Release v1.10.0 — C++ Engine Audit & Hardening · evandeilton/OptimalBinningWoE

C++ Engine — Comprehensive Audit & Hardening

Full static audit of the C++ engine covering all 36 binning algorithms. Zero public R API changes — fully backward compatible.

OB_LogisticRegression — Threshold-based singularity guard; Eigen::LDLT replaces hessian.inverse(); cwiseMax(0) prevents NaN SEs
OBN_MDLP monotonicity direction — is_monotonic() / enforce_monotonicity() now auto-detect ascending vs descending trend (Welford slope); previously hardcoded ascending caused unnecessary merges on negative correlations
OBC_DP backtracking OOB — Guard before static_cast<size_t>(prev_j); invalid index raises descriptive error instead of UB
OBN_DP push-before-validate — Target validation now fires before target_vec.push_back()
OBN_MDLP log2(0) — Guard for single-bin MDL cost
NumericalBin constructor — count always derived from count_pos + count_neg; invariant enforced at construction time

OBC_DP DP outer loop removed — Deterministic DP was wrapped in a redundant 1000-iteration loop; up to 1000× speedup
OBC_DP::ensure_max_prebins() — O(m² log m) full re-sort per merge → O(m) binary-search insertion
OBN_MDLP::apply_mdl_merging() — O(k³) full-vector copy per candidate → O(k²) analytical MDL delta
OBN_BB::quantile() — O(n_prebins × n log n) per-call sorts → single sort in prebinning()
OBN_DP correlation — Naive Pearson (catastrophic cancellation) → Welford's online algorithm

safe_math.h — constexpr → inline for 6 math functions (SOLARIS/Studio compat)
chi_square_utils.h — Namespace-scope const map → static local function (one copy per process)
entropy_utils.h — 81 KB ENTROPY_LUT per-TU → shared static local instance
OBC_CM_v5 — Duplicate ChiSquareCache class removed; uses shared header
35 .cpp files — Duplicate using namespace Rcpp before #include headers removed