Reindex transposed sparse contrast matrix into modelmat_cols column-w…

…ise for speed improvement (#1070)
JuliaData · Sep 19, 2016 · d4ad15b · d4ad15b
1 parent 968e980
commit d4ad15b
Showing 1 changed file with 4 additions and 1 deletion.
diff --git a/src/statsmodels/formula.jl b/src/statsmodels/formula.jl
@@ -370,9 +370,12 @@ function modelmat_cols{T<:AbstractFloatMatrix}(::Type{T}, v::PooledDataVector, c
     ## contrast matrix
     reindex = [findfirst(contrast.levels, l) for l in levels(v)]
     contrastmatrix = convert(T, contrast.matrix)
-    return contrastmatrix[reindex[v.refs], :]
+    return indexrows(contrastmatrix, reindex[v.refs])
 end
 
+indexrows(m::SparseMatrixCSC, ind::Vector{Int}) = m'[:, ind]'
+indexrows(m::AbstractMatrix, ind::Vector{Int}) = m[ind, :]
+
 """
     expandcols{T<:AbstractFloatMatrix}(trm::Vector{T})
 Create pairwise products of columns from a vector of matrices