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test: add prefix-causality tests for HMM and BOCPD - #7

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test: add prefix-causality tests for HMM and BOCPD#7
jacktony2001 wants to merge 1 commit into
xuxingjiankr-cpu:mainfrom
jacktony2001:feat/prefix-causality-tests

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Research claim

This PR adds explicit prefix-causality tests for the HMM filter and BOCPD change probability functions, as requested in #4.

Primary reference and causal boundary

  • Paper: Adams-MacKay BOCPD and Gaussian HMM filter.
  • Inputs observable at decision time: Full series and its prefixes.
  • Future-dependent outputs, if any: None.

Falsification design

The test compares the output of the functions on a full series with the output on its prefixes. If the function is causal, the prefix output must be identical to the corresponding part of the full output.

Output role

Validation tool / Test suite.

Non-claims

This PR does not change the underlying algorithms, only adds verification for their causal properties.

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