feat: add multivariate temporal inference - #2
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Add reduced-form VAR fitting, common-sample lag selection, conditional Granger tests, residual diagnostics, and dependence-preserving block bootstraps. Cross-check the numeric path against an independent base R oracle and document the predictive, non-structural scope. Co-Authored-By: OpenAI Codex <codex@openai.com>
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Summary
maxLagsbefore allocationValidation
go test ./...go test -race ./...go vet ./...go build ./...staticcheck ./...govulncheck ./...(0 reachable vulnerabilities)Statistical scope
This is predictive reduced-form VAR/Granger inference, not SVAR identification. It controls only histories that the caller supplies. Hidden drivers, unit roots, cointegration, regime changes, nonlinear dynamics, irregular sampling, residual autocorrelation, and uncorrected searches over many pairs remain explicit limitations rather than silently asserted capabilities.