CLVTools Speed up Extended Pareto/NBD model

Speed up Extended Pareto/NBD model

Open mmeierer opened this issue 4 years ago • 1 comments

Optimize the calculations for the Likelihood and prediction functions of the Extended Pareto/NBD model

Mar 13 '20 11:03 mmeierer

Given the very helpful input of @oblander, replace the current implementation by an RCPP-based version. Initial tests show a 75x speed-up.

[ ] Add new code base
[ ] Check/adapt relevant unit tests
[ ] Add benchmarking table to compare performance of Pareto/NBD model (1) without covariates, (2) with time-invariant-covariates, (3) as well as with time-invariant and time-varying covariates

Jan 30 '21 10:01 mmeierer