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jit compile x3 bootstrap types #57

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44 changes: 26 additions & 18 deletions wildboottest/wildboottest.py
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Original file line number Diff line number Diff line change
Expand Up @@ -262,37 +262,45 @@ def compute_denom(Cg, H, bootclustid, B, G, v, ssc):

elif self.crv_type == "crv3":

self.inv_tXX_tXgXg = []
self.inv_tXX_tXgXg = np.zeros((self.N_G_bootcluster, self.k, self.k))
for ix, g in enumerate(self.bootclustid):
self.inv_tXX_tXgXg.append(np.linalg.pinv(self.tXX - self.tXgXg_list[ix]))

self.denom = np.zeros(self.B + 1)

for b in range(0, self.B + 1):
self.inv_tXX_tXgXg[ix,:,:] = (np.linalg.pinv(self.tXX - self.tXgXg_list[ix]))

@jit
def compute_denom3(B, G, k, v, scores_mat, tXXinv, bootclustid, inv_tXX_tXgXg, ssc):

denom = np.zeros((B + 1, k))
for b in range(0, B + 1):

scores_g_boot = np.zeros((self.G, self.k))
v_ = self.v[:,b]
scores_g_boot = np.zeros((G, k))
v_ = v[:,b]

for ixg, g in enumerate(self.bootclustid):
for ixg, g in enumerate(bootclustid):

scores_g_boot[ixg,:] = self.scores_mat[:,ixg] * v_[ixg]
scores_g_boot[ixg,:] = scores_mat[:,ixg] * v_[ixg]

scores_boot = np.sum(scores_g_boot, axis = 0)
delta_b_star = self.tXXinv @ scores_boot
scores_boot = np.sum(scores_g_boot, axis = 0)
delta_b_star = tXXinv @ scores_boot

delta_diff = np.zeros((self.G, self.k))
delta_diff = np.zeros((G, k))

for ixg, g in enumerate(self.bootclustid):
for ixg, g in enumerate(bootclustid):

score_diff = scores_boot - scores_g_boot[ixg,:]
delta_diff[ixg,:] = (
score_diff = scores_boot - scores_g_boot[ixg,:]
delta_diff[ixg,:] = (

(self.inv_tXX_tXgXg[ixg] @ score_diff - delta_b_star)**2
(inv_tXX_tXgXg[ixg,:,:] @ score_diff - delta_b_star)**2

)
# se's
self.denom[b] = self.ssc * np.sum(delta_diff, axis = 0)[np.where(self.R == 1)]
denom[b,:] = ssc * np.sum(delta_diff, axis = 0)

return denom

self.denom = compute_denom3(
self.B, self.G, self.k, self.v, self.scores_mat, self.tXXinv, self.bootclustid, self.inv_tXX_tXgXg, self.ssc
)[:,self.R != 0]


def get_tboot(self):

Expand Down