Reducing the memory allocation of the significance testing (#54)

* reducing mem alloc when computing pvals

* replace if-elseif by 2 if in accumulate_pvals!

* remove printing command

* remove init_pvals

benchmark/benchmarks.jl

@@ -36,3 +36,37 @@ Output on Jan's machine:
 
 # Check 0 allocations
 @btime inplace_map!(ar1_whitenoise, $var_x, $wv)
+
+
+#################################################
+# surrogates_loop!
+#################################################
+
+using TransitionsInTimeseries
+
+n = 1001
+t = collect(1.0:n)
+x = copy(t)
+
+indicators = (mean, var)
+change_metrics = RidgeRegressionSlope()
+
+config = SlidingWindowConfig(indicators, change_metrics;
+    width_ind = 100, stride_ind = 1,
+    width_cha = 100, stride_cha = 1, whichtime = last,
+)
+
+res = estimate_indicator_changes(config, x, t)
+signif = SurrogatesSignificance(n = 100, tail = :both, p = 0.1)
+flags = significant_transitions(res, signif)
+
+@btime estimate_indicator_changes($config, $x, $t)
+# 141.557 μs (4 allocations: 40.56 KiB)
+@btime significant_transitions($res, $signif)
+#=
+Former version of the code: 5.178 ms (1954 allocations: 3.03 MiB)
+Current version of the code: 4.863 ms (738 allocations: 2.96 MiB)
+
+Although there is an improvement in the number of allocations, the performance
+is not significantly improved.
+=#

src/significance/surrogates_significance.jl

@@ -145,11 +145,9 @@ function sliding_surrogates_loop!(
         indicator_dummys, change_dummys,
         width_ind, stride_ind, width_cha, stride_cha, tail
     )
+    pval_right = zeros(length(pval))
+    pval_left = copy(pval_right)
 
-    if tail == :both
-        pval_right = zeros(length(pval))
-        pval_left = copy(pval_right)
-    end
     # parallelized surrogate loop
     Threads.@threads for _ in 1:n_surrogates
         id = Threads.threadid()
@@ -159,30 +157,17 @@ function sliding_surrogates_loop!(
             width = width_ind, stride = stride_ind)
         windowmap!(chametric, change_dummy, indicator_dummys[id];
             width = width_cha, stride = stride_cha)
-        if tail == :right
-            pval .+= c .< change_dummy
-        elseif tail == :left
-            pval .+= c .> change_dummy
-        elseif tail == :both
-            pval_right .+= c .< change_dummy
-            pval_left .+= c .> change_dummy
-        end
-    end
-    if tail == :both
-        pval .= 2min.(pval_right, pval_left)
+        accumulate_pvals!(pval_right, pval_left, tail, c, change_dummy)
     end
+    choose_pval!(pval, pval_right, pval_left, tail)
 end
 
 function segmented_surrogates_loop!(
     indicator, chametric, c, pval, n_surrogates, sgens,
     indicator_dummys, change_dummys, width_ind, stride_ind, tail
 )
-
-    if tail == :both
-        pval_right = zeros(length(pval))
-        pval_left = copy(pval_right)
-    end
-
+    pval_right = zeros(length(pval))
+    pval_left = copy(pval_right)
     # parallelized surrogate loop
     Threads.@threads for _ in 1:n_surrogates
         id = Threads.threadid()
@@ -191,16 +176,26 @@ function segmented_surrogates_loop!(
         windowmap!(indicator, indicator_dummys[id], s;
             width = width_ind, stride = stride_ind)
         change_dummy = chametric(indicator_dummys[id])
-        if tail == :right
-            pval .+= c .< change_dummy
-        elseif tail == :left
-            pval .+= c .> change_dummy
-        elseif tail == :both
-            pval_right .+= c .< change_dummy
-            pval_left .+= c .> change_dummy
-        end
+        accumulate_pvals!(pval_right, pval_left, tail, c, change_dummy)
+    end
+    choose_pval!(pval, pval_right, pval_left, tail)
+end
+
+function accumulate_pvals!(pval_right, pval_left, tail, c, change_dummy)
+    if tail == :both || tail == :right
+        pval_right .+= c .< change_dummy
     end
+    if tail == :both || tail == :left
+        pval_left .+= c .> change_dummy
+    end
+end
+
+function choose_pval!(pval, pval_right, pval_left, tail)
     if tail == :both
         pval .= 2min.(pval_right, pval_left)
+    elseif tail == :right
+        pval .= pval_right
+    elseif tail == :left
+        pval .= pval_left
     end
-end
+end