npsigtest slow

[waynelapierre]

Is there any way to make npsigtest faster? I have an R script where more than 95% of the time is spent on multiple npsigtest functions.

[JeffreyRacine]

Hi,

Thanks for your interest in the package. You could try the option ckertype=”epanechnikov” in the call to the bandwidth generation and the call to npsigtest, plus set the global option option(np.tree=TRUE) (see FAQ for a tad more info), and drop the number of bootstrap reps to 99 from 399… see if that helps?

[waynelapierre]

Does dropping the number of bootstrap reps make the result less reliable? Thanks.

[JeffreyRacine]

Hi,   Slight reduction in power, that’s all… size unaffected…   Jeff