Merge pull request #23 from dysonance/performance

Performance
dysonance · Jan 22, 2020 · a449c1d · a449c1d
2 parents bd31fba + 232e167
commit a449c1d
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Showing 15 changed files with 788 additions and 749 deletions.
diff --git a/.travis.yml b/.travis.yml
@@ -11,8 +11,8 @@ matrix:
 notifications:
     email: false
 after_success:
-  - julia -e 'using Pkg; cd(joinpath(dirname(pathof(Indicators)), "..")); Pkg.add("Coverage"); using Coverage; Coveralls.submit(Coveralls.process_folder())'
-  - julia -e 'using Pkg; cd(joinpath(dirname(pathof(Indicators)), "..")); Pkg.add("Coverage"); using Coverage; Codecov.submit(Codecov.process_folder())'
+  - julia -e 'using Pkg, Indicators; cd(joinpath(dirname(pathof(Indicators)), "..")); Pkg.add("Coverage"); using Coverage; Coveralls.submit(Coveralls.process_folder())'
+  - julia -e 'using Pkg, Indicators; cd(joinpath(dirname(pathof(Indicators)), "..")); Pkg.add("Coverage"); using Coverage; Codecov.submit(Codecov.process_folder())'
 jobs:
     include:
         - stage: "Documentation"

diff --git a/Manifest.toml b/Manifest.toml
@@ -5,9 +5,9 @@ uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"
 
 [[BinaryProvider]]
 deps = ["Libdl", "SHA"]
-git-tree-sha1 = "29995a7b317bbd06be147e1974a3541ce2502dca"
+git-tree-sha1 = "5b08ed6036d9d3f0ee6369410b830f8873d4024c"
 uuid = "b99e7846-7c00-51b0-8f62-c81ae34c0232"
-version = "0.5.7"
+version = "0.5.8"
 
 [[Dates]]
 deps = ["Printf"]
@@ -19,9 +19,9 @@ uuid = "8ba89e20-285c-5b6f-9357-94700520ee1b"
 
 [[HTTP]]
 deps = ["Base64", "Dates", "IniFile", "MbedTLS", "Sockets"]
-git-tree-sha1 = "f1e1b417a34cf73a70cbed919915bf8f8bad1806"
+git-tree-sha1 = "5c49dab19938b119fe204fd7d7e8e174f4e9c68b"
 uuid = "cd3eb016-35fb-5094-929b-558a96fad6f3"
-version = "0.8.6"
+version = "0.8.8"
 
 [[IniFile]]
 deps = ["Test"]
@@ -39,6 +39,9 @@ git-tree-sha1 = "b34d7cef7b337321e97d22242c3c2b91f476748e"
 uuid = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
 version = "0.21.0"
 
+[[LibGit2]]
+uuid = "76f85450-5226-5b5a-8eaa-529ad045b433"
+
 [[Libdl]]
 uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
 
@@ -64,14 +67,22 @@ uuid = "a63ad114-7e13-5084-954f-fe012c677804"
 
 [[Parsers]]
 deps = ["Dates", "Test"]
-git-tree-sha1 = "ef0af6c8601db18c282d092ccbd2f01f3f0cd70b"
+git-tree-sha1 = "0139ba59ce9bc680e2925aec5b7db79065d60556"
 uuid = "69de0a69-1ddd-5017-9359-2bf0b02dc9f0"
-version = "0.3.7"
+version = "0.3.10"
+
+[[Pkg]]
+deps = ["Dates", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "UUIDs"]
+uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
 
 [[Printf]]
 deps = ["Unicode"]
 uuid = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 
+[[REPL]]
+deps = ["InteractiveUtils", "Markdown", "Sockets"]
+uuid = "3fa0cd96-eef1-5676-8a61-b3b8758bbffb"
+
 [[Random]]
 deps = ["Serialization"]
 uuid = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
@@ -99,14 +110,18 @@ deps = ["LinearAlgebra", "SparseArrays"]
 uuid = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 
 [[Temporal]]
-deps = ["Dates", "HTTP", "JSON", "Printf", "Random", "RecipesBase", "Statistics", "Test"]
-git-tree-sha1 = "ab2b14f510cd2a068974c9dc654ad8e743582dc1"
+deps = ["Dates", "HTTP", "JSON", "Pkg", "Printf", "Random", "RecipesBase", "Statistics", "Test"]
+git-tree-sha1 = "31560aae24d7fa64dd75aaa4a74a81ac7cd28576"
 uuid = "a110ec8f-48c8-5d59-8f7e-f91bc4cc0c3d"
-version = "0.6.1"
+version = "0.7.0"
 
 [[Test]]
 deps = ["Distributed", "InteractiveUtils", "Logging", "Random"]
 uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
+[[UUIDs]]
+deps = ["Random", "SHA"]
+uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4"
+
 [[Unicode]]
 uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5"
diff --git a/src/reg.jl b/src/reg.jl
@@ -159,7 +159,7 @@ Moving linear regression R-squared or adjusted R-squared
 """
 function mlr_rsq(y::Array{T}; n::Int64=10, adjusted::Bool=false)::Array{T} where {T<:Real}
     yhat = mlr(y, n=n)
-    rsq = runcor(y, yhat, n=n, cumulative=false) .^ 2
+    rsq = runcor(y, yhat, n=n, cumulative=false) .^ 2.0
     if adjusted
         return rsq .- (1.0.-rsq)*(1.0/(float(n).-2.0))
     else