Hi all, Does anyone have better ideas to speed up the matrix construction of the random effects in the mixed effect model or joint models? As shown below, I currently wrote my Stan function by calling the random effect per observation per subject. This is really time-consuming in the computation up…

Have you profiled if this is really a bottleneck in your program? Cmdstan 2.26 has new profiling support which should tell you easily what takes long.

You can replace this function with: rows_dot_product(randMat, randeff[,sub_ind]');

I haven’t check recently, but a while ago I benchmarked rows_dot_product and didn’t find it faster than the equivalent loop.

Hi Andrew, Thank you for your suggestion. I tried this function. However, the speed was not improved significantly.

Good to know that new features. I used Rstan which is 2.21 version now. I will try to see this to detect the reasons.

Hi Mike, You made a good point. The function rows_dot_product did not beat loop in my codes. I will check the website you mentioned.

How to speed up the construction of the random effects in joint models?

Modeling

mike-lawrence February 14, 2021, 12:52pm 4

Also, check out the trick here.

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How to speed up the construction of the random effects in joint models?

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