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reduce memory usage in filtering and smoothing functions #24

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jrnold opened this issue Jul 20, 2016 · 1 comment
Open

reduce memory usage in filtering and smoothing functions #24

jrnold opened this issue Jul 20, 2016 · 1 comment

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@jrnold
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jrnold commented Jul 20, 2016

This may require reimplementing the smoothers and/or simulations

@jrnold jrnold changed the title reduce memory usage in simsmo functions reduce memory usage in filtering and smoothing functions Jul 27, 2016
@jrnold
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jrnold commented Jul 27, 2016

For each of the filtering, smoothing, and simulation functions with more than one return value, include flags to indicate which vectors and matrices to save. This will dramatically reduce the amount of

  • adding flag args to each function
  • altering the index calculation and vector size functions to account for the flags
  • altering the functions to conditionally save values
  • altering the get functions to conditionally extract values

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