stan-dev / stan-dev/loo

Use JuliaCall to Speed Up PSIS

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Dominant language
R
Stars
157
Forks
38
Avg merge
4d 16h
Merged PRs (30d)
2

Description

Julia is generally a much faster language than R, especially when doing lots of computations. Given that JuliaCall lets you use Julia very easily from within R, I'm wondering if it would be a good idea to recode the more computationally intensive parts of PSIS in Julia. I can fire up a pull request if @avehtari or someone else points me at the parts of the package that would benefit most from being rewritten in Julia.

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Research direction

The issue names no files or tests. Start by locating the computationally intensive parts of PSIS in the R package and assessing whether JuliaCall is appropriate; done requires maintainer agreement on a target and evidence that a Julia rewrite improves performance.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia, r
Domain
data, performance
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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