QuantEcon / QuantEcon/BasisMatrices.jl
specialize evalbase based on type of breaks array
Open
Nobody has claimed this yet.
- Dominant language
- Julia
- Stars
- 33
- Forks
- 20
- PR merge metrics
- No merged PRs in 30d
Description
Right now our evalbase method for SplineParams and LinParams doesn't utilize the information in the type parameter (which specifies the type of the breaks <: AbstractVector)
Cases where breaks::Range could be sped up significantly in at least two places:
- computing the indices specifying the lower boundary on the breaks. This could be simplified into rescaling the input point to live on
1:length(breaks)and then adjusting the endpoints - Computing the actual basis matrix: here we wouldn't need to do lookups of adjacent points in
breaksand dividing by their difference -- that difference is the same constant for all pairs of adjacent breaks.
Contributor guide
No contributing guide indexed for this repository
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by locating the evalbase methods for SplineParams and LinParams. Compare the existing handling of breaks::Range at the lower-bound index calculation and basis-matrix construction. Done means these Range cases use their regular spacing while preserving the existing evalbase results.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- performance
- Issue type
- Refactor
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 42/100