Validation
Every statistical entry point has deterministic tests against known identities or published critical values where those exist.
| Check | Expected |
|---|---|
Theil–Sen on y = 2x+1 | slope 2, intercept 1 |
| KS on identical samples | D = 0 |
| 1-Wasserstein of point masses 0 and 2 | 2 |
| Parametric RI of N(100, 5), n=400 | ≈ 90.2–109.8 |
Bland–Altman on y = x + 1.5 | bias ≈ 1.5 |
| CUSUM / LR / PELT / Bayesian on a 3σ step at 60 | index within 25 |
1-3s on a +3.5 SD point | triggered at that index |
| Missing / NaN | omitted, never zero-filled |
mg/dL vs mmol/L | UnitMismatchError |
Simulation harness: evaluate_detector measures delay, FPR, sensitivity, and precision on streams with known drift_start.
Limitations of the current suite are listed in VALIDATION.md at the repository root. Stochastic tests use explicit Xoshiro seeds.