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b569956de7
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turnbull: Update documentation to discuss Anderson–Björck algorithm
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2023-12-26 21:43:43 +11:00 |
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eada2cac7d
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turnbull: Use Anderson–Björck method for likelihood-ratio confidence intervals
7.1% speedup compared with Illinois method
36% speedup compared with interval bisection
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2023-12-26 19:28:01 +11:00 |
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759c2c4778
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turnbull: Use Illinois method rather than interval bisection for likelihood-ratio confidence intervals
27% speedup
NB: Regula falsi alone without Illinois adjustment was slower than interval bisection
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2023-12-26 19:18:38 +11:00 |
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760e3bbb0e
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turnbull: Refactor root-finding code
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2023-12-26 18:29:24 +11:00 |
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307aff6f14
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turnbull: Disregard ICM step when computing likelihood-ratio confidence intervals
ICM step performance is heavily degraded when constraints are required
It is much faster to rely on the EM step alone
1275% speedup!
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2023-12-25 22:25:50 +11:00 |
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c9a8b5b8a5
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turnbull: Terminate search for likelihood-ratio confidence intervals based on precision
81% speedup
Also resolves issue where confidence interval search would occasionally never terminate
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2023-12-25 20:08:40 +11:00 |
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c67965478d
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turnbull: Gracefully handle the case where ICM does not increase the log-likelihood
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2023-12-24 22:43:10 +11:00 |
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606c1636e0
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turnbull: Fix issue with likelihood ratio-based confidence intervals
Previous logic resulted in EM-ICM algorithm terminating too early when constrained, resulting in imprecise confidence intervals
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2023-12-24 22:17:32 +11:00 |
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434b432cf7
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turnbull: Allow skipping computation of standard errors
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2023-11-11 22:06:52 +11:00 |
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793e6309cf
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turnbull: Add TODO
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2023-11-11 22:06:44 +11:00 |
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8914cf3507
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turnbull: Custom CSV implementation
Avoid unnecessary String allocation
13% speedup
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2023-11-11 00:25:19 +11:00 |
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b691c5a8d7
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turnbull: Parallelise recoding times as indexes
11% speedup
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2023-11-09 23:39:32 +11:00 |
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b23ff26eac
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turnbull: Implement CIs by likelihood ratio test
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2023-10-29 17:09:49 +11:00 |
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993e4ba3e2
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turnbull: Handle situation where EM algorithm yields exact solution
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2023-10-29 13:53:20 +11:00 |
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c87f42a042
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turnbull: Rename other references from s to p post change to EM-ICM
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2023-10-29 12:45:59 +11:00 |
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f4d436e608
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turnbull: Update documentation to reflect EM-ICM algorithm
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2023-10-29 00:40:41 +11:00 |
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2880fe866d
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Merge branch 'turnbull-emicm'
Change to EM-ICM algorithm to fit Turnbull estimator
Much more efficient - 19.7x speedup compared with old algorithm!
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2023-10-29 00:01:35 +11:00 |
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e726fad99b
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turnbull: Improve efficiency of ICM step as suggested by Anderson-Bergman
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2023-10-28 23:47:00 +11:00 |
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85e3ee0dcd
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turnbull: Improve efficiency of EM step as suggested by Anderson-Bergman
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2023-10-28 23:28:42 +11:00 |
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37c904bf34
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turnbull: Refactor for profiling
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2023-10-28 23:16:14 +11:00 |
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81b0b3f9b5
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turnbull: Pre-compute survival probabilities
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2023-10-28 23:08:03 +11:00 |
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250cfd8798
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turnbull: Initial implementation of EM-ICM algorithm
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2023-10-28 22:48:59 +11:00 |
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79c53895b0
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turnbull: Change convergence tolerance to based on log-likelihood
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2023-10-28 01:01:54 +11:00 |
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0e39402d3d
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turnbull: Compute and display log-likelihood
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2023-10-28 00:49:44 +11:00 |
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6fd0980277
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turnbull: Parallelise compute_pi
37% speedup
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2023-10-27 23:28:01 +11:00 |
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2c54c2be02
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turnbull: Parallelise get_sum_fail_prob
37% speeedup
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2023-10-27 23:11:29 +11:00 |
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18a0679476
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turnbull: Use Vec<f64> throughout for better performance
Further 15% speedup
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2023-10-22 19:09:01 +11:00 |
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8205e4acbc
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turnbull: Improve performance of compute_pi
Faster to repeatedly index Vec than DVector, so work directly with Vec
80% speedup!
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2023-10-22 18:56:27 +11:00 |
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22a2deca89
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turnbull: Further refactoring for profiling
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2023-10-22 18:41:40 +11:00 |
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f043f7c67d
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turnbull: Introduce analytical solution to computing Hessian
Makes runtime of computing Hessian negligible!
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2023-10-20 20:47:49 +11:00 |
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0a8c77fa2c
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turnbull: Refactor to aid profiling
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2023-10-20 20:16:19 +11:00 |
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dd24de5813
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turnbull: Allow dropping columns/rows of Hessian corresponding to intervals with zero failure probability
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2023-10-20 20:15:56 +11:00 |
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072d453d11
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Add supplemental documentation for turnbull
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2023-10-14 06:36:14 +11:00 |
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fb4ca07131
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Add test for turnbull
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2023-10-14 06:20:37 +11:00 |
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67ce046522
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Implement turnbull
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2023-10-14 06:20:15 +11:00 |
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6c5ab0dd60
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Transpose data_time_indexes in memory to avoid unnecessary matrix transposition
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2023-05-01 00:13:32 +10:00 |
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1c08116f10
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Avoid unnecessary Vec reallocations when computing time_points
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2023-04-30 15:59:42 +10:00 |
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8aad020521
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Fix help text references to E-M algorithm
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2023-04-30 15:46:13 +10:00 |
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14c1944f92
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Improve performance
Avoid unnecessary zeroing of input data matrices
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2023-04-30 15:45:55 +10:00 |
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5876f724ad
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Update intcox documentation
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2023-04-29 19:08:12 +10:00 |
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a1bb1568ad
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Tidy update_beta
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2023-04-29 18:29:33 +10:00 |
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a58a52f682
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Improve performance
Mostly, use BLAS functions to reduce unnecessary allocations for intermediate steps
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2023-04-29 17:39:25 +10:00 |
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cdc59da178
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Change to ICM/Newton-Raphson algorithm
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2023-04-29 00:37:30 +10:00 |
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1497e2d5cb
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Add --ll_tolerance parameter for intcox
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2023-04-23 18:36:28 +10:00 |
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d0d92f2a78
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Add supplemental documentation about intcox technical details
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2023-04-23 15:54:23 +10:00 |
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45585a2b38
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Add comments to M step
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2023-04-22 23:57:17 +10:00 |
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461eb8db5f
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Parse CSV robustly
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2023-04-21 17:40:43 +10:00 |
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f6f44c64ab
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Force progress bar to output to stderr even when not a terminal
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2023-04-21 17:21:33 +10:00 |
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9893657bb0
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Also report and unit test cumulative hazard curve
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2023-04-18 16:18:19 +10:00 |
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6ac2d9f055
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Add test for intcox
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2023-04-18 15:32:27 +10:00 |
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