Friday, November 29, 2013

MARSS 3.6 up on CRAN. Significant speed increases for large models

MARSS 3.6 has been uploaded to CRAN.  I fixed some inefficiencies that were causing DFA models with many time-series (n>100) and R="diagonal and unequal" to be very, very slow.  My tests show 10x faster fits for n=100 and R="diagonal and unequal" for DFA models.

http://cran.r-project.org/web/packages/MARSS/index.html

No comments: