Improve efficiency of model methods, tidy code #960
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Submission Checklist
Summary
As flagged in #920, unconstraining variables in
cmdstanr
was much slower thanrstan
. This was because the current implementation had an unnecessary write-to-disk before calling the method (a rookie mistake of mine).I've updated the
unconstrain_variables()
method to pass the variables to c++ directly and also added a corresponding c++ implementation forunconstrain_draws()
, to avoid looping in R.I've also moved the
hessian
implementation to using the finite-diff method and being compiled by default with the model-methods, I don't think it was worth it having it be separate and possibly not being able to compile with some Stan codeCopyright and Licensing
Please list the copyright holder for the work you are submitting
(this will be you or your assignee, such as a university or company):
Andrew Johnson
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