Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

List of possible low priority improvements #26

Open
4 of 7 tasks
Kertoo opened this issue Aug 11, 2022 · 0 comments
Open
4 of 7 tasks

List of possible low priority improvements #26

Kertoo opened this issue Aug 11, 2022 · 0 comments
Labels
enhancement New feature or request Low priority Applied to any enhancement that will eventually be implemented but is not viewed as a pressing issue

Comments

@Kertoo
Copy link
Member

Kertoo commented Aug 11, 2022

The following list describes possible upgrades to the package that would reduce memory usage/reduce computational complexity but are low priority since the functions to which they are connected already give correct results. They are suggestions for what to do when the main plans are done.

  • Semiparametric bootstrap is slow because bootstrap sampling is done two fold, first the $y$ value is sampled from distribution $\mathbb{P}(y=k)=\frac{\hat{\boldsymbol{f}}_{k}}{\hat{N}}$ and then the vector of independent variables is drawn from units satisfying $y=k$. Doing these two steps simultaneously would decrease computational complexity. (Solved another way)
  • Simulating Fisher information matrix for negative binomials could be faster, the argument $\ln\Gamma\left(y+\frac{1}{\alpha}\right) - \ln\Gamma\left(\frac{1}{\alpha}\right)$ is at fault a smarter way of computing $\mathbb{E}_{y}$ for these would significantly reduce both mu and cc.
  • "Smart" way of iteratively changing momentum factor/step size in IRLS would speed up calculations possibly as an optional argument. Probably only matters for big datasets.
  • Better handling of Xvlm and W matrixes in multiparameter IRLS. Eg by matrix package.

Some variables may be declared but redundant after updates (this should be routinely checked upon).

  • Possible improvements to data storage in main function.
  • Hatvalues are now computed directly which is computationally demanding. There is a way of obtaining them from QR decomposition which would be faster.
  • "New" family functions have a terrible simulate element in them. Speed them up.
@Kertoo Kertoo added the enhancement New feature or request label Aug 11, 2022
@Kertoo Kertoo changed the title List of possible low priority improvements. List of possible low priority improvements Aug 11, 2022
@Kertoo Kertoo added the Low priority Applied to any enhancement that will eventually be implemented but is not viewed as a pressing issue label Mar 2, 2023
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
enhancement New feature or request Low priority Applied to any enhancement that will eventually be implemented but is not viewed as a pressing issue
Projects
None yet
Development

No branches or pull requests

1 participant