perf: Replace statsmodels OLS+f_test with numpy/scipy in Granger F-test - #46
Merged
CodSpeed HQ / CodSpeed Performance Analysis
failed
Jul 30, 2026
1 benchmark regressed
⚠️ Different runtime environments detected
Some benchmarks with significant performance changes were compared across different runtime environments,
which may affect the accuracy of the results.
⚡ 3 improved benchmarks
❌ 1 regressed benchmark
✅ 13 untouched benchmarks
Warning
Please fix the performance issues or acknowledge them on CodSpeed.
Performance Changes
| Benchmark | BASE |
HEAD |
Efficiency | |
|---|---|---|---|---|
| ❌ | test_ordinal_patterns |
9.4 ms | 23.1 ms | -59.4% |
| ⚡ | test_reconstruct[nodes10-gc] |
300.4 ms | 143.4 ms | ×2.1 |
| ⚡ | test_reconstruct[nodes5-gc] |
67.5 ms | 32.4 ms | ×2.1 |
| ⚡ | test_granger_f_test |
3.3 ms | 1.7 ms | +95.73% |
Tip
Investigate this regression by commenting @codspeedbot fix this regression on this PR, or directly use the CodSpeed MCP with your agent.
Comparing perf/fast-granger-f-test (a9c0fa6) with main (d9c47e1)
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