pathwise_core/
error.rs

1use thiserror::Error;
2
3#[derive(Error, Debug)]
4pub enum PathwiseError {
5    #[error("invalid SDE parameters: {0}")]
6    InvalidParameters(String),
7
8    #[error("numerical divergence at step {step}: value={value}")]
9    NumericalDivergence { step: usize, value: f64 },
10
11    #[error("inference failed to converge: {0}")]
12    ConvergenceFailure(String),
13
14    /// CIR Feller condition 2*kappa*theta > sigma^2 not strictly satisfied.
15    /// Simulation continues with zero-clipping but accuracy near zero is reduced.
16    #[error("Feller condition violated: {0}")]
17    FellerViolation(String),
18
19    /// Diffusion matrix shape incompatible with noise or state dimensions.
20    #[error("dimension mismatch: {0}")]
21    DimensionMismatch(String),
22}
23
24#[cfg(test)]
25mod tests {
26    use super::*;
27
28    #[test]
29    fn error_messages_are_human_readable() {
30        let e = PathwiseError::InvalidParameters("H must be in (0,1)".into());
31        assert!(e.to_string().contains("H must be in (0,1)"));
32        let e = PathwiseError::FellerViolation("2*1*0.02 <= 0.04".into());
33        assert!(e.to_string().contains("Feller"));
34        let e = PathwiseError::DimensionMismatch("expected 2x2, got 3x3".into());
35        assert!(e.to_string().contains("dimension mismatch"));
36    }
37}
pathwise_core/error.rs

pathwise_core/
error.rs
