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This patch addresses the issue with package documentation highlighted by CRAN and described here
It also cites the arXiv paper in the DESCRIPTION by its DOI,
<doi:10.48550/arXiv.1911.11061>, rather than as
<arXiv:1911.11061>, which CRAN’s checks had been
flagging with a NOTE.
This patch also makes calc_rsquared() substantially
faster, with no change to its arguments or return value.
Sparse y is no longer read as though it were
dense. The calculation visited every cell of y and
read each one out of the sparse matrix, which costs a search per read;
on a 70,676 x 20,926 matrix that was roughly three billion searches to
read four million nonzeros. Both sums of squares split into a part over
the nonzeros and a part that does not depend on y’s values,
and the second part has a closed form, so only the nonzeros need
visiting. On that matrix with 100 latent dimensions: 194 s to
1.5 s single threaded, and 16.6 s to 0.34 s on twelve
threads.
A yhat supplied directly no longer builds an
identity matrix. When yhat was given as a matrix
rather than as two matrices to multiply, it was turned into a
factorization by pairing it with an identity the width of y
– quadratic memory in the number of columns, and a matrix multiplication
that did nothing. Such a yhat now goes to its own routine.
At 20,926 columns the identity alone was 3.5 GB, so this case previously
became unusable on wide outcomes well before it became slow.
Results are unchanged, to floating point
tolerance. The sums are accumulated in a different order, so this is not
bit-for-bit identical to 0.1.5; agreement with a dense reference
calculation is to about 1e-14 relative, and R-squared is unchanged in
every digit print() will show you.
The note about parallelism and precision has been
retired. Results do not depend on threads: each
observation writes its own slot and the totals are summed sequentially
afterwards. Thread counts from 1 to 12 were verified to give
bit-identical results, on both the factorized and direct paths.
This patch updates C++11 requirement consistent with current CRAN compilers.
This patch fixes an error on r-devel-linux-x86_64-debian-clang in CRAN checks.
This patch fixes a parallel issue that could’ve caused incorrect computations.
This patches an error thrown when using large data sets.
This patches an error being thrown during testing on some Linux
operating systems. The root cause seems to be an imprecise calculation
introduced in parallel computing. See the note under
help(calc_rsquared).
This version introduces parallel processing at the C++ level using RcppThread.
To calculate R-squared in parallel, set the threads
argument to a number greater than 1 when calling
calc_rsquared.
This version makes some changes to documentation including the README
This version includes
This version is the first release!
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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