BSR simulation with large and mixed periodic ARMA block becomes too slow

[Víctor de Buen Remiro]

When BSR simulates a model with AR factors of degrees 5 and 261 iterations become too much slower than if there is only degree 5 or only 261.

[Víctor de Buen Remiro]

When there is a very large periodicity, you can use a faster aproximated method of seasonal ARMA covarianze decomposition adding this line to your BSR configuration set:

  Text bsr.arimaFilter = BysMcmc::Options::Arima.Filter::FastCholSea;

When ARMA block simulation and filtering time is very large and it is not a very important block in the model, then you can also force that ARMA block will be updated each a number of iterations adding a line like this to your BSR configuration set:

  Real bsr.arimaSkipIter = 4;

Then ARMA block simulation and covariance decomposotion will be divided by this factor.