Closed biona001 closed 2 years ago
Merging #32 (f95f2c8) into master (b057a60) will decrease coverage by
0.43%
. The diff coverage is47.16%
.
@@ Coverage Diff @@
## master #32 +/- ##
==========================================
- Coverage 47.77% 47.34% -0.44%
==========================================
Files 16 16
Lines 921 1016 +95
==========================================
+ Hits 440 481 +41
- Misses 481 535 +54
Impacted Files | Coverage Δ | |
---|---|---|
src/Knockoffs.jl | 0.00% <ø> (ø) |
|
src/ghost.jl | 0.00% <0.00%> (ø) |
|
src/group.jl | 56.00% <0.00%> (-42.25%) |
:arrow_down: |
src/utilities.jl | 60.06% <80.64%> (+3.53%) |
:arrow_up: |
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O(n)
formula for updating cholesky factorization in MVR, max_entroy, and sdp_fast knockoffs. Withtol=0.001
, MVR and max_entropy knockoffs should take <1h on 10k by 10k covariance matrix, and withtol=1e-6
(default), max_entropy should still be <1h while MVR should take slightly more than an hour.