Validate bulk+tail glue for MixGPD predictive distribution — check_glue

This diagnostic checks whether the implied predictive distribution behaves like a valid distribution (monotone CDF in \([0,1]\), nonnegative density, and sensible behavior around the threshold when a GPD tail is enabled).

Usage

check_glue_validity(
  fit,
  x = NULL,
  grid = NULL,
  n_draws = 50L,
  tol = 1e-08,
  check_continuity = TRUE,
  eps = 1e-06
)

Arguments

fit: A mixgpd_fit object.
x: Optional design matrix for conditional models. If NULL, uses training X.
grid: Numeric evaluation grid. If NULL, defaults to a grid based on training y.
n_draws: Number of posterior draws to check (sampled without replacement when possible).
tol: Numerical tolerance for monotonicity/range checks.
check_continuity: Logical; if TRUE and GPD is enabled, checks continuity at the threshold.
eps: Small offset used for threshold continuity check.

Value

A list with per-check pass/fail flags and summaries of violations.

Details

The check is performed draw-by-draw on a user-specified grid. It is intended for development, debugging, and CI (not for routine large-scale use).