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Recursive residuals and reversely-ordered CUSUM in Futhark and Python.

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Recursive residuals and reversely-ordered CUSUM in futhark and python. Map-distributed versions are provided; they produce satisfactory results (correct within tolerance), but have yet to be optimised.

The main entrypoint is mhistory_roc in mroc.fut.

Futhark and python versions are validated against each other by running make validate_recresid and make validate_roc. Generate data sets in /data first, e.g. make d-10-200-60.in. A shell.nix is provided.

Python versions are validated against the R reference implementation with make R_roc_validate and make R_recresid_validate (makes use of r-shell.nix).

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Recursive residuals and reversely-ordered CUSUM in Futhark and Python.

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