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JeffreyRacine / R-Package-np

R package np (Nonparametric Kernel Smoothing Methods for Mixed Data Types)
https://socialsciences.mcmaster.ca/people/racinej
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npsigtest slow #40

Closed waynelapierre closed 1 year ago

waynelapierre commented 1 year ago

Is there any way to make npsigtest faster? I have an R script where more than 95% of the time is spent on multiple npsigtest functions.

JeffreyRacine commented 1 year ago

Hi,

Thanks for your interest in the package. You could try the option ckertype=”epanechnikov” in the call to the bandwidth generation and the call to npsigtest, plus set the global option option(np.tree=TRUE) (see FAQ for a tad more info), and drop the number of bootstrap reps to 99 from 399… see if that helps?

waynelapierre commented 1 year ago

Does dropping the number of bootstrap reps make the result less reliable? Thanks.

JeffreyRacine commented 1 year ago

Hi,   Slight reduction in power, that’s all… size unaffected…

  Jeff