Major cleanup and standardization of naming conventions. #9
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added 22 commits
June 23, 2020 15:22
using the quadratically convergent method described by Defeng Sun et al.
key utilities added from old develop/experimental branch
For large covariance matrices, the GPU jax implementation of random multivariate normal is as fast or faster than mvnfast
added building blocks for rvec and jax support
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Functions that are more secondary to the package are now prefixed with some kind of identifier. E.g. any function dealing with correlations is prefixed
cor_while functions that are purely implemented in jax are prefixedjax_.The main function
rvecis currently stripped down to a minimal (single core) version. The intention is to build it back up with the idea in mind that it will be able to handle any list of marginals, and any input type of correlation matrix.Unit testing is now a thing. All code, whether exported or not, should be documented and have it's own unit test (via
testthat). Trivial functions are not as important to test if it is really obvious that they should work. More complex functions definitely need to be tested, and there should be comments about the assumptions of what can go into a function, and what should come out. E.g. something that produces or works on a correlation matrix should produce a matrix that is symmetric with ones on the diagonal (as a start).This is a pull request to the develop branch as we will likely need to make some small changes to the
.travis.ymlfile and set up this repo for Travis-CI. This will be the last stop before merging into the master branch and setting a new release.