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).