(
3559 ResponseFamily::Poisson
3560 .validate_response_support(y.view())
3561 .is_err()
3562 );
3563 }
3564
3565 #[test]
3566 fn poisson_support_accepts_nonneg() {
3567 let y = arr1(&[0.0_f64, 1.0, 2.0, 10.0]);
3568 assert!(
3569 ResponseFamily::Poisson
3570 .validate_response_support(y.view())
3571 .is_ok()
3572 );
3573 }
3574
3575 #[test]
3576 fn beta_support_rejects_zero_boundary() {
3577 let y = arr1(&[0.0_f64, 0.5]);
3578 assert!(
3579 ResponseFamily::Beta { phi: 1.0 }
3580 .validate_response_support(y.view())
3581 .is_err()
3582 );
3583 }
3584
3585 #[test]
3586 fn beta_support_rejects_one_boundary() {
3587 let y = arr1(&[0.5_f64, 1.0]);
3588 assert!(
3589 ResponseFamily::Beta { phi: 1.0 }
3590 .validate_response_support(y.view())
3591 .is_err()
3592 );
3593 }
3594
3595 #[test]
3596 fn beta_support_accepts_open_interval() {
3597 let y = arr1(&[0.1_f64, 0.5, 0.9]);
3598 assert!(
3599 ResponseFamily::Beta { phi: 1.0 }
3600 .validate_response_support(y.view())
3601 .is_ok()
3602 );
3603 }
3604
3605 // -----------------------------------------------------------------------
3606 // ResponseFamily::validate_response_degeneracy
3607 // -----------------------------------------------------------------------
3608
3609 #[test]
3610 fn binomial_degeneracy_all_zeros_errors() {
3611 let y = arr1(&[0.0_f64, 0.0, 0.0]);
3612 assert!(
3613 ResponseFamily::Binomial
3614 .validate_response_degeneracy(y.view())
3615 .is_err()
3616 );
3617 }
3618
3619 #[test]
3620 fn binomial_degeneracy_all_ones_errors() {
3621 let y = arr1(&[1.0_f64, 1.0, 1.0]);
3622 assert!(
3623 ResponseFamily::Binomial
3624 .validate_response_degeneracy(y.view())
3625 .is_err()
3626 );
3627 }
3628
3629 #[test]
3630 fn binomial_degeneracy_mixed_ok() {
3631 let y = arr1(&[0.0_f64, 1.0, 0.0]);
3632 assert!(
3633 ResponseFamily::Binomial
3634 .validate_response_degeneracy(y.view())
3635 .is_ok()
3636 );
3637 }
3638
3639 #[test]
3640 fn binomial_degeneracy_fractional_proportions_ok() {
3641 let y = arr1(&[0.0_f64, 0.5, 0.75]);
3642 assert!(
3643 ResponseFamily::Binomial
3644 .validate_response_degeneracy(y.view())
3645 .is_ok()
3646 );
3647 }
3648
3649 #[test]
3650 fn poisson_degeneracy_all_zeros_errors() {
3651 let y = arr1(&[0.0_f64, 0.0, 0.0]);
3652 let error = ResponseFamily::Poisson
3653 .validate_response_degeneracy(y.view())
3654 .expect_err("an all-zero Poisson response has no finite log-rate optimum");
3655 assert!(matches!(
3656 error.kind,
3657 ResponseDegeneracyKind::PoissonAllZeros
3658 ));
3659 assert!(
3660 error
3661 .message_for("count")
3662 .contains("at least one positive count")
3663 );
3664 }
3665
3666 #[test]
3667 fn negative_binomial_degeneracy_all_zeros_errors() {
3668 let y = arr1(&[0.0_f64, 0.0, 0.0]);
3669 let family = ResponseFamily::NegativeBinomial {
3670 theta: 1.0,
3671 theta_fixed: true,
3672 };
3673 let error = family
3674 .validate_response_degeneracy(y.view())
3675 .expect_err("an all-zero negative-binomial response has no finite log-rate optimum");
3676 assert!(matches!(
3677 error.kind,
3678 ResponseDegeneracyKind::NegativeBinomialAllZeros
3679 ));
3680 }
3681
3682 #[test]
3683 fn count_degeneracy_with_positive_event_is_valid() {
3684 let y = arr1(&[0.0_f64, 0.0, 2.0]);
3685 assert!(
3686 ResponseFamily::Poisson
3687 .validate_response_degeneracy(y.view())
3688 .is_ok()
3689 );
3690 assert!(
3691 ResponseFamily::NegativeBinomial {
3692 theta: 1.0,
3693 theta_fixed: true,
3694 }
3695 .validate_response_degeneracy(y.view())
3696 .is_ok()
3697 );
3698 }
3699
3700 #[test]
3701 fn gaussian_degeneracy_exactly_constant_ok() {
3702 // A *genuinely* zero-variance response \u{2014} every value bit-for-bit
3703 // identical \u{2014} is the well-posed constant limit, not the #332
3704 // divergence: the fit collapses to the constant (intercept = the shared
3705 // value, smooths shrunk to zero). The guard must accept it and let the
3706 // fitter return the constant surface (#1856); only a response that
3707 // varies below the sd floor without being exactly constant keeps the
3708 // rejection (see `gaussian_degeneracy_near_constant_reproducer_errors`).
3709 let y = arr1(&[1.0_f64, 1.0, 1.0]);
3710 assert!(
3711 ResponseFamily::Gaussian
3712 .validate_response_degeneracy(y.view())
3713 .is_ok()
3714 );
3715 }
3716
3717 #[test]
3718 fn gaussian_degeneracy_near_constant_reproducer_errors() {
3719 // The issue reproducer: a response with sd ~ 1e-13, well below the
3720 // `1e-10` floor, so the REML score blows up to +inf without the guard.
3721 let y = arr1(&[
3722 5.0_f64,
3723 5.0 + 1.0e-13,
3724 5.0 - 1.0e-13,
3725 5.0 + 2.0e-13,
3726 5.0 - 2.0e-13,
3727 ]);
3728 let err = ResponseFamily::Gaussian
3729 .validate_response_degeneracy(y.view())
3730 .expect_err("near-constant Gaussian response must be rejected");
3731 match err.kind {
3732 ResponseDegeneracyKind::GaussianNearConstant { sample_sd, min_sd } => {
3733 assert!(
3734 sample_sd <= min_sd,
3735 "guard must fire only when sample_sd ({sample_sd:.3e}) <= min_sd ({min_sd:.0e})"
3736 );
3737 assert_eq!(min_sd, GAUSSIAN_MIN_SAMPLE_SD);
3738 // The message quotes both numbers verbatim.
3739 let msg = err.message_for("y");
3740 assert!(msg.contains("effectively constant"), "msg = {msg}");
3741 }
3742 other => panic!("expected GaussianNearConstant, got {other:?}"),
3743 }
3744 }
3745
3746 #[test]
3747 fn gaussian_degeneracy_well_conditioned_ok() {
3748 // A genuinely varying response (sd ~ O(1)) is never tripped.
3749 let y = arr1(&[-2.0_f64, 0.5, 1.7, 3.0, -1.1, 2.2]);
3750 assert!(
3751 ResponseFamily::Gaussian
3752 .validate_response_degeneracy(y.view())
3753 .is_ok()
3754 );
3755 }
3756
3757 #[test]
3758 fn gaussian_degeneracy_small_signal_above_floor_ok() {
3759 // sd ~ 1e-6 is small but far above the 1e-10 floor: a legitimately
3760 // small-but-real signal (e.g. a finely-resolved measurement) must fit,
3761 // so the guard must not over-reject.
3762 let y = arr1(&[1.0_f64, 1.0 + 1.0e-6, 1.0 - 1.0e-6, 1.0 + 2.0e-6]);
3763 assert!(
3764 ResponseFamily::Gaussian
3765 .validate_response_degeneracy(y.view())
3766 .is_ok()
3767 );
3768 }
3769
3770 #[test]
3771 fn gaussian_degeneracy_single_observation_ok() {
3772 // Fewer than two observations carries no estimable scale degeneracy;
3773 // the sample-size gate handles too-small data separately.
3774 let y = arr1(&[42.0_f64]);
3775 assert!(
3776 ResponseFamily::Gaussian
3777 .validate_response_degeneracy(y.view())
3778 .is_ok()
3779 );
3780 }
3781
3782 // -----------------------------------------------------------------------
3783 // ResponseFamily::mean_clamp_bounds / response_support_bounds
3784 // -----------------------------------------------------------------------
3785
3786 #[test]
3787 fn mean_clamp_bounds_binomial_unit_interval() {
3788 assert_eq!(
3789 ResponseFamily::Binomial.mean_clamp_bounds(),
3790 Some((0.0, 1.0))
3791 );
3792 }
3793
3794 #[test]
3795 fn mean_clamp_bounds_gaussian_none() {
3796 assert_eq!(ResponseFamily::Gaussian.mean_clamp_bounds(), None);
3797 }
3798
3799 #[test]
3800 fn mean_clamp_bounds_poisson_none() {
3801 assert_eq!(ResponseFamily::Poisson.mean_clamp_bounds(), None);
3802 }
3803
3804 #[test]
3805 fn response_support_bounds_gamma_nonneg_to_inf() {
3806 assert_eq!(
3807 ResponseFamily::Gamma.response_support_bounds(),
3808 Some((0.0, f64::INFINITY))
3809 );
3810 }
3811
3812 #[test]
3813 fn response_support_bounds_binomial_unit_interval() {
3814 assert_eq!(
3815 ResponseFamily::Binomial.response_support_bounds(),
3816 Some((0.0, 1.0))
3817 );
3818 }
3819
3820 #[test]
3821 fn response_support_bounds_gaussian_none() {
3822 assert_eq!(ResponseFamily::Gaussian.response_support_bounds(), None);
3823 }
3824
3825 // -----------------------------------------------------------------------
3826 // ResponseSupportViolation::message_for
3827 // -----------------------------------------------------------------------
3828
3829 #[test]
3830 fn violation_message_names_column() {
3831 let y = arr1(&[-1.0_f64]);
3832 let err = ResponseFamily::Gamma
3833 .validate_response_support(y.view())
3834 .unwrap_err();
3835 let msg = err.message_for("my_column");
3836 assert!(msg.contains("my_column"), "message: {msg}");
3837 assert!(msg.contains("Gamma"), "message: {msg}");
3838 }
3839
3840 // -----------------------------------------------------------------------
3841 // inverse_link_to_binomial_spec
3842 // -----------------------------------------------------------------------
3843
3844 #[test]
3845 fn binomial_spec_from_logit_link_ok() {
3846 let link = InverseLink::Standard(StandardLink::Logit);
3847 assert!(inverse_link_to_binomial_spec(&link).is_ok());
3848 }
3849
3850 #[test]
3851 fn binomial_spec_from_log_link_errors() {
3852 let link = InverseLink::Standard(StandardLink::Log);
3853 assert!(inverse_link_to_binomial_spec(&link).is_err());
3854 }
3855
3856 #[test]
3857 fn binomial_spec_from_identity_link_errors() {
3858 let link = InverseLink::Standard(StandardLink::Identity);
3859 assert!(inverse_link_to_binomial_spec(&link).is_err());
3860 }
3861
3862 // -----------------------------------------------------------------------
3863 // FamilySpecKind::name / pretty_name
3864 // -----------------------------------------------------------------------
3865
3866 #[test]
3867 fn family_spec_kind_name_non_binomial_variants() {
3868 assert_eq!(FamilySpecKind::GaussianIdentity.name(), "gaussian");
3869 assert_eq!(FamilySpecKind::PoissonLog.name(), "poisson-log");
3870 assert_eq!(FamilySpecKind::GammaLog.name(), "gamma-log");
3871 assert_eq!(FamilySpecKind::TweedieLog { p: 1.5 }.name(), "tweedie-log");
3872 assert_eq!(
3873 FamilySpecKind::NegativeBinomialLog { theta: 2.0 }.name(),
3874 "negative-binomial-log"
3875 );
3876 assert_eq!(
3877 FamilySpecKind::BetaLogit { phi: 5.0 }.name(),
3878 "beta-regression-logit"
3879 );
3880 assert_eq!(FamilySpecKind::RoystonParmar.name(), "royston-parmar");
3881 }
3882
3883 #[test]
3884 fn family_spec_kind_name_binomial_variants() {
3885 assert_eq!(FamilySpecKind::BinomialLogit.name(), "binomial-logit");
3886 assert_eq!(FamilySpecKind::BinomialProbit.name(), "binomial-probit");
3887 assert_eq!(FamilySpecKind::BinomialCLogLog.name(), "binomial-cloglog");
3888 }
3889
3890 #[test]
3891 fn family_spec_kind_pretty_name_gaussian() {
3892 assert_eq!(
3893 FamilySpecKind::GaussianIdentity.pretty_name(),
3894 "Gaussian Identity"
3895 );
3896 }
3897
3898 #[test]
3899 fn family_spec_kind_pretty_name_binomial_logit() {
3900 assert_eq!(
3901 FamilySpecKind::BinomialLogit.pretty_name(),
3902 "Binomial Logit"
3903 );
3904 }
3905
3906 // -----------------------------------------------------------------------
3907 // FamilySpecKind::is_binomial and companions
3908 // -----------------------------------------------------------------------
3909
3910 #[test]
3911 fn is_binomial_true_for_all_binomial_variants() {
3912 assert!(FamilySpecKind::BinomialLogit.is_binomial());
3913 assert!(FamilySpecKind::BinomialProbit.is_binomial());
3914 assert!(FamilySpecKind::BinomialCLogLog.is_binomial());
3915 }
3916
3917 #[test]
3918 fn is_binomial_false_for_non_binomial_variants() {
3919 assert!(!FamilySpecKind::GaussianIdentity.is_binomial());
3920 assert!(!FamilySpecKind::PoissonLog.is_binomial());
3921 assert!(!FamilySpecKind::GammaLog.is_binomial());
3922 assert!(!FamilySpecKind::RoystonParmar.is_binomial());
3923 assert!(!FamilySpecKind::TweedieLog { p: 1.5 }.is_binomial());
3924 assert!(!FamilySpecKind::NegativeBinomialLog { theta: 1.0 }.is_binomial());
3925 assert!(!FamilySpecKind::BetaLogit { phi: 1.0 }.is_binomial());
3926 }
3927
3928 #[test]
3929 fn is_gaussian_identity_true_only_for_gaussian() {
3930 assert!(FamilySpecKind::GaussianIdentity.is_gaussian_identity());
3931 assert!(!FamilySpecKind::PoissonLog.is_gaussian_identity());
3932 assert!(!FamilySpecKind::BinomialLogit.is_gaussian_identity());
3933 }
3934
3935 #[test]
3936 fn is_royston_parmar_true_only_for_royston_parmar() {
3937 assert!(FamilySpecKind::RoystonParmar.is_royston_parmar());
3938 assert!(!FamilySpecKind::GaussianIdentity.is_royston_parmar());
3939 assert!(!FamilySpecKind::BinomialLogit.is_royston_parmar());
3940 }
3941
3942 #[test]
3943 fn supports_firth_iff_is_binomial() {
3944 assert!(FamilySpecKind::BinomialLogit.supports_firth());
3945 assert!(FamilySpecKind::BinomialProbit.supports_firth());
3946 assert!(FamilySpecKind::BinomialCLogLog.supports_firth());
3947 assert!(!FamilySpecKind::GaussianIdentity.supports_firth());
3948 assert!(!FamilySpecKind::PoissonLog.supports_firth());
3949 assert!(!FamilySpecKind::GammaLog.supports_firth());
3950 assert!(!FamilySpecKind::RoystonParmar.supports_firth());
3951 // The full binomial probability-link set — including LogLog and Cauchit —
3952 // supports Firth; `is_legal_cell` admits them, so `supports_firth` must too.
3953 assert!(FamilySpecKind::BinomialLogLog.supports_firth());
3954 assert!(FamilySpecKind::BinomialCauchit.supports_firth());
3955 }
3956
3957 /// Every cell `is_legal_cell` admits must classify through `kind()` without
3958 /// panicking — the "legal cells always classify" invariant. Binomial LogLog
3959 /// and Cauchit are legal (admitted at `is_legal_cell`) but previously had no
3960 /// `legal_cell_kind` arm, so `kind()` panicked on a valid, constructible spec.
3961 #[test]
3962 fn binomial_loglog_and_cauchit_are_legal_and_classify() {
3963 for link in [StandardLink::LogLog, StandardLink::Cauchit] {
3964 let inv = InverseLink::Standard(link);
3965 assert!(
3966 LikelihoodSpec::is_legal_cell(&ResponseFamily::Binomial, &inv),
3967 "Binomial + {link:?} must be a legal cell"
3968 );
3969 let spec = LikelihoodSpec::try_new(ResponseFamily::Binomial, inv)
3970 .expect("legal binomial spec must construct");
3971 // Must not panic; must land on the matching binomial kind.
3972 let kind = spec.kind();
3973 assert!(kind.is_binomial(), "kind {kind:?} must be binomial");
3974 assert!(
3975 kind.supports_firth(),
3976 "binomial probability link supports Firth"
3977 );
3978 }
3979 assert_eq!(
3980 LikelihoodSpec::try_new(
3981 ResponseFamily::Binomial,
3982 InverseLink::Standard(StandardLink::LogLog),
3983 )
3984 .unwrap()
3985 .kind()
3986 .name(),
3987 "binomial-loglog"
3988 );
3989 assert_eq!(
3990 LikelihoodSpec::try_new(
3991 ResponseFamily::Binomial,
3992 InverseLink::Standard(StandardLink::Cauchit),
3993 )
3994 .unwrap()
3995 .kind()
3996 .name(),
3997 "binomial-cauchit"
3998 );
3999 }
4000}