mcyc / crispy

Computational Ridge Identification with SCMS for Python
GNU General Public License v3.0
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Improving CRISPy efficiency #5

Open mcyc opened 1 year ago

mcyc commented 1 year ago

CRISPy's efficiency can be significantly improved if only the data points within a few smoothing lengths of a walker are used to compute SCMS for each walker. It'd be good to provide ways to turn this option off just in case such an approximate is bad for special use cases.