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Exact Bell-McCaffrey CL2 block as the default leverage adjustment (A18) #121

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Exact Bell-McCaffrey CL2 block as the default leverage adjustment (A18) #121

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5c89525
exact-CL2 default within the CL2 path (A18) + hardening test
fabian-s Jul 21, 2026
33d8fad
auto-rule cost cap 5e8 -> 5e9, calibrated by measurement
fabian-s Jul 21, 2026
9a4e3c8
review fixes: stale 5e8 docs -> 5e9; wire cl2_adjustment into metadat…
fabian-s Jul 21, 2026
39b0a35
move implementation notes + hardening results out of the package tree
fabian-s Jul 21, 2026
276ba71
remove the hardening script from the package tree as well
fabian-s Jul 21, 2026
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7 changes: 7 additions & 0 deletions NEWS.md
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Expand Up @@ -50,6 +50,13 @@
report CL2 leverage diagnostics: the returned covariance carries
`max_leverage` and `n_capped_clusters` attributes, and a warning is emitted
when one or more clusters hit the leverage cap.
* CL2 now uses the exact Bell--McCaffrey leverage block by default when the
finite-sample correction is relevant and the dense-block calculation is
affordable (at most 100 clusters and cost proxy `G * max(D_g) * p^2 <=
5e9`, a measured sub-second marginal cost). At larger/prohibitive problems it uses the historical shortcut.
`cl2_adjustment = "exact"` or `"shortcut"` on `pffr()` and `coef.pffr()`
explicitly selects either variant. Exact-CL2 diagnostics include the number
of eigenvalue-floored blocks (`n_adjusted`).
* AR(1) support improvements: `pffr()` now automatically switches to
`algorithm = "bam"` and `method = "fREML"` when `rho` is supplied, and
sets `discrete = TRUE` for non-Gaussian families.
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