Replace parLapply with mclapply in auto.arima to achieve better performance #891
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…ficant performance benefits for reasonable data sizes.
mitchelloharawild
approved these changes
Oct 29, 2021
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I investigated why auto.arima was running slowly, and it turned out that a lot of time was spent setting up parLapply for the parallel search. I have replaced it with mclapply which in some test cases made it 3x faster.
Hope that this slight modification is appreciated even though the package is not developed anymore.