fix: correct erfc_inv's sign error and keep evidence in log space

A systematic scan for precision defects, following the tail-precision
work in 7341669. Three findings; the first is a correctness bug in a
released version.

1. `erfc_inv`'s initial guess had the wrong sign. Numerical Recipes'
   `inverfc` uses -0.70711 as the leading coefficient; this used
   +FRAC_1_SQRT_2. Since `rational - t` is negative, that put Newton on
   the mirror image of the root, and three fixed iterations could not
   cross back. Measured against exact standard-normal quantiles:

       p_draw   old rel err   new rel err
       0.50        1.46e-7       8.40e-8
       0.90        1.02e-1       8.63e-9
       0.95        3.06e-1       1.91e-8
       0.99        8.05e-1       5.89e-9

   `compute_margin` inherited it, so the draw margin was wrong for any
   `p_draw` above about 0.6 and *non-monotone* above 0.9 — it ran
   0.674, 1.476, 0.503, 0.982 as p_draw went 0.5, 0.9, 0.99, 0.999. A
   history configured for a 0.99 draw rate was being fitted at 0.385.
   Note it was slightly wrong everywhere, not only in the tail.

2. `MarginFactor` computed a density and clamped it. `pdf` underflows
   past ~38 sigma, so `ln` of the clamped zero reported -708 nats
   however far out the score actually was: 4292 nats adrift at 100
   sigma, and unbounded beyond. This is the same defect as the one
   fixed in `TruncFactor`, one file over, on the scored-outcome path.

3. `TruncFactor` still bottomed out past ~38 sigma even after 7341669
   removed the cancellation, because the linear probability itself
   underflows there.

2 and 3 are fixed the same way: factors cache a *log* evidence, built
from new `ln_pdf`, `ln_sf` and `ln_interval` helpers that factor the
shared exponential out analytically via the `erfcx` added earlier.
Nothing underflows, at any separation.

One golden moved. `test_1vs1vs1` runs at `p_draw = 0.5`, so it goes
through `compute_margin`; its 1e-6-place values shifted. Verified as
movement *toward* analytic truth by comparing both the old and new
inverse against exact quantiles, per the goldens policy in CLAUDE.md —
not re-baselined on faith.

Two test tolerances are asserted at 1e-6 rather than tighter because
above x = 2 `erfcx` uses a continued fraction accurate to ~1e-15 while
`erfc` carries ~1e-7, so the log path is the more accurate of the two
and they part company at `erfc`'s error. That floor is tracked in #41.

Refs #41

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ

src/lib.rs

@@ -249,7 +249,15 @@ fn erfc_inv(mut y: f64) -> f64 {
 
     let t = (-2.0 * (y / 2.0).ln()).sqrt();
 
-    let mut x = FRAC_1_SQRT_2 * ((2.30753 + t * 0.27061) / (1.0 + t * (0.99229 + t * 0.04481)) - t);
+    // The leading coefficient is NEGATIVE. `rational - t` is negative here, so
+    // a positive coefficient mirrors the starting point to `-x0` — the
+    // reflection of the root. Newton then has to cross the origin to get back,
+    // which a fixed iteration count does not manage: measured against the true
+    // value, `erfc_inv(0.1)` returned 1.044 instead of 1.16309, and the error
+    // grew as y shrank until `compute_margin` stopped being monotone in
+    // `p_draw` altogether.
+    let mut x =
+        -FRAC_1_SQRT_2 * ((2.30753 + t * 0.27061) / (1.0 + t * (0.99229 + t * 0.04481)) - t);
 
     for _ in 0..3 {
         let err = erfc(x) - y;
@@ -318,6 +326,73 @@ fn erfcx(x: f64) -> f64 {
     }
 }
 
+/// `ln` of the normal density at `x`.
+///
+/// The density itself underflows to zero past about 38 sigma, and `ln` of a
+/// clamped zero is -708 whatever the truth was. The log form is a polynomial:
+/// it stays exact at any separation, and the values it produces (-5001 nats at
+/// 100 sigma, -500001 at 1000) are perfectly representable.
+pub(crate) fn ln_pdf(x: f64, mu: f64, sigma: f64) -> f64 {
+    let z = (x - mu) / sigma;
+    -(SQRT_TAU * sigma).ln() - 0.5 * z * z
+}
+
+/// `ln P(X > x)` for `X ~ N(mu, sigma^2)`.
+///
+/// In the upper tail the `exp(-z^2 / 2)` common to the tail integral is
+/// factored out analytically via `erfcx`, so this never underflows — where
+/// `sf(..).ln()` bottoms out at -708 once `erfc` itself reaches zero.
+pub(crate) fn ln_sf(x: f64, mu: f64, sigma: f64) -> f64 {
+    let z = (x - mu) / sigma;
+
+    if z > 0.0 {
+        // ln(0.5 * erfc(z/sqrt2)) with erfc(y) = exp(-y^2) * erfcx(y).
+        -std::f64::consts::LN_2 - 0.5 * z * z + erfcx(z / SQRT_2).ln()
+    } else {
+        // The mass here is at least a half; nothing to lose.
+        sf(x, mu, sigma).ln()
+    }
+}
+
+/// `ln P(lo < X < hi)` for `X ~ N(mu, sigma^2)`.
+///
+/// When the interval sits in a tail both endpoint probabilities underflow
+/// together, so their difference is taken in scaled form with the shared
+/// exponential factored out. When it straddles the mean nothing is small and
+/// the direct difference is exact.
+pub(crate) fn ln_interval(lo: f64, hi: f64, mu: f64, sigma: f64) -> f64 {
+    let z_lo = (lo - mu) / sigma;
+    let z_hi = (hi - mu) / sigma;
+
+    if z_hi <= z_lo {
+        return f64::NEG_INFINITY;
+    }
+
+    // Fold a lower-tail interval onto the upper tail; the normal is symmetric.
+    let (near, far) = if z_lo >= 0.0 {
+        (z_lo, z_hi)
+    } else if z_hi <= 0.0 {
+        (-z_hi, -z_lo)
+    } else {
+        // Straddles the mean: the interval holds a non-negligible share of the
+        // mass, so neither endpoint is near enough to 1 to cancel.
+        return (cdf(hi, mu, sigma) - cdf(lo, mu, sigma))
+            .max(f64::MIN_POSITIVE)
+            .ln();
+    };
+
+    let (a, b) = (near / SQRT_2, far / SQRT_2);
+    // b > a >= 0, so this ratio of exponentials is at most 1 and cannot overflow.
+    let scale = (a * a - b * b).exp();
+    let bracket = erfcx(a) - scale * erfcx(b);
+
+    if bracket <= 0.0 {
+        return f64::NEG_INFINITY;
+    }
+
+    -std::f64::consts::LN_2 - a * a + bracket.ln()
+}
+
 fn pdf(x: f64, mu: f64, sigma: f64) -> f64 {
     let normalizer = (SQRT_TAU * sigma).powi(-1);
     let functional = (-((x - mu).powi(2)) / (2.0 * sigma.powi(2))).exp();
@@ -746,6 +821,156 @@ mod tests {
         }
     }
 
+    /// `erfc_inv`'s initial guess had the wrong sign, putting Newton on the
+    /// mirror image of the root. Three fixed iterations could not cross back,
+    /// so the error grew as the argument shrank: at `p_draw = 0.99` the margin
+    /// came out 0.503 where the answer is 2.576.
+    #[test]
+    fn erfc_inv_matches_known_quantiles() {
+        // sqrt(2) * erfc_inv(1 - p) is the standard normal quantile
+        // Phi^-1((1 + p) / 2).
+        for (p, exact) in [
+            (0.5f64, 0.674_489_750_196_081_7f64),
+            (0.9, 1.644_853_626_951_472_7),
+            (0.95, 1.959_963_984_540_054_2),
+            (0.99, 2.575_829_303_548_9),
+            (0.999, 3.290_526_731_491_896_4),
+        ] {
+            let got = SQRT_2 * erfc_inv(1.0 - p);
+            assert!(
+                (got - exact).abs() / exact < 1e-6,
+                "p={p}: got {got}, exact {exact}"
+            );
+        }
+    }
+
+    /// The draw margin must grow with the draw probability. It did not: it ran
+    /// 0.674 -> 1.476 -> 0.503 -> 0.982 as `p_draw` went 0.5 -> 0.9 -> 0.99 ->
+    /// 0.999, which is not a rounding error but a broken function.
+    #[test]
+    fn compute_margin_is_monotone_in_the_draw_probability() {
+        let mut previous = 0.0;
+        for p_draw in [
+            0.001f64, 0.01, 0.1, 0.25, 0.5, 0.75, 0.9, 0.99, 0.999, 0.9999,
+        ] {
+            let margin = compute_margin(p_draw, 1.0);
+            assert!(
+                margin > previous,
+                "p_draw={p_draw}: margin {margin} did not exceed {previous}"
+            );
+            previous = margin;
+        }
+    }
+
+    /// Round-tripping the margin back through the model's own CDF must recover
+    /// the draw probability it was built from.
+    #[test]
+    fn compute_margin_round_trips_through_the_cdf() {
+        for p_draw in [0.001f64, 0.1, 0.5, 0.9, 0.99, 0.999] {
+            for sd in [0.5f64, 1.0, 5.892_557] {
+                let margin = compute_margin(p_draw, sd);
+                // P(|X| < margin) for X ~ N(0, sd^2).
+                let recovered = 1.0 - 2.0 * cdf(-margin, 0.0, sd);
+                assert!(
+                    (recovered - p_draw).abs() < 1e-6,
+                    "p_draw={p_draw} sd={sd}: recovered {recovered}"
+                );
+            }
+        }
+    }
+
+    /// `ln_pdf`, `ln_sf` and `ln_interval` exist so evidence stays exact where
+    /// the linear forms underflow. Past ~38 sigma the linear value is zero and
+    /// its log is whatever floor it was clamped to.
+    #[test]
+    fn log_space_helpers_stay_exact_where_the_linear_forms_underflow() {
+        for z in [40.0f64, 60.0, 100.0, 1000.0] {
+            assert_eq!(pdf(z, 0.0, 1.0), 0.0, "pdf should underflow at {z}");
+            assert_eq!(sf(z, 0.0, 1.0), 0.0, "sf should underflow at {z}");
+
+            let lp = ln_pdf(z, 0.0, 1.0);
+            let expected_lp = -(SQRT_TAU).ln() - 0.5 * z * z;
+            assert!(
+                (lp - expected_lp).abs() < 1e-9,
+                "ln_pdf({z}) = {lp}, expected {expected_lp}"
+            );
+
+            let ls = ln_sf(z, 0.0, 1.0);
+            // ln Phi(-z) ~ -z^2/2 - ln(z) - ln(sqrt(2 pi)) for large z.
+            let approx = -0.5 * z * z - z.ln() - SQRT_TAU.ln();
+            assert!(
+                (ls - approx).abs() / approx.abs() < 1e-3,
+                "ln_sf({z}) = {ls}, asymptote {approx}"
+            );
+            assert!(
+                ls < f64::MIN_POSITIVE.ln(),
+                "ln_sf({z}) still on the clamp floor"
+            );
+        }
+    }
+
+    /// Where nothing underflows, the log helpers must agree with the direct
+    /// forms exactly enough that nothing else in the crate shifts.
+    #[test]
+    fn log_space_helpers_agree_with_the_linear_forms_in_range() {
+        for z in [-3.0f64, -1.0, 0.0, 1.0, 2.0, 5.0, 10.0, 20.0] {
+            let lp = ln_pdf(z, 0.5, 2.0);
+            let direct_pdf = pdf(z, 0.5, 2.0);
+            assert!(
+                (lp.exp() - direct_pdf).abs() <= 1e-12 * direct_pdf,
+                "ln_pdf at {z}: {} vs {direct_pdf}",
+                lp.exp()
+            );
+
+            // Bounded by `erfc`'s ~1e-7, not tighter: above x = 2 `erfcx` uses
+            // a continued fraction accurate to ~1e-15, so the log path is the
+            // *more* accurate of the two and they part company at `erfc`'s
+            // error rather than at round-off.
+            let ls = ln_sf(z, 0.5, 2.0);
+            let direct = sf(z, 0.5, 2.0);
+            assert!(
+                (ls.exp() - direct).abs() <= 1e-6 * direct.max(1e-300),
+                "ln_sf at {z}: {} vs {direct}",
+                ls.exp()
+            );
+        }
+    }
+
+    #[test]
+    fn ln_interval_matches_the_direct_difference_when_nothing_is_small() {
+        for mu in [-2.0f64, 0.0, 0.5, 2.0] {
+            let direct = cdf(1.0, mu, 1.0) - cdf(-1.0, mu, 1.0);
+            let logged = ln_interval(-1.0, 1.0, mu, 1.0).exp();
+            // See `log_space_helpers_agree_with_the_linear_forms_in_range`:
+            // the gap here is `erfc`'s own error, and the log path is the more
+            // accurate side of it.
+            assert!(
+                (logged - direct).abs() <= 1e-6 * direct,
+                "mu={mu}: {logged} vs {direct}"
+            );
+        }
+    }
+
+    /// A window far out in the tail: both endpoints underflow together, so the
+    /// difference has to be taken in scaled form.
+    #[test]
+    fn ln_interval_survives_a_window_deep_in_the_tail() {
+        for mu in [-50.0f64, -100.0, -1000.0] {
+            let logged = ln_interval(-1.0, 1.0, mu, 1.0);
+            assert!(logged.is_finite(), "mu={mu}: {logged}");
+            assert!(
+                logged < f64::MIN_POSITIVE.ln(),
+                "mu={mu}: {logged} is stuck on the clamp floor"
+            );
+            // Dominated by the near edge: ln P ~ ln Phi(-(|mu| - 1)).
+            let near = ln_sf(-1.0, mu, 1.0);
+            assert!(
+                (logged - near).abs() < 5.0,
+                "mu={mu}: {logged} strays from the near-edge tail {near}"
+            );
+        }
+    }
+
     #[test]
     fn test_quality() {
         let a = Gaussian::from_ms(25.0, 3.0);