diff --git a/Project.toml b/Project.toml
index 501afc8..1924c69 100644
--- a/Project.toml
+++ b/Project.toml
@@ -6,6 +6,7 @@ version = "0.3.0"
 [deps]
 CovarianceSelection = "fb9f034c-9bf8-4e47-a0a4-723273363029"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+PrecompileTools = "aea7be01-6a6a-4083-8856-8a6e6704d82a"
 ProximalBase = "0a755509-c5b1-5d6f-9b24-59bcda3c37a3"
 ProximalSolvers = "fc4971f5-6616-4709-9bfc-89a819252f6b"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
@@ -24,6 +25,7 @@ CovarianceSelection = "0.1"
 Ipopt = "1"
 JuMP = "1"
 LinearAlgebra = "1"
+PrecompileTools = "1"
 ProximalBase = "0.5"
 ProximalSolvers = "0.1"
 Random = "1"
diff --git a/src/DiffPrecTest.jl b/src/DiffPrecTest.jl
index a01fce8..91effe6 100644
--- a/src/DiffPrecTest.jl
+++ b/src/DiffPrecTest.jl
@@ -647,11 +647,6 @@ function estimate(
   DiffPrecResultNormal(Δab, sqrt(v))
 end
 
-
-
-
-
-
-
+include("precompile.jl")
 
 end
diff --git a/src/precompile.jl b/src/precompile.jl
new file mode 100644
index 0000000..a416c35
--- /dev/null
+++ b/src/precompile.jl
@@ -0,0 +1,25 @@
+####################################
+#
+#  Precompilation
+#
+####################################
+
+# The estimators' first calls, compiled into the package image. PrecompileTools
+# runs this workload when the package is precompiled; the preference
+# `precompile_workload = false` skips it.
+using PrecompileTools: @setup_workload, @compile_workload
+
+@setup_workload begin
+  p, n = 5, 300
+  Σy = [0.5^abs(i - j) for i in 1:p, j in 1:p]
+  X = randn(Xoshiro(1), n, p)
+  Y = randn(Xoshiro(2), n, p) * cholesky(Σy).U
+  @compile_workload begin
+    estimate(SymmetricNormal(), X, Y, 2, 1)
+    estimate(AsymmetricNormal(), X, Y, 2, 1)
+    estimate(SeparateNormal(), X, Y, 2, 1)
+    estimate(ReducedNormal(), X, Y, tril_index(p, 2, 1))
+    straps, = bootstrap(X, Y; bootSamples = 2)
+    simulCIstudentized(straps, 0.95)
+  end
+end