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Unit Specific Variances Possible Speed-Up #109

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EdJeeOnGitHub opened this Issue Feb 6, 2019 · 1 comment

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@EdJeeOnGitHub @leeper
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EdJeeOnGitHub commented Feb 6, 2019 •
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Do unit specific variances in build_margins.R strictly need to be calculated row-by-row?

I've been calculating SEs in blocks of 10,000 manually since the default implementation was taking too long - my case might be unique as I already know the gradient function for every row but if it isn't I'm happy to try and speed this section up.

Apologies if I'm missing something and this is the only way to deal with calculating the SEs.
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leeper commented Feb 7, 2019

There should definitely be ways to improve this significantly. I intended to improve but then discovered most people don't seem to need these, so I turned it off by default (to improve overall speed) and haven't received a lot of requests for improvement. If you have ideas for how to update, I'm open to suggestions and PRs.

@leeper leeper added the enhancement label Feb 7, 2019

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