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Faster sparse model matrix construction #1070

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Sep 19, 2016
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Faster sparse model matrix construction #1070

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5 changes: 4 additions & 1 deletion src/statsmodels/formula.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -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
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