diff --git a/.github/workflows/benchmark.yml b/.github/workflows/benchmark.yml new file mode 100644 index 000000000..20ff7d6b1 --- /dev/null +++ b/.github/workflows/benchmark.yml @@ -0,0 +1,32 @@ +name: Benchmark this PR +on: + pull_request: + types: [labeled] +permissions: + pull-requests: write + +jobs: + bench: + runs-on: ubuntu-latest + if: contains(github.event.pull_request.labels.*.name, 'run benchmark') + steps: + - uses: MilesCranmer/AirspeedVelocity.jl@action-v1 + with: + julia-version: '1' + bench-on: ${{ github.event.pull_request.head.sha }} + extra-pkgs: https://github.com/LilithHafner/ChairmarksForAirspeedVelocity.jl + - name: Remove run benchmark label + if: ${{ success() }} + uses: actions/github-script@v7 + with: + script: | + try { + await github.rest.issues.removeLabel({ + issue_number: context.issue.number, + owner: context.repo.owner, + repo: context.repo.repo, + name: 'run benchmark' + }); + } catch (error) { + console.log('Label may not exist or already removed'); 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"033835bb-8acc-5ee8-8aae-3f567f8a3819" + RecursiveArrayTools = "731186ca-8d62-57ce-b412-fbd966d074cd" + StaticArrays = "90137ffa-7385-5640-81b9-e52037218182" + +[[deps.TerminalLoggers]] +deps = ["LeftChildRightSiblingTrees", "Logging", "Markdown", "Printf", "ProgressLogging", "UUIDs"] +git-tree-sha1 = "f133fab380933d042f6796eda4e130272ba520ca" +uuid = "5d786b92-1e48-4d6f-9151-6b4477ca9bed" +version = "0.1.7" + +[[deps.UUIDs]] +deps = ["Random", "SHA"] +uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4" +version = "1.11.0" + +[[deps.UnPack]] +git-tree-sha1 = "387c1f73762231e86e0c9c5443ce3b4a0a9a0c2b" +uuid = "3a884ed6-31ef-47d7-9d2a-63182c4928ed" +version = "1.0.2" + +[[deps.Unicode]] +uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5" +version = "1.11.0" + +[[deps.Zlib_jll]] +deps = ["Libdl"] +uuid = "83775a58-1f1d-513f-b197-d71354ab007a" +version = "1.3.1+2" + +[[deps.libblastrampoline_jll]] +deps = ["Artifacts", "Libdl"] +uuid = "8e850b90-86db-534c-a0d3-1478176c7d93" +version = "5.13.1+1" + +[[deps.nghttp2_jll]] +deps = ["Artifacts", "Libdl"] +uuid = "8e850ede-7688-5339-a07c-302acd2aaf8d" +version = "1.64.0+1" + +[[deps.p7zip_jll]] +deps = ["Artifacts", "Libdl"] +uuid = "3f19e933-33d8-53b3-aaab-bd5110c3b7a0" +version = "17.5.0+2" diff --git a/benchmark/Project.toml b/benchmark/Project.toml new file mode 100644 index 000000000..fe1eca950 --- /dev/null +++ b/benchmark/Project.toml @@ -0,0 +1,12 @@ +[deps] +BenchmarkTools = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf" +Chairmarks = "0ca39b1e-fe0b-4e98-acfc-b1656634c4de" +ChairmarksForAirspeedVelocity = "03f6ca6c-aa78-4850-b881-17e0d6a7eae9" +Copulas = "ae264745-0b69-425e-9d9d-cf662c5eec93" +Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f" +PkgBenchmark = "32113eaa-f34f-5b0d-bd6c-c81e245fc73d" +StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3" +StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91" + +[sources] +Copulas = {path = ".."} diff --git a/benchmark/benchmarks.jl b/benchmark/benchmarks.jl new file mode 100644 index 000000000..2e5844327 --- /dev/null +++ b/benchmark/benchmarks.jl @@ -0,0 +1,122 @@ +using BenchmarkTools +using ChairmarksForAirspeedVelocity +using Copulas +using StatsBase +using Distributions +using StableRNGs + +function exercise(rng, C) + d = length(C) + u = rand(rng, C, 5) + c = cdf(C, u) + p = pdf(C, u) + r = rosenblatt(C, u) + ir = inverse_rosenblatt(C, r) + return nothing +end +function metrics(C) + Copulas.τ(C) + Copulas.ρ(C) + Copulas.β(C) + Copulas.γ(C) + Copulas.ι(C) + return nothing +end +function fitting(rng, C) + d = length(C) + CT = typeof(C) + u = rand(rng, C, 10) + for m in Copulas._available_fitting_methods(CT, d) + fit(CT, u, m) + fit(CopulaModel, CT, u, m) + end + return nothing +end +function conditioning(rng, C) + d = length(C) + u = rand(rng, C) + D = condition(C, 2:d, u[2:d,1]) + cdf(D, rand(rng)) + quantile(D, rand(rng)) + return nothing +end + +function make_bench() + rng = StableRNG(123) + + EXAMPLES = unique([ + AMHCopula(3, 0.2), + ArchimaxCopula(2, Copulas.BB1Generator(1.3, 1.4), Copulas.GalambosTail(0.7)), + ArchimaxCopula(2, Copulas.ClaytonGenerator(1.5), Copulas.HuslerReissTail(0.6)), + ArchimaxCopula(2, Copulas.FrankGenerator(6.0), Copulas.LogTail(1.5)), + ArchimaxCopula(2, Copulas.GumbelGenerator(2.0), Copulas.AsymGalambosTail(0.35, 0.65, 0.3)), + ArchimaxCopula(2, Copulas.JoeGenerator(2.5), Copulas.GalambosTail(2.5)), + ArchimedeanCopula(3, EmpiricalGenerator(randn(rng, 3, 200))), + AsymGalambosCopula(2, 5.0, 0.8, 0.3), + AsymLogCopula(2, 1.5, 0.5, 0.2), + AsymMixedCopula(2, 0.12, 0.13), + BB10Copula(2, 3.0, 0.8), + BB1Copula(2, 1.2, 1.5), + BB2Copula(2, 1.5, 1.8), + BB3Copula(2, 2.5, 0.5), + BB6Copula(2, 1.5, 1.4), + BB7Copula(2, 1.5, 0.4), + BB8Copula(2, 1.5, 0.6), + BB9Copula(2, 2.0, 1.5), + BC2Copula(2, 0.5, 0.5), + BC2Copula(2, 0.7, 0.3), + BernsteinCopula(ClaytonCopula(3, 3.3); m=5), + BernsteinCopula(randn(rng, 3,100); m=5, pseudo_values=false), + BetaCopula(randn(rng, 3,100)), + CheckerboardCopula(randn(rng, 3,100); pseudo_values=false), + ClaytonCopula(2, -0.7), + ClaytonCopula(4, 3.0), + Copulas.SubsetCopula(RafteryCopula(3, 0.5), (2,1)), + CuadrasAugeCopula(2, 0.0), + CuadrasAugeCopula(2, 0.8), + EmpiricalCopula(randn(2,20), pseudo_values=false), + EmpiricalEVCopula(randn(rng, 2,20); method=:pickands, pseudo_values=false), + FGMCopula(2, 1), + FGMCopula(3, [0.1,0.2,0.3,0.4]), + FrankCopula(2, -5), + FrankCopula(4, 5), + GalambosCopula(2, 4.3), + GalambosCopula(2, 120), + GaussianCopula([1 0.7; 0.7 1]), + GumbelBarnettCopula(2, 1.0), + GumbelBarnettCopula(3, 0.35), + GumbelCopula(2, 1.2), + GumbelCopula(4, 7.0), + HuslerReissCopula(2, 3.5), + IndependentCopula(4), + InvGaussianCopula(2, 1.0), + InvGaussianCopula(4, 0.05), + JoeCopula(2, Inf), + JoeCopula(3, 7), + LogCopula(2, 1.5), + MCopula(4), + MixedCopula(2, 0.5), + MOCopula(2, 0.5, 0.5, 0.5), + PlackettCopula(2.0), + RafteryCopula(3, 0.5), + TCopula(4, [1 0.5; 0.5 1]), + tEVCopula(2, 4.0, 0.5), + WCopula(2), + ]); + + G = BenchmarkGroup() + + for C in EXAMPLES # only the first two for the moment to see. + tp = typeof(C).name.wrapper + nm = sprint(show, C) + @show nm + G["exercise"][tp][nm] = @benchmarkable exercise(rng, C) + # G["metrics"][nm] = @benchmarkable metrics(C) + # G["fitting"][nm] = @benchmarkable fitting(rng, C) + # G["conditioning"][tp][nm] = @benchmarkable conditioning(rng, C) + end + return(G) +end + +# PkgBenchmark entrypoint; must define SUITE +const SUITE = make_bench(); \ No newline at end of file diff --git a/docs/Project.toml b/docs/Project.toml index b85c7fa91..3bbf95e61 100644 --- a/docs/Project.toml +++ b/docs/Project.toml @@ -11,5 +11,5 @@ Roots = "f2b01f46-fcfa-551c-844a-d8ac1e96c665" StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91" [sources] -Copulas = {path = "C:\\Users\\lrnv\\.julia\\dev\\Copulas"} +Copulas = {path = ".."} DocumenterVitepress = {rev = "allow_custom_admonitions", url = "https://github.com/lrnv/DocumenterVitepress.jl"}