decrease maxiter to 10K (#1087)

Author: s3alfisc

docs/changelog.qmd

@@ -14,6 +14,7 @@ fit3 = pf.feols("Y ~ X1 + X2 | f1", data = df)
 ## PyFixest 0.41.0 (In Development)
 
 - Adds the following statistics to the `Fepois` class: `_loglik`, `_loglik_null`, `_pseudo_r2`.
+- Set the default parameters for the MAP algorithm to a tolerance of `1e-06` and maximum number of iterations of `10_000`.
 
 
 ## PyFixest 0.40.1

pyfixest/estimation/estimation.py

@@ -29,7 +29,7 @@ def feols(
     ssc: Optional[dict[str, Union[str, bool]]] = None,
     fixef_rm: FixedRmOptions = "singleton",
     fixef_tol=1e-06,
-    fixef_maxiter: int = 100_000,
+    fixef_maxiter: int = 10_000,
     collin_tol: float = 1e-09,
     drop_intercept: bool = False,
     copy_data: bool = True,
@@ -534,7 +534,7 @@ def fepois(
     ssc: Optional[dict[str, Union[str, bool]]] = None,
     fixef_rm: FixedRmOptions = "singleton",
     fixef_tol: float = 1e-06,
-    fixef_maxiter: int = 100_000,
+    fixef_maxiter: int = 10_000,
     iwls_tol: float = 1e-08,
     iwls_maxiter: int = 25,
     collin_tol: float = 1e-09,

tests/test_demean.py

@@ -87,7 +87,7 @@ def test_demean_model_no_fixed_effects(benchmark, demean_func):
         lookup_demeaned_data=lookup_dict,
         na_index_str="test",
         fixef_tol=1e-6,
-        fixef_maxiter=100_000,
+        fixef_maxiter=10_000,
         demean_func=demean_func,
     )
 
@@ -125,7 +125,7 @@ def test_demean_model_with_fixed_effects(benchmark, demean_func):
         lookup_demeaned_data=lookup_dict,
         na_index_str="test",
         fixef_tol=1e-6,
-        fixef_maxiter=100_000,
+        fixef_maxiter=10_000,
         demean_func=demean_func,
     )
 
@@ -170,7 +170,7 @@ def test_demean_model_with_weights(benchmark, demean_func):
         lookup_demeaned_data=lookup_dict,
         na_index_str="test",
         fixef_tol=1e-6,
-        fixef_maxiter=100_000,
+        fixef_maxiter=10_000,
         demean_func=demean_func,
     )
 
@@ -183,7 +183,7 @@ def test_demean_model_with_weights(benchmark, demean_func):
         lookup_demeaned_data={},
         na_index_str="test2",
         fixef_tol=1e-6,
-        fixef_maxiter=100_000,
+        fixef_maxiter=10_000,
         demean_func=demean_func,
     )
 
@@ -217,7 +217,7 @@ def test_demean_model_caching(benchmark, demean_func):
         lookup_demeaned_data=lookup_dict,
         na_index_str="test",
         fixef_tol=1e-6,
-        fixef_maxiter=100_000,
+        fixef_maxiter=10_000,
         demean_func=demean_func,
     )
 
@@ -231,7 +231,7 @@ def test_demean_model_caching(benchmark, demean_func):
         lookup_demeaned_data=lookup_dict,
         na_index_str="test",
         fixef_tol=1e-6,
-        fixef_maxiter=100_000,
+        fixef_maxiter=10_000,
         demean_func=demean_func,
     )
 
@@ -251,7 +251,7 @@ def test_demean_model_caching(benchmark, demean_func):
         lookup_demeaned_data=lookup_dict,
         na_index_str="test",
         fixef_tol=1e-6,
-        fixef_maxiter=100_000,
+        fixef_maxiter=10_000,
         demean_func=demean_func,
     )