|
|
b691c5a8d7
|
turnbull: Parallelise recoding times as indexes
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'
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
37% speedup
|
2023-10-27 23:28:01 +11:00 |
|
|
|
2c54c2be02
|
turnbull: Parallelise get_sum_fail_prob
37% speeedup
|
2023-10-27 23:11:29 +11:00 |
|
|
|
18a0679476
|
turnbull: Use Vec<f64> throughout for better performance
Further 15% speedup
|
2023-10-22 19:09:01 +11:00 |
|
|
|
8205e4acbc
|
turnbull: Improve performance of compute_pi
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
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
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
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 |
|
|
|
461eb8db5f
|
Parse CSV robustly
|
2023-04-21 17:40:43 +10:00 |
|
|
|
f6f44c64ab
|
Force progress bar to output to stderr even when not a terminal
|
2023-04-21 17:21:33 +10:00 |
|
|
|
9893657bb0
|
Also report and unit test cumulative hazard curve
|
2023-04-18 16:18:19 +10:00 |
|
|
|
6ac2d9f055
|
Add test for intcox
|
2023-04-18 15:32:27 +10:00 |
|
|
|
46e3b189ce
|
Initial commit
|
2023-04-17 17:50:43 +10:00 |
|
