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RollingOLS unnecesarily implements LRUCache, which causes memory issues with larger objects.

Open agralak-queueco opened this issue 4 years ago • 0 comments

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!

agralak-queueco avatar Nov 14 '19 16:11 agralak-queueco