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quantile_ensemble_stand and quantile_ensemble_flex contain a lot of similar code; for maintenance and development, and sharing performance improvements, it may be better to reduce or eliminate duplication.
Using #8, quantile_ensemble_flex should be significantly faster than before if all taus are in the same group. It may have similar or better performance to quantile_ensemble_stand and seems like with noncross=FALSE it would produce the same output if the class&shape of alpha is ignored. However, this makes no difference for the user-facing function quantile_ensemble, which dispatches to quantile_ensemble_stand if there is only a single tau group.
decide whether to make a breaking change and have quantile_ensemble return a matrix alpha even when there is only a single tau group
implement quantile_ensemble_stand by calling quantile_ensemble_flex with noncross=FALSE and other appropriate arguments, and then converting alpha or not depending on the above decision --- OR, if alpha will always be a matrix, consider eliminating quantile_ensemble_stand and maybe quantile_ensemble_flex altogether, putting the common code directly into quantile_ensemble
add characterization tests for the single-tau-group case and make sure the above changes do not break them
benchmark old and new implementations to make sure this is matching or improving the speed of the current quantile_ensemble_stand
The text was updated successfully, but these errors were encountered:
quantile_ensemble_stand
andquantile_ensemble_flex
contain a lot of similar code; for maintenance and development, and sharing performance improvements, it may be better to reduce or eliminate duplication.Using #8,
quantile_ensemble_flex
should be significantly faster than before if all taus are in the same group. It may have similar or better performance toquantile_ensemble_stand
and seems like withnoncross=FALSE
it would produce the same output if the class&shape ofalpha
is ignored. However, this makes no difference for the user-facing functionquantile_ensemble
, which dispatches toquantile_ensemble_stand
if there is only a single tau group.quantile_ensemble
return a matrixalpha
even when there is only a single tau groupquantile_ensemble_stand
by callingquantile_ensemble_flex
withnoncross=FALSE
and other appropriate arguments, and then convertingalpha
or not depending on the above decision --- OR, ifalpha
will always be a matrix, consider eliminatingquantile_ensemble_stand
and maybequantile_ensemble_flex
altogether, putting the common code directly intoquantile_ensemble
quantile_ensemble_stand
The text was updated successfully, but these errors were encountered: