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@schroedk schroedk commented Aug 21, 2025

This PR implements a simple version of the Iron-Tucks acceleration.

Closes #357

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codecov bot commented Aug 21, 2025

Codecov Report

❌ Patch coverage is 66.66667% with 3 lines in your changes missing coverage. Please review.

Files with missing lines Patch % Lines
pyfixest/estimation/demean_.py 33.33% 2 Missing ⚠️
pyfixest/core/demean_accelerated.py 80.00% 1 Missing ⚠️
Flag Coverage Δ
core-tests 75.59% <66.66%> (-0.02%) ⬇️
tests-extended ?
tests-vs-r 16.18% <55.55%> (?)

Flags with carried forward coverage won't be shown. Click here to find out more.

Files with missing lines Coverage Δ
pyfixest/estimation/backends.py 73.33% <100.00%> (+0.91%) ⬆️
pyfixest/estimation/literals.py 87.50% <ø> (ø)
pyfixest/core/demean_accelerated.py 80.00% <80.00%> (ø)
pyfixest/estimation/demean_.py 55.11% <33.33%> (-0.53%) ⬇️

... and 7 files with indirect coverage changes

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s3alfisc commented Oct 22, 2025

@schroedk just rebased / merged changes from master in here (new features plus I moved to using a pixi toml, plus the dev env no longer installs on windows due to compatibility challenges).

As before, you can build the Rust bindings by typing

pixi r -e dev maturin-develop

and run the benchmarks via

pixi run -e dev pytest  tests/test_demean.py::test_demean_complex_fixed_effects

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s3alfisc commented Dec 2, 2025

Benchmarks of the accelerated vs regular rust vs fixest and FixedEffectsModels.jl. Looks like good progress to me!

image

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Demean: Implement IT Acceleration for demeaning algo

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