stan-dev / projpred

Projection predictive variable selection
https://mc-stan.org/projpred/
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Reduce memory usage by moving `get_refdist()` calls to `select()` and `get_submodls()` #448

Closed fweber144 closed 1 year ago

fweber144 commented 1 year ago

Where possible, this moves get_refdist() (and get_p_clust()) calls to select() and get_submodls(), which provides an efficiency improvement (in terms of memory used) because in case of a large number of observations, the get_refdist() output can be large.

See the newly added NEWS.md entry and the commit messages for details.