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Fix multivariate default n_best scaling and mirror R's dependence tryCatch chain #85

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Merged
OVVO-Financial merged 2 commits into from
Jul 13, 2026
Merged

Fix multivariate default n_best scaling and mirror R's dependence tryCatch chain #85

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2a68bec
Fix multivariate default n.best to scale with observations, not features
claude Jul 13, 2026
2d9a548
Mirror R's tryCatch fallback around NNS.dep in regression dependence
claude Jul 13, 2026
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2 changes: 1 addition & 1 deletion src/nns/multivariate_regression.py
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Original file line number Diff line number Diff line change
Expand Up @@ -385,7 +385,7 @@ def _resolve_n_best(
if n_best is not None:
return max(1, int(n_best))
dependence = _copula_matrix(np.column_stack((x, y)))
return max(1, math.floor((1.0 - dependence) * math.sqrt(x.shape[1])))
return max(1, math.floor((1.0 - dependence) * math.sqrt(x.shape[0])))


def _k_as_count(k: KValue, row_count: int) -> int:
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7 changes: 6 additions & 1 deletion src/nns/regression.py
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Expand Up @@ -1071,7 +1071,12 @@ def _as_point_est(point_est: NDArray[np.float64] | float | None) -> NDArray[np.f


def _regression_dependence(x: NDArray[np.float64], y: NDArray[np.float64]) -> float:
dep = nns_dep(x, y, asym=True)["Dependence"]
# Mirrors R Regression.R's tryCatch chain: NNS.dep error -> 0.1, copula
# error -> keep the NNS.dep component, NA -> 0.1.
try:
dep = nns_dep(x, y, asym=True)["Dependence"]
except (ValueError, FloatingPointError, ZeroDivisionError):
dep = 0.1
try:
scaled = np.column_stack(
(
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