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author | Johannes Ranke <jranke@uni-bremen.de> | 2019-04-04 15:42:23 +0200 |
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committer | Johannes Ranke <jranke@uni-bremen.de> | 2019-04-04 17:21:13 +0200 |
commit | 7a1d3d031aa23fce723ac4f4c8e4bb5d64959447 (patch) | |
tree | 00eaa46526a27656ca0cfabf976a4a65c8a06a33 /vignettes/web_only/benchmarks.html | |
parent | 7e643cf3585be1e4fb758c6bf40e807616767f5a (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
Diffstat (limited to 'vignettes/web_only/benchmarks.html')
0 files changed, 0 insertions, 0 deletions