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update version number
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droodman committed Feb 26, 2022
1 parent 76868bd commit 24fe9f8
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1 change: 1 addition & 0 deletions .gitignore
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Expand Up @@ -11,3 +11,4 @@ src/precompiler.jl
compilation tests.jl
Stata examples.do

src/investigate turbo.jl
2 changes: 1 addition & 1 deletion Project.toml
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@@ -1,7 +1,7 @@
name = "WildBootTests"
uuid = "65c2e505-86ba-4c19-93f1-95506c1443d5"
authors = ["droodman <[email protected]>"]
version = "0.7.2"
version = "0.7.3"

[deps]
Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
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50 changes: 50 additions & 0 deletions src/WildBootTests.jl
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Expand Up @@ -110,3 +110,53 @@ include("precompile_WildBootTests.jl") # source: https://timholy.github.io/Snoo
_precompile_()

end

# using JLD
# @load "C:/Users/drood/Downloads/tmp.jld"
# test = WildBootTests.wildboottest(Float64, R, r; resp, predexog, predendog, inst, #=obswt,=# clustid, feid, nbootclustvar=1, nerrclustvar=2, turbo=true, issorted=true, getCI=true, reps=9999)
# test
# R = [1 zeros(1,251)]
# r = [0]
# resp = rand(2605476)
# predexog = rand(2605476, 251)
# predendog = rand(2605476)
# inst = np.asarray(Data.get("$inst"))
# clustid = np.asarray(Data.get('$clustid')).astype(int)
# test = wbt.wildboottest(R, r, resp=resp, predexog=predexog, predendog=predendog, inst=inst,
# clustid=clustid, nbootclustvar=1, nerrclustvar=1, reps=9999)


# using StableRNGs, Random, BenchmarkTools
# N=1_000_00; G=40; k=2; l=4
# Random.seed!(1231)
# β=rand(); γ=rand(k); Π=rand(l)
# W = rand(N,l)
# u₂ = randn(N)
# y₂ = W * Π + u₂
# u₁ = u₂ + randn(N)
# Z = rand(N,k)
# y₁ = y₂ * β + Z * γ + u₁
# ID = floor.(Int8, collect(0:N-1) / (N/G))
# R = [zeros(1,k) 1]; r = [0]
# FEID = rand([1,2,3,4,5],N)
# test = WildBootTests.wildboottest(Float32, R, .36; R1 = [1 zeros(1,k)], r1=[0], resp=y₁, predexog=Z, predendog=y₂, inst=W, clustid=ID, reps=99, issorted=true, rng=StableRNG(1231), LIML=true, feid=FEID)
# test
# # WildBootTests.wildboottest(Float64, R,#=.46=#.36; R1 = [1 zeros(1,k)], r1=[0], resp=y₁, predexog=Z, predendog=y₂, inst=W, clustid=ID, reps=999, issorted=true, rng=StableRNG(1231), LIML=true, feid=FEID)

# N=1_000_000; G=40; k=12; l=40
# Random.seed!(1231)
# β=rand(); γ=rand(k); Π=rand(l)
# W = rand(N,l)
# u₂ = randn(N)
# y₂ = W * Π + u₂
# u₁ = u₂ + randn(N)
# Z = rand(N,k)
# y₁ = y₂ * β + Z * γ + u₁
# ID = floor.(Int8, collect(0:N-1) / (N/G))
# R = [zeros(1,k) 1]; r = [0]
# WildBootTests.wildboottest(Float32, R,r; resp=y₁, predexog=Z, predendog=y₂, inst=W, clustid=ID, reps=9999, issorted=true, getCI=false)
# WildBootTests.wildboottest(Float64, R,r; resp=y₁, predexog=Z, predendog=y₂, inst=W, clustid=ID, reps=9999, issorted=true, getCI=false)
# @btime WildBootTests.wildboottest(Float32, R,r; resp=y₁, predexog=Z, predendog=y₂, inst=W, clustid=ID, reps=9999, issorted=true, getCI=false)
# @btime WildBootTests.wildboottest(Float64, R,r; resp=y₁, predexog=Z, predendog=y₂, inst=W, clustid=ID, reps=9999, issorted=true, getCI=false)

# @btime WildBootTests.wildboottest(Float32, R,.4; resp=y₁, predexog=Z, predendog=y₂, inst=W, clustid=ID, reps=9999, issorted=true, getCI=true);

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