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CHS: probit, Tobit and ordered-probit measurements - #105

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hmgaudecker wants to merge 24 commits into

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limited-measurements

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CHS: probit, Tobit and ordered-probit measurements#105
hmgaudecker wants to merge 24 commits into
frozen-after-last-observationfrom
limited-measurements

Commits on Oct 27, 2026
- Design brief: probit measurements in the CHS estimator
  
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- Design brief: add Tobit to the CHS limited-measurement design
  
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- Classify limited-measurement observation events from float64 data
  
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- Fix the measurement-error SD of probit updates to one
  
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- Add the CHS half-line measurement update for probit and Tobit
  
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- Support probit measurements in the CHS likelihood
  
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- Guard the probit scale in estimate_chs; keep limited measures out of variance decomposition
  
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- Support Tobit measurements in the CHS likelihood
  
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- Test the limited-measurement CHS likelihood against exact integration and recovery
  
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- Smoke-test limited measurements with translog transitions
  
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Commits on Oct 28, 2026
- Add a paired resource benchmark of the CHS likelihood with limited measurements
  
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- Mark the slow limited-measurement tests as long_running
  
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- Add the ordered-probit measurement API (likelihood pending)
  
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- Marker: ORDERED-PROBIT API COMMIT = 7c4c2ec17bcfe57db184f42971dfbac880e3ab0f
  
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- CHS interval update for ordered-probit measurements
  
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- Dispatch mixed-model updates with one switch and a rematerialized limited branch
  
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- Ordered probit in the shared kernel, AF initial period, and simulation
  
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- Benchmark a mixed ordered/probit/Tobit model; document ordered probit
  
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- Keep the default ordered-probit tests within their CI budget
  
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- Import the ordered-probit class lazily in the benchmark so the baseline runs it
  
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- Profile contract: keep the schema version, note the revision in a comment
  
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- Shared kernel: narrow-safe log mass of an ordered-probit category
  
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- Tests: keep the ordered-probit CI selection within its budget
  
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- Design: archive the Lean proof of the limited-measurement projection
  
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Commits

Commits on Oct 27, 2026

Commits on Oct 28, 2026