ITADN

Allow to skip `theta_vcov` computation for large number of variance parameters

#543Opendanielinteractive 创建于 2025-10-23
enhancement
Sometimes it can happen that there are so many variance parameters, i.e. `theta` is very long, such that the computation of `theta_vcov` is very expensive. To do: - [ ] Add control option to disable `theta_vcov` - [ ] In that case don't allow for optimizers that use the Hessian - [ ] Document that this comes with downsides, such as cannot check anymore whether the obtained estimate is really at a maximum point of the log-likelihood (usually we check that `theta_vcov` is positive definite) - [ ] Double check that `theta_vcov` is not needed elsewhere
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