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authorJohannes Ranke <jranke@uni-bremen.de>2019-04-04 15:42:23 +0200
committerJohannes Ranke <jranke@uni-bremen.de>2019-04-04 17:21:13 +0200
commit7a1d3d031aa23fce723ac4f4c8e4bb5d64959447 (patch)
tree00eaa46526a27656ca0cfabf976a4a65c8a06a33 /R/mkinpredict.R
parent7e643cf3585be1e4fb758c6bf40e807616767f5a (diff)
Direct error model fitting works
- No IRLS required - Removed optimization algorithms other than Port - Removed the dependency on FME - Fitting the error model 'obs' is much faster for the FOCUS_2006_D dataset and the FOMC_SFO model (1 second versus 3.4 seconds) - Vignettes build slower. Compiled models needs 3 minutes instead of 1.5 - For other vignettes, the trend is less clear. Some fits are faster, even for error_model = "const". FOCUS_Z is faster (34.9 s versus 44.1 s) - Standard errors and confidence intervals are slightly smaller - Removed code for plotting during the fit, as I hardly ever used it - Merged the two cost functions (using transformed and untransformed parameters) into one log-likelihood function
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