From 66029c0f122184c2cb4425ea1639e83424662423 Mon Sep 17 00:00:00 2001 From: Matthieu Gomez Date: Tue, 15 Sep 2020 16:49:12 -0700 Subject: [PATCH 1/2] Update ranktest.jl Avoid memory allocation --- src/utils/ranktest.jl | 6 ++---- 1 file changed, 2 insertions(+), 4 deletions(-) diff --git a/src/utils/ranktest.jl b/src/utils/ranktest.jl index 3be03c74..ce51b4f1 100644 --- a/src/utils/ranktest.jl +++ b/src/utils/ranktest.jl @@ -46,7 +46,7 @@ function ranktest!(X::Matrix{Float64}, # compute vhat if vcov_method isa Vcov.SimpleCovariance - vhat = Matrix(I / size(X, 1), L * K, L * K) + vlab = cholesky!(Hermitian(kronv * kronv') ./ size(X, 1)) else temp1 = convert(Matrix{eltype(Gmatrix)}, Gmatrix) temp2 = convert(Matrix{eltype(Fmatrix)}, Fmatrix) @@ -54,10 +54,8 @@ function ranktest!(X::Matrix{Float64}, vcovmodel = Vcov.VcovData(Z, k, X, size(Z, 1) - df_small - df_absorb) matrix_vcov2 = Vcov.S_hat(vcovmodel, vcov_method) vhat = k \ (k \ matrix_vcov2)' + vlab = cholesky!(Hermitian(kronv * vhat * kronv')) end - - # return statistics - vlab = cholesky!(Hermitian(kronv * vhat * kronv')) r_kp = lambda' * (vlab \ lambda) return r_kp[1] end From bde96ea53bc826f576e09f0a68f51bc776fc3ea1 Mon Sep 17 00:00:00 2001 From: Matthieu Gomez Date: Tue, 15 Sep 2020 16:57:55 -0700 Subject: [PATCH 2/2] Update Project.toml --- Project.toml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Project.toml b/Project.toml index 802c9201..e32075df 100644 --- a/Project.toml +++ b/Project.toml @@ -1,6 +1,6 @@ name = "FixedEffectModels" uuid = "9d5cd8c9-2029-5cab-9928-427838db53e3" -version = "1.1.0" +version = "1.1.1" [deps] Combinatorics = "861a8166-3701-5b0c-9a16-15d98fcdc6aa"