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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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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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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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67ce046522
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Implement turnbull
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2023-10-14 06:20:15 +11:00 |
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