Maximum likelihood fit in `generic.indices.fit` is very slow compared to PWM

Ouranosinc / xclim

Library of derived climate variables, ie climate indicators, based on xarray.

https://xclim.readthedocs.io/en/stable/

Apache License 2.0

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Maximum likelihood fit in `generic.indices.fit` is very slow compared to PWM #563

Closed huard closed 1 year ago

huard commented 4 years ago

xclim version: 0.20

Description

The ML fit is an order of magnitude slower than the PWM fit in the case of the GEV distribution. Is there any way to speed that up. either by improving initial conditions or relaxing the convergence constraints ?

Zeitsperre commented 1 year ago

No solutions proposed. Closing.