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A PrecompileTools workload for the estimators #11

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Merged
mlakolar merged 1 commit into from
Oct 24, 2026
Merged

A PrecompileTools workload for the estimators #11

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2 changes: 2 additions & 0 deletions Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -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"
Expand All @@ -24,6 +25,7 @@ CovarianceSelection = "0.1"
Ipopt = "1"
JuMP = "1"
LinearAlgebra = "1"
PrecompileTools = "1"
ProximalBase = "0.5"
ProximalSolvers = "0.1"
Random = "1"
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7 changes: 1 addition & 6 deletions src/DiffPrecTest.jl
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Expand Up @@ -647,11 +647,6 @@ function estimate(
DiffPrecResultNormal(Δab, sqrt(v))
end







include("precompile.jl")

end
25 changes: 25 additions & 0 deletions src/precompile.jl
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@@ -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
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