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Fix time-dependent gains perfect reference - #325

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uriahf merged 8 commits into
mainfrom
agent/fix-gains-perfect-times-239
Aug 20, 2026
Merged

Fix time-dependent gains perfect reference#325
uriahf merged 8 commits into
mainfrom
agent/fix-gains-perfect-times-239

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@uriahf

@uriahf uriahf commented Aug 19, 2026

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Fixes #239.

For time-dependent gains curves, build the perfect-reference event probability from the chosen_cutoff == 0 row only, giving one horizon-specific AJ event estimate per reference group. This avoids mixing the cutoff-1 estimate into the reference calculation, which could make an observed gains curve appear better than perfect.

Includes a regression test showing that with p=0.2 the perfect gains reference is y=0.5 at x=0.1.

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github-actions Bot commented Aug 19, 2026

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PR Preview Action v1.8.1
Preview removed because the pull request was closed.
2026-08-20 06:21 UTC

@uriahf
uriahf merged commit 2890072 into main Aug 20, 2026
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Why create_gains_curve() show better than perfect performance for time horizon 5?

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