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Performance optimization for large matrices #85

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@vagmcs vagmcs commented Dec 15, 2021

Computes weghts_per_obs only when required

  • In case weights given for calculating the weighted log-likelihood are none or ones, then there is no need to perform the multiplication and max operations over the rows_to_obs matrix, since it can lead to an out of memory error for very large matrices. Instead, just set weights_per_obs to an array of ones.

- In case weights given for calculating the weighted log-likelihood are
  none or ones, then there is no need to perform the multiplication and
  max operations over the rows_to_obs matrix, since it can lead to an out of
  memory error for very large matrices. Instead just set weights_per_obs
  to an array of ones.
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