feat: Benjamini–Hochberg FDR control for the point detector (0.5.0)

[copyleftdev]

What

scan / explain gain --fdr Q — per-column Benjamini–Hochberg false-discovery-rate control for point.modz. Each cell's modified z-score becomes a two-sided p-value, and the fixed point_threshold is replaced by a multiplicity-aware step-up cutoff that bounds the expected proportion of false flags at Q. Opt-in (omitted ⇒ unchanged behavior); the level is in the config_version fingerprint (pfdr=).

New ax_detect::fdr: two_sided_p (normal tail via erfc) + benjamini_hochberg (deterministic sort + step-up).

Why this is #1 toward "full"

It replaces an arbitrary magic cutoff with a principled error-rate guarantee, and makes the discovery set adapt to how many cells were tested — a noise column stops contributing chance flags, and the same outlier can be significant in a small column yet not a large one.

Honest result (dogfooded on the real 127k-row MSHA parquet)

FDR is a correctness control, not a volume knob — and on heavy-tailed data it flags more, not fewer:

mode	point.modz findings
default (fixed z>3.5)	32,893
--fdr 0.05	40,079
--fdr 0.01	38,679
--fdr 0.001	36,944

Those extra cells genuinely clear the FDR bar; the old fixed cutoff was stringent in an uncalibrated way (its effective per-cell p was ~2e-7). The takeaway: FDR makes findings defensible; capping their number is a separate lever (column scoping today, severity / top-N output scoping next). They compose: "top-N by score, among the FDR-significant set."

Calibration note

The p-value uses the consistent-σ standardized deviation (x − center)/scale (≈ N(0,1)), not robustz's modified z-score — which folds in the display constant MODZ_K and is therefore not unit-variance. Using the latter would mis-state every p-value.

Gate

proptest + cargo-mutants 0 missed on all four changed files: fdr.rs/point.rs/config.rs (point 26 caught / 1 unviable; BH+config covered) and main.rs (54 caught / 5 unviable). Tests include the BH step-up property, the (x−center) sign, and multiplicity adaptation (same outlier significant at m=22, not at m=2101).

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ℹ️ Review info

⚙️ Run configuration

Configuration used: defaults

Review profile: CHILL

Plan: Pro Plus

Run ID: c47d0a52-2c2f-474b-a05d-a54c52544147

📥 Commits

Reviewing files that changed from the base of the PR and between a73eceb and 4f15792.

⛔ Files ignored due to path filters (1)

• Cargo.lock is excluded by !**/*.lock

📒 Files selected for processing (8)

• CHANGELOG.md
• Cargo.toml
• crates/anomalyx/src/main.rs
• crates/ax-detect/src/config.rs
• crates/ax-detect/src/fdr.rs
• crates/ax-detect/src/lib.rs
• crates/ax-detect/src/point.rs
• docs/src/modes.md

✨ Finishing Touches

🧪 Generate unit tests (beta)

• Create PR with unit tests
• Commit unit tests in branch feat/fdr-control-pr

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