We have an issue with tll families: <div class="snippet-clipboard-content notransl

For the posterity, using the new code: <a target="_blank" rel="noope

Just to show off <div class="highlight highlight-source-r notranslate position-r

Speed issue about rvinecopulib HOT 4 CLOSED

vinecopulib commented on May 25, 2024

Speed issue

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Comments (4)

tnagler commented on May 25, 2024

Yeah that's more of a vinecopulib issue, I close this one.

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tvatter commented on May 25, 2024

For the posterity, using the new code:

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tnagler commented on May 25, 2024

That's amazing, thanks!

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tnagler commented on May 25, 2024

Just to show off

library(kdecopula)
library(rvinecopulib)
library(microbenchmark)

u <- rbicop(500, "clay", 0, 3)

microbenchmark(
    rvcl <- bicop(u, family = "nonpar"),
    kdec <- kdecop(u, method = "TLL2"),
    times = 20
)

## Unit: milliseconds
##                                 expr       min        lq      mean
##  rvcl <- bicop(u, family = "nonpar")  36.00876  36.51517  36.81121
##   kdec <- kdecop(u, method = "TLL2") 117.17961 118.42830 119.56910
##     median        uq       max neval
##   36.98167  37.07866  37.38334    20
##  119.71055 120.26462 123.35464    20

microbenchmark(dbicop(u, rvcl), dkdecop(u, kdec), times = 20)

## Unit: microseconds
##              expr     min       lq      mean   median       uq     max
##   dbicop(u, rvcl)  80.053  82.4375  97.79965  84.0700  86.9135 330.573
##  dkdecop(u, kdec) 201.979 206.7905 221.19065 213.9575 228.8290 286.772
##  neval
##     20
##     20

microbenchmark(pbicop(u, rvcl), pkdecop(u, kdec), times = 20)

## Unit: milliseconds
##              expr        min         lq       mean     median         uq
##   pbicop(u, rvcl)   18.29662   18.57537   18.81187   18.67267   19.12771
##  pkdecop(u, kdec) 1189.58152 1192.76028 1209.49863 1214.96854 1221.58377
##         max neval
##    19.61211    20
##  1255.62958    20

microbenchmark(rbicop(1000, rvcl), rkdecop(1000, kdec), times = 20)

## Unit: milliseconds
##                 expr       min        lq      mean   median        uq
##   rbicop(1000, rvcl)  42.40462  43.11791  43.60704  43.7228  44.06374
##  rkdecop(1000, kdec) 257.49836 260.81038 266.73956 265.0128 268.22618
##        max neval
##   44.39381    20
##  286.94867    20

microbenchmark::microbenchmark(
    hbicop(u, 1, rvcl),
    hkdecop(u, kdec, 1),
    times = 20
)

## Unit: microseconds
##                 expr      min        lq      mean   median       uq
##   hbicop(u, 1, rvcl)  666.250  672.5625  741.1938  735.153  787.322
##  hkdecop(u, kdec, 1) 6048.578 6269.4235 7545.1893 7576.352 8569.612
##       max neval
##   888.885    20
##  9668.639    20

microbenchmark(
    hbicop(u, 1, rvcl, inverse = TRUE),
    hkdecop(u, kdec, 1, inverse = TRUE),
    times = 20
)

## Unit: milliseconds
##                                 expr       min        lq      mean
##   hbicop(u, 1, rvcl, inverse = TRUE)  21.59502  21.90407  22.06866
##  hkdecop(u, kdec, 1, inverse = TRUE) 122.13182 129.60952 132.42654
##     median        uq       max neval
##   22.08251  22.20982  22.55913    20
##  130.78182 131.34776 154.84610    20

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