New function: inverse_lagrange_multiplier_test.

[mlondschien]

Slightly faster:

main:

[83.33%] ··· tests.Tests.time_lagrange_multiplier_test                                                                                                                  ok
[83.33%] ··· ====== ============== ================ ============== =======================
             --                                      data                                 
             ------ ----------------------------------------------------------------------
               n     (1, 1, 0, 0)   (100, 1, 4, 0)   (4, 2, 2, 2)   guggenberger12 (k=10) 
             ====== ============== ================ ============== =======================
              1000    145±0.4μs        43.8±5ms      2.45±0.02ms         2.79±0.02ms      
             ====== ============== ================ ============== =======================

here:

[83.33%] ··· tests.Tests.time_lagrange_multiplier_test                                                                                                                  ok
[83.33%] ··· ====== ============== ================ ============== =======================
             --                                      data                                 
             ------ ----------------------------------------------------------------------
               n     (1, 1, 0, 0)   (100, 1, 4, 0)   (4, 2, 2, 2)   guggenberger12 (k=10) 
             ====== ============== ================ ============== =======================
              1000     142±2μs         28.7±6ms      1.95±0.02ms         2.55±0.04ms      
             ====== ============== ================ ============== =======================

[codecov]

Codecov Report

Attention: Patch coverage is 88.47584% with 31 lines in your changes missing coverage. Please review.

Project coverage is 92.20%. Comparing base (5a0390c) to head (2674d59).
Report is 30 commits behind head on main.

Files with missing lines	Patch %	Lines
ivmodels/confidence_set.py	48.14%	14 Missing ⚠️
tests/tests/test_tests.py	79.48%	8 Missing ⚠️
ivmodels/tests/lagrange_multiplier.py	95.36%	7 Missing ⚠️
ivmodels/quadric.py	87.50%	2 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main      #88      +/-   ##
==========================================
- Coverage   93.25%   92.20%   -1.05%     
==========================================
  Files          32       33       +1     
  Lines        1615     1821     +206     
==========================================
+ Hits         1506     1679     +173     
- Misses        109      142      +33     

☔ View full report in Codecov by Sentry.
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[mlondschien]

(ivmodels) (base) code/ivmodels/benchmarks [inverse_lm] $ asv run -m macbook-malte --python=same
Couldn't load asv.plugins._mamba_helpers because
No module named 'libmambapy'
· Discovering benchmarks
· Running 14 total benchmarks (1 commits * 1 environments * 14 benchmarks)
[ 0.00%] ·· Benchmarking existing-py_Users_mlondschien_mambaforge_envs_ivmodels_bin_python
[ 3.57%] ··· Running (kclass.KClass.time_fit--).....
[21.43%] ··· Running (tests.Tests.time_inverse_anderson_rubin_test--).....
[39.29%] ··· Running (tests.Tests.time_lagrange_multiplier_test--)....
[53.57%] ··· kclass.KClass.time_fit                                                                                                                                                                         ok
[53.57%] ··· ======= ================= =================== ================= =======================
             --                                            data                                     
             ------- -------------------------------------------------------------------------------
              kappa   (1000, 1, 1, 0)   (1000, 2, 100, 0)   (1000, 2, 4, 2)   guggenberger12 (k=10) 
             ======= ================= =================== ================= =======================
               liml       147±2μs            4.98±2ms           327±7μs              286±20μs       
               tsls     1.37±0.02ms          8.29±2ms         1.63±0.08ms          1.68±0.06ms      
               0.5      1.40±0.08ms          7.94±1ms         1.59±0.05ms          1.61±0.03ms      
             ======= ================= =================== ================= =======================

[57.14%] ··· tests.Tests.time_anderson_rubin_test                                                                                                                                                           ok
[57.14%] ··· ====== ============== ================ ============== =======================
             --                                      data                                 
             ------ ----------------------------------------------------------------------
               n     (1, 1, 0, 0)   (100, 1, 4, 0)   (4, 2, 2, 2)   guggenberger12 (k=10) 
             ====== ============== ================ ============== =======================
              1000     105±1μs         9.15±3ms        308±10μs            331±6μs        
             ====== ============== ================ ============== =======================

[60.71%] ··· tests.Tests.time_anderson_rubin_test_guggenberger19                                                                                                                                            ok
[60.71%] ··· ====== ============== ================ ============== =======================
             --                                      data                                 
             ------ ----------------------------------------------------------------------
               n     (1, 1, 0, 0)   (100, 1, 4, 0)   (4, 2, 2, 2)   guggenberger12 (k=10) 
             ====== ============== ================ ============== =======================
              1000       n/a           26.3±8ms        422±10μs            560±20μs       
             ====== ============== ================ ============== =======================

[64.29%] ··· tests.Tests.time_conditional_likelihood_ratio_test_numerical_integration                                                                                                                       ok
[64.29%] ··· ====== ============== ================ ============== =======================
             --                                      data                                 
             ------ ----------------------------------------------------------------------
               n     (1, 1, 0, 0)   (100, 1, 4, 0)   (4, 2, 2, 2)   guggenberger12 (k=10) 
             ====== ============== ================ ============== =======================
              1000     491±10μs        30.3±7ms        917±8μs             653±20μs       
             ====== ============== ================ ============== =======================

[67.86%] ··· tests.Tests.time_conditional_likelihood_ratio_test_power_series                                                                                                                                ok
[67.86%] ··· ====== ============== ================ ============== =======================
             --                                      data                                 
             ------ ----------------------------------------------------------------------
               n     (1, 1, 0, 0)   (100, 1, 4, 0)   (4, 2, 2, 2)   guggenberger12 (k=10) 
             ====== ============== ================ ============== =======================
              1000     465±3μs        2.06±0.04s       981±60μs          2.64±0.04ms      
             ====== ============== ================ ============== =======================

[71.43%] ··· tests.Tests.time_inverse_anderson_rubin_test                                                                                                                                                   ok
[71.43%] ··· ====== ============== ================ ============== =======================
             --                                      data                                 
             ------ ----------------------------------------------------------------------
               n     (1, 1, 0, 0)   (100, 1, 4, 0)   (4, 2, 2, 2)   guggenberger12 (k=10) 
             ====== ============== ================ ============== =======================
              1000     292±2μs         10.3±6ms        666±20μs            603±10μs       
             ====== ============== ================ ============== =======================

[75.00%] ··· tests.Tests.time_inverse_lagrange_multiplier_test                                                                                                                                              ok
[75.00%] ··· ====== ============== ================ ============== =======================
             --                                      data                                 
             ------ ----------------------------------------------------------------------
               n     (1, 1, 0, 0)   (100, 1, 4, 0)   (4, 2, 2, 2)   guggenberger12 (k=10) 
             ====== ============== ================ ============== =======================
              1000    9.35±0.2ms      1.96±0.03s         n/a               139±2ms        
             ====== ============== ================ ============== =======================

[78.57%] ··· tests.Tests.time_inverse_likelihood_ratio_test                                                                                                                                                 ok
[78.57%] ··· ====== ============== ================ ============== =======================
             --                                      data                                 
             ------ ----------------------------------------------------------------------
               n     (1, 1, 0, 0)   (100, 1, 4, 0)   (4, 2, 2, 2)   guggenberger12 (k=10) 
             ====== ============== ================ ============== =======================
              1000     323±10μs        16.9±3ms        694±7μs             675±5μs        
             ====== ============== ================ ============== =======================

[82.14%] ··· tests.Tests.time_inverse_wald_test_liml                                                                                                                                                        ok
[82.14%] ··· ====== ============== ================ ============== =======================
             --                                      data                                 
             ------ ----------------------------------------------------------------------
               n     (1, 1, 0, 0)   (100, 1, 4, 0)   (4, 2, 2, 2)   guggenberger12 (k=10) 
             ====== ============== ================ ============== =======================
              1000     564±30μs       24.7±20ms      1.16±0.06ms           913±8μs        
             ====== ============== ================ ============== =======================

[85.71%] ··· tests.Tests.time_inverse_wald_test_tsls                                                                                                                                                        ok
[85.71%] ··· ====== ============== ================ ============== =======================
             --                                      data                                 
             ------ ----------------------------------------------------------------------
               n     (1, 1, 0, 0)   (100, 1, 4, 0)   (4, 2, 2, 2)   guggenberger12 (k=10) 
             ====== ============== ================ ============== =======================
              1000    1.82±0.1ms      41.9±20ms      2.50±0.03ms          2.63±0.1ms      
             ====== ============== ================ ============== =======================

[89.29%] ··· tests.Tests.time_lagrange_multiplier_test                                                                                                                                                      ok
[89.29%] ··· ====== ============== ================ ============== =======================
             --                                      data                                 
             ------ ----------------------------------------------------------------------
               n     (1, 1, 0, 0)   (100, 1, 4, 0)   (4, 2, 2, 2)   guggenberger12 (k=10) 
             ====== ============== ================ ============== =======================
              1000     146±3μs        49.9±10ms      4.36±0.09ms          4.42±0.2ms      
             ====== ============== ================ ============== =======================

[92.86%] ··· tests.Tests.time_likelihood_ratio_test                                                                                                                                                         ok
[92.86%] ··· ====== ============== ================ ============== =======================
             --                                      data                                 
             ------ ----------------------------------------------------------------------
               n     (1, 1, 0, 0)   (100, 1, 4, 0)   (4, 2, 2, 2)   guggenberger12 (k=10) 
             ====== ============== ================ ============== =======================
              1000    152±0.8μs        12.8±4ms        377±10μs            375±10μs       
             ====== ============== ================ ============== =======================

[96.43%] ··· tests.Tests.time_wald_test_liml                                                                                                                                                                ok
[96.43%] ··· ====== ============== ================ ============== =======================
             --                                      data                                 
             ------ ----------------------------------------------------------------------
               n     (1, 1, 0, 0)   (100, 1, 4, 0)   (4, 2, 2, 2)   guggenberger12 (k=10) 
             ====== ============== ================ ============== =======================
              1000     351±6μs         22.5±6ms        817±20μs            923±80μs       
             ====== ============== ================ ============== =======================

[100.00%] ··· tests.Tests.time_wald_test_tsls                                                                                                                                                                ok
[100.00%] ··· ====== ============== ================ ============== =======================
              --                                      data                                 
              ------ ----------------------------------------------------------------------
                n     (1, 1, 0, 0)   (100, 1, 4, 0)   (4, 2, 2, 2)   guggenberger12 (k=10) 
              ====== ============== ================ ============== =======================
               1000   1.59±0.02ms       20.1±8ms      2.13±0.02ms          2.35±0.1ms      
              ====== ============== ================ ============== =======================

[mlondschien]

[75.00%] ··· tests.Tests.time_inverse_lagrange_multiplier_test                                                                                                                                              ok
[75.00%] ··· ====== ============== ================ ============== =======================
             --                                      data                                 
             ------ ----------------------------------------------------------------------
               n     (1, 1, 0, 0)   (100, 1, 4, 0)   (4, 2, 2, 2)   guggenberger12 (k=10) 
             ====== ============== ================ ============== =======================
              1000   9.25±0.06ms      2.17±0.02s         n/a               169±1ms        
             ====== ============== ================ ============== =======================
[89.29%] ··· tests.Tests.time_lagrange_multiplier_test                                                                                                                                                      ok
[89.29%] ··· ====== ============== ================ ============== =======================
             --                                      data                                 
             ------ ----------------------------------------------------------------------
               n     (1, 1, 0, 0)   (100, 1, 4, 0)   (4, 2, 2, 2)   guggenberger12 (k=10) 
             ====== ============== ================ ============== =======================
              1000     146±3μs         36.7±4ms      4.73±0.04ms         4.82±0.05ms      
             ====== ============== ================ ============== =======================