change bkr for qrr to avoid undefined variable error

.devcontainer/DOCKERFILE

@@ -0,0 +1,28 @@
+FROM ubuntu:24.04
+ENV TZ America/New_York
+ENV JULIA_VERSION 1.11.1
+ENV JULIA_NUM_THREADS 4
+ENV QUARTO_VERSION 1.6.37
+
+RUN apt-get update \
+    && apt-get install -y wget \
+    && apt-get install -y unzip \
+    && apt-get install -y git
+RUN cd /usr/local/bin \
+    && mkdir quarto_dir \
+    && cd quarto_dir \
+    && wget -q https://github.com/quarto-dev/quarto-cli/releases/download/v${QUARTO_VERSION}/quarto-${QUARTO_VERSION}-linux-amd64.deb \
+    && echo "7ec9346bca871f96fa9d8983f4dde1e659e8103075037daf4f547032315282b3  quarto-${QUARTO_VERSION}-linux-amd64.deb" | sha256sum -c - \
+    && apt-get install -y ./quarto-${QUARTO_VERSION}-linux-amd64.deb \
+    && quarto add --no-prompt kapsner/authors-block
+RUN cd /usr/local/bin \
+    && mkdir julia_dir \
+    && cd julia_dir \
+    && wget -q https://julialang-s3.julialang.org/bin/linux/x64/`echo ${JULIA_VERSION} | cut -d. -f 1,2`/julia-${JULIA_VERSION}-linux-x86_64.tar.gz \
+    && echo "cca8d13dc4507e4f62a129322293313ee574f300d4df9e7db30b7b41c5f8a8f3  julia-${JULIA_VERSION}-linux-x86_64.tar.gz" | sha256sum -c - \
+    && tar fxz julia-${JULIA_VERSION}-linux-x86_64.tar.gz \
+    && rm -R julia-${JULIA_VERSION}-linux-x86_64.tar.gz \
+    && cd .. \
+    && ln -s julia_dir/julia-${JULIA_VERSION}/bin/julia julia
+RUN julia -e 'using Pkg; Pkg.add(["Revise"]);'
+RUN bash

.devcontainer/devcontainer.json

@@ -0,0 +1,16 @@
+{
+	"build": {
+		"dockerfile": "Dockerfile"
+	},
+	"customizations": {
+		// Configure properties specific to VS Code.
+		"vscode": {
+			// Add the IDs of extensions you want installed when the container is created.
+			"extensions": [
+				"julialang.language-julia",
+				"quarto.quarto",
+				"ritwickdey.liveserver"
+			]
+		}
+	}
+}

.github/workflows/CompatHelper.yml

@@ -1,19 +1,44 @@
 name: CompatHelper
-
 on:
   schedule:
-    - cron: '00 00 * * *'
-
+    - cron: 0 0 * * *
+  workflow_dispatch:
+permissions:
+  contents: write
+  pull-requests: write
 jobs:
   CompatHelper:
     runs-on: ubuntu-latest
     steps:
-      - uses: julia-actions/setup-julia@v1
+      - name: Check if Julia is already available in the PATH
+        id: julia_in_path
+        run: which julia
+        continue-on-error: true
+      - name: Install Julia, but only if it is not already available in the PATH
+        uses: julia-actions/setup-julia@v2
         with:
-          version: 1.5
-      - name: Pkg.add("CompatHelper")
-        run: julia -e 'using Pkg; Pkg.add("CompatHelper")'
-      - name: CompatHelper.main()
+          version: '1'
+          arch: ${{ runner.arch }}
+        if: steps.julia_in_path.outcome != 'success'
+      - name: "Add the General registry via Git"
+        run: |
+          import Pkg
+          ENV["JULIA_PKG_SERVER"] = ""
+          Pkg.Registry.add("General")
+        shell: julia --color=yes {0}
+      - name: "Install CompatHelper"
+        run: |
+          import Pkg
+          name = "CompatHelper"
+          uuid = "aa819f21-2bde-4658-8897-bab36330d9b7"
+          version = "3"
+          Pkg.add(; name, uuid, version)
+        shell: julia --color=yes {0}
+      - name: "Run CompatHelper"
+        run: |
+          import CompatHelper
+          CompatHelper.main()
+        shell: julia --color=yes {0}
         env:
           GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
-        run: julia -e 'using CompatHelper; CompatHelper.main()'
+          COMPATHELPER_PRIV: ${{ secrets.DOCUMENTER_KEY }}

.github/workflows/TagBot.yml

@@ -4,6 +4,22 @@ on:
     types:
       - created
   workflow_dispatch:
+    inputs:
+      lookback:
+        default: "3"
+permissions:
+  actions: read
+  checks: read
+  contents: write
+  deployments: read
+  issues: read
+  discussions: read
+  packages: read
+  pages: read
+  pull-requests: read
+  repository-projects: read
+  security-events: read
+  statuses: read
 jobs:
   TagBot:
     if: github.event_name == 'workflow_dispatch' || github.actor == 'JuliaTagBot'
@@ -12,3 +28,5 @@ jobs:
       - uses: JuliaRegistries/TagBot@v1
         with:
           token: ${{ secrets.GITHUB_TOKEN }}
+          # Edit the following line to reflect the actual name of the GitHub Secret containing your private key
+          ssh: ${{ secrets.DOCUMENTER_KEY }}

.github/workflows/ci.yml

@@ -35,16 +35,16 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        julia-version: ['1.8']
+        julia-version: ['1.11']
         julia-arch: [x64]
         os: [ubuntu-22.04]
     steps:
-      - uses: actions/checkout@v2
-      - uses: julia-actions/setup-julia@v1
+      - uses: actions/checkout@v4
+      - uses: julia-actions/setup-julia@v2
         with:
           version: ${{ matrix.julia-version }}
       - name: Cache artifacts
-        uses: actions/cache@v3
+        uses: actions/cache@v4
         env:
           cache-name: cache-artifacts
         with:
@@ -57,7 +57,7 @@ jobs:
       - uses: julia-actions/julia-buildpkg@v1
       - uses: julia-actions/julia-runtest@v1
       - uses: julia-actions/julia-processcoverage@v1
-      - uses: codecov/codecov-action@v2
+      - uses: codecov/codecov-action@v4
         with:
           files: lcov.info
       - uses: julia-actions/julia-docdeploy@v1

Project.toml

@@ -3,42 +3,56 @@ uuid = "4d6a76a9-bfbc-5492-8924-cf6ed7875f06"
 license = "ISC"
 description = "Econometrics in Julia"
 maintainer = "José Bayoán Santiago Calderón"
-version = "0.2.10"
+version = "0.2.11"
 
 [deps]
+CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
 CategoricalArrays = "324d7699-5711-5eae-9e2f-1d82baa6b597"
 CompilerSupportLibraries_jll = "e66e0078-7015-5450-92f7-15fbd957f2ae"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
 FillArrays = "1a297f60-69ca-5386-bcde-b61e274b549b"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 JLLWrappers = "692b3bcd-3c85-4b1f-b108-f13ce0eb3210"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+MLJBase = "a7f614a8-145f-11e9-1d2a-a57a1082229d"
 MLJModelInterface = "e80e1ace-859a-464e-9ed9-23947d8ae3ea"
 Optim = "429524aa-4258-5aef-a3af-852621145aeb"
 Parameters = "d96e819e-fc66-5662-9728-84c9c7592b0a"
 Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
+RDatasets = "ce6b1742-4840-55fa-b093-852dadbb1d8b"
+StatsAPI = "82ae8749-77ed-4fe6-ae5f-f523153014b0"
 StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 StatsFuns = "4c63d2b9-4356-54db-8cca-17b64c39e42c"
 StatsModels = "3eaba693-59b7-5ba5-a881-562e759f1c8d"
 TableOperations = "ab02a1b2-a7df-11e8-156e-fb1833f50b87"
 Tables = "bd369af6-aec1-5ad0-b16a-f7cc5008161c"
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+Weave = "44d3d7a6-8a23-5bf8-98c5-b353f8df5ec9"
+WooldridgeDatasets = "b46f53ff-21ea-4df8-83e7-e19d2972755a"
 
 [compat]
+CSV = "0.10.15"
 CategoricalArrays = "0.10"
 Distributions = "0.25"
-FillArrays = "0.13"
+Documenter = "1.8.0"
+FillArrays = "1"
 ForwardDiff = "0.10"
 JLLWrappers = "1"
+MLJBase = "1.7.0"
 MLJModelInterface = "1"
 Optim = "1"
 Parameters = "0.12"
+RDatasets = "0.7.7"
 StatsAPI = "1"
-StatsBase = "0.33"
+StatsBase = "0.34"
 StatsFuns = "1"
-StatsModels = "0.6"
+StatsModels = "0.7"
 TableOperations = "1"
 Tables = "1"
-julia = "1.6"
+Test = "1.11"
+Weave = "0.10.12"
+WooldridgeDatasets = "0.1.4"
+julia = "1.11"
 
 [extras]
 CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
@@ -52,4 +66,7 @@ Weave = "44d3d7a6-8a23-5bf8-98c5-b353f8df5ec9"
 WooldridgeDatasets = "b46f53ff-21ea-4df8-83e7-e19d2972755a"
 
 [targets]
-test = ["CSV", "Documenter", "MLJBase", "MLJModelInterface", "RDatasets", "StatsAPI", "Test", "Weave", "WooldridgeDatasets"]
+test = [
+    "CSV", "Documenter", "MLJBase", "MLJModelInterface", "RDatasets",
+    "StatsAPI", "Test", "Weave", "WooldridgeDatasets"
+]

docs/Project.toml

@@ -2,4 +2,4 @@
 Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
 
 [compat]
-Documenter = "0.27"
+Documenter = "1.8"

src/formula.jl

@@ -56,7 +56,7 @@ function decompose(
         convert(Vector{Symbol}, filter!(!isnothing, union(termvars(f), [panel, time, wts])))
     data = select(data, pns...) |> columntable
     if isa(wts, Symbol)
-        wts = ifelse.(getproperty(data, wts) .≤ 0, missing, getproperty(data, wts))
+        data = (data..., wts = ifelse.(getproperty(data, wts) .≤ 0, missing, getproperty(data, wts)))
     end
     categorical_variables =
         Tables.schema(data) |> (
@@ -158,7 +158,7 @@ function decompose(
         Z = zeros(0, 0)
     end
     wts =
-        isnothing(wts) ? FrequencyWeights(ones(length(y))) : FrequencyWeights(collect(wts))
+        isnothing(wts) ? FrequencyWeights(ones(length(y))) : FrequencyWeights(collect(getproperty(data, wts)))
     if isa(estimator, Type{<:RandomEffectsEstimator})
         panel = (
             panel,

src/solvers.jl

@@ -179,7 +179,7 @@
     F = qr(X, ColumnNorm())
     qrr = count(x -> abs(x) ≥ √eps(), diag(F.R))
     if qrr < size(F, 2)
-        lin_ind = sort!(F.p[sortperm(F.p)[1:bkr]])
+        lin_ind = sort!(F.p[sortperm(F.p)[1:qrr]])
         X = convert(Matrix{Float64}, X[:,lin_ind])
         F = qr(X, ColumnNorm())
     else
@@ -234,7 +234,7 @@
     F = qr(X, ColumnNorm())
     qrr = count(x -> abs(x) ≥ √eps(), diag(F.R))
     if qrr < size(F, 2)
-        lin_ind = sort!(F.p[sortperm(F.p)[1:bkr]])
+        lin_ind = sort!(F.p[sortperm(F.p)[1:qrr]])
         X = convert(Matrix{Float64}, X[:,lin_ind])
     else
         lin_ind = collect(1:size(F, 2))

test/docs.jl

@@ -10,27 +10,31 @@
             file,
             out_path = joinpath(prefix, "docs", "src"),
             doctype = "github"
-            )
+        )
     end
 
-    DocMeta.setdocmeta!(Econometrics,
-                       :DocTestSetup,
-                       :(using Econometrics, Documenter, CSV, RDatasets, StatsBase;
-                         ENV["COLUMNS"] = 120;
-                         ENV["LINES"] = 30;),
-                       recursive = true)
+    DocMeta.setdocmeta!(
+        Econometrics,
+        :DocTestSetup,
+        :(using Econometrics, Documenter, CSV, RDatasets, StatsBase;
+        ENV["COLUMNS"] = 120;
+        ENV["LINES"] = 30;),
+        recursive = true
+    )
     # doctest(Econometrics, fix = true)
-    makedocs(sitename = "Econometrics",
-             format = Documenter.HTML(assets = [joinpath("assets", "custom.css")]),
-             modules = [Econometrics, StatsAPI],
-             pages = [
-                 "Introduction" => "index.md",
-                 "Getting Started" => "getting_started.md",
-                 "Estimators" => "estimators.md",
-                 "API" => "api.md",
-                 ],
-             source = joinpath(prefix, "docs", "src"),
-             build = joinpath(prefix, "docs", "build"),
-             )
+    makedocs(
+        sitename = "Econometrics",
+        format = Documenter.HTML(assets = [joinpath("assets", "custom.css")]),
+        modules = [Econometrics, StatsAPI],
+        pages = [
+            "Introduction" => "index.md",
+            "Getting Started" => "getting_started.md",
+            "Estimators" => "estimators.md",
+            "API" => "api.md",
+        ],
+        source = joinpath(prefix, "docs", "src"),
+        build = joinpath(prefix, "docs", "build"),
+        checkdocs = :none,
+    )
     @test true
 end

test/issues.jl

@@ -0,0 +1,11 @@
+@testset "Issues" begin
+    @testset "Nonpositive Weights" begin
+        x = randn(100)
+        y = 2*x + randn(100)
+        w = randn(100)
+        data = DataFrame(x = x, y = y, w = w)
+        # Test that no error is thrown
+        # https://github.com/JuliaLang/julia/issues/18780#issuecomment-251534863
+        @test fit(EconometricModel, @formula(y ~ x), data; wts = :w) isa Any
+    end
+end