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TODO.md

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  • compare timings with other samplers (JAGS, Stan)
  • add missing functions : hcat, vcat, comprehensions, map, mapreduce, ? ...
  • add truncation and censoring
  • optimize by priority :
    • pre-calculated statements (transpose), #DONE
    • identical calcs fusion,
    • refold,
    • +0, *1, ^1, sum(real) : low impact ~5%
    • optimize logpdf (over 70 % of comp time) ? #DONE
  • optimize state struct in HMC and NUTS : avoid deep copy ?, use immutable ?
  • correct multiple ref bug
  • simplify generateModelFunction return values (using types ?) to make it more user-friendly
  • add conjugate gradient solver
  • switch Real -> Float64 for speed improvements ?
  • update deprecated function calls