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jonlachmann / GMJMCMC

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Roll own likelihood computation or use BAS #3

Closed jonlachmann closed 3 years ago

jonlachmann commented 3 years ago

At the moment we are using the standard GLM function in R for likelihood computation. It might be more efficient to use the one available from BAS (as Aliaksandr has done before), or completely implement a slimmed version of it that can have additional features to make it more efficient for our purposes.

jonlachmann commented 3 years ago

Resolved by using fastglm which is more or less state of the art in terms of performance.