[mlakolar]

src/precompile.jl adds a PrecompileTools workload, in Float64 on a small problem (p = 5, n = 300). It covers estimate with SymmetricNormal, AsymmetricNormal, SeparateNormal and ReducedNormal, and bootstrap with simulCIstudentized. The calls of ProximalSolvers, CovarianceSelection and ProximalBase that they make are cached with them.

Measurements

Fresh processes on the Mac (M3 Pro), with each call evaluated at top level after using DiffPrecTest; p = 8, n = 400, entry (3, 2). First call, in seconds:

first call	1.13 master	1.13 this PR	1.10 master	1.10 this PR
SymmetricNormal	1.381	0.004	1.005	0.004
AsymmetricNormal	1.550	0.002	1.107	0.002
SeparateNormal	0.410	0.000	0.279	0.000
ReducedNormal	0.859	0.020	0.562	0.006
bootstrap, simulCIstudentized	1.239	0.049	0.985	0.056

Costs:

• Load time: using DiffPrecTest takes the same time as on master on 1.13 (median 0.46 s) and about 20 ms more on 1.10 (0.38 s against 0.36 s).
• Precompilation: 3.5 s instead of 0.9 s on 1.13, and 3.2 s instead of 0.8 s on 1.10.

The other dependencies are unregistered masters, so these measurements took ProximalBase, ProximalSolvers and CovarianceSelection from their masters. The PrecompileTools workloads of ProximalSolvers (mlakolar/ProximalSolvers.jl#44, merged) and CoordinateDescent (mlakolar/HighDimensionalModels.jl#47) come separately.

PrecompileTools' preference precompile_workload = false skips the workload; the compat is "1", since 1.3 does not install on Julia 1.10.

Tests

Pkg.test() with --depwarn=error passes all 20172 tests:

• on Julia 1.13.2 through [sources];
• on 1.10 from a clean copy with the three masters added by URL, as CI does.

🤖 Generated with Claude Code

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 98.62%. Comparing base (035415e) to head (221fcdd).

Additional details and impacted files

@@            Coverage Diff             @@
##           master      #11      +/-   ##
==========================================
+ Coverage   98.45%   98.62%   +0.16%     
==========================================
  Files          12       13       +1     
  Lines        1294     1306      +12     
==========================================
+ Hits         1274     1288      +14     
+ Misses         20       18       -2     

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