topipa / iwmm

iwmm: an R package for adaptive importance sampling
4 stars 2 forks source link

Return only transformation #13

Open n-kall opened 6 months ago

n-kall commented 6 months ago

I think it would be a good idea to have an option to just return the transformation computed by moment_match. This would make it more memory efficient when doing many moment matches (e.g. for loo-cv, or power-scaling).

topipa commented 6 months ago

Thank you for opening the issue! I think this is indeed a good idea. I will implement it once I start working on better support for loo calculations.