From 7a1d3d031aa23fce723ac4f4c8e4bb5d64959447 Mon Sep 17 00:00:00 2001 From: Johannes Ranke Date: Thu, 4 Apr 2019 15:42:23 +0200 Subject: 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 --- vignettes/web_only/compiled_models.Rmd | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) (limited to 'vignettes/web_only/compiled_models.Rmd') diff --git a/vignettes/web_only/compiled_models.Rmd b/vignettes/web_only/compiled_models.Rmd index ae283238..26d86811 100644 --- a/vignettes/web_only/compiled_models.Rmd +++ b/vignettes/web_only/compiled_models.Rmd @@ -58,7 +58,7 @@ if (require(rbenchmark)) { factor_SFO_SFO <- round(b.1["1", "relative"]) } else { factor_SFO_SFO <- NA - print("R package benchmark is not available") + print("R package rbenchmark is not available") } ``` -- cgit v1.2.3