Phase 5: extended multivariate test battery - #6
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New tests (code/multivariate_tests.py): - Squared-norm test (5.1): ||x||^2/sigma^2 ~ chi2(dim) via KS. Catches radial flaws from coordinate correlation. - Fisher+BH meta-layer (5.2): Fisher combination of per-coordinate p-values for global verdict + BH for localization. Fixes the informal "X out of dim pass" count. - Max off-diagonal correlation (5.3): max|rho_ij| with Jiang's Gumbel limit. Catches single-pair correlation that diagcov's diagonal sums dilute. - FFT-domain battery (5.4): per-frequency variance, Re/Im independence, higher criticism across frequencies. ffSampling flaws are localized in the FFT basis. - Cross-key homogeneity (5.5): two-sample energy distance with permutation test. Tests the GPV key-independence property. - Two-sample tests (5.6): per-coordinate KS + CvM with BH correction for cross-implementation comparison. - Henze-Zirkler (5.7): MC-calibrated (not analytic log-normal, which is uncalibrated for p >= 128). Shares pairwise distance computation with energy test. Integration: - MultivariateSamples.run_multivariate_battery() runs all new tests - to_dict() includes extended results New test vectors: - mv_bad_norm_inflated: all coords share common factor (norm test) - mv_bad_cross_key: mixed sigmas simulating key-dependent output - mv_med_fft_weak: frequency at 70% variance (subtle FFT flaw) Test suite: 125 passed, 0 skipped, 0 failed
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multivariate_tests.pywith 7 tests for the multivariate sampler output:New multivariate test vectors: norm_inflated, cross_key, fft_weak.