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fix: labelled DataFrames for IRF / FEVD / HD result accessors (closes #72) - #73
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…72) Previously, IRFResult/FEVDResult/HistoricalDecompositionResult collapsed the named (response, shock) axes into anonymous integer columns, and HD also lost its time axis via the (T*n, n) reshape. Callers had to reverse- engineer the flatten order, and per-row HD access silently misaligned. - src/impulso/results.py: add `_wide_frame` helper; rewrite IRF/FEVD/HD `.median()` and `.hdi()` to return wide DataFrames with `MultiIndex(['response','shock'])` on columns; integer horizon index for IRF/FEVD, DatetimeIndex for HD. `.to_dataframe()` stays as a `.median()` passthrough pending the dedicated follow-up (audit #9). - src/impulso/identified.py: attach `"time"` coord on the HD DataArray so the new HD accessor can build its DatetimeIndex. - src/impulso/plotting/_irf.py: replace `med.values[:, col_idx]` integer arithmetic with label-based `med[(resp, shock)]` lookups; pull shock names from the DataArray's `shock` coord. - tests/test_results.py: 9 new tests across IRF/FEVD/HD locking the new contract — MultiIndex column labels round-trip the underlying DataArray values, HD index is a DatetimeIndex matching `data.index[n_lags:]`, HDIResult.lower / .upper mirror shape and labels. Closes audit findings #1 and #10 (reports/audit-2026-05-18.md). Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## main #73 +/- ##
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+ Coverage 92.4% 93.3% +0.9%
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Lines 1141 1148 +7
Branches 111 111
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This was referenced May 18, 2026
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Wraps up the spring-cleaning stack. Individually small fixes that cluster naturally into one style PR. - src/impulso/volatility.py: `Constant.cholesky_path` / `forecast_cholesky_path` docstrings reference `L` (the actual posterior key after #69) instead of `Sigma`; cross-ref `Constant.cholesky_at` as the canonical accessor. - src/impulso/sv/data.py: `_MIN_OBS` is now `ClassVar[int] = 24` — makes the class-attribute intent explicit instead of relying on Pydantic's implicit underscore handling. - src/impulso/fitted.py: `FittedVAR.has_exog` drops `@computed_field` (now a plain `@property`) so it stops appearing in `model_dump()`. - src/impulso/sv/dynamics.py: `RandomWalk.build_latent_path` / `AR1.build_latent_path` swap `Any` for `"pt.TensorVariable"` forward refs that match the SVDynamics Protocol declaration; drop the now-unused `Any` import. - src/impulso/results.py: delete `VARResultBase.__repr__` override — Pydantic's default produces a useful compact repr because every `idata` field has `Field(repr=False)`. - src/impulso/**/*.py: docstring sweep — double backticks (RST) → single backticks (Markdown / mkdocstrings); no more `:meth:` / `:class:` cross-refs (replaced with plain backticked names in earlier passes). - CLAUDE.md: codify the docstring convention under "Code Conventions". - src/impulso/identified.py: delete `forecast_error_variance_decomposition`; `fevd` is the canonical name. Docstring + .qmd / .md cross-references updated. - pyproject.toml + uv.lock: bump `0.0.5 → 0.0.6` to ship the cumulative audit cleanup (#73 + #75 + #77 + this PR). Closes audit findings #5, #8, #12, #13, #14, #15, #16 (reports/audit-2026-05-18.md). Breaking (pre-v0.1): callers of `IdentifiedVAR.forecast_error_variance_decomposition` must use `IdentifiedVAR.fevd` (no signature change). The long name was always an alias; per repo policy pre-v0.1 API breaks are in scope. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
thomaspinder
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May 18, 2026
Wraps up the spring-cleaning stack. Individually small fixes that cluster naturally into one style PR. - src/impulso/volatility.py: `Constant.cholesky_path` / `forecast_cholesky_path` docstrings reference `L` (the actual posterior key after #69) instead of `Sigma`; cross-ref `Constant.cholesky_at` as the canonical accessor. - src/impulso/sv/data.py: `_MIN_OBS` is now `ClassVar[int] = 24` — makes the class-attribute intent explicit instead of relying on Pydantic's implicit underscore handling. - src/impulso/fitted.py: `FittedVAR.has_exog` drops `@computed_field` (now a plain `@property`) so it stops appearing in `model_dump()`. - src/impulso/sv/dynamics.py: `RandomWalk.build_latent_path` / `AR1.build_latent_path` swap `Any` for `"pt.TensorVariable"` forward refs that match the SVDynamics Protocol declaration; drop the now-unused `Any` import. - src/impulso/results.py: delete `VARResultBase.__repr__` override — Pydantic's default produces a useful compact repr because every `idata` field has `Field(repr=False)`. - src/impulso/**/*.py: docstring sweep — double backticks (RST) → single backticks (Markdown / mkdocstrings); no more `:meth:` / `:class:` cross-refs (replaced with plain backticked names in earlier passes). - CLAUDE.md: codify the docstring convention under "Code Conventions". - src/impulso/identified.py: delete `forecast_error_variance_decomposition`; `fevd` is the canonical name. Docstring + .qmd / .md cross-references updated. - pyproject.toml + uv.lock: bump `0.0.5 → 0.0.6` to ship the cumulative audit cleanup (#73 + #75 + #77 + this PR). Closes audit findings #5, #8, #12, #13, #14, #15, #16 (reports/audit-2026-05-18.md). Breaking (pre-v0.1): callers of `IdentifiedVAR.forecast_error_variance_decomposition` must use `IdentifiedVAR.fevd` (no signature change). The long name was always an alias; per repo policy pre-v0.1 API breaks are in scope. Co-authored-by: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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Summary
.median()/.hdi()return wide DataFrames withMultiIndex(['response','shock'])on columns, integer horizon index..median()/.hdi()now indexed byDatetimeIndex(recovered via a newtimecoord on the underlying DataArray), with the same MultiIndex columns — the(T, response, shock)axes are no longer collapsed._irf.pyswitches fromcol_idx = i*n_vars + jinteger arithmetic to label-basedmed[(resp, shock)]selection.Resolves audit findings #1 (collapsed named axes) and #10 (HD time axis lost) — see
reports/audit-2026-05-18.md. First of four stacked PRs fromplans/2026-05-18-audit-cleanup-plan.md.Closes #72.
Test plan
uv run python -m pytest tests/test_results.py -v— 21/21 pass; 9 new tests cover the new contract for IRF/FEVD/HD (round-trip values via label selection,MultiIndex(['response','shock'])columns, HDDatetimeIndexrows,HDIResultmirrors.median()shape and labels).make test— 268/268 pass (incl. slow MCMC).make check— ruff + ty clean.make docs-render-ci— all 5 tutorials render, exit 0.test_identified.py/test_plotting.pyunchanged: shape(11, 4)survives; values unchanged.🤖 Generated with Claude Code