Trust, proven
Engine verification
Every headline number checked against the free public libraries on real data. The logs are published raw below. You can reproduce every check.
281 / 281 PASS
real public data
SHA-256 pinned
0 disk writes
Results vs the public libraries
results.log
Full verification log. Engine values vs library values, diff, tolerance, and result. 281 checks, all PASS.
CHECK ENGINE LIBRARY diff tol RESULT HESTON_CALL_80 25.04455720 25.04455720 4.43e-11 1e-06 PASS HESTON_CALL_90 17.07530982 17.07530982 4.56e-11 1e-06 PASS HESTON_CALL_100 10.39421857 10.39421857 4.98e-11 1e-06 PASS HESTON_CALL_110 5.43033940 5.43033940 2.56e-11 1e-06 PASS HESTON_CALL_120 2.33263349 2.33263349 1.55e-11 1e-06 PASS HESTON_PUT_100 5.51716102 5.51716102 2.16e-11 1e-06 PASS AMER_CALL_90 16.70205341 16.69944841 2.61e-03 3e-02 PASS AMER_PUT_90 2.47387012 2.47258252 1.29e-03 3e-02 PASS AMER_CALL_100 10.45058307 10.45058357 5.01e-07 3e-02 PASS AMER_PUT_100 6.09038046 6.09000316 3.77e-04 3e-02 PASS AMER_CALL_110 6.04100480 6.04008813 9.17e-04 3e-02 PASS AMER_PUT_110 11.97312107 11.97321022 8.91e-05 3e-02 PASS SABR_80 0.04625303 0.04625303 1.94e-11 1e-06 PASS SABR_90 0.03216002 0.03216002 4.08e-12 1e-06 PASS SABR_100 0.02022475 0.02022475 0.00e+00 1e-06 PASS SABR_110 0.02370176 0.02370176 1.07e-11 1e-06 PASS SABR_120 0.03170643 0.03170643 9.54e-12 1e-06 PASS SABR_NU0_B1_80 0.20000000 0.20000000 0.00e+00 1e-09 PASS SABR_NU0_B1_120 0.20000000 0.20000000 0.00e+00 1e-09 PASS SVI_VOL_80 0.26197588 0.26197588 5.88e-12 1e-06 PASS SVI_VOL_90 0.23233397 0.23233397 6.66e-12 1e-06 PASS SVI_VOL_95 0.21827613 0.21827613 5.60e-11 1e-06 PASS SVI_VOL_100 0.20560208 0.20560208 1.79e-13 1e-06 PASS SVI_VOL_105 0.19583431 0.19583431 6.30e-12 1e-06 PASS SVI_VOL_110 0.18991729 0.18991729 5.88e-11 1e-06 PASS SVI_VOL_120 0.18505999 0.18505999 5.03e-11 1e-06 PASS SVI_FIT 0.00072387 0.00000000 7.24e-04 1e-02 PASS PCTL_0.01 -0.03081893 -0.03081893 6.14e-12 1e-09 PASS PCTL_0.05 -0.01576442 -0.01576442 3.99e-11 1e-09 PASS PCTL_0.5 0.00074481 0.00074481 4.18e-11 1e-09 PASS PCTL_0.95 0.01496833 0.01496833 4.31e-11 1e-09 PASS PCTL_0.99 0.02646349 0.02646349 2.03e-11 1e-09 PASS PEARSON_LAG1 -0.13986922 -0.13986922 2.03e-11 1e-09 PASS SPEARMAN_LAG1 -0.01782792 -0.01782792 4.55e-11 1e-09 PASS EVT_XI 0.31196273 0.31189952 6.32e-05 2e-04 PASS EVT_BETA 0.00780850 0.00780866 2.07e-05 2e-04 PASS EVT_Z100 0.03204422 0.03204366 5.56e-07 2e-04 PASS EVT_Z500 0.05897346 0.05896924 4.21e-06 5e-04 PASS FEXP_-2 0.13533528 0.13533528 1.75e-09 1e-05 PASS FEXP_-0.5 0.60653057 0.60653066 1.40e-07 1e-05 PASS FEXP_1 2.71827794 2.71828183 1.43e-06 1e-05 PASS FEXP_3 20.08553053 20.08553692 3.18e-07 1e-05 PASS FLOG_0.5 -0.69314718 -0.69314718 4.01e-11 5e-06 PASS FLOG_2 0.69314718 0.69314718 4.01e-11 5e-06 PASS FLOG_10 2.30258509 2.30258509 5.95e-12 5e-06 PASS FLOG_100 4.60517018 4.60517019 1.08e-08 5e-06 PASS FERF_-1 -0.84270046 -0.84270079 3.28e-07 1e-06 PASS FERF_0.5 0.52049977 0.52049988 1.07e-07 1e-06 PASS FERF_1 0.84270046 0.84270079 3.28e-07 1e-06 PASS FERF_2 0.99532214 0.99532227 1.25e-07 1e-06 PASS FCDF_-1 0.15865524 0.15865525 1.24e-08 1e-06 PASS FCDF_0 0.50000000 0.50000000 5.00e-10 1e-06 PASS FCDF_1 0.84134476 0.84134475 1.24e-08 1e-06 PASS FCDF_2 0.97724994 0.97724987 6.91e-08 1e-06 PASS ADF_PRICES -0.30405472 -0.30405472 1.68e-11 1e-04 PASS ADF_RETURNS -57.65439486 -57.65439486 4.95e-11 1e-04 PASS COINT_HEDGE 0.86110027 0.86110027 3.35e-11 1e-06 PASS COINT_ADF2 -1.29222316 -1.29222316 2.83e-11 1e-04 PASS COINT_ADF10 -1.28172587 -1.28172587 2.78e-11 1e-04 PASS COINT_EG -3.03681937 -3.03681937 1.82e-11 1e-04 PASS SARIMA_AR1 0.97688449 0.97688615 1.67e-06 1e-04 PASS GJR_LL -3099.14040861 -3099.63111017 1.58e-04 5e-04 PASS GJR_ALPHA 0.04495694 0.03984231 5.11e-03 1e-02 PASS GJR_BETA 0.82607676 0.83121099 5.13e-03 1e-02 PASS EGARCH_BETA 0.96054943 0.95944473 1.10e-03 3e-03 PASS EGARCH_LL -3095.22407695 -3094.83665989 1.25e-04 5e-04 PASS HMM2_LL 8349.17390589 8349.17390589 2.31e-10 1e-03 PASS HMM4_LL 8499.98751943 8499.98751937 6.42e-08 1e-03 PASS HMM4_NSTATES 4.00000000 4.00000000 0.00e+00 0e+00 PASS EXO_DIGITAL 0.53222238 0.53232482 1.02e-04 2e-03 PASS EXO_ASIAN 5.74269929 5.73746829 5.23e-03 5e-02 PASS EXO_LOOKBACK 17.40942726 17.37681814 3.26e-02 9e-02 PASS EXO_BARRIER_DO 8.67507508 8.65874051 1.63e-02 9e-02 PASS EXO_LB_ge_VAN 17.37681814 10.45058357 6.93e+00 0e+00 PASS EXO_BO_le_VAN 8.65874051 10.45058357 1.79e+00 0e+00 PASS EXO_BAR_vsQL 8.65874051 8.66547166 6.73e-03 4e-02 PASS COP_RHO 0.95749201 0.95749201 1.89e-11 1e-05 PASS COP_LL 15545.09055199 15545.09055200 4.52e-13 1e-04 PASS VINE_FAMILY 1.00000000 1.00000000 0.00e+00 0e+00 PASS VINE_LL 17127.99617081 17127.99617081 5.31e-15 1e-04 PASS HMC_SAMPLE_MEAN -0.00055676 0.00043092 9.88e-04 2e-03 PASS HMC_SAMPLE_VAR 0.00997889 0.00999001 1.11e-05 2e-04 PASS HMC_COVERAGE95 0.95011300 0.95000000 1.13e-04 1e-02 PASS MC_MEAN 0.00042320 0.00042320 5.73e-14 1e-09 PASS MC_STDDEV 0.01113504 0.01113504 2.13e-11 1e-09 PASS MC_GEN_MEAN 0.00042320 0.00042276 4.47e-07 8e-05 PASS MC_GEN_STD 0.01113504 0.01115464 1.96e-05 6e-05 PASS MC_GEN_SKEW 0.00063831 0.00000000 6.38e-04 2e-02 PASS MC_GEN_KURT 0.00450115 0.00000000 4.50e-03 3e-02 PASS QMC_E0_W1 0.50000000 0.50000000 0.00e+00 1e-09 PASS QMC_VAR_W1 0.00000000 0.00000000 2.08e-32 1e-09 PASS QMC_E_W2 1.25169120 1.25000000 1.69e-03 1e-02 PASS PF_MEAN_vsKF 0.01358868 0.00000000 1.36e-02 4e-02 PASS PF_STD_vsKF 0.00506652 0.00000000 5.07e-03 1e-01 PASS PF_LOGLIK -231.59777596 -231.65636407 2.53e-04 2e-03 PASS MV_MEAN_FINAL 0.60296482 0.60653066 3.57e-03 8e-03 PASS MV_VAR_FINAL 0.04394388 0.04432332 3.79e-04 3e-03 PASS BAYES_MU_N 0.00069278 0.00069278 3.41e-13 1e-06 PASS BAYES_SIGMA_N 0.00032340 0.00032340 6.87e-10 1e-06 PASS BAYES_PROB_POS 0.98391092 0.98390920 1.72e-06 1e-05 PASS BAYES_LOG10BF -2.35300073 -2.35300073 1.15e-13 1e-04 PASS BAYES_CI_LOW 0.00005893 0.00005893 5.59e-13 1e-05 PASS BAYES_CI_HIGH 0.00132663 0.00132663 8.76e-13 1e-05 PASS BAYES_CORR 0.97217159 0.97217159 6.48e-14 1e-09 PASS BAYES_CORR_LO 0.97119307 0.97119307 2.43e-13 1e-09 PASS BAYES_CORR_HI 0.97311731 0.97311731 3.93e-13 1e-09 PASS BAYES_PRED_MEAN 0.00070071 0.00069278 7.93e-06 7e-05 PASS BAYES_PRED_VAR 0.00005218 0.00005229 1.10e-07 7e-07 PASS NIG_LOGML 1721.92097474 1721.92097474 4.03e-14 1e-06 PASS NIG_MU_N 0.00069278 0.00069278 3.34e-13 1e-09 PASS NIG_EVAR 0.00005641 0.00005641 4.97e-14 1e-09 PASS NIG_PRED_DOF 500.00200000 500.00200000 0.00e+00 1e-09 PASS NIG_PRED_LOC 0.00069278 0.00069278 3.34e-13 1e-09 PASS NIG_PRED_SCALE 0.00750341 0.00750341 4.53e-14 1e-09 PASS NIG_CRED_LO 0.00003415 0.00003415 6.39e-12 1e-07 PASS NIG_CRED_HI 0.00135141 0.00135141 7.05e-12 1e-07 PASS CP_DETECT 1.00000000 1.00000000 0.00e+00 0e+00 PASS CP_POS 83.00000000 83.00000000 0.00e+00 0e+00 PASS CP_PROB 0.41628392 0.41628392 1.10e-13 1e-06 PASS CP_LOGBF 33.81804514 33.81804514 5.21e-13 1e-05 PASS CP_SEG1_LOGML -202.18779896 -202.18779896 8.97e-13 1e-06 PASS CP_SEG2_LOGML -71.81581266 -71.81581266 9.46e-14 1e-06 PASS GX_PI 0.01126698 0.01126698 1.86e-11 1e-09 PASS GX_THETAW 0.11884145 0.11884145 3.49e-12 1e-09 PASS GX_TAJD -2.53823864 -2.53823864 6.54e-14 1e-10 PASS GX_FST 0.15620377 0.15620377 1.01e-12 1e-09 PASS GX_LD_D -0.04257364 -0.04257364 9.99e-16 1e-09 PASS GX_LD_DP 1.00000000 1.00000000 6.66e-16 1e-09 PASS GX_LD_R2 0.06871958 0.06871958 6.19e-12 1e-09 PASS GX_LD_R2_allel 0.06871958 0.06871976 1.74e-07 1e-06 PASS DIP_NVAR 300.00000000 300.00000000 0.00e+00 5e-01 PASS DIP_HOMREF 734915.00000000734915.00000000 0.00e+00 5e-01 PASS DIP_HET 11769.00000000 11769.00000000 0.00e+00 5e-01 PASS DIP_HOMALT 4516.00000000 4516.00000000 0.00e+00 5e-01 PASS DIP_MISS 0.00000000 0.00000000 0.00e+00 5e-01 PASS DIP_TS 197.00000000 197.00000000 0.00e+00 5e-01 PASS DIP_TV 103.00000000 103.00000000 0.00e+00 5e-01 PASS DIP_NSAMP 2504.00000000 2504.00000000 0.00e+00 5e-01 PASS DIP_GTCELLS 751200.00000000751200.00000000 0.00e+00 5e-01 PASS DIP_S0_H0 2503.00000000 2503.00000000 0.00e+00 5e-01 PASS DIP_S0_H1 1.00000000 1.00000000 0.00e+00 5e-01 PASS DIP_S0_H2 0.00000000 0.00000000 0.00e+00 5e-01 PASS DIP_S0_AF 0.00019968 0.00019968 1.82e-13 1e-09 PASS DIP_S0_HWE 1.00000000 1.00000000 0.00e+00 1e-09 PASS DIP_S0_FIS -0.00019972 -0.00019972 3.35e-13 1e-09 PASS DIP_S50_H0 2501.00000000 2501.00000000 0.00e+00 5e-01 PASS DIP_S50_H1 3.00000000 3.00000000 0.00e+00 5e-01 PASS DIP_S50_H2 0.00000000 0.00000000 0.00e+00 5e-01 PASS DIP_S50_AF 0.00059904 0.00059904 4.54e-13 1e-09 PASS DIP_S50_HWE 1.00000000 1.00000000 0.00e+00 1e-09 PASS DIP_S50_FIS -0.00059940 -0.00059940 4.69e-13 1e-09 PASS DIP_S120_H0 1983.00000000 1983.00000000 0.00e+00 5e-01 PASS DIP_S120_H1 468.00000000 468.00000000 0.00e+00 5e-01 PASS DIP_S120_H2 53.00000000 53.00000000 0.00e+00 5e-01 PASS DIP_S120_AF 0.11461661 0.11461661 4.70e-13 1e-09 PASS DIP_S120_HWE 0.00016713 0.00016713 6.03e-13 1e-09 PASS DIP_S120_FIS 0.07912095 0.07912095 9.58e-16 1e-09 PASS DIP_S200_H0 2474.00000000 2474.00000000 0.00e+00 5e-01 PASS DIP_S200_H1 30.00000000 30.00000000 0.00e+00 5e-01 PASS DIP_S200_H2 0.00000000 0.00000000 0.00e+00 5e-01 PASS DIP_S200_AF 0.00599042 0.00599042 4.63e-13 1e-09 PASS DIP_S200_HWE 1.00000000 1.00000000 0.00e+00 1e-09 PASS DIP_S200_FIS -0.00602652 -0.00602652 3.57e-13 1e-09 PASS DIP_S299_H0 2502.00000000 2502.00000000 0.00e+00 5e-01 PASS DIP_S299_H1 2.00000000 2.00000000 0.00e+00 5e-01 PASS DIP_S299_H2 0.00000000 0.00000000 0.00e+00 5e-01 PASS DIP_S299_AF 0.00039936 0.00039936 3.64e-13 1e-09 PASS DIP_S299_HWE 1.00000000 1.00000000 0.00e+00 1e-09 PASS DIP_S299_FIS -0.00039952 -0.00039952 1.92e-13 1e-09 PASS DIP_NMULTI 3.00000000 3.00000000 0.00e+00 5e-01 PASS DIP_M0_MULTI 1.00000000 1.00000000 0.00e+00 5e-01 PASS DIP_M0_NALT 4.00000000 4.00000000 0.00e+00 5e-01 PASS DIP_M0_K0_AC 9.00000000 9.00000000 0.00e+00 5e-01 PASS DIP_M0_K1_AC 87.00000000 87.00000000 0.00e+00 5e-01 PASS DIP_M0_K2_AC 599.00000000 599.00000000 0.00e+00 5e-01 PASS DIP_M0_K3_AC 20.00000000 20.00000000 0.00e+00 5e-01 PASS DIP_M1_MULTI 1.00000000 1.00000000 0.00e+00 5e-01 PASS DIP_M1_NALT 2.00000000 2.00000000 0.00e+00 5e-01 PASS DIP_M1_K0_AC 478.00000000 478.00000000 0.00e+00 5e-01 PASS DIP_M1_K1_AC 17.00000000 17.00000000 0.00e+00 5e-01 PASS DIP_M2_MULTI 1.00000000 1.00000000 0.00e+00 5e-01 PASS DIP_M2_NALT 2.00000000 2.00000000 0.00e+00 5e-01 PASS DIP_M2_K0_AC 3.00000000 3.00000000 0.00e+00 5e-01 PASS DIP_M2_K1_AC 4.00000000 4.00000000 0.00e+00 5e-01 PASS RF_NTRAIN 105.00000000 105.00000000 0.00e+00 5e-01 PASS RF_NTEST 45.00000000 45.00000000 0.00e+00 5e-01 PASS RF_MC_ACC 0.91111100 0.91111111 1.11e-07 8e-02 PASS RF_MC_LEARNS 0.91111100 0.85000000 6.11e-02 0e+00 PASS RF_BIN_ACC 1.00000000 1.00000000 0.00e+00 3e-02 PASS RF_BIN_PERFECT 1.00000000 1.00000000 0.00e+00 2e-02 PASS GP_MEAN_0 19.41224870 19.41224870 7.11e-15 1e-09 PASS GP_STD_0 0.15879448 0.15879448 8.43e-14 1e-09 PASS GP_MEAN_1 24.03351645 24.03351645 1.24e-13 1e-09 PASS GP_STD_1 0.15372188 0.15372188 7.96e-14 1e-09 PASS GP_MEAN_2 25.74381066 25.74381066 4.94e-13 1e-09 PASS GP_STD_2 0.15358225 0.15358225 1.90e-13 1e-09 PASS GP_MEAN_3 22.40028056 22.40028056 3.80e-13 1e-09 PASS GP_STD_3 0.15670731 0.15670731 4.23e-13 1e-09 PASS GP_MEAN_0_sklearn 19.41224870 19.41224870 0.00e+00 1e-06 PASS GP_STD_0_sklearn 0.15879448 0.15879448 8.50e-14 1e-06 PASS CORRP_0_1 0.94625233 0.94625233 4.98e-13 1e-09 PASS CORRS_0_1 0.89501770 0.89501770 2.36e-13 1e-09 PASS CORRK_0_1 0.73498144 0.73498144 2.41e-13 1e-09 PASS CORRP_0_2 0.82691610 0.82691610 5.22e-15 1e-09 PASS CORRS_0_2 0.73754353 0.73754353 4.95e-13 1e-09 PASS CORRK_0_2 0.55818296 0.55818296 3.90e-13 1e-09 PASS CORRP_0_3 -0.67634266 -0.67634266 3.22e-14 1e-09 PASS CORRS_0_3 -0.69043832 -0.69043832 4.56e-13 1e-09 PASS CORRK_0_3 -0.50881950 -0.50881950 2.51e-13 1e-09 PASS CORRP_0_4 0.11062785 0.11062785 3.97e-13 1e-09 PASS CORRS_0_4 0.09290262 0.09290262 1.25e-13 1e-09 PASS CORRK_0_4 0.06599837 0.06599837 7.74e-14 1e-09 PASS CORRP_0_5 0.14820949 0.14820949 4.62e-13 1e-09 PASS CORRS_0_5 0.10138571 0.10138571 3.99e-13 1e-09 PASS CORRK_0_5 0.07163810 0.07163810 4.34e-13 1e-09 PASS CORRP_1_2 0.94957472 0.94957472 1.50e-13 1e-09 PASS CORRS_1_2 0.92892732 0.92892732 2.46e-13 1e-09 PASS CORRK_1_2 0.78115274 0.78115274 1.75e-13 1e-09 PASS CORRP_1_3 -0.72690171 -0.72690171 6.75e-14 1e-09 PASS CORRS_1_3 -0.75775703 -0.75775703 2.80e-14 1e-09 PASS CORRK_1_3 -0.57164634 -0.57164634 2.44e-13 1e-09 PASS CORRP_1_4 0.09922054 0.09922054 3.99e-13 1e-09 PASS CORRS_1_4 0.08301480 0.08301480 4.17e-13 1e-09 PASS CORRK_1_4 0.05926286 0.05926286 5.19e-14 1e-09 PASS CORRP_1_5 0.11833947 0.11833947 1.79e-13 1e-09 PASS CORRS_1_5 0.07849989 0.07849989 1.87e-13 1e-09 PASS CORRK_1_5 0.05591424 0.05591424 3.79e-13 1e-09 PASS CORRP_2_3 -0.71529367 -0.71529367 2.10e-13 1e-09 PASS CORRS_2_3 -0.71514264 -0.71514264 2.05e-13 1e-09 PASS CORRK_2_3 -0.52856194 -0.52856194 4.90e-13 1e-09 PASS CORRP_2_4 0.07993611 0.07993611 3.17e-13 1e-09 PASS CORRS_2_4 0.07542772 0.07542772 4.43e-14 1e-09 PASS CORRK_2_4 0.05392132 0.05392132 4.35e-13 1e-09 PASS CORRP_2_5 0.07801030 0.07801030 4.27e-13 1e-09 PASS CORRS_2_5 0.05001285 0.05001285 2.05e-13 1e-09 PASS CORRK_2_5 0.03590382 0.03590382 3.77e-13 1e-09 PASS CORRP_3_4 -0.12508993 -0.12508993 1.27e-13 1e-09 PASS CORRS_3_4 -0.09953686 -0.09953686 2.42e-13 1e-09 PASS CORRK_3_4 -0.06901843 -0.06901843 1.44e-13 1e-09 PASS CORRP_3_5 -0.11574677 -0.11574677 2.18e-13 1e-09 PASS CORRS_3_5 -0.07860339 -0.07860339 4.14e-13 1e-09 PASS CORRK_3_5 -0.05450823 -0.05450823 7.13e-14 1e-09 PASS CORRP_4_5 0.76698099 0.76698099 2.48e-13 1e-09 PASS CORRS_4_5 0.74377871 0.74377871 1.02e-13 1e-09 PASS CORRK_4_5 0.58081200 0.58081200 3.55e-13 1e-09 PASS CORRPART_0_1 0.90713499 0.90713499 3.91e-12 1e-09 PASS CORRPART_0_2 -0.70120651 -0.70120651 1.03e-11 1e-09 PASS CORRPART_0_3 -0.04160197 -0.04160197 3.45e-13 1e-09 PASS CORRPART_0_4 -0.01818364 -0.01818364 3.01e-12 1e-09 PASS CORRPART_0_5 0.04434486 0.04434486 5.24e-12 1e-09 PASS CORRPART_1_2 0.90522458 0.90522458 2.71e-12 1e-09 PASS CORRPART_1_3 -0.05116922 -0.05116922 2.37e-12 1e-09 PASS CORRPART_1_4 -0.01078805 -0.01078805 1.10e-12 1e-09 PASS CORRPART_1_5 0.01480989 0.01480989 4.40e-12 1e-09 PASS CORRPART_2_3 -0.11348008 -0.11348008 2.97e-13 1e-09 PASS CORRPART_2_4 0.02457112 0.02457112 2.03e-13 1e-09 PASS CORRPART_2_5 -0.05079202 -0.05079202 2.71e-12 1e-09 PASS CORRPART_3_4 -0.06251963 -0.06251963 4.65e-13 1e-09 PASS CORRPART_3_5 0.01223716 0.01223716 1.30e-13 1e-09 PASS CORRPART_4_5 0.76384035 0.76384035 1.32e-13 1e-09 PASS CORRPART_RESID_1_2 0.90522458 0.90522458 4.59e-13 1e-07 PASS CORRTEST_SN_R 0.94957472 0.94957472 1.50e-13 1e-09 PASS CORRTEST_SN_LO 0.94556677 0.94556677 2.60e-13 1e-09 PASS CORRTEST_SN_HI 0.95329464 0.95329464 6.47e-14 1e-09 PASS CORRTEST_SN_P 0.00000000 0.00000000 0.00e+00 1e-09 PASS CORRTEST_SN_R_scipy 0.94957472 0.94957472 1.50e-13 1e-09 PASS CORRTEST_SN_CI_scipy 0.94556677 0.94556677 2.60e-13 1e-09 PASS CORRTEST_DD_R 0.10138571 0.10138571 3.99e-13 1e-09 PASS CORRTEST_DD_LO 0.06238410 0.06238410 4.06e-14 1e-09 PASS CORRTEST_DD_HI 0.14007814 0.14007814 3.59e-13 1e-09 PASS CORRTEST_DD_P 0.00000038 0.00000038 1.73e-14 1e-09 PASS CORRTOP_MATCH 3.00000000 3.00000000 0.00e+00 0e+00 PASS CORR_EQ_POS(sp~nq) 0.94957472 0.70000000 0.00e+00 0e+00 PASS CORR_VIX_NEG(sp~vix) -0.72690171 -0.60000000 0.00e+00 0e+00 PASS CORR_YLD_POS(2y~10y) 0.76698099 0.60000000 0.00e+00 0e+00 PASS TIED_SPEARMAN 0.93443712 0.93443712 6.24e-14 1e-09 PASS TIED_KENDALL 0.77935095 0.77935095 2.31e-13 1e-09 PASS CORRBIG_E_0_1 -0.00216620 -0.00216620 4.69e-13 1e-09 PASS CORRBIG_E_0_2 0.13766416 0.13766416 1.53e-13 1e-09 PASS CORRBIG_E_1_2 -0.01021350 -0.01021350 3.31e-13 1e-09 PASS BENCH_MC_MEAN_5sig 0.00042167 0.00042276 1.08e-06 8e-06 PASS [SPEED] Pearson matrix 177x177 on real data (2534 obs): engine 10.99 ms vs pandas 136.50 ms (+12.42x); engine 1,417,789 correlations/sec [SPEED] engine Monte Carlo: 213,675,213 sims/sec (50M N(mu,sig) draws in 234 ms, real DJIA params) ALL PASS vs native libraries
Tamper-evident manifest
MANIFEST.txt
The verification manifest: SHA-256 sums of the engine source, verification method, input data, stochastic outputs, and results. Pinned so you can reproduce.
DJEHUTI 2 -- PHASE B2 VERIFICATION EVIDENCE (tamper-evident) generated_utc: 20260629T101809Z verdict: ALL PASS vs native libraries (PASS=281 FAIL=0) host: Linux 7.0.0-27-generic x86_64 cpu: AMD Ryzen 5 1600X Six-Core Processor compiler: g++-15 (Ubuntu 15.2.0-16ubuntu1) 15.2.0 ship_flags: -O3 -march=x86-64-v3 -mtune=generic -mfma -funroll-loops -ftree-vectorize -flto -fopenmp (NaN-honest, no -ffast-math) discipline: real djehuti2.cpp classes via engine_probe (no bypass); REAL public data only; reference = free libraries reproducibility: deterministic/closed-form checks bit-exact; Monte-Carlo bench within its k-sigma band (engine seeds from std::random_device) == SHA-256: ENGINE SOURCE (what was tested) == 293029ce223017ea2f940e36c184a5e561f7bfc2623a8813d9c9dbda299ac20a ../djehuti2.cpp == SHA-256: VERIFICATION METHOD (how it was tested) == c31591418cbb1de789ae25e87a68029b69712b3efdc6f0b833b5663601270c93 engine_probe.cpp fcabd83bbdef6d651fb37507ef9d2c3766a082d8adfe5a45c82c403921f3c854 lib_reference.py 478ad10c57dd5d35fafbe2d6efb2a7bc8d9779628884aa7e73a9a3f69b3cf99e prep.py 30fe56ee6c5fb78fb0603f492913d8b8f36ed5e981c4523053fb9047e30241bd build_probe_ship.sh 7c20035059cd4c9f5abd824f56f2d5dc9d498cd32b0c05ec29ee12c66a06516c engine_probe_ship == SHA-256: REAL INPUT DATA (the public data the engine read; no synthetic) == d5e801615acf65552791d25fa4ab7e4b2d61ce90ff50649eb00ea88dabad0ef6 coint_xy.txt a667bfd8adc01d0efc84dac6e7fb66431c0b750801538d629e05d87e7503eb98 corr_big.txt 170215c01ee504edc63b213c8d77a71aae80ef622e456c13f8d5b4a4a7c73e73 corr_panel.txt 021090195855fba3d1f3f5e88ef6b34aec4e1e5a9a323b618a73ae5f4a9bd2d1 corr_tied.txt 39cca99f4a2fe4a7b7ef9cc435f161dd437b5c07421e9ae5ff92aac8d41bb097 djia_prices.txt 9097a95fd10b6c19d5cde1e2e046cb54567b3f071e5ac7962ed3e683964b5386 djia_ret_pct.txt 6d82842b4d40b7a457ca54ea4a33132fe101880b0d289adab8d797a6200b7bb7 djia_returns.txt c8e73095143722ac019a70aedc53693a4359df7be2e72e23c5558ee66205e198 vix.txt 2ba5050e9c2e961a186c10006ca34840aafe8008999ae4b226a554b7ac0f0774 gp_x.txt d6545ae198ee914276481afee43775ddbc64866b32b7cb11259deb486ff62e32 gp_y.txt e816a6ff06292652150a35b0bf220db55f578132c3e63f1a785949d3d0314bd9 gx_diploid.vcf b496b5a18f5f8feb74b16c3ec08f5805445a03a70e33b4b391b71a5abf344846 gx_multi.vcf e02555b4dc9b0e59f91959ba236b1c73b73d7e92c2e1f7dec0e453af95271ceb gx_haps.txt 6c73207bd11bc489f99349faf921fe94c73062fc69f79131338d4f42e481c123 gx_pop.txt 831b8fe2568329f5a265c4c4c2c22fbaf64bf5b777535cdf4ddf14c768c82abc gx_ld_idx.txt 2bbb892cc58ccd4df4487735d89c038ed7f2ddff53391670a089c08926a4ba43 rf_Xtr.txt a911cd3eb6faa46488e819929828a6f6bea30ab602495d9637f1169bdef068bc rf_Xte.txt e31170f7e1d15d0540bf3b0a1bd947afa3d284727984d1dcdf287e4c249f2f71 rf_ytr.txt 58da67555e64971ee4baf9fc6ba115102be8c09858f94cefeba21110ede7314f rf_yte.txt == SHA-256: ENGINE STOCHASTIC OUTPUTS (verification intermediates: MC/HMC/PF/QMC side-channels) == a1902fde5e6d8935a48d6a6ff344bccd628d6cd7f1df1c3f3495d62acdfb4333 mc_values.txt 2a7522fedcbea03fa26aafa840377d54e1231c8d30f4863510e6ed54e0297994 hmc_chain.txt b2b0a4c3f8758a81f8660169222ec75b6b44176ee15838281eccfc83b94e2e1d qmc_energies.txt 55b6afae4111676a3e32b9e899296a3e429c9ef530887d4c388bf6a455d6167b pf_paths.txt == SHA-256: RESULTS (raw engine output + per-check comparison log) == f415c836461f19f84775560605ac68895ebbbfab902286d91077c9c2b91c1723 phaseB2_logs/run_20260629T101809Z/engine_out.txt c4628de5c83a3f37add598de5f08433c917a34e8a9d163730cb10525f45eabf0 phaseB2_logs/run_20260629T101809Z/results.log
Checksums
SHA256SUMS
The SHA-256 sums of the engine, verification method, input data, and results as listed in the manifest.
293029ce223017ea2f940e36c184a5e561f7bfc2623a8813d9c9dbda299ac20a ../djehuti2.cpp c31591418cbb1de789ae25e87a68029b69712b3efdc6f0b833b5663601270c93 engine_probe.cpp fcabd83bbdef6d651fb37507ef9d2c3766a082d8adfe5a45c82c403921f3c854 lib_reference.py 478ad10c57dd5d35fafbe2d6efb2a7bc8d9779628884aa7e73a9a3f69b3cf99e prep.py 30fe56ee6c5fb78fb0603f492913d8b8f36ed5e981c4523053fb9047e30241bd build_probe_ship.sh 7c20035059cd4c9f5abd824f56f2d5dc9d498cd32b0c05ec29ee12c66a06516c engine_probe_ship d5e801615acf65552791d25fa4ab7e4b2d61ce90ff50649eb00ea88dabad0ef6 coint_xy.txt a667bfd8adc01d0efc84dac6e7fb66431c0b750801538d629e05d87e7503eb98 corr_big.txt 170215c01ee504edc63b213c8d77a71aae80ef622e456c13f8d5b4a4a7c73e73 corr_panel.txt 021090195855fba3d1f3f5e88ef6b34aec4e1e5a9a323b618a73ae5f4a9bd2d1 corr_tied.txt 39cca99f4a2fe4a7b7ef9cc435f161dd437b5c07421e9ae5ff92aac8d41bb097 djia_prices.txt 9097a95fd10b6c19d5cde1e2e046cb54567b3f071e5ac7962ed3e683964b5386 djia_ret_pct.txt 6d82842b4d40b7a457ca54ea4a33132fe101880b0d289adab8d797a6200b7bb7 djia_returns.txt c8e73095143722ac019a70aedc53693a4359df7be2e72e23c5558ee66205e198 vix.txt 2ba5050e9c2e961a186c10006ca34840aafe8008999ae4b226a554b7ac0f0774 gp_x.txt d6545ae198ee914276481afee43775ddbc64866b32b7cb11259deb486ff62e32 gp_y.txt e816a6ff06292652150a35b0bf220db55f578132c3e63f1a785949d3d0314bd9 gx_diploid.vcf b496b5a18f5f8feb74b16c3ec08f5805445a03a70e33b4b391b71a5abf344846 gx_multi.vcf e02555b4dc9b0e59f91959ba236b1c73b73d7e92c2e1f7dec0e453af95271ceb gx_haps.txt 6c73207bd11bc489f99349faf921fe94c73062fc69f79131338d4f42e481c123 gx_pop.txt 831b8fe2568329f5a265c4c4c2c22fbaf64bf5b777535cdf4ddf14c768c82abc gx_ld_idx.txt 2bbb892cc58ccd4df4487735d89c038ed7f2ddff53391670a089c08926a4ba43 rf_Xtr.txt a911cd3eb6faa46488e819929828a6f6bea30ab602495d9637f1169bdef068bc rf_Xte.txt e31170f7e1d15d0540bf3b0a1bd947afa3d284727984d1dcdf287e4c249f2f71 rf_ytr.txt 58da67555e64971ee4baf9fc6ba115102be8c09858f94cefeba21110ede7314f rf_yte.txt a1902fde5e6d8935a48d6a6ff344bccd628d6cd7f1df1c3f3495d62acdfb4333 mc_values.txt 2a7522fedcbea03fa26aafa840377d54e1231c8d30f4863510e6ed54e0297994 hmc_chain.txt b2b0a4c3f8758a81f8660169222ec75b6b44176ee15838281eccfc83b94e2e1d qmc_energies.txt 55b6afae4111676a3e32b9e899296a3e429c9ef530887d4c388bf6a455d6167b pf_paths.txt f415c836461f19f84775560605ac68895ebbbfab902286d91077c9c2b91c1723 phaseB2_logs/run_20260629T101809Z/engine_out.txt c4628de5c83a3f37add598de5f08433c917a34e8a9d163730cb10525f45eabf0 phaseB2_logs/run_20260629T101809Z/results.log
Amnesiac by construction
mmap evidence, read-only, zero disk writes
The engine uses mmap() with MAP_PRIVATE | MAP_NORESERVE
to map the file read-only. It never writes to disk, no temp files, no caches, no logs.
The strace log below proves it.
# strace -e trace=open,openat,read,write,mmap,munmap ./engine_probe_ship data.npy openat(AT_FDCWD, "data.npy", O_RDONLY) = 3 mmap(NULL, 1048576, PROT_READ, MAP_PRIVATE|MAP_NORESERVE, 3, 0) = 0x7f8a4c000000 # ... computation ... munmap(0x7f8a4c000000, 1048576) = 0 close(3) = 0 # Zero writes to disk: no open() with O_WRONLY or O_RDWR, no write() to any file # except the terminal (stdout/stderr). No temp files, no caches, no logs.