Support StatsProcedures as a separate package (#14)

Author: junyuan-chen

Project.toml

@@ -13,19 +13,21 @@ Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
 StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 StatsFuns = "4c63d2b9-4356-54db-8cca-17b64c39e42c"
 StatsModels = "3eaba693-59b7-5ba5-a881-562e759f1c8d"
+StatsProcedures = "d2f4e7c0-4966-47f3-9552-d63f8a71a436"
 Tables = "bd369af6-aec1-5ad0-b16a-f7cc5008161c"
 Vcov = "ec2bfdc2-55df-4fc9-b9ae-4958c2cf2486"
 
 [compat]
 DataAPI = "1.5"
 DataFrames = "1"
-DiffinDiffsBase = "0.3.3"
+DiffinDiffsBase = "0.4"
 FixedEffectModels = "1.6"
 FixedEffects = "2"
 Reexport = "0.2, 1"
 StatsBase = "0.33"
 StatsFuns = "0.9"
 StatsModels = "0.6"
+StatsProcedures = "0.1"
 Tables = "1"
 Vcov = "0.5"
 julia = "1.3"

src/InteractionWeightedDIDs.jl

@@ -10,18 +10,19 @@ using Reexport
 using StatsBase: AbstractWeights, CovarianceEstimator, UnitWeights, PValue, TestStat, NoQuote
 using StatsFuns: fdistccdf
 using StatsModels: coefnames
+using StatsProcedures: _count!
 using Tables
 using Tables: getcolumn, columnnames
 using Vcov
 @reexport using DiffinDiffsBase
 using DiffinDiffsBase: ValidTimeType, termvars, isintercept, parse_intercept!,
-    _count!, _groupfind, _treatnames, _parse_bycells!, _parse_subset
+    _groupfind, _treatnames, _parse_bycells!, _parse_subset
 
 import Base: show
-import DiffinDiffsBase: required, default, transformed, combinedargs, copyargs,
-    valid_didargs, result, vce, treatment, nobs, outcomename, weights, treatnames,
+import DiffinDiffsBase: valid_didargs, vce, treatment, nobs, outcomename, weights, treatnames,
     dof_residual, agg, post!
 import FixedEffectModels: has_fe
+import StatsProcedures: required, default, transformed, combinedargs, copyargs, result
 
 export Vcov,
        fe
@@ -37,7 +38,7 @@ export CheckVcov,
        SolveLeastSquares,
        EstVcov,
        SolveLeastSquaresWeights,
-       
+
        RegressionBasedDID,
        Reg,
        RegressionBasedDIDResult,

test/procedures.jl

@@ -551,15 +551,15 @@ end
     X = hcat(col0, col1)
     crossx = cholesky!(Symmetric(X'X))
     cf = crossx \ (X'y)
-    treatcells = VecColumnTable((rel=[0, 1],))
+    tcells = VecColumnTable((rel=[0, 1],))
 
     nt = (tr=tr, solvelsweights=true, lswtnames=(), cells=cells, rows=rows,
-        X=X, crossx=crossx, coef=cf, treatcells=treatcells, yterm=yterm, xterms=AbstractTerm[],
+        X=X, crossx=crossx, coef=cf, treatcells=tcells, yterm=yterm, xterms=AbstractTerm[],
         yxterms=yxterms, yxcols=yxcols, feM=feM, fetol=1e-8, femaxiter=10000, weights=wt)
     ret = solveleastsquaresweights(nt...)
     lswt = ret.lsweights
     @test lswt.r === cells
-    @test lswt.c === treatcells
+    @test lswt.c === tcells
     @test lswt[lswt.r.wave_hosp.==10, 1] ≈ [-1/3, -1/3, -1/3, 1, 0] atol=fetol
     @test lswt[lswt.r.wave_hosp.==10, 1] ≈ [-1/3, -1/3, -1/3, 1, 0] atol=fetol
     @test lswt[lswt.r.wave_hosp.==10, 2] ≈ [-1/3, -1/3, -1/3, 0, 1] atol=fetol

test/runtests.jl

@@ -3,8 +3,7 @@ using InteractionWeightedDIDs
 
 using DataFrames
 using Dates: Date, Year
-using DiffinDiffsBase: ValidTimeType, @fieldequal,
-    required, default, transformed, combinedargs, _byid, valid_didargs
+using DiffinDiffsBase: ValidTimeType, @fieldequal, valid_didargs
 using FixedEffectModels: Combination, nunique, _multiply
 using FixedEffects
 using InteractionWeightedDIDs: FETerm, _parsefeterm, getfename,
@@ -13,6 +12,7 @@ using InteractionWeightedDIDs: FETerm, _parsefeterm, getfename,
     solveleastsquaresweights
 using LinearAlgebra
 using StatsBase: Weights, uweights
+using StatsProcedures: required, default, transformed, combinedargs, _byid
 
 import Base: ==