fabrice-rossi / mixvlmc

Variable Length Markov Chains with Covariates
https://fabrice-rossi.github.io/mixvlmc/
GNU General Public License v3.0
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Use suffix trees to speed up context tree construction #39

Closed fabrice-rossi closed 1 year ago

fabrice-rossi commented 1 year ago

Fast VLMC construction can be done using a linear time suffix tree construction algorithm such Ukkonen's algorithm. It make sense to implement it in C++ and to keep the full representation in C++ as well. Steps:

This should be first limited to VLMC. The cost of COVLMC is dominated by the logistic model estimation and thus supporting a simple transformation of the C++ representation into the current R representation (with nested lists) should be sufficient as a first integration step.

fabrice-rossi commented 1 year ago

This fully implement in branch cpp ("final" commit for this feature cfec292).