search

cjerzak / fastrerandomize-software

An R Package for Ultra-fast Rerandomization Using Hardware Acceleration
https://arxiv.org/abs/2310.00861
MIT License
6 stars 0 forks source link

Implement Non-Approximate Hotelling T2 Function #10

Closed WarrenZhu050413 closed 5 hours ago

WarrenZhu050413 commented 16 hours ago

The current implementation of Hotelling T2 function approximates the covariance matrix with a diagonal matrix. An implementation of a non-approximate version would assist users who anticiate strong correlation between its covariates

cjerzak commented 12 hours ago

This should work easily on Nvidia GPU. The reason we used the diagonalized version was failure of the full covariance version using the Metal backend (that is, failure on Apple GPU). I will re-test on updated version of jax-metal; if it's still broken, we can add conditional handling.