[FEAT] Efficient MinTrace #172
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Is there any particular reason why this PR was not merged? Does this change create any problems? |
We need to deprecate the use of |
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Added the efficient implementation of MinTrace projection matrix.
We efficiently compute reconciliation matrix with
Equation 10 from https://robjhyndman.com/papers/MinT.pdf
New Computational complexity O(Na^3) vs O((Na+Nb)^3)
This comes at the expense of the deprecation in MinTrace of the use of
idx_bottom.In principle that argument should not be needed conditional on the presorting already included within the
core.reconcilemethod.