Ed Jee
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Ed Jee
Currently I'm calculating the Jacobian symbolically and then just applying Jacobian %\*% vcov %*% Jacobian' in blocks of 10,000 and taking the square root of the diagonal. I know we...
Hi, I forked the repo and implemented the method above but I couldn't get any significant speed-ups - it looks like calculating the Jacobian row-by-row is by far the slowest...