feat: Add the checkbig convergence criteria

[Siel]

No description provided.

[Copilot]

Pull Request Overview

This PR adds the CHECKBIG convergence metric from Fortran NPAGFULLA, which measures parameter stability by calculating the median of relative parameter changes across support points. While the metric is calculated and logged, the convergence criterion continues to use the standard f1-f0 difference approach.

Key changes:

• Implemented calculate_checkbig() function to compute median relative parameter changes
• Added theta_old field to track previous iteration's theta values
• Enhanced convergence logging to display both f1-f0 and CHECKBIG metrics for diagnostics

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[github-actions]

Bencher Report

Branch	checkbig
Testbed	rust-loki

Click to view all benchmark results

Benchmark	Latency	Benchmark Result seconds (s) (Result Δ%)	Upper Boundary seconds (s) (Limit %)
bimodal_ke_npag	📈 view plot 🚷 view threshold	44.12 s (+20.20%) Baseline: 36.71 s	47.87 s (92.16%)
bimodal_ke_npod	📈 view plot 🚷 view threshold	60.77 s (+24.42%) Baseline: 48.84 s	68.68 s (88.48%)
bimodal_ke_postprob	📈 view plot 🚷 view threshold	20.68 s (+22.86%) Baseline: 16.83 s	23.25 s (88.97%)

🐰 View full continuous benchmarking report in Bencher

[github-actions]

Bencher Report

Branch	checkbig
Testbed	rust-moan

Click to view all benchmark results

Benchmark	Latency	Benchmark Result seconds (s) (Result Δ%)	Upper Boundary seconds (s) (Limit %)
bimodal_ke_npag	📈 view plot 🚷 view threshold	18.75 s (-23.53%) Baseline: 24.51 s	30.08 s (62.31%)
bimodal_ke_npod	📈 view plot 🚷 view threshold	10.41 s (-0.49%) Baseline: 10.47 s	10.70 s (97.37%)
bimodal_ke_postprob	📈 view plot 🚷 view threshold	3.46 s (-0.18%) Baseline: 3.47 s	3.54 s (97.73%)

🐰 View full continuous benchmarking report in Bencher

[mhovd]

The tests are failing because the medians are stabilized long before the likelihood converges. I think we really need to think this criteria through.