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Summation, Hessian updates#223

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gomfy wants to merge 130 commits into
bstewart:stablesumfrom
gomfy:sumcpp
Open

Summation, Hessian updates#223
gomfy wants to merge 130 commits into
bstewart:stablesumfrom
gomfy:sumcpp

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@gomfy

@gomfy gomfy commented Jun 3, 2020

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  • Updated hpbcpp to use beta without allocating memory.
  • Added n_beta_sumcpp and n_sigma_sumcpp functions that implement the Neumaier summation algorithm in C++. To turn it on use the neum_sum_cpp=TRUE control option as shown below:
stm(poliblog5k.docs, poliblog5k.voc, K=5, prevalence=~rating, data=poliblog5k.meta, max.em.its = 100, control=list(method="BFGS", neum_sum_cpp=TRUE))

Gyorgy Matyasfalvi added 30 commits June 3, 2020 17:48
…mmation for sigma, Removed merge and split functions from STMestep.R that used to be needed for combo summation.
…t, added summation speed comparison tests.
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