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RollingOLS unnecesarily implements LRUCache, which causes memory issues with larger objects.
I'm working with large datasets, which and I'm running different RollingOLS classes multiple times on it. However I've noticed that after running the class I would soon start running out of memory, as each pvalue I calculated would get stored on the LRUcache. I believe this is unnecessary, or at least an option should be implemented to remove the LRUCache entirely.
Thanks!