quantile_ensemble_stand and quantile_ensemble_flex contain a lot of similar code; for maintenance and development, and sharing performance improvements, it may be better to reduce or eliminate duplication.
Using #8, quantile_ensemble_flex should be significantly faster than before if all taus are in the same group. It may have similar or better performance to quantile_ensemble_stand and seems like with noncross=FALSE it would produce the same output if the class&shape of alpha is ignored. However, this makes no difference for the user-facing function quantile_ensemble, which dispatches to quantile_ensemble_stand if there is only a single tau group.
decide whether to make a breaking change and have quantile_ensemble return a matrix alpha even when there is only a single tau group
implement quantile_ensemble_stand by calling quantile_ensemble_flex with noncross=FALSE and other appropriate arguments, and then converting alpha or not depending on the above decision --- OR, if alpha will always be a matrix, consider eliminating quantile_ensemble_stand and maybe quantile_ensemble_flex altogether, putting the common code directly into quantile_ensemble
add characterization tests for the single-tau-group case and make sure the above changes do not break them
benchmark old and new implementations to make sure this is matching or improving the speed of the current quantile_ensemble_stand
quantile_ensemble_standandquantile_ensemble_flexcontain a lot of similar code; for maintenance and development, and sharing performance improvements, it may be better to reduce or eliminate duplication.Using #8,
quantile_ensemble_flexshould be significantly faster than before if all taus are in the same group. It may have similar or better performance toquantile_ensemble_standand seems like withnoncross=FALSEit would produce the same output if the class&shape ofalphais ignored. However, this makes no difference for the user-facing functionquantile_ensemble, which dispatches toquantile_ensemble_standif there is only a single tau group.quantile_ensemblereturn a matrixalphaeven when there is only a single tau groupquantile_ensemble_standby callingquantile_ensemble_flexwithnoncross=FALSEand other appropriate arguments, and then convertingalphaor not depending on the above decision --- OR, ifalphawill always be a matrix, consider eliminatingquantile_ensemble_standand maybequantile_ensemble_flexaltogether, putting the common code directly intoquantile_ensemblequantile_ensemble_stand