82f4a54421
turnbull: Add test case
2023-12-27 19:43:22 +11:00
d690da72e3
turnbull: Fix typo
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Copy paste error in likelihood-ratio CIs resulting in lower confidence limit being reported as upper confidence limit
2023-12-26 23:45:28 +11:00
162e415e07
turnbull: Clarify likelihood-ratio CI multithreading code
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Remove unnecessary use of RwLock and use map-reduce instead
2023-12-26 23:41:12 +11:00
204571d6cb
turnbull: Use smarter initial guesses for likelihood-ratio confidence intervals
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When the survival probability at a point is the same as the previous point, the confidence interval should be similar
So re-use the final bracketing interval as the initial guess to save time in the root-finding
150% speedup!
2023-12-26 23:33:58 +11:00
b569956de7
turnbull: Update documentation to discuss Anderson–Björck algorithm
2023-12-26 21:43:43 +11:00
eada2cac7d
turnbull: Use Anderson–Björck method for likelihood-ratio confidence intervals
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7.1% speedup compared with Illinois method
36% speedup compared with interval bisection
2023-12-26 19:28:01 +11:00
759c2c4778
turnbull: Use Illinois method rather than interval bisection for likelihood-ratio confidence intervals
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27% speedup
NB: Regula falsi alone without Illinois adjustment was slower than interval bisection
2023-12-26 19:18:38 +11:00
760e3bbb0e
turnbull: Refactor root-finding code
2023-12-26 18:29:24 +11:00
307aff6f14
turnbull: Disregard ICM step when computing likelihood-ratio confidence intervals
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ICM step performance is heavily degraded when constraints are required
It is much faster to rely on the EM step alone
1275% speedup!
2023-12-25 22:25:50 +11:00
c9a8b5b8a5
turnbull: Terminate search for likelihood-ratio confidence intervals based on precision
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81% speedup
Also resolves issue where confidence interval search would occasionally never terminate
2023-12-25 20:08:40 +11:00
c67965478d
turnbull: Gracefully handle the case where ICM does not increase the log-likelihood
2023-12-24 22:43:10 +11:00
606c1636e0
turnbull: Fix issue with likelihood ratio-based confidence intervals
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Previous logic resulted in EM-ICM algorithm terminating too early when constrained, resulting in imprecise confidence intervals
2023-12-24 22:17:32 +11:00
434b432cf7
turnbull: Allow skipping computation of standard errors
2023-11-11 22:06:52 +11:00
793e6309cf
turnbull: Add TODO
2023-11-11 22:06:44 +11:00
8914cf3507
turnbull: Custom CSV implementation
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Avoid unnecessary String allocation
13% speedup
2023-11-11 00:25:19 +11:00
b691c5a8d7
turnbull: Parallelise recoding times as indexes
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11% speedup
2023-11-09 23:39:32 +11:00
b23ff26eac
turnbull: Implement CIs by likelihood ratio test
2023-10-29 17:09:49 +11:00
993e4ba3e2
turnbull: Handle situation where EM algorithm yields exact solution
2023-10-29 13:53:20 +11:00
c87f42a042
turnbull: Rename other references from s to p post change to EM-ICM
2023-10-29 12:45:59 +11:00
f4d436e608
turnbull: Update documentation to reflect EM-ICM algorithm
2023-10-29 00:40:41 +11:00
2880fe866d
Merge branch 'turnbull-emicm'
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Change to EM-ICM algorithm to fit Turnbull estimator
Much more efficient - 19.7x speedup compared with old algorithm!
2023-10-29 00:01:35 +11:00
e726fad99b
turnbull: Improve efficiency of ICM step as suggested by Anderson-Bergman
2023-10-28 23:47:00 +11:00
85e3ee0dcd
turnbull: Improve efficiency of EM step as suggested by Anderson-Bergman
2023-10-28 23:28:42 +11:00
37c904bf34
turnbull: Refactor for profiling
2023-10-28 23:16:14 +11:00
81b0b3f9b5
turnbull: Pre-compute survival probabilities
2023-10-28 23:08:03 +11:00
250cfd8798
turnbull: Initial implementation of EM-ICM algorithm
2023-10-28 22:48:59 +11:00
79c53895b0
turnbull: Change convergence tolerance to based on log-likelihood
2023-10-28 01:01:54 +11:00
0e39402d3d
turnbull: Compute and display log-likelihood
2023-10-28 00:49:44 +11:00
6fd0980277
turnbull: Parallelise compute_pi
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37% speedup
2023-10-27 23:28:01 +11:00
2c54c2be02
turnbull: Parallelise get_sum_fail_prob
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37% speeedup
2023-10-27 23:11:29 +11:00
18a0679476
turnbull: Use Vec<f64> throughout for better performance
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Further 15% speedup
2023-10-22 19:09:01 +11:00
8205e4acbc
turnbull: Improve performance of compute_pi
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Faster to repeatedly index Vec than DVector, so work directly with Vec
80% speedup!
2023-10-22 18:56:27 +11:00
22a2deca89
turnbull: Further refactoring for profiling
2023-10-22 18:41:40 +11:00
f043f7c67d
turnbull: Introduce analytical solution to computing Hessian
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Makes runtime of computing Hessian negligible!
2023-10-20 20:47:49 +11:00
0a8c77fa2c
turnbull: Refactor to aid profiling
2023-10-20 20:16:19 +11:00
dd24de5813
turnbull: Allow dropping columns/rows of Hessian corresponding to intervals with zero failure probability
2023-10-20 20:15:56 +11:00
072d453d11
Add supplemental documentation for turnbull
2023-10-14 06:36:14 +11:00
fb4ca07131
Add test for turnbull
2023-10-14 06:20:37 +11:00
67ce046522
Implement turnbull
2023-10-14 06:20:15 +11:00
6c5ab0dd60
Transpose data_time_indexes in memory to avoid unnecessary matrix transposition
2023-05-01 00:13:32 +10:00
1c08116f10
Avoid unnecessary Vec reallocations when computing time_points
2023-04-30 15:59:42 +10:00
8aad020521
Fix help text references to E-M algorithm
2023-04-30 15:46:13 +10:00
14c1944f92
Improve performance
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Avoid unnecessary zeroing of input data matrices
2023-04-30 15:45:55 +10:00
5876f724ad
Update intcox documentation
2023-04-29 19:08:12 +10:00
a1bb1568ad
Tidy update_beta
2023-04-29 18:29:33 +10:00
a58a52f682
Improve performance
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Mostly, use BLAS functions to reduce unnecessary allocations for intermediate steps
2023-04-29 17:39:25 +10:00
cdc59da178
Change to ICM/Newton-Raphson algorithm
2023-04-29 00:37:30 +10:00
1497e2d5cb
Add --ll_tolerance parameter for intcox
2023-04-23 18:36:28 +10:00
d0d92f2a78
Add supplemental documentation about intcox technical details
2023-04-23 15:54:23 +10:00
45585a2b38
Add comments to M step
2023-04-22 23:57:17 +10:00
