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Package-level options for svrep

Source: R/svrep-package-options.R
svrep-package-options.Rd

This help page describes the overall options that can be set for your R session, using the function options().

Options for using the 'torch' package to speed up certain operations

The 'torch' package provides access to fast linear algebra routines and is a particularly convenient approach to working with GPUs or conducting multithreaded linear algebra operations.

Setting the following options will allow functions in 'svrep' to use the 'torch' package to speed up certain computationally intensive operations that occur when creating replicate weights, particularly for Fay's generalized replication method or generalized bootstrap methods.

The option svrep.torch_device accepts the following options:

  • options(svrep.torch_device = 'none'): The 'torch' package will not be used.

  • options(svrep.torch_device = 'cpu'): The 'torch' package will be used with all operations done on the CPU.

  • options(svrep.torch_device = 'cuda'): The 'torch' package will be used, with operations conducted on the GPU if possible. This requires the user's computer to have a CUDA-enabled GPU.

Note that precise values for matrix decompositions can vary between different linear algebra libraries (including among common BLAS/LAPACK), and so the replicate weights created with 'torch' may not exactly match those created without 'torch'; differences will generally be small.

The following function from 'torch' will control the number of threads used for computations, which can have a large impact on speed.

  • torch::set_num_threads(): Sets the number of threads that 'torch' can use.

Relevant options from the 'survey' package

The 'survey' package has the following options which are of particular relevance to users of 'svrep'.

  • options(survey.replicates.mse = TRUE/FALSE): The default value for this option is FALSE. This option controls the default value used for the mse argument in the functions svrepdesign() and as.svrepdesign().

Call help('survey.replicates.mse', package = 'survey') for more details.

In nearly all cases, it is safer to use options(survey.replicates.mse = TRUE), or–better yet– to always specify svrepdesign(..., mse = TRUE) or as.svrepdesign(..., mse = TRUE) when using functions with an mse argument.

For replicate weights created using Fay's generalized replication method or the generalized bootstrap, using mse = FALSE can result in badly biased variance estimates.

  • options(survey.multicore = TRUE/FALSE): The default value for this option is FALSE. Setting this option to TRUE means that multiple processors will be used for certain variance calculations involving replicate weights, such as in svyglm().

This can potentially speed up calculations but is not guaranteed to do so.

Call help('survey.multicore', package = 'survey') for more details.