Right now the bottleneck is the creation of the data for the IPW numerator / Monte Carlo integration. This should be easy to speed up (via Pool) or using some clever tricks in generation. The real issue is the creation of all the summary measures for each copy (lots of matrix multiplications)
Right now the bottleneck is the creation of the data for the IPW numerator / Monte Carlo integration. This should be easy to speed up (via
Pool) or using some clever tricks in generation. The real issue is the creation of all the summary measures for each copy (lots of matrix multiplications)