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Speed improvements for pg.multicomp #271

Merged
merged 5 commits into from
Jun 18, 2022
Merged

Speed improvements for pg.multicomp #271

merged 5 commits into from
Jun 18, 2022

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raphaelvallat
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Closes #270

This PR brings major speed improvements to the Holm and FDR correction for multiple comparisons. Benchmark on a MacBook Pro 2019 (see #270 for comparison):

image

I'm looking for one reviewer to review this PR.

Thanks,
Raphael

@raphaelvallat raphaelvallat mentioned this pull request Jun 13, 2022
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@raphaelvallat
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Unit tests fail because of an issue with sklearn.linear_model.LogisticRegression. I'll fix this in a separate PR.

@raphaelvallat raphaelvallat merged commit d7481ab into master Jun 18, 2022
@raphaelvallat raphaelvallat deleted the faster_multicomp branch June 18, 2022 18:33
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pg.multicomp() uses a lot of memory, crashes the system
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